b961c684da7fa3061ac67c079870cf7f1d0fd07b
[talweg.git] / 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 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 })