R CMD check compliant; TODO: doc, vignette
[talweg.git] / pkg / tests / testthat / test.Forecaster.R
1 context("Check that forecasters behave as expected")
2
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)
9 #Forecast at sunday to saturday (series 7 to 1), for monday to sunday (series 1 to 7)
10 indices <<- seq(as.Date("2007-04-01"),as.Date("2007-04-07"),"days")
11 pred_order = c(7,1:6) #will facilitate tests
12
13 test_that("Average method behave as expected",
14 {
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)
18 {
19 #zero jump: should predict true values minus 1
20 expect_equal( pred00_z$getSerie(i), rep(pred_order[i],24) )
21 #persistence jump == 1: should predict true values
22 expect_equal( pred00_p$getSerie(i), rep(i,24) )
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)
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)
31 {
32 expect_equal( pred13_z$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
33 expect_equal( pred13_p$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
34 }
35
36 #A few extra checks
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) )
41 })
42
43 test_that("Persistence method behave as expected",
44 {
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)
49 {
50 expect_equal(pred00_sd$getSerie(i), rep(pred_order[i],24))
51 expect_equal(pred00_dd$getSerie(i), rep(pred_order[i],24))
52 }
53
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)
57 {
58 expect_equal(pred13_sd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
59 expect_equal(pred13_dd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
60 }
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) ) )
66
67 #Situation B: +Persistence, (generally) correct
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)
72 for (i in 3:7)
73 {
74 expect_equal(pred00_sd$getSerie(i), rep(i,24))
75 expect_equal(pred00_dd$getSerie(i), rep(i,24))
76 }
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) )
82
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)
87 for (i in 2:6)
88 {
89 expect_equal(pred13_sd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
90 expect_equal(pred13_dd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
91 }
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) ) )
97
98 #A few extra checks
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) )
103 })
104
105 test_that("Neighbors method behave as expected",
106 {
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$getSerie(i), rep(pred_order[i],24))
111
112 pred13 = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24, simtype="mix")
113 for (i in 1:7)
114 expect_equal(pred13$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) )
141 })