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 data_p <<- getData(ts_data, exo_data, date_format="%Y-%m-%d %H:%M", limit=Inf)
   6 #Forecasts from monday to sunday (series 1 to 7)
   7 indices <<- seq(as.Date("2007-04-02"),as.Date("2007-04-08"),"days")
   8 pred_order = c(7,1:6) #will facilitate tests
   9
  10 test_that("Average method behave as expected",
  11 {
  12     pred00_z = computeForecast(data_p, indices, "Average", "LastValue", 1, Inf, 24, ncores=1)
  13     pred00_p = computeForecast(data_p, indices, "Average", "Persistence", 1, Inf, 24)
  14     for (i in 1:7)
  15     {
  16         #zero jump: should predict true values minus 1
  17         expect_equal( pred00_z$getForecast(i), rep(pred_order[i],24) )
  18         #persistence jump == 1: should predict true values
  19         expect_equal( pred00_p$getForecast(i), rep(i,24) )
  20     }
  21
  22     #NOTE: 24h-block become
  23     #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)
  24     #No jump between days, thus zero and persistence are equivalent (and correct)
  25     pred13_z = computeForecast(data_p, indices, "Average", "LastValue", 14, Inf, 24)
  26     pred13_p = computeForecast(data_p, indices, "Average", "Persistence", 14, Inf, 24)
  27     for (i in 1:7)
  28     {
  29         expect_equal( pred13_z$getForecast(i), rep(i,24) )
  30         expect_equal( pred13_p$getForecast(i), rep(i,24) )
  31     }
  32
  33     #A few extra checks
  34     expect_equal( pred00_p$getIndexInData(2), dateIndexToInteger("2007-04-03",data_p) )
  35     expect_equal( pred00_z$getIndexInData(2), dateIndexToInteger("2007-04-03",data_p) )
  36     expect_equal( pred13_p$getIndexInData(5), dateIndexToInteger("2007-04-06",data_p) )
  37     expect_equal( pred13_z$getIndexInData(5), dateIndexToInteger("2007-04-06",data_p) )
  38 })
  39
  40 test_that("Persistence method behave as expected",
  41 {
  42     #Situation A: +Zero; (generally) correct if jump, wrong otherwise
  43     pred00_sd = computeForecast(data_p, indices, "Persistence", "LastValue", 1, Inf, 24,
  44         ncores=1, same_day=TRUE)
  45     pred00_dd = computeForecast(data_p, indices, "Persistence", "LastValue", 1, Inf, 24,
  46         ncores=1, same_day=FALSE)
  47     for (i in 1:7)
  48     {
  49         expect_equal(pred00_sd$getForecast(i), rep(pred_order[i],24))
  50         expect_equal(pred00_dd$getForecast(i), rep(pred_order[i],24))
  51     }
  52
  53     pred13_sd = computeForecast(data_p, indices, "Persistence", "LastValue", 14, Inf, 24,
  54         ncores=1, same_day=TRUE)
  55     pred13_dd = computeForecast(data_p, indices, "Persistence", "LastValue", 14, Inf, 24,
  56         ncores=1, same_day=FALSE)
  57     for (i in 1:7)
  58     {
  59         expect_equal(pred13_sd$getForecast(i), rep(i,24) )
  60         expect_equal(pred13_dd$getForecast(i), rep(i,24) )
  61     }
  62
  63     #Situation B: +Persistence, (generally) correct
  64     pred00_sd = computeForecast(data_p, indices, "Persistence", "Persistence", 1, Inf, 24,
  65         ncores=1, same_day=TRUE)
  66     pred00_dd = computeForecast(data_p, indices, "Persistence", "Persistence", 1, Inf, 24,
  67         ncores=1, same_day=FALSE)
  68     for (i in 3:7)
  69     {
  70         expect_equal(pred00_sd$getForecast(i), rep(i,24))
  71         expect_equal(pred00_dd$getForecast(i), rep(i,24))
  72     }
  73     #boundaries are special cases: OK if same day, quite wrong otherwise
  74     expect_equal(pred00_sd$getForecast(1), rep(1,24) )
  75     expect_equal(pred00_dd$getForecast(1), rep(8,24) )
  76     expect_equal(pred00_sd$getForecast(2), rep(2,24) )
  77     expect_equal(pred00_dd$getForecast(2), rep(-5,24) )
  78
  79     pred13_sd = computeForecast(data_p, indices, "Persistence", "Persistence", 14, Inf, 24,
  80         ncores=1, same_day=TRUE)
  81     pred13_dd = computeForecast(data_p, indices, "Persistence", "Persistence", 14, Inf, 24,
  82         ncores=1, same_day=FALSE)
  83     for (i in 1:7)
  84     {
  85         expect_equal(pred13_sd$getForecast(i), rep(i,24) )
  86         expect_equal(pred13_dd$getForecast(i), rep(i,24) )
  87     }
  88
  89     #A few extra checks
  90     expect_equal( pred00_sd$getIndexInData(3), dateIndexToInteger("2007-04-04",data_p) )
  91     expect_equal( pred00_dd$getIndexInData(6), dateIndexToInteger("2007-04-07",data_p) )
  92     expect_equal( pred13_sd$getIndexInData(3), dateIndexToInteger("2007-04-04",data_p) )
  93     expect_equal( pred13_dd$getIndexInData(6), dateIndexToInteger("2007-04-07",data_p) )
  94 })
  95
  96 test_that("Neighbors method behave as expected",
  97 {
  98     #Situation A: +Zero; correct if jump, wrong otherwise
  99     pred00 = computeForecast(data_p, indices, "Neighbors", "LastValue", 1, Inf, 24,
 100         simtype="mix", local=FALSE, window=c(1,1))
 101     for (i in 1:7)
 102         expect_equal(pred00$getForecast(i), rep(pred_order[i],24))
 103
 104     pred13 = computeForecast(data_p, indices, "Persistence", "LastValue", 14, Inf, 24,
 105         simtype="mix", local=FALSE, window=c(1,1))
 106     for (i in 1:7)
 107         expect_equal(pred13$getForecast(i), rep(i,24) )
 108
 109     #Situation B: +Neighbors == too difficult to eval in a unit test
 110 #   pred00 = computeForecast(data_p, indices, "Neighbors", "Neighbors", 1, Inf, 24,
 111 #       simtype="endo", local=FALSE)
 112 #   jumps = ...
 113 #   for (i in 1:7)
 114 #       expect_equal(pred00$getForecast(i), rep(pred_order[i]+jumps[i],24))
 115 #   pred13 = computeForecast(data_p, indices, "Neighbors", "Neighbors", 14, Inf, 24,
 116 #       simtype="endo", local=FALSE)
 117 #   for (i in 1:7)
 118 #       expect_equal(pred13$getForecast(i), c( rep(i,11), rep(i%%7+1,13) ) )
 119
 120     #A few extra checks
 121     expect_equal( pred00$getIndexInData(1), dateIndexToInteger("2007-04-02",data_p) )
 122     expect_equal( pred00$getIndexInData(4), dateIndexToInteger("2007-04-05",data_p) )
 123     expect_equal( pred13$getIndexInData(1), dateIndexToInteger("2007-04-02",data_p) )
 124     expect_equal( pred13$getIndexInData(4), dateIndexToInteger("2007-04-05",data_p) )
 125 })