3 #' Data encapsulation as a list (days) of lists (components).
5 #' The private field .data is a list where each cell contains the variables for a period
6 #' of time of 24 hours, from time P+1 until P the next day where P is an integer between
7 #' 0 and 23. .data[[1]] refers to the first measured data (serie and exogenous
8 #' variables): the corresponding times can be accessed through the function
9 #' \code{getTime()} below. Each cell .data[[i]] is itself a list containing five slots,
10 #' as described in the 'field' section.
12 #' @usage data <- Data$new()
14 #' @field .data[[i]] List of
16 #' \item time: vector of times
17 #' \item centered_serie: centered serie
18 #' \item level: corresponding level
19 #' \item exo: exogenous variables
20 #' \item exo_hat: predicted exogenous variables (for next day)
25 #' \item{\code{getSize()}}{
26 #' Number of series in dataset.}
27 #' \item{\code{getStdHorizon()}}{
28 #' Number of time steps from serie[1] until midnight}
29 #' \item{\code{append(time, serie, exo, exo_hat)}}{
30 #' Measured data for given vector of times + exogenous predictions from
32 #' \item{\code{getTime(index)}}{
33 #' Times (vector) at specified index.}
34 #' \item{\code{getCenteredSerie(index)}}{
35 #' Centered serie at specified index.}
36 #' \item{\code{getCenteredSeries(indices)}}{
37 #' Centered series at specified indices (in columns).}
38 #' \item{\code{getLevel(index)}}{
39 #' Level at specified index.}
40 #' \item{\code{getSerie(index)}}{
41 #' Serie (centered+level) at specified index.}
42 #' \item{\code{getSeries(indices)}}{
43 #' Series at specified indices (in columns).}
44 #' \item{\code{getExoHat(index)}}{
45 #' Predicted exogenous variables at specified index.}
46 #' \item{\code{getExo(index)}}{
47 #' Measured exogenous variables at specified index.}
48 #' \item{\code{removeFirst()}}{
49 #' Remove first list element (if truncated).}
50 #' \item{\code{removeLast()}}{
51 #' Remove last list element (if truncated).}
57 Data = R6::R6Class("Data",
65 getStdHorizon = function()
66 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
68 append = function(time, serie, exo, exo_hat)
70 level = mean(serie, na.rm=TRUE)
71 centered_serie = serie - level
72 private$.data[[length(private$.data)+1]] <- list(
73 "time"=time, #H-24 --> H-1
74 "centered_serie"=centered_serie, #at 'time'
75 "level"=level, #at 'time'
76 "exo"=exo, #at 'time' (yersteday 0am to last midnight)
77 "exo_hat"=exo_hat) #today 0am to next midnight
79 getTime = function(index)
81 index = dateIndexToInteger(index, self)
82 private$.data[[index]]$time
84 getCenteredSerie = function(index)
86 index = dateIndexToInteger(index, self)
87 private$.data[[index]]$centered_serie
89 getCenteredSeries = function(indices)
90 sapply(indices, function(i) self$getCenteredSerie(i))
92 getLevel = function(index)
94 index = dateIndexToInteger(index, self)
95 private$.data[[index]]$level
97 getSerie = function(index)
99 index = dateIndexToInteger(index, self)
100 private$.data[[index]]$centered_serie + private$.data[[index]]$level
102 getSeries = function(indices)
103 sapply(indices, function(i) self$getSerie(i))
105 getExoHat = function(index)
107 index = dateIndexToInteger(index, self)
108 private$.data[[index]]$exo_hat
110 getExo = function(index)
112 index = dateIndexToInteger(index, self)
113 private$.data[[index]]$exo
115 removeFirst = function()
116 private$.data <- private$.data[2:length(private$.data)]
118 removeLast = function()
119 private$.data <- private$.data[1:(length(private$.data)-1)]