X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2Ftests%2Ftestthat%2Ftest.Forecaster.R;h=a02e6e94b66e0e8bbca095383b95335284a9f7ef;hb=98e958cab563866f8e00886b54336018a2e8bc97;hp=b20f104f72a5b4b14107f6775d41c904cd5de36f;hpb=6d97bfecf7310ed6682eecce1b7aa2f8185d4742;p=talweg.git diff --git a/pkg/tests/testthat/test.Forecaster.R b/pkg/tests/testthat/test.Forecaster.R index b20f104..a02e6e9 100644 --- a/pkg/tests/testthat/test.Forecaster.R +++ b/pkg/tests/testthat/test.Forecaster.R @@ -1,35 +1,141 @@ context("Check that forecasters behave as expected") -test_that("Average+Zero method behave as expected", -{ - -test_that("Persistence+Zero method 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("Neighbors+Zero method behave as expected", +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) ) + } -test_that("Neighbors+Neighbors method behave as expected", -{ + #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)) + } -#TODO: with and without shift at origin (so series values at least forst ones are required) + 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) ) - n = 1500 - series = list() - for (i in seq_len(n)) + 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) { - index = (i%%3) + 1 - level = mean(s[[index]]) - serie = s[[index]] - level + rnorm(L,sd=0.05) - # 10 series with NAs for index 2 - if (index == 2 && i >= 60 && i<= 90) - serie[sample(seq_len(L),1)] = NA - series[[i]] = list("level"=level,"serie"=serie) #no need for more :: si : time !!! + 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) ) ) } - data = new("Data", data=series) + #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) ) ) - dateIndexToInteger = function(index, data) + #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) ) })