def __init__(self, data, periodicity, ni, no, seasonalSettings,
trendSettings, lowpassSettings):
self.fData = data
size = len(data)
self.fPeriodLength = periodicity
self.fSeasonalSettings = seasonalSettings
self.fTrendSettings = trendSettings
self.fLowpassSettings = lowpassSettings
self.fInnerIterations = ni
self.fRobustIterations = no
self.fLoessSmootherFactory = LoessSmoother.Builder()\
.setWidth(self.fTrendSettings.getWidth())\
.setDegree(self.fTrendSettings.getDegree())\
.setJump(self.fTrendSettings.getJump())
self.fLowpassLoessFactory = LoessSmoother.Builder()\
.setWidth(self.fLowpassSettings.getWidth())\
.setDegree(self.fLowpassSettings.getDegree())\
.setJump(self.fLowpassSettings.getJump())
self.fCyclicSubSeriesSmoother = CyclicSubSeriesSmoother.Builder()\
.setWidth(self.fSeasonalSettings.getWidth())\
.setDegree(self.fSeasonalSettings.getDegree())\
.setJump(self.fSeasonalSettings.getJump())\
.setDataLength(size)\
.extrapolateForwardAndBack(1)\
.setPeriodicity(periodicity)\
.build()
self.fDetrend = np.zeros(size)
self.fExtendedSeasonal = np.zeroes(size + 2 * fPeriodLength)
def test_shouldExtrapolateTwoPeriodsBackwardAndTwoPeriodsForward(self):
period = 24
data = np.empty(2 * period)
dx = float(2 * math.pi / period)
for i in range(len(data)):
amplitude = int(10 - i / period)
data[i] = float(amplitude * math.sin(i * dx))
extendedData = np.empty(6 * period)
builder = CyclicSubSeriesSmoother.Builder()
builder = builder.setWidth(
7) #Sub-cycle data is linear so width shouldn't matter
builder = builder.setNumPeriodsForward(2).setNumPeriodsBackward(2)
sssmoother = builder.setDataLength(
len(data)).setPeriodicity(period).build()
sssmoother.smoothSeasonal(data, extendedData, None)
for i in range(len(extendedData)):
amplitude = int(
12 - i / period) #Two extra for the extrapolation before.
value = float(amplitude * math.sin(i * dx))
self.assertAlmostEqual(value,
extendedData[i],
msg="test point {}".format(i),
delta=1.0e-11)
def test_widthMustBeSet(self):
with self.assertRaises(ValueError):
builder = CyclicSubSeriesSmoother.Builder()
builder.setDataLength(100).extrapolateForwardAndBack(
1).setPeriodicity(12).build()
def test_degreeMustBeLessThanThree(self):
with self.assertRaises(ValueError):
builder = CyclicSubSeriesSmoother.Builder()
builder.setDegree(3)
def test_degreeMustBePositive(self):
with self.assertRaises(ValueError):
builder = CyclicSubSeriesSmoother.Builder()
builder.setDegree(-1)
def test_forwardExtrapolationMustBeSet(self):
with self.assertRaises(ValueError):
builder = CyclicSubSeriesSmoother.Builder()
builder.setDataLength(100).setNumPeriodsBackward(1).setWidth(
11).setPeriodicity(12).build()