Exemplo n.º 1
0
    def test_back_transform_mean(self):
        data = [-1, 0.5, 0, -0.5, 1]
        empty = []
        mean_zero = ARMA([1, -1])
        pos_mean = ARMA([2])
        neg_fraction_mean = ARMA([-0.5])

        self.assertListEqual(mean_zero._backtransform(data).tolist(), data)
        self.assertListEqual(pos_mean._backtransform(data).tolist(), [1, 2.5, 2, 1.5, 3])
        self.assertListEqual(neg_fraction_mean._backtransform(data).tolist(), [-1.5, 0, -0.5, -1, 0.5])
Exemplo n.º 2
0
    def test_transform_backtransform(self):
        data = [-1, 0.5, 0, -0.5, 1]
        empty = []
        mean_zero = ARMA([1, -1])
        pos_mean = ARMA([2])
        neg_fraction_mean = ARMA([-0.5])

        self.assertListEqual(mean_zero._backtransform(mean_zero._transform(data)).tolist(), data)
        self.assertListEqual(pos_mean._backtransform(pos_mean._transform(data)).tolist(), data)
        self.assertListEqual(neg_fraction_mean._backtransform(neg_fraction_mean._transform(data)).tolist(), data)

        self.assertListEqual(mean_zero._backtransform(mean_zero._transform(empty)).tolist(), empty)
        self.assertListEqual(pos_mean._backtransform(pos_mean._transform(empty)).tolist(), empty)
        self.assertListEqual(neg_fraction_mean._backtransform(neg_fraction_mean._transform(empty)).tolist(), empty)