#' Return number of series in dataset.}
#' \item{\code{getStdHorizon()}}{
#' Return number of time steps from serie[1] until midnight}
-#' \item{\code{append(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)}}{
-#' Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat).}
+#' \item{\code{appendHat(time, hat_serie, hat_exo)}}{
+#' New estimated data + time.}
+#' \item{\code{append(serie, exo)}}{
+#' New measured data; call *after* \code{appendHat()}}
#' \item{\code{getTime(index)}}{
#' Get times at specified index.}
-#' \item{\code{getCenteredSerie(index)}}{
-#' Get centered serie at specified index.}
-#' \item{\code{getCenteredSeries(indices)}}{
+#' \item{\code{getCenteredSerie(index, hat=FALSE)}}{
+#' Get (measured or predicted) centered serie at specified index.}
+#' \item{\code{getCenteredSeries(indices, hat=FALSE)}}{
#' Get centered series at specified indices (in columns).}
-#' \item{\code{getLevel(index)}}{
+#' \item{\code{getLevel(index, hat=FALSE)}}{
#' Get level at specified index.}
-#' \item{\code{getSerie(index)}}{
+#' \item{\code{getSerie(index, hat=FALSE)}}{
#' Get serie (centered+level) at specified index.}
-#' \item{\code{getSeries(indices)}}{
+#' \item{\code{getSeries(indices, hat=FALSE)}}{
#' Get series at specified indices (in columns).}
-#' \item{\code{getExo(index)}}{
+#' \item{\code{getExo(index, hat=FALSE)}}{
#' Get exogenous variables at specified index.}
-#' \item{\code{getExoHat(index)}}{
-#' Get estimated exogenous variables at specified index.}
#' }
#'
Data = R6::R6Class("Data",
getStdHorizon = function()
24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
,
- append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
+ appendHat = function(time, hat_serie, hat_exo)
{
+ hat_level = mean(hat_serie, na.rm=TRUE)
+ hat_centered_serie = hat_serie - hat_level
private$.data[[length(private$.data)+1]] <- list(
- "time"=new_time, "centered_serie"=new_centered_serie, "level"=new_level,
- "exo"=new_exo, "exo_hat"=new_exo_hat)
+ "time"=time, "hat_centered_serie"=hat_centered_serie,
+ "hat_level"=hat_level, "hat_exo"=hat_exo )
+ },
+ append = function(serie, exo)
+ {
+ level = mean(serie, na.rm=TRUE)
+ centered_serie = serie - level
+ private$.data[[length(private$.data)]]$centered_serie <- centered_serie,
+ private$.data[[length(private$.data)]]$level <- level,
+ private$.data[[length(private$.data)]]$exo <- exo,
},
getTime = function(index)
{
index = dateIndexToInteger(index, self)
private$.data[[index]]$time
},
- getCenteredSerie = function(index)
+ getCenteredSerie = function(index, hat=FALSE)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$centered_serie
+ if (hat)
+ private$.data[[index]]$hat_centered_serie
+ else
+ private$.data[[index]]$centered_serie
},
- getCenteredSeries = function(indices)
- sapply(indices, function(i) self$getCenteredSerie(i))
+ getCenteredSeries = function(indices, hat=FALSE)
+ sapply(indices, function(i) self$getCenteredSerie(i, hat))
,
- getLevel = function(index)
+ getLevel = function(index, hat=FALSE)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$level
+ if (hat)
+ private$.data[[index]]$hat_level
+ else
+ private$.data[[index]]$level
},
- getSerie = function(index)
+ getSerie = function(index, hat=FALSE)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$centered_serie + private$.data[[index]]$level
+ if (hat)
+ private$.data[[index]]$hat_centered_serie + private$.data[[index]]$hat_level
+ else
+ private$.data[[index]]$centered_serie + private$.data[[index]]$level
},
- getSeries = function(indices)
- sapply(indices, function(i) self$getSerie(i))
+ getSeries = function(indices, hat=FALSE)
+ sapply(indices, function(i) self$getSerie(i, hat))
,
- getExo = function(index)
- {
- index = dateIndexToInteger(index, self)
- private$.data[[index]]$exo
- },
- getExoHat = function(index)
+ getExo = function(index, hat=FALSE)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$exo_hat
+ if (hat)
+ private$.data[[index]]$hat_exo
+ else
+ private$.data[[index]]$exo
},
removeFirst = function()
private$.data <- private$.data[2:length(private$.data)]