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")
+data_p <<- getData(ts_data, exo_data, date_format="%Y-%m-%d %H:%M", limit=Inf)
+#Forecasts from monday to sunday (series 1 to 7)
+indices <<- seq(as.Date("2007-04-02"),as.Date("2007-04-08"),"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)
+ pred00_z = computeForecast(data_p, indices, "Average", "Zero", 1, Inf, 24, ncores=1)
+ pred00_p = computeForecast(data_p, indices, "Average", "Persistence", 1, Inf, 24)
for (i in 1:7)
{
#zero jump: should predict true values minus 1
expect_equal( pred00_p$getForecast(i), rep(i,24) )
}
- #NOTE: days become
+ #NOTE: 24h-block become
#1 1 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 2 2 2 (14h-->0h then 1h-->13h)
#No jump between days, thus zero and persistence are equivalent (and correct)
- pred13_z = computeForecast(data13, indices, "Average", "Zero", Inf, 24)
- pred13_p = computeForecast(data13, indices, "Average", "Persistence", Inf, 24)
+ pred13_z = computeForecast(data_p, indices, "Average", "Zero", 14, Inf, 24)
+ pred13_p = computeForecast(data_p, indices, "Average", "Persistence", 14, Inf, 24)
for (i in 1:7)
{
- expect_equal( pred13_z$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
- expect_equal( pred13_p$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
+ expect_equal( pred13_z$getForecast(i), rep(i,24) )
+ expect_equal( pred13_p$getForecast(i), rep(i,24) )
}
#A few extra checks
- expect_equal( pred00_p$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$getIndexInData(5), dateIndexToInteger("2007-04-05",data13) )
+ expect_equal( pred00_p$getIndexInData(2), dateIndexToInteger("2007-04-03",data_p) )
+ expect_equal( pred00_z$getIndexInData(2), dateIndexToInteger("2007-04-03",data_p) )
+ expect_equal( pred13_p$getIndexInData(5), dateIndexToInteger("2007-04-06",data_p) )
+ expect_equal( pred13_z$getIndexInData(5), dateIndexToInteger("2007-04-06",data_p) )
})
test_that("Persistence method behave as expected",
{
#Situation A: +Zero; (generally) correct if jump, wrong otherwise
- pred00_sd = computeForecast(data00, indices, "Persistence", "Zero", Inf, 24,
+ pred00_sd = computeForecast(data_p, indices, "Persistence", "Zero", 1, Inf, 24,
ncores=1, same_day=TRUE)
- pred00_dd = computeForecast(data00, indices, "Persistence", "Zero", Inf, 24,
+ pred00_dd = computeForecast(data_p, indices, "Persistence", "Zero", 1, Inf, 24,
ncores=1, same_day=FALSE)
for (i in 1:7)
{
expect_equal(pred00_dd$getForecast(i), rep(pred_order[i],24))
}
- pred13_sd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24,
+ pred13_sd = computeForecast(data_p, indices, "Persistence", "Zero", 14, Inf, 24,
ncores=1, same_day=TRUE)
- pred13_dd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24,
+ pred13_dd = computeForecast(data_p, indices, "Persistence", "Zero", 14, Inf, 24,
ncores=1, same_day=FALSE)
- for (i in 2:6)
+ for (i in 1:7)
{
- 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) ) )
+ expect_equal(pred13_sd$getForecast(i), rep(i,24) )
+ expect_equal(pred13_dd$getForecast(i), rep(i,24) )
}
- #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,
+ pred00_sd = computeForecast(data_p, indices, "Persistence", "Persistence", 1, Inf, 24,
ncores=1, same_day=TRUE)
- pred00_dd = computeForecast(data00, indices, "Persistence", "Persistence", Inf, 24,
+ pred00_dd = computeForecast(data_p, indices, "Persistence", "Persistence", 1, Inf, 24,
ncores=1, same_day=FALSE)
for (i in 3:7)
{
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,
+ pred13_sd = computeForecast(data_p, indices, "Persistence", "Persistence", 14, Inf, 24,
ncores=1, same_day=TRUE)
- pred13_dd = computeForecast(data13, indices, "Persistence", "Persistence", Inf, 24,
+ pred13_dd = computeForecast(data_p, indices, "Persistence", "Persistence", 14, Inf, 24,
ncores=1, same_day=FALSE)
- for (i in 2:6)
+ for (i in 1:7)
{
- 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) ) )
+ expect_equal(pred13_sd$getForecast(i), rep(i,24) )
+ expect_equal(pred13_dd$getForecast(i), rep(i,24) )
}
- #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) )
+ expect_equal( pred00_sd$getIndexInData(3), dateIndexToInteger("2007-04-04",data_p) )
+ expect_equal( pred00_dd$getIndexInData(6), dateIndexToInteger("2007-04-07",data_p) )
+ expect_equal( pred13_sd$getIndexInData(3), dateIndexToInteger("2007-04-04",data_p) )
+ expect_equal( pred13_dd$getIndexInData(6), dateIndexToInteger("2007-04-07",data_p) )
})
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)
+ pred00 = computeForecast(data_p, indices, "Neighbors", "Zero", 1, Inf, 24,
+ simtype="mix", local=FALSE, window=c(1,1))
for (i in 1:7)
expect_equal(pred00$getForecast(i), rep(pred_order[i],24))
- pred13 = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24,
- simtype="mix", local=FALSE)
+ pred13 = computeForecast(data_p, indices, "Persistence", "Zero", 14, Inf, 24,
+ simtype="mix", local=FALSE, window=c(1,1))
for (i in 1:7)
- expect_equal(pred13$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
+ expect_equal(pred13$getForecast(i), rep(i,24) )
#Situation B: +Neighbors == too difficult to eval in a unit test
-# pred00 = computeForecast(data00, indices, "Neighbors", "Neighbors", Inf, 24,
+# pred00 = computeForecast(data_p, indices, "Neighbors", "Neighbors", 1, Inf, 24,
# simtype="endo", local=FALSE)
# jumps = ...
# for (i in 1:7)
# expect_equal(pred00$getForecast(i), rep(pred_order[i]+jumps[i],24))
-# pred13 = computeForecast(data13, indices, "Neighbors", "Neighbors", Inf, 24,
+# pred13 = computeForecast(data_p, indices, "Neighbors", "Neighbors", 14, 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$getIndexInData(4), dateIndexToInteger("2007-04-04",data13) )
+ expect_equal( pred00$getIndexInData(1), dateIndexToInteger("2007-04-02",data_p) )
+ expect_equal( pred00$getIndexInData(4), dateIndexToInteger("2007-04-05",data_p) )
+ expect_equal( pred13$getIndexInData(1), dateIndexToInteger("2007-04-02",data_p) )
+ expect_equal( pred13$getIndexInData(4), dateIndexToInteger("2007-04-05",data_p) )
})
projects / talweg.git / blobdiff