[talweg.git] / pkg / R / J_Neighbors.R

#' Obtain jump forecast by the Neighbors method
#'
#' @inheritParams computeForecast
#' @inheritParams getZeroJumpPredict
#'
getNeighborsJumpPredict = function(data, today, memory, horizon, params, ...)
{
	first_day = max(1, today-memory)
	filter = (params$indices >= first_day)
	indices = params$indices[filter]
	weights = params$weights[filter]
	realtime = ifelse(hasArg("realtime"), list(...)$realtime, FALSE)

	if (any(is.na(weights) | is.na(indices)))
		return (NA)

	gaps = sapply(indices, function(i) {
		data$getSerie(i+1,hat=(realtime && i+1==today))[1] - tail(data$getSerie(i), 1)
	})
	scal_product = weights * gaps
	norm_fact = sum( weights[!is.na(scal_product)] )
	sum(scal_product, na.rm=TRUE) / norm_fact
}
Commit	Line	Data
e030a6e3	1	#' Obtain jump forecast by the Neighbors method
3d69ff21	2	#'
99f83c9a	3	#' @inheritParams computeForecast
e030a6e3	4	#' @inheritParams getZeroJumpPredict
546b0cb6	5	#'
e030a6e3	6	getNeighborsJumpPredict = function(data, today, memory, horizon, params, ...)
3d69ff21	7	{
09cf9c19	8	first_day = max(1, today-memory)
ee8b1b4e	9	filter = (params$indices >= first_day)
e030a6e3 BA	10	indices = params$indices[filter]
e030a6e3 BA	11	weights = params$weights[filter]
72b9c501	12	realtime = ifelse(hasArg("realtime"), list(...)$realtime, FALSE)
99f83c9a	13
09cf9c19	14	if (any(is.na(weights) \| is.na(indices)))
3d69ff21 BA	15	return (NA)
3d69ff21 BA	16
09cf9c19	17	gaps = sapply(indices, function(i) {
72b9c501	18	data$getSerie(i+1,hat=(realtime && i+1==today))[1] - tail(data$getSerie(i), 1)
3d69ff21	19	})
09cf9c19 BA	20	scal_product = weights * gaps
09cf9c19 BA	21	norm_fact = sum( weights[!is.na(scal_product)] )
3d69ff21 BA	22	sum(scal_product, na.rm=TRUE) / norm_fact
3d69ff21 BA	23	}