1 context("Check that forecasters behave as expected")
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
13 test_that("Average method behave as expected",
16 pred00_z = computeForecast(data00, indices, "Average", "Zero", Inf, 24)
17 pred00_p = computeForecast(data00, indices, "Average", "Persistence", Inf, 24)
20 #zero jump: should predict true values minus 1
21 expect_equal( pred00_z$getSerie(i), rep(pred_order[i],24) )
22 #persistence jump == 1: should predict true values
23 expect_equal( pred00_p$getSerie(i), rep(i,24) )
27 #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)
28 #No jump between days, thus zero and persistence are equivalent (and correct)
29 pred13_z = computeForecast(data13, indices, "Average", "Zero", Inf, 24)
30 pred13_p = computeForecast(data13, indices, "Average", "Persistence", Inf, 24)
33 expect_equal( pred13_z$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
34 expect_equal( pred13_p$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
38 expect_equal( pred00_p$getIndexInData(2), dateIndexToInteger("2007-04-02",data00) )
39 expect_equal( pred00_z$getIndexInData(2), dateIndexToInteger("2007-04-02",data00) )
40 expect_equal( pred13_p$getIndexInData(5), dateIndexToInteger("2007-04-05",data13) )
41 expect_equal( pred13_z$getIndexInData(5), dateIndexToInteger("2007-04-05",data13) )
44 test_that("Persistence method behave as expected",
46 #Situation A: +Zero; (generally) correct if jump, wrong otherwise
47 pred00_sd = computeForecast(data00, indices, "Persistence", "Zero", Inf, 24, same_day=TRUE)
48 pred00_dd = computeForecast(data00, indices, "Persistence", "Zero", Inf, 24, same_day=FALSE)
51 expect_equal(pred00_sd$getSerie(i), rep(pred_order[i],24))
52 expect_equal(pred00_dd$getSerie(i), rep(pred_order[i],24))
55 pred13_sd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24, same_day=TRUE)
56 pred13_dd = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24, same_day=FALSE)
59 expect_equal(pred13_sd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
60 expect_equal(pred13_dd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
62 #boundaries are special cases: OK if same day, quite wrong otherwise
63 expect_equal(pred13_sd$getSerie(1), c( rep(1,11), rep(2,13) ) )
64 expect_equal(pred13_dd$getSerie(1), c( rep(1,11), rep(-5,13) ) )
65 expect_equal(pred13_sd$getSerie(7), c( rep(7,11), rep(1,13) ) )
66 expect_equal(pred13_dd$getSerie(7), c( rep(7,11), rep(8,13) ) )
68 #Situation B: +Persistence, (generally) correct
69 pred00_sd = computeForecast(data00, indices, "Persistence", "Persistence", Inf, 24,
71 pred00_dd = computeForecast(data00, indices, "Persistence", "Persistence", Inf, 24,
75 expect_equal(pred00_sd$getSerie(i), rep(i,24))
76 expect_equal(pred00_dd$getSerie(i), rep(i,24))
78 #boundaries are special cases: OK if same day, quite wrong otherwise
79 expect_equal(pred00_sd$getSerie(1), rep(1,24) )
80 expect_equal(pred00_dd$getSerie(1), rep(8,24) )
81 expect_equal(pred00_sd$getSerie(2), rep(2,24) )
82 expect_equal(pred00_dd$getSerie(2), rep(-5,24) )
84 pred13_sd = computeForecast(data13, indices, "Persistence", "Persistence", Inf, 24,
86 pred13_dd = computeForecast(data13, indices, "Persistence", "Persistence", Inf, 24,
90 expect_equal(pred13_sd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
91 expect_equal(pred13_dd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
93 #boundaries are special cases: OK if same day, quite wrong otherwise
94 expect_equal(pred13_sd$getSerie(1), c( rep(1,11), rep(2,13) ) )
95 expect_equal(pred13_dd$getSerie(1), c( rep(1,11), rep(-5,13) ) )
96 expect_equal(pred13_sd$getSerie(7), c( rep(7,11), rep(1,13) ) )
97 expect_equal(pred13_dd$getSerie(7), c( rep(7,11), rep(8,13) ) )
100 expect_equal( pred00_sd$getIndexInData(3), dateIndexToInteger("2007-04-03",data00) )
101 expect_equal( pred00_dd$getIndexInData(6), dateIndexToInteger("2007-04-06",data00) )
102 expect_equal( pred13_sd$getIndexInData(3), dateIndexToInteger("2007-04-03",data13) )
103 expect_equal( pred13_dd$getIndexInData(6), dateIndexToInteger("2007-04-06",data13) )
106 test_that("Neighbors method behave as expected",
108 #Situation A: +Zero; correct if jump, wrong otherwise
109 pred00 = computeForecast(data00, indices, "Neighbors", "Zero", Inf, 24, simtype="mix")
111 expect_equal(pred00$getSerie(i), rep(pred_order[i],24))
113 pred13 = computeForecast(data13, indices, "Persistence", "Zero", Inf, 24, simtype="mix")
115 expect_equal(pred13$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
117 #Situation B: +Neighbors, always predict bad (small, averaged) jump
118 pred00 = computeForecast(data00, indices, "Neighbors", "Neighbors", Inf, 24, simtype="endo")
119 #Concerning weights, there are 12+(1 if i>=2) gaps at -6 and 90-12+(i-2 if i>=3) gaps at 1
120 #Thus, predicted jump is respectively
121 # (12*-6+78)/90 = 0.06666667
123 # (13*-6+79)/92 = 0.01086957
124 # (13*-6+80)/93 = 0.02150538
125 # (13*-6+81)/94 = 0.03191489
126 # (13*-6+82)/95 = 0.04210526
127 # (13*-6+83)/96 = 0.05208333
128 jumps = c(0.06666667, 0, 0.01086957, 0.02150538, 0.03191489, 0.04210526, 0.05208333)
130 expect_equal(pred00$getSerie(i), rep(pred_order[i]+jumps[i],24))
132 #Next lines commented out because too unpredictable results (tendency to flatten everything...)
133 # pred13 = computeForecast(data13, indices, "Neighbors", "Neighbors", Inf, 24, simtype="endo")
135 # expect_equal(pred13$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
138 expect_equal( pred00$getIndexInData(1), dateIndexToInteger("2007-04-01",data00) )
139 expect_equal( pred00$getIndexInData(4), dateIndexToInteger("2007-04-04",data00) )
140 expect_equal( pred13$getIndexInData(1), dateIndexToInteger("2007-04-01",data13) )
141 expect_equal( pred13$getIndexInData(4), dateIndexToInteger("2007-04-04",data13) )