| 1 | #' Forecast |
| 2 | #' |
| 3 | #' Forecast encapsulation |
| 4 | #' |
| 5 | #' @docType class |
| 6 | #' @importFrom R6 R6Class |
| 7 | #' |
| 8 | #' @field .pred List with \itemize{ |
| 9 | #' \item serie: forecasted serie |
| 10 | #' \item params: corresponding list of parameters (weights, neighbors...) |
| 11 | #' \item index: corresponding index in data object} |
| 12 | #' @field .dates vector of day indices where forcast occurs |
| 13 | #' |
| 14 | #' @section Methods: \describe{ |
| 15 | #' \item{\code{initialize(dates)}} |
| 16 | #' {Initialize a Forecast object with a series of date indices.} |
| 17 | #' \item{\code{predictSerie(today,memory,horizon,...)}} |
| 18 | #' {Predict a new serie of \code{horizon} values at day index \code{today} using \code{memory} |
| 19 | #' days in the past.} TODO: continue ####################################### |
| 20 | #' \item{\code{predictShape(today,memory,horizon,...)}} |
| 21 | #' {Predict a new shape of \code{horizon} values at day index \code{today} using \code{memory} |
| 22 | #' days in the past.} |
| 23 | #' \item{\code{getParameters()}} |
| 24 | #' {Return (internal) parameters.} } |
| 25 | Forecast = R6::R6Class("Forecast", |
| 26 | private = list( |
| 27 | .pred = list(), |
| 28 | .dates = c() |
| 29 | ), |
| 30 | public = list( |
| 31 | initialize = function(dates) |
| 32 | initializeForecast(self, private, dates) |
| 33 | , |
| 34 | getSize = function() |
| 35 | getSizeForecast(private) |
| 36 | , |
| 37 | append = function(new_serie, new_params, new_index) |
| 38 | appendForecast(private, new_serie, new_params, new_index) |
| 39 | , |
| 40 | getDates = function() |
| 41 | getDatesForecast(private) |
| 42 | , |
| 43 | getSerie = function(index) |
| 44 | getSerieForecast(private, index) |
| 45 | , |
| 46 | getParams = function(index) |
| 47 | getParamsForecast(private, index) |
| 48 | , |
| 49 | getIndexInData = function(index) |
| 50 | getIndexInDataForecast(private, index) |
| 51 | ) |
| 52 | ) |
| 53 | |
| 54 | #' Initialize empty Forecast object |
| 55 | #' |
| 56 | #' @param o Object of class Forecast |
| 57 | #' @param private List of private members in o |
| 58 | #' @param dates vector of dates where forecast occurs |
| 59 | initializeForecast = function(o, private, dates) |
| 60 | { |
| 61 | private$.dates <- dates |
| 62 | invisible(o) |
| 63 | } |
| 64 | |
| 65 | #' Number of individual forecasts" |
| 66 | #' |
| 67 | #' @inheritParams initializeForecast |
| 68 | getSizeForecast = function(private) |
| 69 | length(private$.pred) |
| 70 | |
| 71 | #' Obtain a new pair (serie, params)" |
| 72 | #' |
| 73 | #' @inheritParams initializeForecast |
| 74 | #' @param new_serie Values of a new serie |
| 75 | #' @param new_params Associated (optimized) parameters |
| 76 | #' @param new_index_in_data Corresponding index in data |
| 77 | appendForecast = function(private, new_serie, new_params, new_index_in_data) |
| 78 | { |
| 79 | private$.pred[[length(private$.pred)+1]] <- |
| 80 | list("serie"=new_serie, "params"=new_params, "index_in_data"=new_index_in_data) |
| 81 | } |
| 82 | |
| 83 | #' Dates where prediction occurs |
| 84 | #' |
| 85 | #' inheritParams initializeForecast |
| 86 | getDatesForecast = function(private) |
| 87 | private$.dates |
| 88 | |
| 89 | #' Serie values at specified index" |
| 90 | #' |
| 91 | #' @inheritParams initializeForecast |
| 92 | #' @param index Return value at this index |
| 93 | getSerieForecast = function(index) |
| 94 | { |
| 95 | if (is(index,"Date")) |
| 96 | index = match(index, private$.dates) |
| 97 | private$.pred[[index]]$serie |
| 98 | } |
| 99 | |
| 100 | #' Params at specified index" |
| 101 | #' |
| 102 | #' @inheritParams getSerieForecast |
| 103 | getParamsForecast = function(index) |
| 104 | { |
| 105 | if (is(index,"Date")) |
| 106 | index = match(index, private$.dates) |
| 107 | private$.pred[[index]]$params |
| 108 | } |
| 109 | |
| 110 | #' (day) Index in data where prediction took place" |
| 111 | #' |
| 112 | #' @inheritParams getSerieForecast |
| 113 | getIndexInDataForecast = function(index) |
| 114 | { |
| 115 | if (is(index,"Date")) |
| 116 | index = match(index, private$.dates) |
| 117 | private$.pred[[index]]$index_in_data |
| 118 | } |