def _test_ar_ga_with_predefined_lags(self, data, genome):
loci = Enum('hindsight', 'AR_order')
predictions = []
for period in self.periods:
input_data = data[period:self.hindsight+period].copy()
input_data['Load'][-self.prediction_steps:] = np.nan
predictions.append(
ar_ga_with_predefined_lags(
input_data, genome, loci, self.prediction_steps))
target = self._get_target()
rmse = calc_error(predictions, target, Oger.utils.rmse)
return (predictions, target, rmse)
def _test_ar_data(self, data, lags_2d):
predictions = []
for period in self.periods:
input_data = data[period:self.hindsight+period].copy()
input_data['Load'][-self.prediction_steps:] = np.nan
prediction, _ = ar(input_data.values, lags_2d, self.prediction_steps,
out_cols=[input_data.columns.tolist().index('Load')])
prediction = pd.Series(
prediction[:,0], index=input_data.index[-self.prediction_steps:])
predictions.append(prediction)
target = self._get_target(data)
rmse = calc_error(predictions, target['Load'], Oger.utils.rmse)
return (predictions, target, rmse)