[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")
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(data_p, indices, "Average", "LastValue", 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$getForecast(i), rep(pred_order[i],24) )
		#persistence jump == 1: should predict true values
		expect_equal( pred00_p$getForecast(i), rep(i,24) )
	}

	#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(data_p, indices, "Average", "LastValue", 14, Inf, 24)
	pred13_p = computeForecast(data_p, indices, "Average", "Persistence", 14, Inf, 24)
	for (i in 1:7)
	{
		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$getIndexInData(2), dateIndexToInteger("2007-04-03",data_p) )
	expect_equal( pred00_z$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(data_p, indices, "Persistence", "LastValue", 1, Inf, 24,
		ncores=1, same_day=TRUE)
	pred00_dd = computeForecast(data_p, indices, "Persistence", "LastValue", 1, Inf, 24,
		ncores=1, same_day=FALSE)
	for (i in 1:7)
	{
		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(data_p, indices, "Persistence", "LastValue", 14, Inf, 24,
		ncores=1, same_day=TRUE)
	pred13_dd = computeForecast(data_p, indices, "Persistence", "LastValue", 14, Inf, 24,
		ncores=1, same_day=FALSE)
	for (i in 1:7)
	{
		expect_equal(pred13_sd$getForecast(i), rep(i,24) )
		expect_equal(pred13_dd$getForecast(i), rep(i,24) )
	}

	#Situation B: +Persistence, (generally) correct
	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$getForecast(i), rep(i,24))
		expect_equal(pred00_dd$getForecast(i), rep(i,24))
	}
	#boundaries are special cases: OK if same day, quite wrong otherwise
	expect_equal(pred00_sd$getForecast(1), rep(1,24) )
	expect_equal(pred00_dd$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(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$getForecast(i), rep(i,24) )
		expect_equal(pred13_dd$getForecast(i), rep(i,24) )
	}

	#A few extra checks
	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(data_p, indices, "Neighbors", "LastValue", 1, Inf, 24,
		simtype="mix", local=FALSE, window=c(1,1))
	for (i in 1:7)
		expect_equal(pred00$getForecast(i), rep(pred_order[i],24))

	pred13 = computeForecast(data_p, indices, "Persistence", "LastValue", 14, Inf, 24,
		simtype="mix", local=FALSE, window=c(1,1))
	for (i in 1:7)
		expect_equal(pred13$getForecast(i), rep(i,24) )

	#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$getForecast(i), rep(pred_order[i]+jumps[i],24))
#	pred13 = computeForecast(data_p, indices, "Neighbors", "Neighbors", 14, Inf, 24,
#		simtype="endo", local=FALSE)
#	for (i in 1:7)
#		expect_equal(pred13$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )

	#A few extra checks
	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) )
})
Commit	Line	Data
3a38473a BA	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	data_p <<- getData(ts_data, exo_data, date_format="%Y-%m-%d %H:%M", limit=Inf)
	6	#Forecasts from monday to sunday (series 1 to 7)
	7	indices <<- seq(as.Date("2007-04-02"),as.Date("2007-04-08"),"days")
	8	pred_order = c(7,1:6) #will facilitate tests
	9
	10	test_that("Average method behave as expected",
	11	{
	12	pred00_z = computeForecast(data_p, indices, "Average", "LastValue", 1, Inf, 24, ncores=1)
	13	pred00_p = computeForecast(data_p, indices, "Average", "Persistence", 1, Inf, 24)
	14	for (i in 1:7)
	15	{
	16	#zero jump: should predict true values minus 1
	17	expect_equal( pred00_z$getForecast(i), rep(pred_order[i],24) )
	18	#persistence jump == 1: should predict true values
	19	expect_equal( pred00_p$getForecast(i), rep(i,24) )
	20	}
	21
	22	#NOTE: 24h-block become
	23	#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)
	24	#No jump between days, thus zero and persistence are equivalent (and correct)
	25	pred13_z = computeForecast(data_p, indices, "Average", "LastValue", 14, Inf, 24)
	26	pred13_p = computeForecast(data_p, indices, "Average", "Persistence", 14, Inf, 24)
	27	for (i in 1:7)
	28	{
	29	expect_equal( pred13_z$getForecast(i), rep(i,24) )
	30	expect_equal( pred13_p$getForecast(i), rep(i,24) )
	31	}
	32
	33	#A few extra checks
	34	expect_equal( pred00_p$getIndexInData(2), dateIndexToInteger("2007-04-03",data_p) )
	35	expect_equal( pred00_z$getIndexInData(2), dateIndexToInteger("2007-04-03",data_p) )
	36	expect_equal( pred13_p$getIndexInData(5), dateIndexToInteger("2007-04-06",data_p) )
	37	expect_equal( pred13_z$getIndexInData(5), dateIndexToInteger("2007-04-06",data_p) )
	38	})
	39
	40	test_that("Persistence method behave as expected",
	41	{
	42	#Situation A: +Zero; (generally) correct if jump, wrong otherwise
	43	pred00_sd = computeForecast(data_p, indices, "Persistence", "LastValue", 1, Inf, 24,
	44	ncores=1, same_day=TRUE)
	45	pred00_dd = computeForecast(data_p, indices, "Persistence", "LastValue", 1, Inf, 24,
	46	ncores=1, same_day=FALSE)
	47	for (i in 1:7)
	48	{
	49	expect_equal(pred00_sd$getForecast(i), rep(pred_order[i],24))
	50	expect_equal(pred00_dd$getForecast(i), rep(pred_order[i],24))
	51	}
	52
	53	pred13_sd = computeForecast(data_p, indices, "Persistence", "LastValue", 14, Inf, 24,
	54	ncores=1, same_day=TRUE)
	55	pred13_dd = computeForecast(data_p, indices, "Persistence", "LastValue", 14, Inf, 24,
	56	ncores=1, same_day=FALSE)
	57	for (i in 1:7)
	58	{
	59	expect_equal(pred13_sd$getForecast(i), rep(i,24) )
	60	expect_equal(pred13_dd$getForecast(i), rep(i,24) )
	61	}
	62
	63	#Situation B: +Persistence, (generally) correct
	64	pred00_sd = computeForecast(data_p, indices, "Persistence", "Persistence", 1, Inf, 24,
65	ncores=1, same_day=TRUE)
66	pred00_dd = computeForecast(data_p, indices, "Persistence", "Persistence", 1, Inf, 24,
67	ncores=1, same_day=FALSE)
68	for (i in 3:7)
69	{
70	expect_equal(pred00_sd$getForecast(i), rep(i,24))
71	expect_equal(pred00_dd$getForecast(i), rep(i,24))
72	}
73	#boundaries are special cases: OK if same day, quite wrong otherwise
74	expect_equal(pred00_sd$getForecast(1), rep(1,24) )
75	expect_equal(pred00_dd$getForecast(1), rep(8,24) )
76	expect_equal(pred00_sd$getForecast(2), rep(2,24) )
77	expect_equal(pred00_dd$getForecast(2), rep(-5,24) )
78
79	pred13_sd = computeForecast(data_p, indices, "Persistence", "Persistence", 14, Inf, 24,
80	ncores=1, same_day=TRUE)
81	pred13_dd = computeForecast(data_p, indices, "Persistence", "Persistence", 14, Inf, 24,
82	ncores=1, same_day=FALSE)
83	for (i in 1:7)
84	{
85	expect_equal(pred13_sd$getForecast(i), rep(i,24) )
86	expect_equal(pred13_dd$getForecast(i), rep(i,24) )
87	}
88
89	#A few extra checks
90	expect_equal( pred00_sd$getIndexInData(3), dateIndexToInteger("2007-04-04",data_p) )
91	expect_equal( pred00_dd$getIndexInData(6), dateIndexToInteger("2007-04-07",data_p) )
92	expect_equal( pred13_sd$getIndexInData(3), dateIndexToInteger("2007-04-04",data_p) )
93	expect_equal( pred13_dd$getIndexInData(6), dateIndexToInteger("2007-04-07",data_p) )
94	})
95
96	test_that("Neighbors method behave as expected",
97	{
98	#Situation A: +Zero; correct if jump, wrong otherwise
99	pred00 = computeForecast(data_p, indices, "Neighbors", "LastValue", 1, Inf, 24,
100	simtype="mix", local=FALSE, window=c(1,1))
101	for (i in 1:7)
102	expect_equal(pred00$getForecast(i), rep(pred_order[i],24))
103
104	pred13 = computeForecast(data_p, indices, "Persistence", "LastValue", 14, Inf, 24,
105	simtype="mix", local=FALSE, window=c(1,1))
106	for (i in 1:7)
107	expect_equal(pred13$getForecast(i), rep(i,24) )
108
109	#Situation B: +Neighbors == too difficult to eval in a unit test
110	# pred00 = computeForecast(data_p, indices, "Neighbors", "Neighbors", 1, Inf, 24,
111	# simtype="endo", local=FALSE)
112	# jumps = ...
113	# for (i in 1:7)
114	# expect_equal(pred00$getForecast(i), rep(pred_order[i]+jumps[i],24))
115	# pred13 = computeForecast(data_p, indices, "Neighbors", "Neighbors", 14, Inf, 24,
116	# simtype="endo", local=FALSE)
117	# for (i in 1:7)
118	# expect_equal(pred13$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
119
120	#A few extra checks
121	expect_equal( pred00$getIndexInData(1), dateIndexToInteger("2007-04-02",data_p) )
122	expect_equal( pred00$getIndexInData(4), dateIndexToInteger("2007-04-05",data_p) )
123	expect_equal( pred13$getIndexInData(1), dateIndexToInteger("2007-04-02",data_p) )
124	expect_equal( pred13$getIndexInData(4), dateIndexToInteger("2007-04-05",data_p) )
125	})