[talweg.git] / pkg / tests / testthat / test.Forecaster.R

context("Check that forecasters behave as expected")

ts_data = system.file("testdata","ts_test.csv",package="talweg")
exo_data = system.file("testdata","exo_test.csv",package="talweg")
data00 <<- getData(ts_data, exo_data, input_tz="GMT", date_format="%Y-%m-%d %H:%M",
	working_tz="GMT", predict_at=0, limit=Inf)
data13 <<- getData(ts_data, exo_data, input_tz="GMT", date_format="%Y-%m-%d %H:%M",
	working_tz="GMT", predict_at=13, limit=Inf)
#Forecast at sunday to saturday (series 7 to 1), for monday to sunday (series 1 to 7)
indices <<- seq(as.Date("2007-04-01"),as.Date("2007-04-07"),"days")
pred_order = c(7,1:6) #will facilitate tests

test_that("Average method behave as expected",
{
	pred00_z = computeForecast(data00, indices, "Average", "Zero",        Inf, 24)
	pred00_p = computeForecast(data00, indices, "Average", "Persistence", Inf, 24)
	for (i in 1:7)
	{
		#zero jump: should predict true values minus 1
		expect_equal( pred00_z$getSerie(i), rep(pred_order[i],24) )
		#persistence jump == 1: should predict true values
		expect_equal( pred00_p$getSerie(i), rep(i,24) )
	}

	#NOTE: days become
	#1 1 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 2 2 2 (14h-->0h then 1h-->13h)
	#No jump between days, thus zero and persistence are equivalent (and correct)
	pred13_z = computeForecast(data13, indices, "Average", "Zero",        Inf, 24)
	pred13_p = computeForecast(data13, indices, "Average", "Persistence", Inf, 24)
	for (i in 1:7)
	{
		expect_equal( pred13_z$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
		expect_equal( pred13_p$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
	}

	#A few extra checks
	expect_equal( pred00_p$getIndexInData(2), dateIndexToInteger("2007-04-02",data00) )
	expect_equal( pred00_z$getIndexInData(2), dateIndexToInteger("2007-04-02",data00) )
	expect_equal( pred13_p$getIndexInData(5), dateIndexToInteger("2007-04-05",data13) )
	expect_equal( pred13_z$getIndexInData(5), dateIndexToInteger("2007-04-05",data13) )
})

test_that("Persistence method behave as expected",
{
	#Situation A: +Zero; (generally) correct if jump, wrong otherwise
	pred00_sd = computeForecast(data00, indices, "Persistence", "Zero", Inf, 24, same_day=TRUE)
	pred00_dd = computeForecast(data00, indices, "Persistence", "Zero", Inf, 24, same_day=FALSE)
	for (i in 1:7)
	{
		expect_equal(pred00_sd$getSerie(i), rep(pred_order[i],24))
		expect_equal(pred00_dd$getSerie(i), rep(pred_order[i],24))
	}

	pred13_sd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24, same_day=TRUE)
	pred13_dd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24, same_day=FALSE)
	for (i in 2:6)
	{
		expect_equal(pred13_sd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
		expect_equal(pred13_dd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
	}
	#boundaries are special cases: OK if same day, quite wrong otherwise
	expect_equal(pred13_sd$getSerie(1), c( rep(1,11), rep(2,13) ) )
	expect_equal(pred13_dd$getSerie(1), c( rep(1,11), rep(-5,13) ) )
	expect_equal(pred13_sd$getSerie(7), c( rep(7,11), rep(1,13) ) )
	expect_equal(pred13_dd$getSerie(7), c( rep(7,11), rep(8,13) ) )

	#Situation B: +Persistence, (generally) correct
	pred00_sd = computeForecast(data00, indices, "Persistence", "Persistence", Inf, 24,
		same_day=TRUE)
	pred00_dd = computeForecast(data00, indices, "Persistence", "Persistence", Inf, 24,
		same_day=FALSE)
	for (i in 3:7)
	{
		expect_equal(pred00_sd$getSerie(i), rep(i,24))
		expect_equal(pred00_dd$getSerie(i), rep(i,24))
	}
	#boundaries are special cases: OK if same day, quite wrong otherwise
	expect_equal(pred00_sd$getSerie(1), rep(1,24) )
	expect_equal(pred00_dd$getSerie(1), rep(8,24) )
	expect_equal(pred00_sd$getSerie(2), rep(2,24) )
	expect_equal(pred00_dd$getSerie(2), rep(-5,24) )

	pred13_sd = computeForecast(data13, indices, "Persistence", "Persistence", Inf, 24,
		same_day=TRUE)
	pred13_dd = computeForecast(data13, indices, "Persistence", "Persistence", Inf, 24,
		same_day=FALSE)
	for (i in 2:6)
	{
		expect_equal(pred13_sd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
		expect_equal(pred13_dd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
	}
	#boundaries are special cases: OK if same day, quite wrong otherwise
	expect_equal(pred13_sd$getSerie(1), c( rep(1,11), rep(2,13) ) )
	expect_equal(pred13_dd$getSerie(1), c( rep(1,11), rep(-5,13) ) )
	expect_equal(pred13_sd$getSerie(7), c( rep(7,11), rep(1,13) ) )
	expect_equal(pred13_dd$getSerie(7), c( rep(7,11), rep(8,13) ) )

	#A few extra checks
	expect_equal( pred00_sd$getIndexInData(3), dateIndexToInteger("2007-04-03",data00) )
	expect_equal( pred00_dd$getIndexInData(6), dateIndexToInteger("2007-04-06",data00) )
	expect_equal( pred13_sd$getIndexInData(3), dateIndexToInteger("2007-04-03",data13) )
	expect_equal( pred13_dd$getIndexInData(6), dateIndexToInteger("2007-04-06",data13) )
})

test_that("Neighbors method behave as expected",
{
	#Situation A: +Zero; correct if jump, wrong otherwise
	pred00 = computeForecast(data00, indices, "Neighbors", "Zero", Inf, 24, simtype="mix")
	for (i in 1:7)
		expect_equal(pred00$getSerie(i), rep(pred_order[i],24))

	pred13 = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24, simtype="mix")
	for (i in 1:7)
		expect_equal(pred13$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )

	#Situation B: +Neighbors, always predict bad (small, averaged) jump
	pred00 = computeForecast(data00, indices, "Neighbors", "Neighbors", Inf, 24, simtype="endo")
	#Concerning weights, there are 12+(1 if i>=2) gaps at -6 and 90-12+(i-2 if i>=3) gaps at 1
	#Thus, predicted jump is respectively
	#  (12*-6+78)/90 = 0.06666667
	#  (13*-6+78)/91 = 0
	#  (13*-6+79)/92 = 0.01086957
	#  (13*-6+80)/93 = 0.02150538
	#  (13*-6+81)/94 = 0.03191489
	#  (13*-6+82)/95 = 0.04210526
	#  (13*-6+83)/96 = 0.05208333
	jumps = c(0.06666667, 0, 0.01086957, 0.02150538, 0.03191489, 0.04210526, 0.05208333)
	for (i in 1:7)
		expect_equal(pred00$getSerie(i), rep(pred_order[i]+jumps[i],24))

	#Next lines commented out because too unpredictable results (tendency to flatten everything...)
#	pred13 = computeForecast(data13, indices, "Neighbors", "Neighbors", Inf, 24, simtype="endo")
#	for (i in 1:7)
#		expect_equal(pred13$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )

	#A few extra checks
	expect_equal( pred00$getIndexInData(1), dateIndexToInteger("2007-04-01",data00) )
	expect_equal( pred00$getIndexInData(4), dateIndexToInteger("2007-04-04",data00) )
	expect_equal( pred13$getIndexInData(1), dateIndexToInteger("2007-04-01",data13) )
	expect_equal( pred13$getIndexInData(4), dateIndexToInteger("2007-04-04",data13) )
})
Commit	Line	Data
6d97bfec BA	1	context("Check that forecasters behave as expected")
6d97bfec BA	2
44a9990b BA	3	ts_data = system.file("testdata","ts_test.csv",package="talweg")
	4	exo_data = system.file("testdata","exo_test.csv",package="talweg")
	5	data00 <<- getData(ts_data, exo_data, input_tz="GMT", date_format="%Y-%m-%d %H:%M",
	6	working_tz="GMT", predict_at=0, limit=Inf)
	7	data13 <<- getData(ts_data, exo_data, input_tz="GMT", date_format="%Y-%m-%d %H:%M",
	8	working_tz="GMT", predict_at=13, limit=Inf)
defcae03	9	#Forecast at sunday to saturday (series 7 to 1), for monday to sunday (series 1 to 7)
44a9990b	10	indices <<- seq(as.Date("2007-04-01"),as.Date("2007-04-07"),"days")
defcae03	11	pred_order = c(7,1:6) #will facilitate tests
44a9990b BA	12
44a9990b BA	13	test_that("Average method behave as expected",
6d97bfec	14	{
99f83c9a BA	15	pred00_z = computeForecast(data00, indices, "Average", "Zero", Inf, 24)
	16	pred00_p = computeForecast(data00, indices, "Average", "Persistence", Inf, 24)
	17	for (i in 1:7)
44a9990b BA	18	{
44a9990b BA	19	#zero jump: should predict true values minus 1
99f83c9a	20	expect_equal( pred00_z$getSerie(i), rep(pred_order[i],24) )
44a9990b	21	#persistence jump == 1: should predict true values
99f83c9a	22	expect_equal( pred00_p$getSerie(i), rep(i,24) )
44a9990b BA	23	}
	24
	25	#NOTE: days become
	26	#1 1 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 2 2 2 (14h-->0h then 1h-->13h)
99f83c9a BA	27	#No jump between days, thus zero and persistence are equivalent (and correct)
	28	pred13_z = computeForecast(data13, indices, "Average", "Zero", Inf, 24)
	29	pred13_p = computeForecast(data13, indices, "Average", "Persistence", Inf, 24)
	30	for (i in 1:7)
44a9990b	31	{
99f83c9a BA	32	expect_equal( pred13_z$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
99f83c9a BA	33	expect_equal( pred13_p$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
44a9990b	34	}
613a986f	35
44a9990b	36	#A few extra checks
99f83c9a BA	37	expect_equal( pred00_p$getIndexInData(2), dateIndexToInteger("2007-04-02",data00) )
	38	expect_equal( pred00_z$getIndexInData(2), dateIndexToInteger("2007-04-02",data00) )
	39	expect_equal( pred13_p$getIndexInData(5), dateIndexToInteger("2007-04-05",data13) )
	40	expect_equal( pred13_z$getIndexInData(5), dateIndexToInteger("2007-04-05",data13) )
44a9990b BA	41	})
	42
	43	test_that("Persistence method behave as expected",
	44	{
99f83c9a BA	45	#Situation A: +Zero; (generally) correct if jump, wrong otherwise
	46	pred00_sd = computeForecast(data00, indices, "Persistence", "Zero", Inf, 24, same_day=TRUE)
	47	pred00_dd = computeForecast(data00, indices, "Persistence", "Zero", Inf, 24, same_day=FALSE)
	48	for (i in 1:7)
44a9990b	49	{
99f83c9a BA	50	expect_equal(pred00_sd$getSerie(i), rep(pred_order[i],24))
99f83c9a BA	51	expect_equal(pred00_dd$getSerie(i), rep(pred_order[i],24))
44a9990b	52	}
613a986f	53
99f83c9a BA	54	pred13_sd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24, same_day=TRUE)
	55	pred13_dd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24, same_day=FALSE)
	56	for (i in 2:6)
44a9990b	57	{
99f83c9a BA	58	expect_equal(pred13_sd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
99f83c9a BA	59	expect_equal(pred13_dd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
44a9990b	60	}
99f83c9a BA	61	#boundaries are special cases: OK if same day, quite wrong otherwise
	62	expect_equal(pred13_sd$getSerie(1), c( rep(1,11), rep(2,13) ) )
	63	expect_equal(pred13_dd$getSerie(1), c( rep(1,11), rep(-5,13) ) )
	64	expect_equal(pred13_sd$getSerie(7), c( rep(7,11), rep(1,13) ) )
	65	expect_equal(pred13_dd$getSerie(7), c( rep(7,11), rep(8,13) ) )
613a986f	66
99f83c9a	67	#Situation B: +Persistence, (generally) correct
af3b84f4 BA	68	pred00_sd = computeForecast(data00, indices, "Persistence", "Persistence", Inf, 24,
	69	same_day=TRUE)
	70	pred00_dd = computeForecast(data00, indices, "Persistence", "Persistence", Inf, 24,
	71	same_day=FALSE)
99f83c9a	72	for (i in 3:7)
613a986f	73	{
99f83c9a BA	74	expect_equal(pred00_sd$getSerie(i), rep(i,24))
99f83c9a BA	75	expect_equal(pred00_dd$getSerie(i), rep(i,24))
613a986f	76	}
99f83c9a BA	77	#boundaries are special cases: OK if same day, quite wrong otherwise
	78	expect_equal(pred00_sd$getSerie(1), rep(1,24) )
	79	expect_equal(pred00_dd$getSerie(1), rep(8,24) )
	80	expect_equal(pred00_sd$getSerie(2), rep(2,24) )
	81	expect_equal(pred00_dd$getSerie(2), rep(-5,24) )
613a986f	82
af3b84f4 BA	83	pred13_sd = computeForecast(data13, indices, "Persistence", "Persistence", Inf, 24,
	84	same_day=TRUE)
	85	pred13_dd = computeForecast(data13, indices, "Persistence", "Persistence", Inf, 24,
	86	same_day=FALSE)
99f83c9a	87	for (i in 2:6)
44a9990b	88	{
99f83c9a BA	89	expect_equal(pred13_sd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
99f83c9a BA	90	expect_equal(pred13_dd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
44a9990b	91	}
99f83c9a BA	92	#boundaries are special cases: OK if same day, quite wrong otherwise
	93	expect_equal(pred13_sd$getSerie(1), c( rep(1,11), rep(2,13) ) )
	94	expect_equal(pred13_dd$getSerie(1), c( rep(1,11), rep(-5,13) ) )
	95	expect_equal(pred13_sd$getSerie(7), c( rep(7,11), rep(1,13) ) )
	96	expect_equal(pred13_dd$getSerie(7), c( rep(7,11), rep(8,13) ) )
6d97bfec	97
44a9990b	98	#A few extra checks
99f83c9a BA	99	expect_equal( pred00_sd$getIndexInData(3), dateIndexToInteger("2007-04-03",data00) )
	100	expect_equal( pred00_dd$getIndexInData(6), dateIndexToInteger("2007-04-06",data00) )
	101	expect_equal( pred13_sd$getIndexInData(3), dateIndexToInteger("2007-04-03",data13) )
	102	expect_equal( pred13_dd$getIndexInData(6), dateIndexToInteger("2007-04-06",data13) )
44a9990b	103	})
6d97bfec	104
99f83c9a	105	test_that("Neighbors method behave as expected",
6d97bfec	106	{
99f83c9a BA	107	#Situation A: +Zero; correct if jump, wrong otherwise
	108	pred00 = computeForecast(data00, indices, "Neighbors", "Zero", Inf, 24, simtype="mix")
	109	for (i in 1:7)
	110	expect_equal(pred00$getSerie(i), rep(pred_order[i],24))
6d97bfec	111
99f83c9a BA	112	pred13 = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24, simtype="mix")
	113	for (i in 1:7)
	114	expect_equal(pred13$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
	115
	116	#Situation B: +Neighbors, always predict bad (small, averaged) jump
	117	pred00 = computeForecast(data00, indices, "Neighbors", "Neighbors", Inf, 24, simtype="endo")
	118	#Concerning weights, there are 12+(1 if i>=2) gaps at -6 and 90-12+(i-2 if i>=3) gaps at 1
	119	#Thus, predicted jump is respectively
	120	# (12*-6+78)/90 = 0.06666667
	121	# (13*-6+78)/91 = 0
	122	# (13*-6+79)/92 = 0.01086957
	123	# (13*-6+80)/93 = 0.02150538
	124	# (13*-6+81)/94 = 0.03191489
	125	# (13*-6+82)/95 = 0.04210526
	126	# (13*-6+83)/96 = 0.05208333
	127	jumps = c(0.06666667, 0, 0.01086957, 0.02150538, 0.03191489, 0.04210526, 0.05208333)
	128	for (i in 1:7)
	129	expect_equal(pred00$getSerie(i), rep(pred_order[i]+jumps[i],24))
	130
	131	#Next lines commented out because too unpredictable results (tendency to flatten everything...)
	132	# pred13 = computeForecast(data13, indices, "Neighbors", "Neighbors", Inf, 24, simtype="endo")
	133	# for (i in 1:7)
	134	# expect_equal(pred13$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
	135
	136	#A few extra checks
	137	expect_equal( pred00$getIndexInData(1), dateIndexToInteger("2007-04-01",data00) )
	138	expect_equal( pred00$getIndexInData(4), dateIndexToInteger("2007-04-04",data00) )
	139	expect_equal( pred13$getIndexInData(1), dateIndexToInteger("2007-04-01",data13) )
	140	expect_equal( pred13$getIndexInData(4), dateIndexToInteger("2007-04-04",data13) )
44a9990b	141	})