pkg/tests/testthat/test.Forecaster.R

   1 context("Check that forecasters behave as expected")
   2
   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, for monday to sunday
  10 indices <<- seq(as.Date("2007-04-01"),as.Date("2007-04-07"),"days")
  11
  12 test_that("Average method behave as expected",
  13 {
  14     pred00_z = getForecast(data00, indices, "Average", "Zero",        Inf, 24)
  15     pred00_p = getForecast(data00, indices, "Average", "Persistence", Inf, 24)
  16     for (i in seq_along(indices))
  17     {
  18         #zero jump: should predict true values minus 1
  19         expect_identical(pred00_z$getSerie(i), rep(i,24))
  20         #persistence jump == 1: should predict true values
  21         expect_identical(pred00_p$getSerie(i), rep(i%%7+1,24))
  22     }
  23
  24     #NOTE: days become
  25     #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)
  26     #No jump between days, thus zero and persistence are equivalent (and wrong)
  27     pred13_z = getForecast(data13, indices, "Average", "Zero",        Inf, 24)
  28     pred13_p = getForecast(data13, indices, "Average", "Persistence", Inf, 24)
  29     prediction = c(rep(-13/24,11),rep(11/24,13))
  30     for (i in seq_along(indices))
  31     {
  32         expect_equal(pred13_z$getSerie(i), prediction )
  33         expect_equal(pred13_p$getSerie(i), prediction )
  34     }
  35
  36     #A few extra checks
  37     expect_identical( pred00_sd$getIndexInData(1), dateIndexToInteger("2007-04-01",data00) )
  38     expect_identical( pred13_dd$getIndexInData(3), dateIndexToInteger("2007-04-03",data13) )
  39     expect_identical( pred00_dd$getIndexInData(5), dateIndexToInteger("2007-04-05",data00) )
  40 })
  41
  42 test_that("Persistence method behave as expected",
  43 {
  44     #Situation A: +Zero; always wrong
  45     pred00_sd = getForecast(data00, indices, "Persistence", "Zero", Inf, 24, same_day=TRUE)
  46     pred00_dd = getForecast(data00, indices, "Persistence", "Zero", Inf, 24, same_day=FALSE)
  47     for (i in seq_along(indices))
  48     {
  49         expect_identical(pred00_sd$getSerie(i), rep(i,24))
  50         expect_identical(pred00_dd$getSerie(i), rep(i,24))
  51     }
  52
  53     pred13_sd = getForecast(data13, indices, "Persistence", "Zero", Inf, 24, same_day=TRUE)
  54     pred13_dd = getForecast(data13, indices, "Persistence", "Zero", Inf, 24, same_day=FALSE)
  55     for (i in seq_along(indices))
  56     {
  57         expect_identical(pred13_sd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
  58         expect_identical(pred13_dd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
  59     }
  60
  61     #Situation B: +Persistence, correct when predict_at==0
  62     pred00_sd = getForecast(data00, indices, "Persistence", "Persistence", Inf, 24, same_day=TRUE)
  63     pred00_dd = getForecast(data00, indices, "Persistence", "Persistence", Inf, 24, same_day=FALSE)
  64     for (i in seq_along(indices))
  65     {
  66         expect_identical(pred00_sd$getSerie(i), rep(i%%7+1,24))
  67         expect_identical(pred00_dd$getSerie(i), rep(i%%7+1,24))
  68     }
  69
  70     pred13_sd = getForecast(data13, indices, "Persistence", "Persistence", Inf, 24, same_day=TRUE)
  71     pred13_dd = getForecast(data13, indices, "Persistence", "Persistence", Inf, 24, same_day=FALSE)
  72     for (i in seq_along(indices))
  73     {
  74         expect_identical(pred13_sd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
  75         expect_identical(pred13_dd$getSerie(i), c( rep(i,11), rep(i%%7+1,13) ) )
  76     }
  77
  78     #A few extra checks
  79     expect_identical( pred13_sd$getIndexInData(1), dateIndexToInteger("2007-04-01",data12) )
  80     expect_identical( pred00_dd$getIndexInData(3), dateIndexToInteger("2007-04-03",data00) )
  81     expect_identical( pred13_dd$getIndexInData(5), dateIndexToInteger("2007-04-05",data13) )
  82 })
  83
  84 test_that("Neighbors+Zero method behave as expected",
  85 {
  86 })
  87
  88 test_that("Neighbors+Neighbors method behave as expected",
  89 {
  90 })