[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$getForecast(i), rep(pred_order[i],24) )
		#persistence jump == 1: should predict true values
		expect_equal( pred00_p$getForecast(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$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
		expect_equal( pred13_p$getForecast(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,
		ncores=1, same_day=TRUE)
	pred00_dd = computeForecast(data00, indices, "Persistence", "Zero", 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(data13, indices, "Persistence", "Zero", Inf, 24,
		ncores=1, same_day=TRUE)
	pred13_dd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24,
		ncores=1, same_day=FALSE)
	for (i in 2:6)
	{
		expect_equal(pred13_sd$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
		expect_equal(pred13_dd$getForecast(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$getForecast(1), c( rep(1,11), rep(2,13) ) )
	expect_equal(pred13_dd$getForecast(1), c( rep(1,11), rep(-5,13) ) )
	expect_equal(pred13_sd$getForecast(7), c( rep(7,11), rep(1,13) ) )
	expect_equal(pred13_dd$getForecast(7), c( rep(7,11), rep(8,13) ) )

	#Situation B: +Persistence, (generally) correct
	pred00_sd = computeForecast(data00, indices, "Persistence", "Persistence", Inf, 24,
		ncores=1, same_day=TRUE)
	pred00_dd = computeForecast(data00, indices, "Persistence", "Persistence", 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(data13, indices, "Persistence", "Persistence", Inf, 24,
		ncores=1, same_day=TRUE)
	pred13_dd = computeForecast(data13, indices, "Persistence", "Persistence", Inf, 24,
		ncores=1, same_day=FALSE)
	for (i in 2:6)
	{
		expect_equal(pred13_sd$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
		expect_equal(pred13_dd$getForecast(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$getForecast(1), c( rep(1,11), rep(2,13) ) )
	expect_equal(pred13_dd$getForecast(1), c( rep(1,11), rep(-5,13) ) )
	expect_equal(pred13_sd$getForecast(7), c( rep(7,11), rep(1,13) ) )
	expect_equal(pred13_dd$getForecast(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", local=FALSE)
	for (i in 1:7)
		expect_equal(pred00$getForecast(i), rep(pred_order[i],24))

	pred13 = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24,
		simtype="mix", local=FALSE)
	for (i in 1:7)
		expect_equal(pred13$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )

	#Situation B: +Neighbors == too difficult to eval in a unit test
#	pred00 = computeForecast(data00, indices, "Neighbors", "Neighbors", Inf, 24,
#		simtype="endo", local=FALSE)
#	jumps = ...
#	for (i in 1:7)
#		expect_equal(pred00$getForecast(i), rep(pred_order[i]+jumps[i],24))
#	pred13 = computeForecast(data13, indices, "Neighbors", "Neighbors", Inf, 24,
#		simtype="endo", local=FALSE)
#	for (i in 1:7)
#		expect_equal(pred13$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )

	#A few extra checks
	expect_equal( pred00$getIndexInData(1), dateIndexToInteger("2007-04-01",data00) )
	expect_equal( pred00$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	{
c36568fa	15	pred00_z = computeForecast(data00, indices, "Average", "Zero", Inf, 24)
99f83c9a BA	16	pred00_p = computeForecast(data00, indices, "Average", "Persistence", Inf, 24)
99f83c9a BA	17	for (i in 1:7)
44a9990b BA	18	{
44a9990b BA	19	#zero jump: should predict true values minus 1
c36568fa	20	expect_equal( pred00_z$getForecast(i), rep(pred_order[i],24) )
44a9990b	21	#persistence jump == 1: should predict true values
c36568fa	22	expect_equal( pred00_p$getForecast(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	27	#No jump between days, thus zero and persistence are equivalent (and correct)
c36568fa	28	pred13_z = computeForecast(data13, indices, "Average", "Zero", Inf, 24)
99f83c9a BA	29	pred13_p = computeForecast(data13, indices, "Average", "Persistence", Inf, 24)
99f83c9a BA	30	for (i in 1:7)
44a9990b	31	{
c36568fa BA	32	expect_equal( pred13_z$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
c36568fa BA	33	expect_equal( pred13_p$getForecast(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	46	pred00_sd = computeForecast(data00, indices, "Persistence", "Zero", Inf, 24,
c36568fa	47	ncores=1, same_day=TRUE)
3ddf1c12	48	pred00_dd = computeForecast(data00, indices, "Persistence", "Zero", Inf, 24,
c36568fa	49	ncores=1, same_day=FALSE)
99f83c9a	50	for (i in 1:7)
44a9990b	51	{
c36568fa BA	52	expect_equal(pred00_sd$getForecast(i), rep(pred_order[i],24))
c36568fa BA	53	expect_equal(pred00_dd$getForecast(i), rep(pred_order[i],24))
44a9990b	54	}
613a986f	55
3ddf1c12	56	pred13_sd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24,
c36568fa	57	ncores=1, same_day=TRUE)
3ddf1c12	58	pred13_dd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24,
c36568fa	59	ncores=1, same_day=FALSE)
99f83c9a	60	for (i in 2:6)
44a9990b	61	{
c36568fa BA	62	expect_equal(pred13_sd$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
c36568fa BA	63	expect_equal(pred13_dd$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
44a9990b	64	}
99f83c9a	65	#boundaries are special cases: OK if same day, quite wrong otherwise
c36568fa BA	66	expect_equal(pred13_sd$getForecast(1), c( rep(1,11), rep(2,13) ) )
	67	expect_equal(pred13_dd$getForecast(1), c( rep(1,11), rep(-5,13) ) )
	68	expect_equal(pred13_sd$getForecast(7), c( rep(7,11), rep(1,13) ) )
	69	expect_equal(pred13_dd$getForecast(7), c( rep(7,11), rep(8,13) ) )
613a986f	70
99f83c9a	71	#Situation B: +Persistence, (generally) correct
af3b84f4	72	pred00_sd = computeForecast(data00, indices, "Persistence", "Persistence", Inf, 24,
c36568fa	73	ncores=1, same_day=TRUE)
af3b84f4	74	pred00_dd = computeForecast(data00, indices, "Persistence", "Persistence", Inf, 24,
c36568fa	75	ncores=1, same_day=FALSE)
99f83c9a	76	for (i in 3:7)
613a986f	77	{
c36568fa BA	78	expect_equal(pred00_sd$getForecast(i), rep(i,24))
c36568fa BA	79	expect_equal(pred00_dd$getForecast(i), rep(i,24))
613a986f	80	}
99f83c9a	81	#boundaries are special cases: OK if same day, quite wrong otherwise
c36568fa BA	82	expect_equal(pred00_sd$getForecast(1), rep(1,24) )
	83	expect_equal(pred00_dd$getForecast(1), rep(8,24) )
	84	expect_equal(pred00_sd$getForecast(2), rep(2,24) )
	85	expect_equal(pred00_dd$getForecast(2), rep(-5,24) )
613a986f	86
af3b84f4	87	pred13_sd = computeForecast(data13, indices, "Persistence", "Persistence", Inf, 24,
c36568fa	88	ncores=1, same_day=TRUE)
af3b84f4	89	pred13_dd = computeForecast(data13, indices, "Persistence", "Persistence", Inf, 24,
c36568fa	90	ncores=1, same_day=FALSE)
99f83c9a	91	for (i in 2:6)
44a9990b	92	{
c36568fa BA	93	expect_equal(pred13_sd$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
c36568fa BA	94	expect_equal(pred13_dd$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
44a9990b	95	}
99f83c9a	96	#boundaries are special cases: OK if same day, quite wrong otherwise
c36568fa BA	97	expect_equal(pred13_sd$getForecast(1), c( rep(1,11), rep(2,13) ) )
	98	expect_equal(pred13_dd$getForecast(1), c( rep(1,11), rep(-5,13) ) )
	99	expect_equal(pred13_sd$getForecast(7), c( rep(7,11), rep(1,13) ) )
	100	expect_equal(pred13_dd$getForecast(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	112	pred00 = computeForecast(data00, indices, "Neighbors", "Zero", Inf, 24,
c36568fa	113	simtype="mix", local=FALSE)
99f83c9a	114	for (i in 1:7)
c36568fa	115	expect_equal(pred00$getForecast(i), rep(pred_order[i],24))
6d97bfec	116
3ddf1c12	117	pred13 = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24,
c36568fa	118	simtype="mix", local=FALSE)
99f83c9a	119	for (i in 1:7)
c36568fa	120	expect_equal(pred13$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
99f83c9a	121
c36568fa BA	122	#Situation B: +Neighbors == too difficult to eval in a unit test
	123	# pred00 = computeForecast(data00, indices, "Neighbors", "Neighbors", Inf, 24,
	124	# simtype="endo", local=FALSE)
	125	# jumps = ...
	126	# for (i in 1:7)
	127	# expect_equal(pred00$getForecast(i), rep(pred_order[i]+jumps[i],24))
3ddf1c12	128	# pred13 = computeForecast(data13, indices, "Neighbors", "Neighbors", Inf, 24,
c36568fa	129	# simtype="endo", local=FALSE)
99f83c9a	130	# for (i in 1:7)
c36568fa	131	# expect_equal(pred13$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
99f83c9a BA	132
	133	#A few extra checks
	134	expect_equal( pred00$getIndexInData(1), dateIndexToInteger("2007-04-01",data00) )
	135	expect_equal( pred00$getIndexInData(4), dateIndexToInteger("2007-04-04",data00) )
	136	expect_equal( pred13$getIndexInData(1), dateIndexToInteger("2007-04-01",data13) )
	137	expect_equal( pred13$getIndexInData(4), dateIndexToInteger("2007-04-04",data13) )
44a9990b	138	})