context("Check that forecasters behave as expected")
-test_that("Average+Zero method behave as expected",
-{
-
-test_that("Persistence+Zero method 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("Neighbors+Zero method behave as expected",
+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) )
+ }
-test_that("Neighbors+Neighbors method behave as expected",
-{
+ #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))
+ }
-#TODO: with and without shift at origin (so series values at least forst ones are required)
+ 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) )
- n = 1500
- series = list()
- for (i in seq_len(n))
+ 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)
{
- index = (i%%3) + 1
- level = mean(s[[index]])
- serie = s[[index]] - level + rnorm(L,sd=0.05)
- # 10 series with NAs for index 2
- if (index == 2 && i >= 60 && i<= 90)
- serie[sample(seq_len(L),1)] = NA
- series[[i]] = list("level"=level,"serie"=serie) #no need for more :: si : time !!!
+ 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) ) )
}
- data = new("Data", data=series)
+ #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) ) )
- dateIndexToInteger = function(index, data)
+ #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