From: Benjamin Auder Date: Sun, 2 Jul 2017 21:02:24 +0000 (+0200) Subject: fix bugs X-Git-Url: https://git.auder.net/doc/html/%7B%7B%20asset%28%27mixstore/current/pieces/cb.svg?a=commitdiff_plain;h=a3344f7591f6f4b3d337a69e4a568e9b16e33415;p=talweg.git fix bugs --- diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R index 0295cd5..ea27d5c 100644 --- a/pkg/R/F_Neighbors.R +++ b/pkg/R/F_Neighbors.R @@ -137,7 +137,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", days_in=tdays_cut, operational=opera) nb_neighbs <- round( window[length(window)] ) # TODO: 10 == magic number - tdays <- .getConstrainedNeighbs(today, data, tdays, min_neighbs=nb_neighbs) + tdays <- .getConstrainedNeighbs(today, data, tdays, nb_neighbs, opera) if (length(tdays) == 1) { if (final_call) @@ -171,7 +171,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", if (simtype == "exo" || simtype == "mix") { - distances2 <- .computeDistsExo(data, today, tdays) + distances2 <- .computeDistsExo(data, today, tdays, opera) # Compute exogen similarities using the given window window_exo = ifelse(simtype=="mix", window[2], window[1]) @@ -218,9 +218,9 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", # @param min_neighbs Minimum number of points in a neighborhood # @param max_neighbs Maximum number of points in a neighborhood # -.getConstrainedNeighbs = function(today, data, tdays, min_neighbs=10) +.getConstrainedNeighbs = function(today, data, tdays, min_neighbs, opera) { - levelToday = data$getLevelHat(today) + levelToday = ifelse(opera, tail(data$getLevelHat(today),1), data$getLevel(today)) distances = sapply( tdays, function(i) abs(data$getLevel(i) - levelToday) ) #TODO: 1, +1, +3 : magic numbers dist_thresh = 1 @@ -265,10 +265,13 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", }) } -.computeDistsExo <- function(data, today, tdays) +.computeDistsExo <- function(data, today, tdays, opera) { M = matrix( ncol=1+length(tdays), nrow=1+length(data$getExo(1)) ) - M[,1] = c( data$getLevelHat(today), as.double(data$getExoHat(today)) ) + if (opera) + M[,1] = c( tail(data$getLevelHat(today),1), as.double(data$getExoHat(today)) ) + else + M[,1] = c( data$getLevel(today), as.double(data$getExo(today)) ) for (i in seq_along(tdays)) M[,i+1] = c( data$getLevel(tdays[i]), as.double(data$getExo(tdays[i])) ) diff --git a/pkg/R/Forecaster.R b/pkg/R/Forecaster.R index a10f0bd..ef270b1 100644 --- a/pkg/R/Forecaster.R +++ b/pkg/R/Forecaster.R @@ -59,7 +59,7 @@ Forecaster = R6::R6Class("Forecaster", # Parameters (potentially) computed during shape prediction stage predicted_shape <- self$predictShape(data,today,memory,predict_from,horizon,...) - if (is.na(predicted_shape)) + if (is.na(predicted_shape[1])) return (NA) predicted_delta <- private$.pjump(data, today, memory, predict_from, diff --git a/pkg/R/J_LastValue.R b/pkg/R/J_LastValue.R index 4190b9c..9b1b5e3 100644 --- a/pkg/R/J_LastValue.R +++ b/pkg/R/J_LastValue.R @@ -7,7 +7,8 @@ #' #' @aliases J_LastValue #' -getLastValueJumpPredict = function(data, today, memory, horizon, params, ...) +getLastValueJumpPredict = function(data, today, memory, predict_from, + horizon, params, ...) { 0 } diff --git a/pkg/R/J_Zero.R b/pkg/R/J_Zero.R index 16b6ed5..01ba9e3 100644 --- a/pkg/R/J_Zero.R +++ b/pkg/R/J_Zero.R @@ -8,7 +8,7 @@ #' #' @aliases J_Zero #' -getZeroJumpPredict = function(data, today, memory, horizon, params, ...) +getZeroJumpPredict = function(data, today, memory, predict_from, horizon, params, ...) { list(...)$first_pred - ifelse( predict_from >= 2, data$getSerie(today)[predict_from-1], tail(data$getSerie(today-1),1) ) diff --git a/pkg/R/getData.R b/pkg/R/getData.R index d0e69d7..8e44a52 100644 --- a/pkg/R/getData.R +++ b/pkg/R/getData.R @@ -68,7 +68,7 @@ getData = function(ts_data, exo_data, date_format="%d/%m/%Y %H:%M", limit=Inf) { time = c(time, ts_df[line,1]) serie = c(serie, ts_df[line,2]) - level_hat = c(level_hat, #in case of data file is incomplete... + level_hat = c(level_hat, #if data file is incomplete... ifelse(ncol(ts_df) > 2, ts_df[line,3], mean(serie,na.rm=TRUE))) line = line + 1 };