#' Forecaster
#'
-#' Forecaster (abstract class, implemented by all forecasters)
+#' Forecaster (abstract class, implemented by all forecasters).
#'
-#' @docType class
-#' @importFrom R6 R6Class
+#' A Forecaster object encapsulates parameters (which can be of various kinds, for
+#' example "Neighbors" method stores informations about the considered neighborhood for
+#' the current prediction task) and one main function: \code{predictSerie()}. This last
+#' function (by default) calls \code{predictShape()} to get a forecast of a centered
+#' serie, and then calls the "jump prediction" function -- see "field" section -- to
+#' adjust it based on the last observed values.
+#'
+#' @usage Forecaster$new(pjump) #warning: predictShape() is unimplemented
+#'
+#' @field .params List of computed parameters (if applicable).
+#' @field .pjump Function: how to predict the jump at day interface? The arguments of
+#' this function are -- in this order:
+#' \itemize{
+#' \item data : object output of \code{getData()},
+#' \item today : index (integer or date) of the last known day in data,
+#' \item memory : number of days to use in the past (including today),
+#' \item horizon : number of time steps to predict,
+#' \item params : optimized parameters in the main method \code{predictShape()},
+#' \item ... : additional arguments.
+#' }
+#' .pjump returns an estimation of the jump after the last observed value.
#'
-#' @field params List of computed parameters, for post-run analysis (dev)
-#' @field data Dataset, object of class Data
-#' @field pjump Function: how to predict the jump at day interface ?
+#' @section Methods:
+#' \describe{
+#' \item{\code{initialize(data, pjump)}}{
+#' Initialize a Forecaster object with a Data object and a jump prediction function.}
+#' \item{\code{predictSerie(today,memory,horizon,...)}}{
+#' Predict a new serie of \code{horizon} values at day index \code{today} using
+#' \code{memory} days in the past.}
+#' \item{\code{predictShape(today,memory,horizon,...)}}{
+#' Predict a new shape of \code{horizon} values at day index \code{today} using
+#' \code{memory} days in the past.}
+#' \item{\code{getParameters()}}{
+#' Return (internal) parameters.}
+#' }
+#'
+#' @docType class
+#' @format R6 class
#'
-#' @section Methods: \describe{
-#' \item{\code{initialize(data, pjump)}}
-#' {Initialize a Forecaster object with a Data object and a jump prediction function.}
-#' \item{\code{predictSerie(today,memory,horizon,...)}}
-#' {Predict a new serie of \code{horizon} values at day index \code{today} using \code{memory}
-#' days in the past.}
-#' \item{\code{predictShape(today,memory,horizon,...)}}
-#' {Predict a new shape of \code{horizon} values at day index \code{today} using \code{memory}
-#' days in the past.}
-#' \item{\code{getParameters()}}
-#' {Return (internal) parameters.}}
Forecaster = R6::R6Class("Forecaster",
private = list(
.params = list(),
- .data = NULL,
.pjump = NULL
),
public = list(
- initialize = function(data, pjump)
+ initialize = function(pjump)
{
- private$.data <- data
private$.pjump <- pjump
invisible(self)
},
- predictSerie = function(today, memory, horizon, ...)
+ predictSerie = function(data, today, memory, horizon, ...)
{
# Parameters (potentially) computed during shape prediction stage
- predicted_shape = self$predictShape(today, memory, horizon, ...)
- predicted_delta = private$.pjump(private$.data,today,memory,horizon,private$.params,...)
+ predicted_shape = self$predictShape(data, today, memory, horizon, ...)
+ predicted_delta = private$.pjump(data,today,memory,horizon,private$.params,...)
# Predicted shape is aligned it on the end of current day + jump
- predicted_shape+tail(private$.data$getSerie(today),1)-predicted_shape[1]+predicted_delta
+ predicted_shape+tail(data$getSerie(today),1)-predicted_shape[1]+predicted_delta
},
- predictShape = function(today, memory, horizon, ...)
+ predictShape = function(data, today, memory, horizon, ...)
NULL #empty default implementation: to implement in inherited classes
,
getParameters = function()