#'
#' Forecaster (abstract class, implemented by all forecasters)
#'
+#' @docType class
+#' @importFrom R6 R6Class
+#'
#' @field params List of computed parameters, for post-run analysis (dev)
#' @field data Dataset, object of class Data
#' @field pjump Function: how to predict the jump at day interface ?
#'
-#' @docType class
-#' @importFrom R6 R6Class
+#' @section Methods: \describe{
+#' \item{\code{initialize(data, pjump)}}
+#' {Initialize a Forecaster object with a Data object and a jump prediction function.}
+#' \item{\code{predictSerie(today,memory,horizon,...)}}
+#' {Predict a new serie of \code{horizon} values at day index \code{today} using \code{memory}
+#' days in the past.}
+#' \item{\code{predictShape(today,memory,horizon,...)}}
+#' {Predict a new shape of \code{horizon} values at day index \code{today} using \code{memory}
+#' days in the past.}
+#' \item{\code{getParameters()}}
+#' {Return (internal) parameters.}}
Forecaster = R6::R6Class("Forecaster",
private = list(
- .params = "list",
- .data = "Data",
- .pjump = "function"
+ .params = list(),
+ .data = NULL,
+ .pjump = NULL
),
public = list(
initialize = function(data, pjump)
- initialize(self, private, data, pjump)
- ,
+ {
+ private$.data <- data
+ private$.pjump <- pjump
+ invisible(self)
+ },
predictSerie = function(today, memory, horizon, ...)
- predictSerie(private, today, memory, horizon, ...)
- ,
+ {
+ # Parameters (potentially) computed during shape prediction stage
+ predicted_shape = self$predictShape(today, memory, horizon, ...)
+ predicted_delta = private$.pjump(private$.data,today,memory,horizon,private$.params,...)
+ # Predicted shape is aligned it on the end of current day + jump
+ predicted_shape+tail(private$.data$getSerie(today),1)-predicted_shape[1]+predicted_delta
+ },
predictShape = function(today, memory, horizon, ...)
- predictShape(private, today, memory, horizon, ...)
+ NULL #empty default implementation: to implement in inherited classes
,
getParameters = function()
- getParameters(private)
+ private$.params
)
)
-
-#' Initialize (generic) Forecaster object
-#'
-#' @param o Object of class Forecaster
-#' @param private List of private members in o
-#' @param data Object of class Data
-#' @param pjump Function to predict jump
-initialize = function(o, private, data, pjump)
-{
- .params <<- list()
- .data <<- data
- .pjump <<- pjump
- invisible(o)
-}
-
-#' Obtain a new forecasted time-serie
-#'
-#' @inheritParams initialize
-#' @param today Index for current prediction
-#' @param memory Depth in data (in days)
-#' @param horizon Number of hours to forecast
-predictSerie = function(private, today, memory, horizon, ...)
-{
- # Parameters (potentially) computed during shape prediction stage
- predicted_shape = predictShape(today, memory, horizon, ...)
- predicted_delta = private$.pjump(private$.data, today, memory, horizon, params, ...)
- # Predicted shape is aligned it on the end of current day + jump
- predicted_shape + tail(private$.data$getSerie(today),1) - predicted_shape[1] + predicted_delta
-}
-
-#' Shape prediction (centered curve)
-#'
-#' @inheritParams predictSerie
-predictShape = function(private, today, memory, horizon, ...)
- #empty default implementation: to implement in inherited classes
-
-#' Get parameters list
-#'
-#' @inheritParams initialize
-getParameters = function(private)
- private$.params