def inner_optimization_result_accuracy_test(self):
"""Test for the correct result of a GridSearch optimization."""
fm = ExponentialSmoothing()
startingPercentage = 0.0
endPercentage = 100.0
# manually select the best alpha
self.timeSeries.normalize("second")
results = []
for smoothingFactor in [alpha / 100.0 for alpha in xrange(1, 100)]: # pragma: no cover
fm.set_parameter("smoothingFactor", smoothingFactor)
resultTS = self.timeSeries.apply(fm)
error = SMAPE()
error.initialize(self.timeSeries, resultTS)
results.append([error, smoothingFactor])
bestManualResult = min(results, key=lambda item: item[0].get_error(startingPercentage, endPercentage))
# automatically determine the best alpha using GridSearch
gridSearch = GridSearch(SMAPE, precision=-4)
# used, because we test a submethod here
gridSearch._startingPercentage = startingPercentage
gridSearch._endPercentage = endPercentage
result = gridSearch.optimize_forecasting_method(self.timeSeries, fm)
# the grid search should have determined the same alpha
bestManualAlpha = bestManualResult[1]
errorManualResult = bestManualResult[0].get_error()
bestGridSearchAlpha = result[1]["smoothingFactor"]
errorGridSearchResult = result[0].get_error()
assert errorManualResult > errorGridSearchResult
def local_error_test(self):
"""Test SymmetricMeanAbsolutePercentageError.local_error."""
localErrors = [18.182, 13.953, 200, 28.571, 40, 200, 200, 200, 200, 200, 0]
smape = SymmetricMeanAbsolutePercentageError()
for i in xrange(len(self.dataOrg)):
calc_local_error = smape.local_error([self.dataOrg[i]], [self.dataCalc[i]])
self.assertEquals("%.3f" % calc_local_error,"%.3f" % localErrors[i])
def error_calculation_test(self):
"""Test the calculation of the SymmetricMeanAbsolutePercentageError."""
tsOrg = TimeSeries()
tsCalc = TimeSeries()
for idx in xrange(len(self.dataOrg)):
tsOrg.add_entry(float(idx), self.dataOrg[idx])
tsCalc.add_entry(float(idx), self.dataCalc[idx])
smape = SymmetricMeanAbsolutePercentageError()
smape.initialize(tsOrg, tsCalc)
self.assertEquals("118.24", str(smape.get_error())[:6])
