+++ /dev/null
-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) )
-})
projects / talweg.git / blobdiff