6 #' @importFrom R6 R6Class
8 #' @field .data List of
10 #' \item time: vector of times
11 #' \item centered_serie: centered series
12 #' \item level: corresponding levels
13 #' \item exo: exogenous variables
14 #' \item exo_hat: predicted exogenous variables
19 #' \item{\code{getSize()}}{
20 #' Return number of series in dataset.}
21 #' \item{\code{getStdHorizon()}}{
22 #' Return number of time steps from serie[1] until midnight}
23 #' \item{\code{appendHat(time, exo_hat)}}{
24 #' New estimated exogenous variables + time}
25 #' \item{\code{append(serie, exo)}}{
26 #' New measured data; call *after* \code{appendHat()}}
27 #' \item{\code{getTime(index)}}{
28 #' Get times at specified index.}
29 #' \item{\code{getCenteredSerie(index)}}{
30 #' Get (measured or predicted) centered serie at specified index.}
31 #' \item{\code{getCenteredSeries(indices)}}{
32 #' Get centered series at specified indices (in columns).}
33 #' \item{\code{getLevel(index)}}{
34 #' Get level at specified index.}
35 #' \item{\code{getSerie(index)}}{
36 #' Get serie (centered+level) at specified index.}
37 #' \item{\code{getSeries(indices)}}{
38 #' Get series at specified indices (in columns).}
39 #' \item{\code{getExoHat(index)}}{
40 #' Get predicted exogenous variables at specified index.}
41 #' \item{\code{getExo(index)}}{
42 #' Get exogenous variables at specified index.}
43 #' \item{\code{removeFirst()}}{
44 #' Remove first list element (if truncated).}
45 #' \item{\code{removeLast()}}{
46 #' Remove last list element (if truncated).}
49 Data = R6::R6Class("Data",
57 getStdHorizon = function()
58 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
60 append = function(time, serie, exo, exo_hat)
62 level = mean(serie, na.rm=TRUE)
63 centered_serie = serie - level
64 private$.data[[length(private$.data)+1]] <- list(
65 "time"=time, #H-24 --> H-1
66 "centered_serie"=centered_serie, #at 'time'
67 "level"=level, #at 'time'
68 "exo"=exo, #at 'time' (yersteday 0am to last midnight)
69 "exo_hat"=exo_hat) #today 0am to next midnight
71 getTime = function(index)
73 index = dateIndexToInteger(index, self)
74 private$.data[[index]]$time
76 getCenteredSerie = function(index)
78 index = dateIndexToInteger(index, self)
79 private$.data[[index]]$centered_serie
81 getCenteredSeries = function(indices)
82 sapply(indices, function(i) self$getCenteredSerie(i))
84 getLevel = function(index)
86 index = dateIndexToInteger(index, self)
87 private$.data[[index]]$level
89 getSerie = function(index)
91 index = dateIndexToInteger(index, self)
92 private$.data[[index]]$centered_serie + private$.data[[index]]$level
94 getSeries = function(indices)
95 sapply(indices, function(i) self$getSerie(i))
97 getExoHat = function(index)
99 index = dateIndexToInteger(index, self)
100 private$.data[[index]]$exo_hat
102 getExo = function(index)
104 index = dateIndexToInteger(index, self)
105 private$.data[[index]]$exo
107 removeFirst = function()
108 private$.data <- private$.data[2:length(private$.data)]
110 removeLast = function()
111 private$.data <- private$.data[1:(length(private$.data)-1)]