| 1 | #' Forecaster |
| 2 | #' |
| 3 | #' Forecaster (abstract class, implemented by all forecasters) |
| 4 | #' |
| 5 | #' @field params List of computed parameters, for post-run analysis (dev) |
| 6 | #' @field data Dataset, object of class Data |
| 7 | #' @field pjump Function: how to predict the jump at day interface ? |
| 8 | #' |
| 9 | #' @docType class |
| 10 | #' @importFrom R6 R6Class |
| 11 | Forecaster = R6::R6Class("Forecaster", |
| 12 | private = list( |
| 13 | .params = "list", |
| 14 | .data = "Data", |
| 15 | .pjump = "function" |
| 16 | ), |
| 17 | public = list( |
| 18 | initialize = function(data, pjump) |
| 19 | initialize(self, private, data, pjump) |
| 20 | , |
| 21 | predictSerie = function(today, memory, horizon, ...) |
| 22 | predictSerie(private, today, memory, horizon, ...) |
| 23 | , |
| 24 | predictShape = function(today, memory, horizon, ...) |
| 25 | predictShape(private, today, memory, horizon, ...) |
| 26 | , |
| 27 | getParameters = function() |
| 28 | getParameters(private) |
| 29 | ) |
| 30 | ) |
| 31 | |
| 32 | #' Initialize (generic) Forecaster object |
| 33 | #' |
| 34 | #' @param o Object of class Forecaster |
| 35 | #' @param private List of private members in o |
| 36 | #' @param data Object of class Data |
| 37 | #' @param pjump Function to predict jump |
| 38 | initialize = function(o, private, data, pjump) |
| 39 | { |
| 40 | .params <<- list() |
| 41 | .data <<- data |
| 42 | .pjump <<- pjump |
| 43 | invisible(o) |
| 44 | } |
| 45 | |
| 46 | #' Obtain a new forecasted time-serie |
| 47 | #' |
| 48 | #' @inheritParams initialize |
| 49 | #' @param today Index for current prediction |
| 50 | #' @param memory Depth in data (in days) |
| 51 | #' @param horizon Number of hours to forecast |
| 52 | predictSerie = function(private, today, memory, horizon, ...) |
| 53 | { |
| 54 | # Parameters (potentially) computed during shape prediction stage |
| 55 | predicted_shape = predictShape(today, memory, horizon, ...) |
| 56 | predicted_delta = private$.pjump(private$.data, today, memory, horizon, params, ...) |
| 57 | # Predicted shape is aligned it on the end of current day + jump |
| 58 | predicted_shape + tail(private$.data$getSerie(today),1) - predicted_shape[1] + predicted_delta |
| 59 | } |
| 60 | |
| 61 | #' Shape prediction (centered curve) |
| 62 | #' |
| 63 | #' @inheritParams predictSerie |
| 64 | predictShape = function(private, today, memory, horizon, ...) |
| 65 | #empty default implementation: to implement in inherited classes |
| 66 | |
| 67 | #' Get parameters list |
| 68 | #' |
| 69 | #' @inheritParams initialize |
| 70 | getParameters = function(private) |
| 71 | private$.params |