pkg/R/F_Persistence.R

   1 #' Persistence Forecaster
   2 #'
   3 #' Look for the most recent similar day in the past, and return its corresponding curve.
   4 #'
   5 #' There are two variations, depending whether "similar day" means "same day in the week"
   6 #' or "most recent day" (regardless of day type). The corresponding argument is named
   7 #' "same_day": a value of TRUE implies the former interpretation (same day in week).
   8 #' If the last similar day has missing values, the next one is searched, and so on until
   9 #' one full serie is found (if no one is found, NA is returned).
  10 #'
  11 #' @usage # PersistenceForecaster$new(pjump)
  12 #'
  13 #' @docType class
  14 #' @format R6 class, inherits Forecaster
  15 #' @aliases F_Persistence
  16 #'
  17 PersistenceForecaster = R6::R6Class("PersistenceForecaster",
  18     inherit = Forecaster,
  19
  20     public = list(
  21         predictShape = function(data, today, memory, horizon, ...)
  22         {
  23             # Return centered last (similar) day curve, avoiding NAs until memory is run
  24             first_day = max(1, today-memory)
  25             same_day = ifelse(hasArg("same_day"), list(...)$same_day, TRUE)
  26             # If 'same_day', get the last known future of similar day: -7 + 1 == -6
  27             index = today - ifelse(same_day,6,0)
  28             repeat
  29             {
  30                 {
  31                     last_serie = data$getCenteredSerie(index)[1:horizon]
  32                     index = index - ifelse(same_day,7,1)
  33                 };
  34                 if (!any(is.na(last_serie)))
  35                     return (last_serie);
  36                 if (index < first_day)
  37                     return (NA)
  38             }
  39         }
  40     )
  41 )