From: Benjamin Auder Date: Mon, 27 Feb 2017 12:52:01 +0000 (+0100) Subject: intermediate: R6, too slow X-Git-Url: https://git.auder.net/pieces/current/doc/html/css/index.css?a=commitdiff_plain;h=25b75559e2d9bf84e2de35b851d93fefdae36e17;p=talweg.git intermediate: R6, too slow --- diff --git a/data/scripts/repair_HACK.R b/data/scripts/repair_HACK.R new file mode 100644 index 0000000..69ae774 --- /dev/null +++ b/data/scripts/repair_HACK.R @@ -0,0 +1,27 @@ + # HACK for test reports: complete some days with a few NAs, for nicer graphics + nas_in_serie = is.na(data$getSerie(today)) + if (any(nas_in_serie)) + { + if (sum(nas_in_serie) >= length(nas_in_serie) / 2) + return (NA) + for (i in seq_along(nas_in_serie)) + { + if (nas_in_serie[i]) + { + #look left + left = i-1 + while (left>=1 && nas_in_serie[left]) + left = left-1 + #look right + right = i+1 + while (right<=length(nas_in_serie) && nas_in_serie[right]) + right = right+1 + #HACK: modify by-reference Data object... + data$data[[today]]$serie[i] <<- + if (left==0) data$data[[today]]$serie[right] + else if (right==0) data$data[[today]]$serie[left] + else (data$data[[today]]$serie[left] + data$data[[today]]$serie[right]) / 2. + } + } + } + diff --git a/pkg/DESCRIPTION b/pkg/DESCRIPTION index 38b442e..e83e31e 100644 --- a/pkg/DESCRIPTION +++ b/pkg/DESCRIPTION @@ -10,7 +10,8 @@ Authors: Benjamin Auder [aut,cre], Bruno Portier , [ctb] Maintainer: Benjamin Auder Depends: - R (>= 3.0) + R (>= 3.0), + R6 Suggests: roxygen2, testthat, @@ -32,9 +33,9 @@ Collate: 'J_Neighbors.R' 'J_Persistence.R' 'J_Zero.R' - 'getData.R' 'computeError.R' 'computeForecast.R' + 'getData.R' 'plot.R' 'utils.R' VignetteBuilder: knitr diff --git a/pkg/R/Data.R b/pkg/R/Data.R index 27aa082..d970f7b 100644 --- a/pkg/R/Data.R +++ b/pkg/R/Data.R @@ -15,104 +15,116 @@ #' @importFrom R6 R6Class #' #' @export -Data = R6Class("Data", +Data = R6::R6Class("Data", private = list( - .data = "list" + .data = list() ), public = list( - initialize = function(...) - initialize(self, private, ...) - , getSize = function() - getSize(private) + getSizeData(private) , getStdHorizon = function() - getStdHorizon(private) + getStdHorizonData(private) , append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat) - append(private, new_time, new_centered_serie, new_level, new_exo, new_exo_hat) + appendData(private, new_time, new_centered_serie, new_level, new_exo, new_exo_hat) , getTime = function(index) - getTime(self, private, index) + getTimeData(self, private, index) , getCenteredSerie = function(index) - getCenteredSerie(self, private, index) + getCenteredSerieData(self, private, index) , getLevel = function(index) - getLevel(self, private, index) + getLevelData(self, private, index) , getSerie = function(index) - getSerie(self, private, index) + getSerieData(self, private, index) , getExo = function(index) - getExo(self, private, index) + getExoData(self, private, index) , getExoHat = function(index) - getExoHat(self, private, index) + getExoHatData(self, private, index) ) ) -##TODO: @param... @inheritParams... - -#' Initialize empty Data object -initialize = function(o, private, ...) -{ - private$.data <<- if (hasArg("data")) list(...)$data else list() - invisible(o) -} - #' Number of series in the dataset -getSize = function(private) +#' +#' @param private List of private members in current object +getSizeData = function(private) length(private$.data) #' 'Standard' horizon, from t+1 to midnight -getStdHorizon = function(private) +#' +#' @inheritParams getSizeData +getStdHorizonData = function(private) 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 #' Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat) -append = function(private, new_time, new_centered_serie, new_level, new_exo_hat, new_exo) +#' +#' @inheritParams getSizeData +#' @param new_time Time +#' @param new_centered_serie Centered serie +#' @param new_level Level +#' @param new_exo Exogneous variables +#' @param new_exo_hat Predicted exogenous variables +appendData = function(private, new_time, new_centered_serie, new_level, new_exo, new_exo_hat) { - private$.data[[length(private$.data)+1]] <<- list("time"=new_time, + private$.data[[length(private$.data)+1]] <- list("time"=new_time, "centered_serie"=new_centered_serie,"level"=new_level,"exo"=new_exo,"exo_hat"=new_exo_hat) } #' Time values at specified index -getTime = function(o, private, index) +#' +#' @inheritParams getSizeData +#' @param index Return value at this index +getTimeData = function(o, private, index) { index = dateIndexToInteger(index, o) private$.data[[index]]$time } #' Centered serie values at specified index -getCenteredSerie = function(o, private, index) +#' +#' @inheritParams getTimeData +getCenteredSerieData = function(o, private, index) { index = dateIndexToInteger(index, o) - private$.data[[index]]$serie + private$.data[[index]]$centered_serie } #' Level of the serie at specified index -getCenteredSerie = function(o, private, index) +#' +#' @inheritParams getTimeData +getLevelData = function(o, private, index) { index = dateIndexToInteger(index, o) private$.data[[index]]$level } #' Serie values (centered+level) at specified index -getCenteredSerie = function(o, private, index) +#' +#' @inheritParams getTimeData +getSerieData = function(o, private, index) { index = dateIndexToInteger(index, o) - private$.data[[index]]$serie + data[[index]]$level + private$.data[[index]]$centered_serie + data[[index]]$level } #' Exogenous measures at specified index -getCenteredSerie = function(o, private, index) +#' +#' @inheritParams getTimeData +getExoData = function(o, private, index) { index = dateIndexToInteger(index, o) private$.data[[index]]$exo } #' Exogeous predictions at specified index -getCenteredSerie = function(o, private, index) +#' +#' @inheritParams getTimeData +getExoHatData = function(o, private, index) { index = dateIndexToInteger(index, o) private$.data[[index]]$exo_hat diff --git a/pkg/R/F_Average.R b/pkg/R/F_Average.R index ba0f003..abc88be 100644 --- a/pkg/R/F_Average.R +++ b/pkg/R/F_Average.R @@ -1,34 +1,13 @@ #' @include Forecaster.R #' -#' @title Average Forecaster +#' Average Forecaster #' -#' @description Return the (pointwise) average of the all the (similar) centered day curves -#' in the past. Inherits \code{\link{Forecaster}} -AverageForecaster = setRefClass( - Class = "AverageForecaster", - contains = "Forecaster", +#' Return the (pointwise) average of the all the (similar) centered day curves +#' in the past. Inherits \code{\link{Forecaster}} +AverageForecaster = R6::R6Class("AverageForecaster", + inherit = "Forecaster", - methods = list( - initialize = function(...) - { - callSuper(...) - }, - predict = function(today, memory, horizon, ...) - { - predicted_shape = predictShape(today, memory, horizon, ...) - #Take care of never passing same_day==FALSE (when pjump == Persistence) - predicted_delta = - if (#as.character(substitute(pjump))=="Persistence" && #TODO: doesn't work - hasArg("same_day") && list(...)$same_day==FALSE) - { - args = list(...) - args$same_day = TRUE - do.call(pjump, append(list("today"=today,"memory"=memory,"horizon"=horizon), args)) - } - else - pjump(data, today, memory, horizon, params, ...) - predicted_shape + tail(data$getSerie(today),1) - predicted_shape[1] + predicted_delta - }, + public = list( predictShape = function(today, memory, horizon, ...) { avg = rep(0., horizon) diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R index 43a6a13..ac0df04 100644 --- a/pkg/R/F_Neighbors.R +++ b/pkg/R/F_Neighbors.R @@ -1,18 +1,13 @@ #' @include Forecaster.R #' -#' @title Neighbors Forecaster +#' Neighbors Forecaster #' -#' @description Predict tomorrow as a weighted combination of "futures of the past" days. -#' Inherits \code{\link{Forecaster}} -NeighborsForecaster = setRefClass( - Class = "NeighborsForecaster", - contains = "Forecaster", - - methods = list( - initialize = function(...) - { - callSuper(...) - }, +#' Predict tomorrow as a weighted combination of "futures of the past" days. +#' Inherits \code{\link{Forecaster}} +NeighborsForecaster = R6::R6Class("NeighborsForecaster", + inherit = "Forecaster", + + public = list( predictShape = function(today, memory, horizon, ...) { # (re)initialize computed parameters @@ -24,33 +19,6 @@ NeighborsForecaster = setRefClass( if (hasArg(h_window)) return (.predictShapeAux(fdays,today,horizon,list(...)$h_window,kernel,simtype,TRUE)) - # HACK for test reports: complete some days with a few NAs, for nicer graphics - nas_in_serie = is.na(data$getSerie(today)) - if (any(nas_in_serie)) - { - if (sum(nas_in_serie) >= length(nas_in_serie) / 2) - return (NA) - for (i in seq_along(nas_in_serie)) - { - if (nas_in_serie[i]) - { - #look left - left = i-1 - while (left>=1 && nas_in_serie[left]) - left = left-1 - #look right - right = i+1 - while (right<=length(nas_in_serie) && nas_in_serie[right]) - right = right+1 - #HACK: modify by-reference Data object... - data$data[[today]]$serie[i] <<- - if (left==0) data$data[[today]]$serie[right] - else if (right==0) data$data[[today]]$serie[left] - else (data$data[[today]]$serie[left] + data$data[[today]]$serie[right]) / 2. - } - } - } - # Determine indices of no-NAs days followed by no-NAs tomorrows first_day = max(today - memory, 1) fdays = (first_day:(today-1))[ sapply(first_day:(today-1), function(i) { @@ -92,12 +60,12 @@ NeighborsForecaster = setRefClass( h_best_mix = c(h_best_endo,h_best_exo) return (.predictShapeAux(fdays, today, horizon, h_best_mix, kernel, "mix", TRUE)) } - }, + } + ), + private = list( # Precondition: "today" is full (no NAs) .predictShapeAux = function(fdays, today, horizon, h, kernel, simtype, final_call) { - dat = data$data #HACK: faster this way... - fdays = fdays[ fdays < today ] # TODO: 3 = magic number if (length(fdays) < 3) @@ -111,7 +79,7 @@ NeighborsForecaster = setRefClass( distances2 = rep(NA, length(fdays)) for (i in seq_along(fdays)) { - delta = dat[[today]]$serie - dat[[ fdays[i] ]]$serie + delta = data$getCenteredSerie(today) - data$getCenteredSerie(fdays[i]) # Require at least half of non-NA common values to compute the distance if (sum(is.na(delta)) <= 0) #length(delta)/2) distances2[i] = mean(delta^2) #, na.rm=TRUE) @@ -134,10 +102,10 @@ NeighborsForecaster = setRefClass( { h_exo = ifelse(simtype=="mix", h[2], h) - M = matrix( nrow=1+length(fdays), ncol=1+length(dat[[today]]$exo) ) - M[1,] = c( dat[[today]]$level, as.double(dat[[today]]$exo) ) + M = matrix( nrow=1+length(fdays), ncol=1+length(data$getExo(today)) ) + M[1,] = c( data$getLevel(today), as.double(data$getExo(today)) ) for (i in seq_along(fdays)) - M[i+1,] = c( dat[[ fdays[i] ]]$level, as.double(dat[[ fdays[i] ]]$exo) ) + M[i+1,] = c( data$getLevel(fdays[i]), as.double(data$getExo(fdays[i])) ) sigma = cov(M) #NOTE: robust covariance is way too slow sigma_inv = solve(sigma) #TODO: use pseudo-inverse if needed? @@ -171,7 +139,7 @@ NeighborsForecaster = setRefClass( prediction = rep(0, horizon) for (i in seq_along(fdays_indices)) - prediction = prediction + similarities[i] * dat[[ fdays_indices[i]+1 ]]$serie[1:horizon] + prediction = prediction + similarities[i] * data$getSerie(fdays_indices[i]+1)[1:horizon] prediction = prediction / sum(similarities, na.rm=TRUE) if (final_call) diff --git a/pkg/R/F_Persistence.R b/pkg/R/F_Persistence.R index 19cf2e4..39e043c 100644 --- a/pkg/R/F_Persistence.R +++ b/pkg/R/F_Persistence.R @@ -1,18 +1,13 @@ #' @include Forecaster.R #' -#' @title Persistence Forecaster +#' Persistence Forecaster #' -#' @description Return the last centered (similar) day curve. -#' Inherits \code{\link{Forecaster}} -PersistenceForecaster = setRefClass( - Class = "PersistenceForecaster", - contains = "Forecaster", +#' Return the last centered (similar) day curve. +#' Inherits \code{\link{Forecaster}} +PersistenceForecaster = R6::R6Class("PersistenceForecaster", + inherit = "Forecaster", - methods = list( - initialize = function(...) - { - callSuper(...) - }, + public = list( predictShape = function(today, memory, horizon, ...) { # Return centered last (similar) day curve, avoiding NAs until memory is run diff --git a/pkg/R/F_Zero.R b/pkg/R/F_Zero.R index 247ab04..ff6eb52 100644 --- a/pkg/R/F_Zero.R +++ b/pkg/R/F_Zero.R @@ -1,20 +1,13 @@ #' @include Forecaster.R #' -#' @title Zero Forecaster +#' Zero Forecaster #' -#' @description Return 0 (and then adjust). Inherits \code{\link{Forecaster}} -ZeroForecaster = setRefClass( - Class = "ZeroForecaster", - contains = "Forecaster", +#' Return 0 (and then adjust). Inherits \code{\link{Forecaster}} +ZeroForecaster = R6::R6Class("ZeroForecaster", + inherit = "Forecaster", - methods = list( - initialize = function(...) - { - callSuper(...) - }, + public = list( predictShape = function(today, memory, horizon, ...) - { rep(0., horizon) - } ) ) diff --git a/pkg/R/Forecast.R b/pkg/R/Forecast.R index 274f50e..b68b6c9 100644 --- a/pkg/R/Forecast.R +++ b/pkg/R/Forecast.R @@ -1,6 +1,6 @@ -#' @title Forecast +#' Forecast #' -#' @description Forecast encapsulation +#' Forecast encapsulation #' #' @field pred List with #' \itemize{ @@ -9,51 +9,99 @@ #' \item index: corresponding index in data object #' } #' -#' @exportClass Forecast -#' @export Forecast -Forecast = setRefClass( - Class = "Forecast", - - fields = list( - pred = "list" +#' @docType class +#' @importFrom R6 R6Class +#' +#' @export +Forecast = R6::R6Class("Forecast", + private = list( + .pred = "list", + .dates = "Date" ), - - methods = list( - initialize = function(...) - { - "Initialize empty Forecast object" - - callSuper(...) - }, + public = list( + initialize = function(dates) + initialize(self, private, dates) + , getSize = function() - { - "Number of individual forecasts" - - length(pred) - }, + getSize(private) + , append = function(new_serie, new_params, new_index) - { - "Obtain a new pair (serie, params)" - - pred[[length(pred)+1]] <<- list("serie"=new_serie, "params"=new_params, "index"=new_index) - }, + append(private, new_serie, new_params, new_index) + , + getDates = function() + getDates(private) + , getSerie = function(index) - { - "Serie values at specified index" - - pred[[index]]$serie - }, + getSerie(private, index) + , getParams = function(index) - { - "Params at specified index" - - pred[[index]]$params - }, + getParams(private, index) + , getIndexInData = function(index) - { - "(day) Index in data where prediction took place" - - pred[[index]]$index - } + getIndexInData(private, index) ) ) + +#' Initialize empty Forecast object +#' +#' @param o Object of class Forecast +#' @param private List of private members in o +#' @param dates vector of dates where forecast occurs +initialize = function(o, private, dates) +{ + private$.dates <<- dates + private$.pred <<- list() + invisible(o) +} + +#' Number of individual forecasts" +#' +#' @inheritParams initialize +getSize = function(private) + length(private$.pred) + +#' Obtain a new pair (serie, params)" +#' +#' @inheritParams initialize +append = function(new_serie, new_params, new_index_in_data) +{ + private$.pred[[length(private$.pred)+1]] <<- + list("serie"=new_serie, "params"=new_params, "index_in_data"=new_index_in_data) +} + +#' Dates where prediction occurs +#' +#' inheritParams initialize +getDates = function(private) + private$.dates + +#' Serie values at specified index" +#' +#' @inheritParams initialize +#' @param index Return value at this index +getSerie = function(index) +{ + if (is(index,"Date")) + index = match(index, private$.dates) + private$.pred[[index]]$serie +} + +#' Params at specified index" +#' +#' @inheritParams getSerie +getParams = function(index) +{ + if (is(index,"Date")) + index = match(index, private$.dates) + private$.pred[[index]]$params +} + +#' (day) Index in data where prediction took place" +#' +#' @inheritParams getSerie +getIndexInData = function(index) +{ + if (is(index,"Date")) + index = match(index, private$.dates) + private$.pred[[index]]$index_in_data +} diff --git a/pkg/R/Forecaster.R b/pkg/R/Forecaster.R index d5d5280..4c8437e 100644 --- a/pkg/R/Forecaster.R +++ b/pkg/R/Forecaster.R @@ -1,50 +1,71 @@ -#' @title Forecaster (abstract class) +#' Forecaster #' -#' @description Abstract class to represent a forecaster (they all inherit this) +#' Forecaster (abstract class, implemented by all forecasters) #' #' @field params List of computed parameters, for post-run analysis (dev) #' @field data Dataset, object of class Data #' @field pjump Function: how to predict the jump at day interface ? -Forecaster = setRefClass( - Class = "Forecaster", - - fields = list( - params = "list", - data = "Data", - pjump = "function" +#' +#' @docType class +#' @importFrom R6 R6Class +Forecaster = R6::R6Class("Forecaster", + private = list( + .params = "list", + .data = "Data", + .pjump = "function" ), - - methods = list( - initialize = function(...) - { - "Initialize (generic) Forecaster object" - - callSuper(...) - if (!hasArg(data)) - stop("Forecaster must be initialized with a Data object") - params <<- list() - }, - predict = function(today, memory, horizon, ...) - { - "Obtain a new forecasted time-serie" - - # Parameters (potentially) computed during shape prediction stage - predicted_shape = predictShape(today, memory, horizon, ...) - predicted_delta = pjump(data, today, memory, horizon, params, ...) - # Predicted shape is aligned it on the end of current day + jump - predicted_shape + tail(data$getSerie(today),1) - predicted_shape[1] + predicted_delta - }, + public = list( + initialize = function(data, pjump) + initialize(self, private, data, pjump) + , + predictSerie = function(today, memory, horizon, ...) + predictSerie(private, today, memory, horizon, ...) + , predictShape = function(today, memory, horizon, ...) - { - "Shape prediction (centered curve)" - - #empty default implementation: to implement in inherited classes - }, + predictShape(private, today, memory, horizon, ...) + , getParameters = function() - { - "Get parameters list" - - params - } + getParameters(private) ) ) + +#' 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$.params diff --git a/pkg/R/computeForecast.R b/pkg/R/computeForecast.R index 1a7d8ba..0585e1b 100644 --- a/pkg/R/computeForecast.R +++ b/pkg/R/computeForecast.R @@ -21,7 +21,12 @@ #' @param horizon Number of time steps to predict #' @param ... Additional parameters for the forecasting models #' -#' @return An object of class Forecast +#' @return A list with the following items +#' \itemize{ +#' \item serie: forecasted serie +#' \item params: corresponding list of parameters (weights, neighbors...) +#' \item index: corresponding index in data object +#' } #' #' @examples #' ts_data = system.file("extdata","pm10_mesures_H_loc.csv",package="talweg") @@ -38,7 +43,7 @@ #' #do_something_with_pred #' }} #' @export -computeForecast = function(data, indices, forecaster, pjump=NULL, +computeForecast = function(data, indices, forecaster, pjump, memory=Inf, horizon=data$getStdHorizon(), ...) { # (basic) Arguments sanity checks @@ -52,21 +57,17 @@ computeForecast = function(data, indices, forecaster, pjump=NULL, if (!is.character(forecaster)) stop("forecaster (name) should be of class character") #pjump could be NULL - pred = list() - forecaster = new(paste(forecaster,"Forecaster",sep=""), data=data, - pjump = - if (is.null(pjump)) - function() {} - else - getFromNamespace(paste("get",pjump,"JumpPredict",sep=""), "talweg")) + pred = Forecast$new() + forecaster_class_name = getFromNamespace(paste(forecaster,"Forecaster",sep=""), "talweg") + forecaster = forecaster_class_name$new(data=data, + pjump = getFromNamespace(paste("get",pjump,"JumpPredict",sep=""), "talweg")) for (today in indices) { - #pred$append(...) is slow; TODO: use R6 class - pred[[length(pred)+1]] = list( - "serie" = forecaster$predict(today, memory, horizon, ...), - "params" = forecaster$getParameters(), - "index" = today + pred$append( + new_serie = forecaster$predictSerie(today, memory, horizon, ...), + new_params = forecaster$getParameters(), + new_index = today ) } - new("Forecast",pred=pred) + pred } diff --git a/pkg/R/getData.R b/pkg/R/getData.R index da4b459..df94895 100644 --- a/pkg/R/getData.R +++ b/pkg/R/getData.R @@ -2,8 +2,7 @@ #' #' @description Take in input data frames and/or files containing raw data, and timezones, and #' output a Data object, roughly corresponding to a list where each cell contains all value -#' for one day (see \code{?Data}). Current limitation: series (in working_tz) must start at -#' right after midnight (to keep in sync with exogenous vars) +#' for one day (see \code{?Data}). #' #' @param ts_data Time-series, as a data frame (DB style: 2 columns, first is date/time, #' second is value) or a CSV file @@ -16,12 +15,19 @@ #' @param predict_at When does the prediction take place ? Integer, in hours. Default: 0 #' @param limit Number of days to extract (default: Inf, for "all") #' -#' @return An object of class Data +#' @return A list where data[[i]] contains +#' \itemize{ +#' \item time: vector of times +#' \item centered_serie: centered serie +#' \item level: corresponding level +#' \item exo: exogenous variables +#' \item exo_hat: predicted exogenous variables +#' } #' #' @examples #' ts_data = read.csv(system.file("extdata","pm10_mesures_H_loc.csv",package="talweg")) #' exo_data = read.csv(system.file("extdata","meteo_extra_noNAs.csv",package="talweg")) -#' getData(ts_data, exo_data, input_tz="Europe/Paris", working_tz="Europe/Paris", limit=150) +#' data = getData(ts_data, exo_data, limit=120) #' @export getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:%M", working_tz="GMT", predict_at=0, limit=Inf) @@ -62,7 +68,7 @@ getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:% line = 1 #index in PM10 file (24 lines for 1 cell) nb_lines = nrow(ts_df) nb_exos = ( ncol(exo_df) - 1 ) / 2 - data = Data$new() + data = list() i = 1 #index of a cell in data while (line <= nb_lines) { @@ -83,18 +89,22 @@ getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:% exo_hat = as.data.frame( exo_df[i,(1+nb_exos+1):(1+2*nb_exos)] ) level = mean(serie, na.rm=TRUE) centered_serie = serie - level - data$append(time, centered_serie, level, exo, exo_hat) + data[[i]] = list("time"=time, "centered_serie"=centered_serie, "level"=level, + "exo"=exo, "exo_hat"=exo_hat) if (i >= limit) break i = i + 1 } - if (length(data$getCenteredSerie(1)) < length(data$getCenteredSerie(1))) - data$removeFirst() - if (length(data$getCenteredSerie( data$getSize() )) < - length(data$getCenteredSerie( data$getSize()-1 ))) + start = 1 + end = length(data) + if (length(data[[1]]$centered_serie) < length(data[[2]]$centered_serie)) + start = 2 + if (length(data[[length(data)]]$centered_serie) < + length(data[[length(data)-1]]$centered_serie)) { - data$removeLast() + end = end-1 } - + if (start>1 || end= 1 && integerIndex <= data$getSize()) - { - #WARNING: if index>=2 && series start at date >0h, result must be shifted - #Convention: if first date asked, return first matching index (i.e.: 1) - shift = 0 - if (integerIndex >= 2) - { - date1 = as.POSIXlt(data$getTime(1)[1]) - date2 = as.POSIXlt(data$getTime(2)[1]) - shift = (date1$year==date2$year && date1$mon==date2$mon && date1$mday==date2$mday) - } - return (integerIndex + shift) - } + return (integerIndex) stop("Date outside data range") } stop("Unrecognized index format") } -#' @title integerIndexToDate +#' integerIndexToDate #' -#' @description Transform an integer index to date index (relative to data) +#' Transform an integer index to date index (relative to data) #' #' @param index Date (or integer) index #' @param data Object of class \code{Data} @@ -55,9 +44,9 @@ integerIndexToDate = function(index, data) as.Date( data$getTime(index)[1] ) } -#' @title getSimilarDaysIndices +#' getSimilarDaysIndices #' -#' @description Find similar days indices in the past +#' Find similar days indices in the past #' #' @param index Day index (numeric or date) #' @param limit Maximum number of indices to return @@ -101,3 +90,14 @@ getSimilarDaysIndices = function(index, limit, same_season) return ( days[1:min(limit,length(days))] ) } + +#' getSerie +#' +#' Return a time-serie from its centered version + level +#' +#' @param data A list as returned by \code{getData} +#' @param index The index to return +#' +#' @export +getSerie = function(data, index) + data[[index]]$centered_serie + data[[index]]$level diff --git a/reports/report_2017-03-01.7h_average.ipynb b/reports/report_2017-03-01.7h_average.ipynb index 795307c..cedb40e 100644 --- a/reports/report_2017-03-01.7h_average.ipynb +++ b/reports/report_2017-03-01.7h_average.ipynb @@ -2,22 +2,43 @@ "cells": [ { "cell_type": "code", - "execution_count": null, + "execution_count": 1, "metadata": { "collapsed": false }, - "outputs": [], + "outputs": [ + { + "name": "stderr", + "output_type": "stream", + "text": [ + "Loading required package: R6\n" + ] + } + ], "source": [ "library(talweg)" ] }, { "cell_type": "code", - "execution_count": null, + "execution_count": 2, "metadata": { "collapsed": false }, - "outputs": [], + "outputs": [ + { + "ename": "ERROR", + "evalue": "Error in private$.data <<- list(): object 'private' not found\n", + "output_type": "error", + "traceback": [ + "Error in private$.data <<- list(): object 'private' not found\nTraceback:\n", + "1. getData(ts_data, exo_data, input_tz = \"Europe/Paris\", working_tz = \"Europe/Paris\", \n . predict_at = 7)", + "2. Data$new()", + "3. .subset2(public_bind_env, \"initialize\")(...)", + "4. initializeData(self, private)" + ] + } + ], "source": [ "ts_data = read.csv(system.file(\"extdata\",\"pm10_mesures_H_loc.csv\",package=\"talweg\"))\n", "exo_data = read.csv(system.file(\"extdata\",\"meteo_extra_noNAs.csv\",package=\"talweg\"))\n",