def test_back_transform_mean(self): data = [-1, 0.5, 0, -0.5, 1] empty = [] mean_zero = ARMA([1, -1]) pos_mean = ARMA([2]) neg_fraction_mean = ARMA([-0.5]) self.assertListEqual(mean_zero._backtransform(data).tolist(), data) self.assertListEqual(pos_mean._backtransform(data).tolist(), [1, 2.5, 2, 1.5, 3]) self.assertListEqual(neg_fraction_mean._backtransform(data).tolist(), [-1.5, 0, -0.5, -1, 0.5])
def test_transform_backtransform(self): data = [-1, 0.5, 0, -0.5, 1] empty = [] mean_zero = ARMA([1, -1]) pos_mean = ARMA([2]) neg_fraction_mean = ARMA([-0.5]) self.assertListEqual(mean_zero._backtransform(mean_zero._transform(data)).tolist(), data) self.assertListEqual(pos_mean._backtransform(pos_mean._transform(data)).tolist(), data) self.assertListEqual(neg_fraction_mean._backtransform(neg_fraction_mean._transform(data)).tolist(), data) self.assertListEqual(mean_zero._backtransform(mean_zero._transform(empty)).tolist(), empty) self.assertListEqual(pos_mean._backtransform(pos_mean._transform(empty)).tolist(), empty) self.assertListEqual(neg_fraction_mean._backtransform(neg_fraction_mean._transform(empty)).tolist(), empty)