pkg/R/Forecast.R

   1 #' Forecast
   2 #'
   3 #' Forecast encapsulation as a list (days where prediction occur) of lists (components).
   4 #'
   5 #' The private field .pred is a list where each cell contains the predicted variables for
   6 #' a period of time of H<=24 hours, from hour P until P+H-1, where P == predict_from.
   7 #' \code{forecast$getForecast(i)} output forecasts for
   8 #' \code{data$getSerie(forecast$getIndexInData(i))}.
   9 #'
  10 #' @usage # Forecast$new(dates)
  11 #'
  12 #' @field .pred List with
  13 #' \itemize{
  14 #'   \item serie: the forecasted serie
  15 #'   \item params: corresponding list of parameters (weights, neighbors...)
  16 #'   \item index_in_data: corresponding index in data object
  17 #' }
  18 #' @field .dates vector of (integer) day indices where forecast occurs
  19 #'
  20 #' @section Methods:
  21 #' \describe{
  22 #' \item{\code{initialize(dates)}}{
  23 #'   Initialize a Forecast object with a series of date indices.}
  24 #' \item{\code{getSize()}}{
  25 #'   Return number of individual forecasts.}
  26 #' \item{\code{append(forecast, params, index_in_data)}}{
  27 #'   Acquire an individual forecast, with its (optimized) parameters and the
  28 #'   corresponding index in the dataset.}
  29 #' \item{\code{getDates()}}{
  30 #'   Get dates where forecast occurs.}
  31 #' \item{\code{getForecast(index)}}{
  32 #'   Get forecasted serie at specified index.}
  33 #' \item{\code{getParams(index)}}{
  34 #'   Get parameters at specified index (for 'Neighbors' method).}
  35 #' \item{\code{getIndexInData(index)}}{
  36 #'   Get index in data which corresponds to current forecast.}
  37 #' }
  38 #'
  39 #' @docType class
  40 #' @format R6 class
  41 #'
  42 Forecast = R6::R6Class("Forecast",
  43     private = list(
  44         .pred = list(),
  45         .dates = integer(0) #store dates as integers (from 1970-01-01)
  46     ),
  47     public = list(
  48         initialize = function(dates)
  49         {
  50             private$.dates <- dates
  51             invisible(self)
  52         },
  53         getSize = function()
  54             length(private$.pred)
  55         ,
  56         append = function(forecast, params, index_in_data)
  57         {
  58             private$.pred[[length(private$.pred)+1]] <-
  59                 list("forecast"=forecast, "params"=params, "index_in_data"=index_in_data)
  60         },
  61         getDates = function()
  62             as.Date( private$.dates, origin="1970-01-01" )
  63         ,
  64         getForecast = function(index)
  65         {
  66             if (is(index,"Date"))
  67                 index = match(index, private$.dates)
  68             private$.pred[[index]]$forecast
  69         },
  70         getParams = function(index)
  71         {
  72             if (is(index,"Date"))
  73                 index = match(index, private$.dates)
  74             private$.pred[[index]]$params
  75         },
  76         getIndexInData = function(index)
  77         {
  78             if (is(index,"Date"))
  79                 index = match(index, private$.dates)
  80             private$.pred[[index]]$index_in_data
  81         }
  82     )
  83 )