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 = getForecast(data00, indices, "Average", "Zero",        Inf, 24)
  16     pred00_p = getForecast(data00, indices, "Average", "Persistence", Inf, 24)
  17     for (i in seq_along(indices))
  18     {
  19         #zero jump: should predict true values minus 1
  20         expect_equal(pred00_z$getSerie(i), rep(pred_order[i],24))
  21         #persistence jump == 1: should predict true values
  22         expect_equal(pred00_p$getSerie(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 wrong)
  28     pred13_z = getForecast(data13, indices, "Average", "Zero",        Inf, 24)
  29     pred13_p = getForecast(data13, indices, "Average", "Persistence", Inf, 24)
  30     prediction = c(rep(-13/24,11),rep(11/24,13))
  31     for (i in seq_along(indices))
  32     {
  33         expect_equal(pred13_z$getSerie(i), prediction ) ##TODO: prendre en compte recollement
  34         expect_equal(pred13_p$getSerie(i), prediction )
  35     }
  36
  37     #A few extra checks
  38     expect_identical( pred00_sd$getIndexInData(1), dateIndexToInteger("2007-04-01",data00) )
  39     expect_identical( pred13_dd$getIndexInData(3), dateIndexToInteger("2007-04-03",data13) )
  40     expect_identical( pred00_dd$getIndexInData(5), dateIndexToInteger("2007-04-05",data00) )
  41 })
  42
  43 test_that("Persistence method behave as expected",
  44 {
  45     #Situation A: +Zero; always wrong
  46     pred00_sd = getForecast(data00, indices, "Persistence", "Zero", Inf, 24, same_day=TRUE)
  47     pred00_dd = getForecast(data00, indices, "Persistence", "Zero", Inf, 24, same_day=FALSE)
  48     for (i in seq_along(indices))
  49     {
  50         expect_identical(pred00_sd$getSerie(i), rep(i,24))
  51         expect_identical(pred00_dd$getSerie(i), rep(i,24))
  52     }
  53
  54     pred13_sd = getForecast(data13, indices, "Persistence", "Zero", Inf, 24, same_day=TRUE)
  55     pred13_dd = getForecast(data13, indices, "Persistence", "Zero", Inf, 24, same_day=FALSE)
  56     for (i in seq_along(indices))
  57     {
  58         expect_identical(pred13_sd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
  59         expect_identical(pred13_dd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
  60     }
  61
  62     #Situation B: +Persistence, correct when predict_at==0
  63     pred00_sd = getForecast(data00, indices, "Persistence", "Persistence", Inf, 24, same_day=TRUE)
  64     pred00_dd = getForecast(data00, indices, "Persistence", "Persistence", Inf, 24, same_day=FALSE)
  65     for (i in seq_along(indices))
  66     {
  67         expect_identical(pred00_sd$getSerie(i), rep(i%%7+1,24))
  68         expect_identical(pred00_dd$getSerie(i), rep(i%%7+1,24))
  69     }
  70
  71     pred13_sd = getForecast(data13, indices, "Persistence", "Persistence", Inf, 24, same_day=TRUE)
  72     pred13_dd = getForecast(data13, indices, "Persistence", "Persistence", Inf, 24, same_day=FALSE)
  73     for (i in seq_along(indices))
  74     {
  75         expect_identical(pred13_sd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
  76         expect_identical(pred13_dd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
  77     }
  78
  79     #A few extra checks
  80     expect_identical( pred13_sd$getIndexInData(1), dateIndexToInteger("2007-04-01",data12) )
  81     expect_identical( pred00_dd$getIndexInData(3), dateIndexToInteger("2007-04-03",data00) )
  82     expect_identical( pred13_dd$getIndexInData(5), dateIndexToInteger("2007-04-05",data13) )
  83 })
  84
  85 test_that("Neighbors+Zero method behave as expected",
  86 {
  87 })
  88
  89 test_that("Neighbors+Neighbors method behave as expected",
  90 {
  91 })