def test_fit_predict_normalize():
'''Tests with dataset'''
D = tsio.from_id_row_mat(YOUTUBE_1K, add_eps=1e-2)
ssm = SSM(False, False, 1, normalize_err=True)
Y = ssm.fit_predict(D)
assert Y.any()
def test_fit_predict2():
'''
Tests the fit and predict methods for the state space models. Period Only
'''
D = tsio.from_id_row_mat(YOUTUBE_1K, add_eps=1e-2).np_like_firstn()
D = D[: 50]
ssm = SSM(False, True, 50)
X_train = D[:, :50]
X_test = D[:, 50:]
Y = ssm.fit_predict(X_train)
err = ((X_test - Y) ** 2).mean()
assert_equal((50, 50), Y.shape)
assert err > 0
def test_fit_predict():
'''
Tests the fit and predict methods for the state space models. Trend + period
'''
D = tsio.from_id_row_mat(YOUTUBE_1K, add_eps=1e-2).np_like_firstn()
D = D[: 50]
ssm = SSM(True, True, 50)
D = (D.T / D.sum(axis=1)).T
X_train = D[:, :50]
X_test = D[:, 50:]
Y = ssm.fit_predict(X_train)
err = ((X_test - Y) ** 2).mean()
assert_equal((50, 50), Y.shape)
print(err)
assert err > 0
def real_fit(args):
obj_key, pop_series = args
try:
model = models.WavePhoenixR()
model.fit(pop_series)
params = model.parameters
phoenix_model = model(pop_series.shape[0])
ssm1 = SSM(True, True, steps_ahead=0)
ssm1_model = ssm1.fit_predict(pop_series[None], True)[0]
ssm2 = SSM(True, False, steps_ahead=0)
ssm2_model = ssm2.fit_predict(pop_series[None], True)[0]
ssm3 = SSM(False, True, steps_ahead=0)
ssm3_model = ssm3.fit_predict(pop_series[None], True)[0]
ssm4 = SSM(False, False, steps_ahead=0)
ssm4_model = ssm4.fit_predict(pop_series[None], True)[0]
out = StringIO.StringIO()
print(obj_key, file=out)
print(dict((k, v.value) for k, v in params.items()), file=out)
print(rmsqerr(pop_series, phoenix_model), \
bic(pop_series, phoenix_model, model.num_params), end=' ', file=out)
print(rmsqerr(pop_series, ssm1_model), \
bic(pop_series, ssm1_model, 7), end=' ', file=out)
print(rmsqerr(pop_series, ssm2_model), \
bic(pop_series, ssm2_model, 5), end=' ', file=out)
print(rmsqerr(pop_series, ssm3_model),
bic(pop_series, ssm3_model, 5), end=' ', file=out)
print(rmsqerr(pop_series, ssm4_model),
bic(pop_series, ssm4_model, 3), end=' ', file=out)
return out.getvalue()
except Exception as e:
import traceback
print('err at key', obj_key, file=sys.stderr)
traceback.print_exc(e, file=sys.stderr)
return None
