pkg/tests/testthat/test-Forecaster.R

   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 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)
   9 #Forecast at sunday to saturday (series 7 to 1), for monday to sunday (series 1 to 7)
  10 indices <<- seq(as.Date("2007-04-01"),as.Date("2007-04-07"),"days")
  11 pred_order = c(7,1:6) #will facilitate tests
  12
  13 test_that("Average method behave as expected",
  14 {
  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)
  18     {
  19         #zero jump: should predict true values minus 1
  20         expect_equal( pred00_z$getForecast(i), rep(pred_order[i],24) )
  21         #persistence jump == 1: should predict true values
  22         expect_equal( pred00_p$getForecast(i), rep(i,24) )
  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)
  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)
  31     {
  32         expect_equal( pred13_z$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
  33         expect_equal( pred13_p$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
  34     }
  35
  36     #A few extra checks
  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) )
  41 })
  42
  43 test_that("Persistence method behave as expected",
  44 {
  45     #Situation A: +Zero; (generally) correct if jump, wrong otherwise
  46     pred00_sd = computeForecast(data00, indices, "Persistence", "Zero", Inf, 24,
  47         ncores=1, same_day=TRUE)
  48     pred00_dd = computeForecast(data00, indices, "Persistence", "Zero", Inf, 24,
  49         ncores=1, same_day=FALSE)
  50     for (i in 1:7)
  51     {
  52         expect_equal(pred00_sd$getForecast(i), rep(pred_order[i],24))
  53         expect_equal(pred00_dd$getForecast(i), rep(pred_order[i],24))
  54     }
  55
  56     pred13_sd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24,
  57         ncores=1, same_day=TRUE)
  58     pred13_dd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24,
  59         ncores=1, same_day=FALSE)
  60     for (i in 2:6)
  61     {
  62         expect_equal(pred13_sd$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
  63         expect_equal(pred13_dd$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
  64     }
  65     #boundaries are special cases: OK if same day, quite wrong otherwise
  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) ) )
  70
  71     #Situation B: +Persistence, (generally) correct
  72     pred00_sd = computeForecast(data00, indices, "Persistence", "Persistence", Inf, 24,
  73         ncores=1, same_day=TRUE)
  74     pred00_dd = computeForecast(data00, indices, "Persistence", "Persistence", Inf, 24,
  75         ncores=1, same_day=FALSE)
  76     for (i in 3:7)
  77     {
  78         expect_equal(pred00_sd$getForecast(i), rep(i,24))
  79         expect_equal(pred00_dd$getForecast(i), rep(i,24))
  80     }
  81     #boundaries are special cases: OK if same day, quite wrong otherwise
  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) )
  86
  87     pred13_sd = computeForecast(data13, indices, "Persistence", "Persistence", Inf, 24,
  88         ncores=1, same_day=TRUE)
  89     pred13_dd = computeForecast(data13, indices, "Persistence", "Persistence", Inf, 24,
  90         ncores=1, same_day=FALSE)
  91     for (i in 2:6)
  92     {
  93         expect_equal(pred13_sd$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
  94         expect_equal(pred13_dd$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
  95     }
  96     #boundaries are special cases: OK if same day, quite wrong otherwise
  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) ) )
 101
 102     #A few extra checks
 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) )
 107 })
 108
 109 test_that("Neighbors method behave as expected",
 110 {
 111     #Situation A: +Zero; correct if jump, wrong otherwise
 112     pred00 = computeForecast(data00, indices, "Neighbors", "Zero", Inf, 24,
 113         simtype="mix", local=FALSE)
 114     for (i in 1:7)
 115         expect_equal(pred00$getForecast(i), rep(pred_order[i],24))
 116
 117     pred13 = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24,
 118         simtype="mix", local=FALSE)
 119     for (i in 1:7)
 120         expect_equal(pred13$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
 121
 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$getForecast(i), rep(pred_order[i]+jumps[i],24))
 128 #   pred13 = computeForecast(data13, indices, "Neighbors", "Neighbors", Inf, 24,
 129 #       simtype="endo", local=FALSE)
 130 #   for (i in 1:7)
 131 #       expect_equal(pred13$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
 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) )
 138 })