Commit | Line | Data |
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3a38473a BA |
1 | #' Data |
2 | #' | |
3 | #' Data encapsulation, in the form of a few lists (time-series + exogenous variables). | |
4 | #' | |
5 | #' The private field .tvp is a list where each cell contains the hourly variables for a | |
6 | #' period of time of 24 hours, from 1am to next midnight. The other lists contain | |
7 | #' informations on series' levels and exogenous variables (both measured and predicted). | |
8 | #' | |
9 | #' @usage # Data$new() | |
10 | #' | |
11 | #' @field .tvp List of "time-values"; in each cell: | |
12 | #' \itemize{ | |
13 | #' \item time: vector of times | |
14 | #' \item serie: (measured) serie | |
15 | #' \item level_hat: predicted level for current day | |
16 | #' } | |
17 | #' @field .level Vector of measured levels | |
18 | #' @field .exo List of measured exogenous variables, cell = numerical vector. | |
19 | #' @field .exo_hat List of predicted exogenous variables, cell = numerical vector. | |
20 | #' | |
21 | #' @section Methods: | |
22 | #' \describe{ | |
23 | #' \item{\code{getSize()}}{ | |
24 | #' Number of series in dataset.} | |
25 | #' \item{\code{append(time, value, level_hat, exo, exo_hat)}}{ | |
26 | #' Measured data for given vector of times + exogenous predictions from | |
27 | #' last midgnight.} | |
28 | #' \item{\code{getTime(index)}}{ | |
29 | #' Times (vector) at specified index.} | |
30 | #' \item{\code{getSerie(index)}}{ | |
31 | #' Serie (centered+level) at specified index.} | |
32 | #' \item{\code{getSeries(indices)}}{ | |
33 | #' Series at specified indices (in columns).} | |
34 | #' \item{\code{getLevel(index)}}{ | |
35 | #' Measured level at specified index.} | |
36 | #' \item{\code{getLevelHat(index)}}{ | |
37 | #' Predicted level vector at specified index (by hour).} | |
38 | #' \item{\code{getCenteredSerie(index)}}{ | |
39 | #' Centered serie at specified index.} | |
40 | #' \item{\code{getCenteredSeries(indices)}}{ | |
41 | #' Centered series at specified indices (in columns).} | |
42 | #' \item{\code{getExo(index)}}{ | |
43 | #' Measured exogenous variables at specified index.} | |
44 | #' \item{\code{getExoHat(index)}}{ | |
45 | #' Predicted exogenous variables at specified index.} | |
46 | #' } | |
47 | #' | |
48 | #' @docType class | |
49 | #' @format R6 class | |
50 | #' | |
51 | Data = R6::R6Class("Data", | |
52 | private = list( | |
53 | .tvp = list(), | |
54 | .level = vector("double",0), | |
55 | .exo = list(), | |
56 | .exo_hat = list() | |
57 | ), | |
58 | public = list( | |
59 | getSize = function() | |
60 | length(private$.tvp) | |
61 | , | |
62 | append = function(time=NULL, value=NULL, level_hat=NULL, exo=NULL, exo_hat=NULL) | |
63 | { | |
64 | if (!is.null(time) && !is.null(value) && !is.null(level_hat)) | |
65 | { | |
66 | L = length(private$.tvp) | |
67 | if (L == 0 || strftime( tail(private$.tvp[[L]]$time,1), | |
68 | format="%H:%M:%S", tz="GMT" ) == "00:00:00") | |
69 | { | |
70 | # Append a new cell | |
71 | private$.tvp[[L+1]] <- list("time"=time, "serie"=value, "level_hat"=level_hat) | |
72 | } | |
73 | else | |
74 | { | |
75 | # Complete current cell | |
76 | private$.tvp[[L]]$time <- c(private$.tvp[[L]]$time, time) | |
77 | private$.tvp[[L]]$serie <- c(private$.tvp[[L]]$serie, value) | |
78 | private$.tvp[[L]]$level_hat <- c(private$.tvp[[L]]$level_hat, level_hat) | |
79 | } | |
80 | } | |
81 | if (strftime( tail(private$.tvp[[length(private$.tvp)]]$time,1), | |
82 | format="%H:%M:%S", tz="GMT" ) == "00:00:00") | |
83 | { | |
84 | private$.level = c(private$.level, | |
85 | mean(private$.tvp[[length(private$.tvp)]]$serie, na.rm=TRUE)) | |
86 | } | |
87 | if (!is.null(exo)) | |
88 | private$.exo[[length(private$.exo)+1]] = exo | |
89 | if (!is.null(exo_hat)) | |
90 | private$.exo_hat[[length(private$.exo_hat)+1]] = exo_hat | |
91 | }, | |
92 | getTime = function(index) | |
93 | { | |
94 | index = dateIndexToInteger(index, self) | |
95 | private$.tvp[[index]]$time | |
96 | }, | |
97 | getSerie = function(index) | |
98 | { | |
99 | index = dateIndexToInteger(index, self) | |
100 | private$.tvp[[index]]$serie | |
101 | }, | |
102 | getSeries = function(indices) | |
103 | sapply(indices, function(i) self$getSerie(i)) | |
104 | , | |
105 | getLevel = function(index) | |
106 | { | |
107 | index = dateIndexToInteger(index, self) | |
108 | private$.level[index] | |
109 | }, | |
110 | getLevelHat = function(index) | |
111 | { | |
112 | index = dateIndexToInteger(index, self) | |
113 | private$.tvp[[index]]$level_hat | |
114 | }, | |
115 | getCenteredSerie = function(index) | |
116 | { | |
117 | index = dateIndexToInteger(index, self) | |
118 | private$.tvp[[index]]$serie - private$.level[index] | |
119 | }, | |
120 | getCenteredSeries = function(indices) | |
121 | sapply(indices, function(i) self$getCenteredSerie(i)) | |
122 | , | |
123 | getExo = function(index) | |
124 | { | |
125 | index = dateIndexToInteger(index, self) | |
126 | private$.exo[[index]] | |
127 | }, | |
128 | getExoHat = function(index) | |
129 | { | |
130 | index = dateIndexToInteger(index, self) | |
131 | private$.exo_hat[[index]] | |
132 | } | |
133 | ) | |
134 | ) |