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) ) })