[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	45	#Situation A: +Zero; (generally) correct if jump, wrong otherwise
3ddf1c12 BA	46	pred00_sd = computeForecast(data00, indices, "Persistence", "Zero", Inf, 24,
	47	same_day=TRUE)
	48	pred00_dd = computeForecast(data00, indices, "Persistence", "Zero", Inf, 24,
	49	same_day=FALSE)
99f83c9a	50	for (i in 1:7)
44a9990b	51	{
99f83c9a BA	52	expect_equal(pred00_sd$getSerie(i), rep(pred_order[i],24))
99f83c9a BA	53	expect_equal(pred00_dd$getSerie(i), rep(pred_order[i],24))
44a9990b	54	}
613a986f	55
3ddf1c12 BA	56	pred13_sd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24,
	57	same_day=TRUE)
	58	pred13_dd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24,
	59	same_day=FALSE)
99f83c9a	60	for (i in 2:6)
44a9990b	61	{
99f83c9a BA	62	expect_equal(pred13_sd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
99f83c9a BA	63	expect_equal(pred13_dd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
44a9990b	64	}
99f83c9a BA	65	#boundaries are special cases: OK if same day, quite wrong otherwise
	66	expect_equal(pred13_sd$getSerie(1), c( rep(1,11), rep(2,13) ) )
	67	expect_equal(pred13_dd$getSerie(1), c( rep(1,11), rep(-5,13) ) )
	68	expect_equal(pred13_sd$getSerie(7), c( rep(7,11), rep(1,13) ) )
	69	expect_equal(pred13_dd$getSerie(7), c( rep(7,11), rep(8,13) ) )
613a986f	70
99f83c9a	71	#Situation B: +Persistence, (generally) correct
af3b84f4 BA	72	pred00_sd = computeForecast(data00, indices, "Persistence", "Persistence", Inf, 24,
	73	same_day=TRUE)
	74	pred00_dd = computeForecast(data00, indices, "Persistence", "Persistence", Inf, 24,
	75	same_day=FALSE)
99f83c9a	76	for (i in 3:7)
613a986f	77	{
99f83c9a BA	78	expect_equal(pred00_sd$getSerie(i), rep(i,24))
99f83c9a BA	79	expect_equal(pred00_dd$getSerie(i), rep(i,24))
613a986f	80	}
99f83c9a BA	81	#boundaries are special cases: OK if same day, quite wrong otherwise
	82	expect_equal(pred00_sd$getSerie(1), rep(1,24) )
	83	expect_equal(pred00_dd$getSerie(1), rep(8,24) )
	84	expect_equal(pred00_sd$getSerie(2), rep(2,24) )
	85	expect_equal(pred00_dd$getSerie(2), rep(-5,24) )
613a986f	86
af3b84f4 BA	87	pred13_sd = computeForecast(data13, indices, "Persistence", "Persistence", Inf, 24,
	88	same_day=TRUE)
	89	pred13_dd = computeForecast(data13, indices, "Persistence", "Persistence", Inf, 24,
	90	same_day=FALSE)
99f83c9a	91	for (i in 2:6)
44a9990b	92	{
99f83c9a BA	93	expect_equal(pred13_sd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
99f83c9a BA	94	expect_equal(pred13_dd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
44a9990b	95	}
99f83c9a BA	96	#boundaries are special cases: OK if same day, quite wrong otherwise
	97	expect_equal(pred13_sd$getSerie(1), c( rep(1,11), rep(2,13) ) )
	98	expect_equal(pred13_dd$getSerie(1), c( rep(1,11), rep(-5,13) ) )
	99	expect_equal(pred13_sd$getSerie(7), c( rep(7,11), rep(1,13) ) )
	100	expect_equal(pred13_dd$getSerie(7), c( rep(7,11), rep(8,13) ) )
6d97bfec	101
44a9990b	102	#A few extra checks
99f83c9a BA	103	expect_equal( pred00_sd$getIndexInData(3), dateIndexToInteger("2007-04-03",data00) )
	104	expect_equal( pred00_dd$getIndexInData(6), dateIndexToInteger("2007-04-06",data00) )
	105	expect_equal( pred13_sd$getIndexInData(3), dateIndexToInteger("2007-04-03",data13) )
	106	expect_equal( pred13_dd$getIndexInData(6), dateIndexToInteger("2007-04-06",data13) )
44a9990b	107	})
6d97bfec	108
99f83c9a	109	test_that("Neighbors method behave as expected",
6d97bfec	110	{
99f83c9a	111	#Situation A: +Zero; correct if jump, wrong otherwise
3ddf1c12 BA	112	pred00 = computeForecast(data00, indices, "Neighbors", "Zero", Inf, 24,
3ddf1c12 BA	113	simtype="mix")
99f83c9a BA	114	for (i in 1:7)
99f83c9a BA	115	expect_equal(pred00$getSerie(i), rep(pred_order[i],24))
6d97bfec	116
3ddf1c12 BA	117	pred13 = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24,
3ddf1c12 BA	118	simtype="mix")
99f83c9a BA	119	for (i in 1:7)
	120	expect_equal(pred13$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
	121
	122	#Situation B: +Neighbors, always predict bad (small, averaged) jump
3ddf1c12 BA	123	pred00 = computeForecast(data00, indices, "Neighbors", "Neighbors", Inf, 24,
	124	simtype="endo")
	125	#Concerning weights, there are 12+(1 if i>=2) gaps at -6 and 90-12+(i-2 if i>=3) gaps
	126	#at 1. Thus, predicted jump is respectively
99f83c9a BA	127	# (12*-6+78)/90 = 0.06666667
	128	# (13*-6+78)/91 = 0
	129	# (13*-6+79)/92 = 0.01086957
	130	# (13*-6+80)/93 = 0.02150538
	131	# (13*-6+81)/94 = 0.03191489
	132	# (13*-6+82)/95 = 0.04210526
	133	# (13*-6+83)/96 = 0.05208333
	134	jumps = c(0.06666667, 0, 0.01086957, 0.02150538, 0.03191489, 0.04210526, 0.05208333)
	135	for (i in 1:7)
	136	expect_equal(pred00$getSerie(i), rep(pred_order[i]+jumps[i],24))
	137
3ddf1c12 BA	138	#Next lines commented out because too unpredictable results
	139	#(tendency to flatten everything...)
	140	# pred13 = computeForecast(data13, indices, "Neighbors", "Neighbors", Inf, 24,
	141	# simtype="endo")
99f83c9a BA	142	# for (i in 1:7)
	143	# expect_equal(pred13$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
	144
	145	#A few extra checks
	146	expect_equal( pred00$getIndexInData(1), dateIndexToInteger("2007-04-01",data00) )
	147	expect_equal( pred00$getIndexInData(4), dateIndexToInteger("2007-04-04",data00) )
	148	expect_equal( pred13$getIndexInData(1), dateIndexToInteger("2007-04-01",data13) )
	149	expect_equal( pred13$getIndexInData(4), dateIndexToInteger("2007-04-04",data13) )
44a9990b	150	})