def _batch_prediction_test_helper_function(self, targets):
epsilon = 1e-4
model = TCNModel(
input_chunk_length=50,
output_chunk_length=10,
n_epochs=10,
random_state=0,
)
model.fit(series=targets[0], past_covariates=self.covariates_past)
preds_default = model.predict(
n=160,
series=targets,
past_covariates=[self.covariates] * len(targets),
batch_size=None,
)
# make batch size large enough to test stacking samples
for batch_size in range(1, 4 * len(targets)):
preds = model.predict(
n=160,
series=targets,
past_covariates=[self.covariates] * len(targets),
batch_size=batch_size,
)
for i in range(len(targets)):
self.assertLess(
sum(sum((preds[i] - preds_default[i]).values())),
epsilon)
def test_future_covariates(self):
# models with future covariates should produce better predictions over a long forecasting horizon
# than a model trained with no covariates
model = TCNModel(
input_chunk_length=50,
output_chunk_length=5,
n_epochs=20,
random_state=0,
)
model.fit(series=self.target_past)
long_pred_no_cov = model.predict(n=160)
model = TCNModel(
input_chunk_length=50,
output_chunk_length=5,
n_epochs=20,
random_state=0,
)
model.fit(series=self.target_past,
past_covariates=self.covariates_past)
long_pred_with_cov = model.predict(n=160,
past_covariates=self.covariates)
self.assertTrue(
mape(self.target_future, long_pred_no_cov) > mape(
self.target_future, long_pred_with_cov),
"Models with future covariates should produce better predictions.",
)
# block models can predict up to self.output_chunk_length points beyond the last future covariate...
model.predict(n=165, past_covariates=self.covariates)
# ... not more
with self.assertRaises(ValueError):
model.predict(n=166, series=self.ts_pass_train)
# recurrent models can only predict data points for time steps where future covariates are available
model = RNNModel(12, n_epochs=1)
model.fit(series=self.target_past,
future_covariates=self.covariates_past)
model.predict(n=160, future_covariates=self.covariates)
with self.assertRaises(ValueError):
model.predict(n=161, future_covariates=self.covariates)