tests/testthat/test-algo-adam_reg-auto_adam.R

In modeltime: The Tidymodels Extension for Time Series Modeling

# ---- Auto ADAM ----
context("TEST adam_reg: Auto ADAM")

# SETUP ----
# Data
m750 <- timetk::m4_monthly %>% dplyr::filter(id == "M750")
# Split Data 80/20
splits <- rsample::initial_time_split(m750, prop = 0.8)

# PARSNIP ----
# * NO XREGS ----
test_that("adam_reg: Auto ADAM, (No xregs), Test Model Fit Object", {
    skip_on_cran()

    # Reproducibility across runners
    old_rng <- RNGkind()
    on.exit(do.call(RNGkind, as.list(old_rng)), add = TRUE)
    set.seed(123)

    # Model Spec
    model_spec <- adam_reg(
        seasonal_period = 12
    ) %>%
        parsnip::set_engine("auto_adam")

    # Fit Spec
    model_fit <- model_spec %>%
        fit(value ~ date, data = rsample::training(splits))

    # Predictions
    predictions_tbl <- model_fit %>%
        modeltime_calibrate(rsample::testing(splits), quiet = FALSE) %>%
        modeltime_forecast(new_data = rsample::testing(splits)) %>%
        dplyr::filter(.key == "prediction")

    expect_s3_class(model_fit$fit, "Auto_adam_fit_impl")

    # $fit
    expect_s3_class(model_fit$fit$models$model_1, "adam")
    expect_s3_class(model_fit$fit$data, "tbl_df")
    expect_equal(names(model_fit$fit$data)[1], "date")
    expect_null(model_fit$fit$extras$xreg_recipe)

    # $preproc
    expect_equal(model_fit$preproc$y_var, "value")

    # Structure
    expect_identical(nrow(rsample::testing(splits)), nrow(predictions_tbl))
    expect_identical(rsample::testing(splits)$date, predictions_tbl$.index)

    # Out-of-Sample Accuracy Tests
    resid <- rsample::testing(splits)$value - predictions_tbl$.value

    # - Max Error less than 5000
    expect_lte(max(abs(resid)), 5000)

    # - MAE less than 2200
    expect_lte(mean(abs(resid)), 2200)
})

# * XREGS ----
test_that("adam_reg: Auto ADAM, (XREGS)", {
    skip_on_cran()

    # Reproducibility across runners
    old_rng <- RNGkind()
    on.exit(do.call(RNGkind, as.list(old_rng)), add = TRUE)
    set.seed(123)

    # Data
    m750 <- timetk::m4_monthly %>% dplyr::filter(id == "M750") %>%
        dplyr::mutate(month = lubridate::month(date, label = TRUE))

    # Split Data 80/20
    splits <- rsample::initial_time_split(m750, prop = 0.8)

    # Model Spec
    model_spec <- adam_reg(
        seasonal_period = 12
    ) %>%
        parsnip::set_engine("auto_adam")

    # Fit Spec
    model_fit <- model_spec %>%
        fit(value ~ date + month, data = rsample::training(splits))

    # Predictions
    predictions_tbl <- model_fit %>%
        modeltime_calibrate(rsample::testing(splits)) %>%
        modeltime_forecast(new_data = rsample::testing(splits)) %>%
        dplyr::filter(.key == "prediction")

    expect_s3_class(model_fit$fit, "Auto_adam_fit_impl")

    # $fit
    expect_s3_class(model_fit$fit$models$model_1, "adam")
    expect_s3_class(model_fit$fit$data, "tbl_df")
    expect_equal(names(model_fit$fit$data)[1], "date")
    expect_true(!is.null(model_fit$fit$extras$xreg_recipe))

    # $preproc
    expect_equal(model_fit$preproc$y_var, "value")

    # Structure
    expect_identical(nrow(rsample::testing(splits)), nrow(predictions_tbl))
    expect_identical(rsample::testing(splits)$date, predictions_tbl$.index)

    # Out-of-Sample Accuracy Tests
    resid <- rsample::testing(splits)$value - predictions_tbl$.value

    # - Max Error less than 5000
    expect_lte(max(abs(resid)), 5000)

    # - MAE less than 2200
    expect_lte(mean(abs(resid)), 2200)
})

# ---- WORKFLOWS ----
test_that("adam_reg: Auto ADAM (workflow), Test Model Fit Object", {
    skip_on_cran()
    testthat::skip_if_not_installed("smooth")

    # Reproducibility across runners
    old_rng <- RNGkind()
    on.exit(do.call(RNGkind, as.list(old_rng)), add = TRUE)
    set.seed(123)

    # Data
    m750 <- timetk::m4_monthly %>%
        dplyr::filter(id == "M750") %>%
        dplyr::mutate(month = lubridate::month(date, label = TRUE))

    # Split Data 80/20
    splits <- rsample::initial_time_split(m750, prop = 0.8)

    # Model Spec
    model_spec <- adam_reg(
        seasonal_period = 12
    ) %>%
        parsnip::set_engine("auto_adam")

    # Recipe spec
    recipe_spec <- recipes::recipe(value ~ date, data = rsample::training(splits))

    # Workflow
    wflw <- workflows::workflow() %>%
        workflows::add_recipe(recipe_spec) %>%
        workflows::add_model(model_spec)

    wflw_fit <- wflw %>% fit(rsample::training(splits))

    # Forecast (DO NOT filter yet; we need all rows for structure checks)
    predictions_tbl <- wflw_fit %>%
        modeltime_calibrate(rsample::testing(splits)) %>%
        modeltime_forecast(
            new_data    = rsample::testing(splits),
            actual_data = rsample::training(splits)
        ) %>%
        dplyr::arrange(.index)

    expect_s3_class(wflw_fit$fit$fit$fit, "Auto_adam_fit_impl")

    # $fit
    expect_s3_class(wflw_fit$fit$fit$fit$models$model_1, "adam")
    expect_s3_class(wflw_fit$fit$fit$fit$data, "tbl_df")
    expect_equal(names(wflw_fit$fit$fit$fit$data)[1], "date")
    expect_null(wflw_fit$fit$fit$fit$extras$xreg_recipe)

    # $preproc
    mld <- wflw_fit %>% workflows::extract_mold()
    expect_equal(names(mld$outcomes), "value")

    # ---- Structure checks against full_data (train + test actuals + test predictions) ----
    full_data <- dplyr::bind_rows(rsample::training(splits), rsample::testing(splits))
    expect_identical(nrow(full_data), nrow(predictions_tbl))
    expect_identical(full_data$date, predictions_tbl$.index)

    # ---- Out-of-Sample Accuracy Tests (use only prediction rows) ----
    pred_tbl <- dplyr::filter(predictions_tbl, .key == "prediction")
    resid    <- rsample::testing(splits)$value - pred_tbl$.value

    # Max absolute error and MAE thresholds (your originals)
    expect_lte(max(abs(resid)), 5000)
    expect_lte(mean(abs(resid)), 2200)
})