def test_autoregressive_ad_dataframe():
"""Make sure deepcopy works
"""
df = pd.DataFrame(
np.array(
[
[13, -8, 5, -3, 2, -1, 1, 0, 1, 1, 2, 3, 6, 9, 15, 24],
[24, 15, 9, 6, 3, 2, 1, 1, 0, 1, -1, 2, -3, 5, -8, 13],
]
).T,
columns=["A", "B"],
index=pd.date_range(start="2017-1-1", periods=16, freq="D"),
)
a_true = pd.DataFrame(
np.array(
[
[nan, nan, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0],
[nan, nan, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
]
).T,
columns=["A", "B"],
index=pd.date_range(start="2017-1-1", periods=16, freq="D"),
)
model = detector.AutoregressionAD(
n_steps=2, side="both", regressor=SVR(kernel="linear")
)
for i in range(2):
a = model.fit_detect(df.iloc[:, i])
pd.testing.assert_series_equal(a, a_true.iloc[:, i], check_dtype=False)
a = model.fit_detect(df)
pd.testing.assert_frame_equal(a, a_true, check_dtype=False)
# We have 4 types of models
# - one-to-one: input a univariate series, output a univariate series
# - one-to-many: input a univariate series, output a multivariate series
# - many-to-one: input a multivariate series, output a univariate series
# - many-to-many: input a multivariate series, output a multivariate series
one2one_models = [
detector.ThresholdAD(),
detector.QuantileAD(),
detector.InterQuartileRangeAD(),
detector.GeneralizedESDTestAD(),
detector.PersistAD(),
detector.LevelShiftAD(),
detector.VolatilityShiftAD(),
detector.AutoregressionAD(),
detector.SeasonalAD(freq=2),
transformer.RollingAggregate(agg="median"),
transformer.RollingAggregate(agg="quantile", agg_params={"q": 0.5}),
transformer.DoubleRollingAggregate(agg="median"),
transformer.DoubleRollingAggregate(
agg="quantile", agg_params={"q": [0.1, 0.5, 0.9]}
),
transformer.DoubleRollingAggregate(
agg="hist", agg_params={"bins": [30, 50, 70]}
),
transformer.StandardScale(),
transformer.ClassicSeasonalDecomposition(freq=2),
]
one2many_models = [