#' Get time-series forecast using persistence ensemble (PeEn) method
#'
#' This method enforces a set of training data of length training_window; if
#' there is missing data, it continues back through the historical record until
#' it has a full set (unless it runs out of data)
#' @family ts_training_forecast
#' @param issue A time stamp
#' @param t_idx_series Series of time indices to forecast, relative to the
#' telemetry time indices
#' @param telemetry A list of data=vector of telemetry and validtime=vector of
#' POSIXct times
#' @param sun_up A vector of booleans, indexed by telemetry valid times
#' @param site String, site name
#' @param max_power Site's AC power rating or maximum load
#' @param metadata A data.frame of forecast parameters
#' @return A ts_forecast object
#' @export
get_peen_ts <- function(issue, t_idx_series, telemetry, sun_up, site,
max_power, metadata){
warning("PeEn is currently ignores issue time and assumes most recent measurements are available.")
# Train
data.input <- train_peen_data(t_idx_series, telemetry, sun_up,
metadata)
# Forecast
ts <- forecasting::ts_forecast(data.input, issue + lubridate::hours(ifelse(metadata$is_rolling, 0, metadata$lead_time)),
time_step=metadata$resolution, scale='site',
location=site,
method = 'empirical',
max_power=max_power,
quantiles=seq(0.01, 0.99, by=0.01))
return(ts)
}
#' Get matrix of evolving PeEn data
#'
#' @param t_idx_series Series of time indices to forecast, relative to the
#' telemetry time indices
#' @param telemetry A list of data=vector of telemetry and validtime=vector of
#' POSIXct times
#' @param sun_up A vector of booleans, indexed by telemetry valid times
#' @param metadata A data.frame of forecast parameters
train_peen_data <- function(t_idx_series, telemetry, sun_up, metadata) {
# Cycle through time_points in the benchmark
data_matrix <- t(sapply(t_idx_series, FUN=train_peen_subfunc,
telemetry=telemetry, sun_up=sun_up,
metadata=metadata, simplify="array"))
return(data_matrix)
}
train_peen_subfunc <- function(time_idx_forecast, telemetry, sun_up, metadata) {
if (!sun_up[time_idx_forecast]) {
return(rep(0, times=metadata$training_window))
} else {
indices <- c()
potential_idx <- time_idx_forecast - metadata$ts_per_day
while (length(indices) < metadata$training_window & potential_idx > 0) {
if (!is.na(telemetry$data[potential_idx])) indices <- c(indices, potential_idx)
potential_idx <- potential_idx - metadata$ts_per_day
}
peen_data <- telemetry$data[indices]
if (length(peen_data) < metadata$training_window)
peen_data <- c(peen_data, rep(NA, times=metadata$training_window-length(peen_data)))
return(peen_data)
}
}
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