First working version of ARIMA forecaster

pom.xml

@@ -111,6 +111,12 @@
 			<artifactId>blueprints-core</artifactId>
 			<version>2.6.0</version>
 		</dependency>
+		<dependency>
+    <groupId>org.rosuda.REngine</groupId>
+    <artifactId>Rserve</artifactId>
+    <version>1.8.1</version>
+</dependency>
+		
 	</dependencies>
 
 	<build>

src/main/java/anomalydetection/forecast/ARIMAForecaster.java

+package anomalydetection.forecast;
+
+import org.rosuda.REngine.REXPMismatchException;
+import org.rosuda.REngine.REngineException;
+
+import anomalydetection.timeseries.EquidistantTimeSeries;
+
+public class ARIMAForecaster extends AbstractRForecaster {
+
+	public ARIMAForecaster(final String host, final int port) {
+		super(host, port);
+	}
+
+	@Override
+	protected double performRForecast(final EquidistantTimeSeries timeSeries) throws REXPMismatchException, REngineException {
+		// Transfer time series to R
+		super.rConnection.assign("timeSeries", timeSeries.toValuesArray());
+		// Do ARIMA forecast on time Series
+		super.rConnection.eval("forecast <- forecast(auto.arima(ts(timeSeries)), h=1)");
+		// Retrieve result
+		double result = super.rConnection.eval("as.numeric(forecast$mean)").asDouble();
+
+		return result;
+	}
+
+}

src/main/java/anomalydetection/forecast/AbstractRForecaster.java

+package anomalydetection.forecast;
+
+import org.rosuda.REngine.REXPMismatchException;
+import org.rosuda.REngine.REngineException;
+import org.rosuda.REngine.Rserve.RConnection;
+import org.rosuda.REngine.Rserve.RserveException;
+
+import anomalydetection.timeseries.EquidistantTimeSeries;
+
+public abstract class AbstractRForecaster implements Forecaster {
+
+	final RConnection rConnection;
+
+	public AbstractRForecaster(final String host, final int port) {
+		try {
+			this.rConnection = new RConnection(host, port);
+			this.rConnection.eval("library(forecast)");
+		} catch (RserveException e) {
+			// TODO Exception Handling
+			e.printStackTrace();
+			throw new IllegalStateException(e); // TODO
+		}
+	}
+
+	@Override
+	public final double forecast(final EquidistantTimeSeries timeSeries) {
+		// TODO Exception Handling
+		try {
+			performRForecast(timeSeries);
+		} catch (REXPMismatchException | REngineException e) {
+			// TODO Auto-generated catch block
+			e.printStackTrace();
+		}
+		return Double.NaN; // TODO
+	}
+
+	protected abstract double performRForecast(final EquidistantTimeSeries timeSeries) throws REXPMismatchException, REngineException;
+
+}