def test_autoregressive_transform_2(self):
X = np.arange(1, 6, dtype=np.float64)[:, np.newaxis]
at = AutoregressiveTransformer(num_lags=2, pred_stride=2)
X_trans = at.fit_transform(X)
expected = np.array([
[np.nan, np.nan],
[np.nan, np.nan],
[np.nan, np.nan],
[1, 2],
[2, 3],
], dtype=np.float64)
assert np.allclose(X_trans, expected, equal_nan=True)
def test_autoregressive_transform_3(self):
X = np.arange(1, 9, dtype=np.float64)[:, np.newaxis]
at = AutoregressiveTransformer(num_lags=3, pred_stride=2)
X_trans = at.fit_transform(X)
expected = np.array([
[np.nan, np.nan, np.nan], # y = 1
[np.nan, np.nan, np.nan], # y = 2
[np.nan, np.nan, np.nan], # y = 3
[np.nan, np.nan, np.nan], # y = 4
[1, 2, 3], # y = 5
[2, 3, 4], # y = 6
[3, 4, 5], # y = 7
[4, 5, 6], # y = 8
], dtype=np.float64)
assert np.allclose(X_trans, expected, equal_nan=True)