def setUp(self):
   self.oil = ts_io.read_ts('oil', 'fpp', False)
   self.aus = ts_io.read_ts('austourists', 'fpp', False)
   self.gold = ts_io.read_ts('gold', as_pandas=False)
   self.tsn = converters.ts([1, 2, NA, 4])
   self.tss = converters.ts([1, 2, 3, 1, 2, 3, 1, NA, 3], frequency=3)
   self.vss = [1,2,3,4] * 4
   self.vns = range(10)
   r = [ 0.00287731,  0.58436909,  0.37650672,  0.10024602,  0.46983146,
       0.36542408,  0.47136475,  0.79978803,  0.70349953,  0.69531808,
       0.54447409,  0.82227504,  0.99736304,  0.91404314,  0.42225177,
       0.14696605,  0.08098318,  0.11046747,  0.8412757 ,  0.73562921]
   self.rnd = converters.sequence_as_series(r, freq=4)
 def setUp(self):
     self.oil = ts_io.read_ts('oil', 'fpp', False)
     self.aus = ts_io.read_ts('austourists', 'fpp', False)
     self.gold = ts_io.read_ts('gold', as_pandas=False)
     self.tsn = converters.ts([1, 2, NA, 4])
     self.tss = converters.ts([1, 2, 3, 1, 2, 3, 1, NA, 3], frequency=3)
     self.vss = [1, 2, 3, 4] * 4
     self.vns = range(10)
     r = [
         0.00287731, 0.58436909, 0.37650672, 0.10024602, 0.46983146,
         0.36542408, 0.47136475, 0.79978803, 0.70349953, 0.69531808,
         0.54447409, 0.82227504, 0.99736304, 0.91404314, 0.42225177,
         0.14696605, 0.08098318, 0.11046747, 0.8412757, 0.73562921
     ]
     self.rnd = converters.sequence_as_series(r, freq=4)
     self.fc = importr('forecast')
 def test_prediction_intervals(self):
     pred = converters.prediction_intervals(converters.ts(self.fc_oil))
     self.assertEqual(pred.shape, (10, 5))
     self.assertEqual(list(pred.index), range(2011, 2021))
     self.assertEqual(
         list(pred.columns),
         [u'point_fc', u'lower80', u'upper80', u'lower95', u'upper95'])
     self.assertAlmostEqual(pred.point_fc[2011],
                            self.fc_oil.rx2('mean').rx(1)[0],
                            places=3)
     self.assertAlmostEqual(pred.point_fc[2020],
                            self.fc_oil.rx2('mean').rx(10)[0],
                            places=3)
     lower = self.fc_oil.rx2('lower')
     upper = self.fc_oil.rx2('upper')
     self.assertAlmostEqual(pred.lower80[2011], lower.rx(1, 1)[0], places=3)
     self.assertAlmostEqual(pred.lower80[2020],
                            lower.rx(10, 1)[0],
                            places=3)
     self.assertAlmostEqual(pred.upper80[2011], upper.rx(1, 1)[0], places=3)
     self.assertAlmostEqual(pred.upper80[2020],
                            upper.rx(10, 1)[0],
                            places=3)
     self.assertAlmostEqual(pred.lower95[2011], lower.rx(1, 2)[0], places=3)
     self.assertAlmostEqual(pred.lower95[2020],
                            lower.rx(10, 2)[0],
                            places=3)
     self.assertAlmostEqual(pred.upper95[2011], upper.rx(1, 2)[0], places=3)
     self.assertAlmostEqual(pred.upper95[2020],
                            upper.rx(10, 2)[0],
                            places=3)
     self.assertRaises(ValueError, converters.prediction_intervals,
                       self.oil_ts)
 def test_get_index(self):
     oil_idx = converters._get_index(converters.ts(self.oil_ts))
     self.assertEqual(oil_idx, range(1965, 2011))
     aus_idx = converters._get_index(self.aus_ts)
     self.assertEqual(len(aus_idx), 2)
     self.assertEqual(len(aus_idx[0]), 48)
     self.assertEqual(len(aus_idx[1]), 48)
     self.assertEqual(aus_idx[1], [1, 2, 3, 4] * 12)
 def test_accuracy(self):
     acc1 = wrappers.accuracy(converters.ts(self.fc_oil))
     acdf1 = converters.accuracy(acc1)
     acdf1.shape == (7, 1)
     list(acdf1.columns) == ['Train']
     acc2 = wrappers.accuracy(self.fc_oil, 350)
     acdf2 = converters.accuracy(acc2)
     acdf2.shape == (7, 2)
     set(acdf2.columns) == {'Train', 'Test'}
     self.assertTrue(acdf1.Train.round(5).equals(acdf2.Train.round(5)))
     r_test_vals = list(acc2.rx(2, True))
     r_cols = list(robjects.r.colnames(acc2))
     self.assertAlmostEqual(acdf2.Test['ME'],
                            r_test_vals[r_cols.index('ME')],
                            places=3)
     self.assertAlmostEqual(acdf2.Test['MAE'],
                            r_test_vals[r_cols.index('MAE')],
                            places=3)
     self.assertAlmostEqual(acdf2.Test['RMSE'],
                            r_test_vals[r_cols.index('RMSE')],
                            places=3)
Example #6
0
 def test_tsclean(self):
   gold_py = converters.ts_as_series(converters.ts(self.gold))
   clean_py = wrappers.tsclean(gold_py)
   self.assertFalse(clean_py.isnull().any())
   clean_r = self.fc.tsclean(converters.ts(self.gold))
   self.assertAlmostEqual(clean_py[770], clean_r.rx(770), places=3)
Example #7
0
 def test_ts(self):
   ts = converters.ts(self.vss, deltat=0.25, end=(1,1))
   self.assertEqual(wrappers.frequency(ts), 4)
   self.assertEqual(tuple(robjects.r('end')(ts)), (1.0, 1.0))
   self.assertEqual(tuple(robjects.r('start')(ts)), (-3.0, 2.0))
 def test_ts(self):
   ts = converters.ts(self.vss, deltat=0.25, end=(1,1))
   self.assertEqual(wrappers.frequency(ts), 4)
   self.assertEqual(tuple(robjects.r('end')(ts)), (1.0, 1.0))
   self.assertEqual(tuple(robjects.r('start')(ts)), (-3.0, 2.0))