X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2Ftests%2Ftestthat%2Ftest-Forecaster.R;h=3f5cf9cc7f7aeff5bf371056d257ab769891485e;hb=638f27f4296727aff62b56643beb9f42aa5b57ef;hp=9b3eaa0e66c5f849cf8fa26815774d4b8cf51558;hpb=3ddf1c12af0c167fe7d3bb59e63258550270cfc5;p=talweg.git diff --git a/pkg/tests/testthat/test-Forecaster.R b/pkg/tests/testthat/test-Forecaster.R index 9b3eaa0..3f5cf9c 100644 --- a/pkg/tests/testthat/test-Forecaster.R +++ b/pkg/tests/testthat/test-Forecaster.R @@ -2,149 +2,124 @@ 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") +data_p <<- getData(ts_data, exo_data, date_format="%Y-%m-%d %H:%M", limit=Inf) +#Forecasts from monday to sunday (series 1 to 7) +indices <<- seq(as.Date("2007-04-02"),as.Date("2007-04-08"),"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) + pred00_z = computeForecast(data_p, indices, "Average", "Zero", 1, Inf, 24, ncores=1) + pred00_p = computeForecast(data_p, indices, "Average", "Persistence", 1, Inf, 24) for (i in 1:7) { #zero jump: should predict true values minus 1 - expect_equal( pred00_z$getSerie(i), rep(pred_order[i],24) ) + expect_equal( pred00_z$getForecast(i), rep(pred_order[i],24) ) #persistence jump == 1: should predict true values - expect_equal( pred00_p$getSerie(i), rep(i,24) ) + expect_equal( pred00_p$getForecast(i), rep(i,24) ) } - #NOTE: days become + #NOTE: 24h-block 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) + pred13_z = computeForecast(data_p, indices, "Average", "Zero", 14, Inf, 24) + pred13_p = computeForecast(data_p, indices, "Average", "Persistence", 14, 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) ) ) + expect_equal( pred13_z$getForecast(i), rep(i,24) ) + expect_equal( pred13_p$getForecast(i), rep(i,24) ) } #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) ) + expect_equal( pred00_p$getIndexInData(2), dateIndexToInteger("2007-04-03",data_p) ) + expect_equal( pred00_z$getIndexInData(2), dateIndexToInteger("2007-04-03",data_p) ) + expect_equal( pred13_p$getIndexInData(5), dateIndexToInteger("2007-04-06",data_p) ) + expect_equal( pred13_z$getIndexInData(5), dateIndexToInteger("2007-04-06",data_p) ) }) 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) + pred00_sd = computeForecast(data_p, indices, "Persistence", "Zero", 1, Inf, 24, + ncores=1, same_day=TRUE) + pred00_dd = computeForecast(data_p, indices, "Persistence", "Zero", 1, Inf, 24, + ncores=1, 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)) + expect_equal(pred00_sd$getForecast(i), rep(pred_order[i],24)) + expect_equal(pred00_dd$getForecast(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) + pred13_sd = computeForecast(data_p, indices, "Persistence", "Zero", 14, Inf, 24, + ncores=1, same_day=TRUE) + pred13_dd = computeForecast(data_p, indices, "Persistence", "Zero", 14, Inf, 24, + ncores=1, same_day=FALSE) + for (i in 1:7) { - 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) ) ) + expect_equal(pred13_sd$getForecast(i), rep(i,24) ) + expect_equal(pred13_dd$getForecast(i), rep(i,24) ) } - #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) + pred00_sd = computeForecast(data_p, indices, "Persistence", "Persistence", 1, Inf, 24, + ncores=1, same_day=TRUE) + pred00_dd = computeForecast(data_p, indices, "Persistence", "Persistence", 1, Inf, 24, + ncores=1, 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)) + expect_equal(pred00_sd$getForecast(i), rep(i,24)) + expect_equal(pred00_dd$getForecast(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) ) + expect_equal(pred00_sd$getForecast(1), rep(1,24) ) + expect_equal(pred00_dd$getForecast(1), rep(8,24) ) + expect_equal(pred00_sd$getForecast(2), rep(2,24) ) + expect_equal(pred00_dd$getForecast(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) + pred13_sd = computeForecast(data_p, indices, "Persistence", "Persistence", 14, Inf, 24, + ncores=1, same_day=TRUE) + pred13_dd = computeForecast(data_p, indices, "Persistence", "Persistence", 14, Inf, 24, + ncores=1, same_day=FALSE) + for (i in 1:7) { - 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) ) ) + expect_equal(pred13_sd$getForecast(i), rep(i,24) ) + expect_equal(pred13_dd$getForecast(i), rep(i,24) ) } - #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) ) + expect_equal( pred00_sd$getIndexInData(3), dateIndexToInteger("2007-04-04",data_p) ) + expect_equal( pred00_dd$getIndexInData(6), dateIndexToInteger("2007-04-07",data_p) ) + expect_equal( pred13_sd$getIndexInData(3), dateIndexToInteger("2007-04-04",data_p) ) + expect_equal( pred13_dd$getIndexInData(6), dateIndexToInteger("2007-04-07",data_p) ) }) 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") + pred00 = computeForecast(data_p, indices, "Neighbors", "Zero", 1, Inf, 24, + simtype="mix", local=FALSE, window=c(1,1)) for (i in 1:7) - expect_equal(pred00$getSerie(i), rep(pred_order[i],24)) + expect_equal(pred00$getForecast(i), rep(pred_order[i],24)) - pred13 = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24, - simtype="mix") + pred13 = computeForecast(data_p, indices, "Persistence", "Zero", 14, Inf, 24, + simtype="mix", local=FALSE, window=c(1,1)) for (i in 1:7) - expect_equal(pred13$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) ) + expect_equal(pred13$getForecast(i), rep(i,24) ) - #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$getSerie(i), rep(pred_order[i]+jumps[i],24)) - - #Next lines commented out because too unpredictable results - #(tendency to flatten everything...) -# pred13 = computeForecast(data13, indices, "Neighbors", "Neighbors", Inf, 24, -# simtype="endo") + #Situation B: +Neighbors == too difficult to eval in a unit test +# pred00 = computeForecast(data_p, indices, "Neighbors", "Neighbors", 1, Inf, 24, +# simtype="endo", local=FALSE) +# jumps = ... +# for (i in 1:7) +# expect_equal(pred00$getForecast(i), rep(pred_order[i]+jumps[i],24)) +# pred13 = computeForecast(data_p, indices, "Neighbors", "Neighbors", 14, Inf, 24, +# simtype="endo", local=FALSE) # for (i in 1:7) -# expect_equal(pred13$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) ) +# expect_equal(pred13$getForecast(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) ) + expect_equal( pred00$getIndexInData(1), dateIndexToInteger("2007-04-02",data_p) ) + expect_equal( pred00$getIndexInData(4), dateIndexToInteger("2007-04-05",data_p) ) + expect_equal( pred13$getIndexInData(1), dateIndexToInteger("2007-04-02",data_p) ) + expect_equal( pred13$getIndexInData(4), dateIndexToInteger("2007-04-05",data_p) ) })