def test_for_older_version():
# Fit an ARIMA
arima = ARIMA(order=(0, 0, 0), trend='c', suppress_warnings=True)
# There are three possibilities here:
# 1. The model is serialized/deserialized BEFORE it has been fit.
# This means we should not get a warning.
#
# 2. The model is saved after being fit, but it does not have a
# pkg_version_ attribute due to it being an old (very old) version.
# We still warn for this
#
# 3. The model is saved after the fit, and it's version does not match.
# We warn for this.
for case, do_fit, expect_warning in [(1, False, False), (2, True, True),
(3, True, True)]:
# Only fit it if we should
if do_fit:
arima.fit(y)
# If it's case 2, we remove the pkg_version_. If 3, we set it low
if case == 2:
delattr(arima, 'pkg_version_')
elif case == 3:
arima.pkg_version_ = '0.0.1' # will always be < than current
# Pickle it
pickle_file = 'model.pkl'
try:
joblib.dump(arima, pickle_file)
# Now unpickle it and show that we get a warning (if expected)
with warnings.catch_warnings(record=True) as w:
arm = joblib.load(pickle_file) # type: ARIMA
if expect_warning:
assert len(w) > 0
else:
assert not len(w)
# we can still produce predictions (only if we fit)
if do_fit:
arm.predict(n_periods=4)
finally:
arima._clear_cached_state()
os.unlink(pickle_file)
def test_more_elaborate():
# show we can fit this with a non-zero order
arima = ARIMA(order=(2, 1, 2), suppress_warnings=True).fit(y=hr)
_try_get_attrs(arima)
# can we fit this same arima with a made-up exogenous array?
xreg = rs.rand(hr.shape[0], 4)
arima = ARIMA(order=(2, 1, 2), suppress_warnings=True).fit(y=hr,
exogenous=xreg)
_try_get_attrs(arima)
# pickle this for the __get/setattr__ coverage.
# since the only time this is tested is in parallel in auto.py,
# this doesn't actually get any coverage proof...
fl = 'some_temp_file.pkl'
with open(fl, 'wb') as p:
pickle.dump(arima, p)
# show we can predict with this even though it's been pickled
new_xreg = rs.rand(5, 4)
_preds = arima.predict(n_periods=5, exogenous=new_xreg)
# now unpickle
with open(fl, 'rb') as p:
other = pickle.load(p)
# show we can still predict, compare
_other_preds = other.predict(n_periods=5, exogenous=new_xreg)
assert_array_almost_equal(_preds, _other_preds)
# now clear the cache and remove the pickle file
arima._clear_cached_state()
os.unlink(fl)
# now show that since we fit the ARIMA with an exogenous array,
# we need to provide one for predictions otherwise it breaks.
assert_raises(ValueError, arima.predict, n_periods=5, exogenous=None)
# show that if we DO provide an exogenous and it's the wrong dims, we
# also break things down.
assert_raises(ValueError,
arima.predict,
n_periods=5,
exogenous=rs.rand(4, 4))