| 1 | #' Data |
| 2 | #' |
| 3 | #' Data encapsulation as a list (days) of lists (components). |
| 4 | #' |
| 5 | #' The private field .data is a list where each cell contains the variables for a period |
| 6 | #' of time of 24 hours, from time P+1 until P the next day where P is an integer between |
| 7 | #' 0 and 23. .data[[1]] refers to the first measured data (serie and exogenous |
| 8 | #' variables): the corresponding times can be accessed through the function |
| 9 | #' \code{getTime()} below. Each cell .data[[i]] is itself a list containing five slots, |
| 10 | #' as described in the 'field' section. |
| 11 | #' |
| 12 | #' @usage data <- Data$new() |
| 13 | #' |
| 14 | #' @field .data[[i]] List of |
| 15 | #' \itemize{ |
| 16 | #' \item time: vector of times |
| 17 | #' \item centered_serie: centered serie |
| 18 | #' \item level: corresponding level |
| 19 | #' \item exo: exogenous variables |
| 20 | #' \item exo_hat: predicted exogenous variables (for next day) |
| 21 | #' } |
| 22 | #' |
| 23 | #' @section Methods: |
| 24 | #' \describe{ |
| 25 | #' \item{\code{getSize()}}{ |
| 26 | #' Number of series in dataset.} |
| 27 | #' \item{\code{getStdHorizon()}}{ |
| 28 | #' Number of time steps from serie[1] until midnight} |
| 29 | #' \item{\code{append(time, serie, exo, exo_hat)}}{ |
| 30 | #' Measured data for given vector of times + exogenous predictions from |
| 31 | #' last midgnight.} |
| 32 | #' \item{\code{getTime(index)}}{ |
| 33 | #' Times (vector) at specified index.} |
| 34 | #' \item{\code{getCenteredSerie(index)}}{ |
| 35 | #' Centered serie at specified index.} |
| 36 | #' \item{\code{getCenteredSeries(indices)}}{ |
| 37 | #' Centered series at specified indices (in columns).} |
| 38 | #' \item{\code{getLevel(index)}}{ |
| 39 | #' Level at specified index.} |
| 40 | #' \item{\code{getSerie(index)}}{ |
| 41 | #' Serie (centered+level) at specified index.} |
| 42 | #' \item{\code{getSeries(indices)}}{ |
| 43 | #' Series at specified indices (in columns).} |
| 44 | #' \item{\code{getExoHat(index)}}{ |
| 45 | #' Predicted exogenous variables at specified index.} |
| 46 | #' \item{\code{getExo(index)}}{ |
| 47 | #' Measured exogenous variables at specified index.} |
| 48 | #' \item{\code{removeFirst()}}{ |
| 49 | #' Remove first list element (if truncated).} |
| 50 | #' \item{\code{removeLast()}}{ |
| 51 | #' Remove last list element (if truncated).} |
| 52 | #' } |
| 53 | #' |
| 54 | #' @docType class |
| 55 | #' @format R6 class |
| 56 | #' |
| 57 | Data = R6::R6Class("Data", |
| 58 | private = list( |
| 59 | .data = list() |
| 60 | ), |
| 61 | public = list( |
| 62 | getSize = function() |
| 63 | length(private$.data) |
| 64 | , |
| 65 | getStdHorizon = function() |
| 66 | 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 |
| 67 | , |
| 68 | append = function(time, serie, exo, exo_hat) |
| 69 | { |
| 70 | level = mean(serie, na.rm=TRUE) |
| 71 | centered_serie = serie - level |
| 72 | private$.data[[length(private$.data)+1]] <- list( |
| 73 | "time"=time, #H-24 --> H-1 |
| 74 | "centered_serie"=centered_serie, #at 'time' |
| 75 | "level"=level, #at 'time' |
| 76 | "exo"=exo, #at 'time' (yersteday 0am to last midnight) |
| 77 | "exo_hat"=exo_hat) #today 0am to next midnight |
| 78 | }, |
| 79 | getTime = function(index) |
| 80 | { |
| 81 | index = dateIndexToInteger(index, self) |
| 82 | private$.data[[index]]$time |
| 83 | }, |
| 84 | getCenteredSerie = function(index) |
| 85 | { |
| 86 | index = dateIndexToInteger(index, self) |
| 87 | private$.data[[index]]$centered_serie |
| 88 | }, |
| 89 | getCenteredSeries = function(indices) |
| 90 | sapply(indices, function(i) self$getCenteredSerie(i)) |
| 91 | , |
| 92 | getLevel = function(index) |
| 93 | { |
| 94 | index = dateIndexToInteger(index, self) |
| 95 | private$.data[[index]]$level |
| 96 | }, |
| 97 | getSerie = function(index) |
| 98 | { |
| 99 | index = dateIndexToInteger(index, self) |
| 100 | private$.data[[index]]$centered_serie + private$.data[[index]]$level |
| 101 | }, |
| 102 | getSeries = function(indices) |
| 103 | sapply(indices, function(i) self$getSerie(i)) |
| 104 | , |
| 105 | getExoHat = function(index) |
| 106 | { |
| 107 | index = dateIndexToInteger(index, self) |
| 108 | private$.data[[index]]$exo_hat |
| 109 | }, |
| 110 | getExo = function(index) |
| 111 | { |
| 112 | index = dateIndexToInteger(index, self) |
| 113 | private$.data[[index]]$exo |
| 114 | }, |
| 115 | removeFirst = function() |
| 116 | private$.data <- private$.data[2:length(private$.data)] |
| 117 | , |
| 118 | removeLast = function() |
| 119 | private$.data <- private$.data[1:(length(private$.data)-1)] |
| 120 | ) |
| 121 | ) |