Nothing
# ---- HIERARCHICAL REG ----
context("TEST temporal_hierarchy: thief")
# TESTS
test_that("thief", {
skip_on_cran()
# temporal_hierarchy: thief, Test Model Fit Object ----
# SETUP ----
# Data
m750 <- m4_monthly %>% filter(id == "M750")
# Split Data 80/20
splits <- initial_time_split(m750, prop = 0.9)
# Model Spec
model_spec <- temporal_hierarchy() %>%
set_engine("thief")
# HIERARCHICAL PARSNIP ----
# * NO XREGS ----
# Fit Spec
model_fit <- model_spec %>%
fit(log(value) ~ date, data = training(splits))
# Predictions
predictions_tbl <- model_fit %>%
modeltime_calibrate(testing(splits)) %>%
modeltime_forecast(new_data = testing(splits))
testthat::expect_s3_class(model_fit$fit, "temporal_hier_fit_impl")
# $fit
testthat::expect_s3_class(model_fit$fit$models$model_1, "forecast")
testthat::expect_s3_class(model_fit$fit$data, "tbl_df")
testthat::expect_equal(names(model_fit$fit$data)[1], "date")
testthat::expect_true(is.null(model_fit$fit$extras$xreg_recipe))
# $preproc
testthat::expect_equal(model_fit$preproc$y_var, "value")
# Structure
testthat::expect_identical(nrow(testing(splits)), nrow(predictions_tbl))
testthat::expect_identical(testing(splits)$date, predictions_tbl$.index)
# Out-of-Sample Accuracy Tests
resid <- testing(splits)$value - exp(predictions_tbl$.value)
# - Max Error less than 1500
testthat::expect_lte(max(abs(resid)), 320)
# - MAE less than 700
testthat::expect_lte(mean(abs(resid)), 100)
# ---- ETS WORKFLOWS ----
# Model Spec
model_spec <- temporal_hierarchy() %>%
set_engine("thief")
# Recipe spec
recipe_spec <- recipe(value ~ date, data = training(splits)) %>%
step_log(value, skip = FALSE)
# Workflow
wflw <- workflow() %>%
add_recipe(recipe_spec) %>%
add_model(model_spec)
wflw_fit <- wflw %>%
fit(training(splits))
# Forecast
predictions_tbl <- wflw_fit %>%
modeltime_calibrate(testing(splits)) %>%
modeltime_forecast(new_data = testing(splits),
actual_data = training(splits)) %>%
mutate_at(vars(.value), exp)
# Tests
testthat::expect_s3_class(wflw_fit$fit$fit$fit, "temporal_hier_fit_impl")
# $fit
testthat::expect_s3_class(wflw_fit$fit$fit$fit$models$model_1, "forecast")
testthat::expect_s3_class(wflw_fit$fit$fit$fit$data, "tbl_df")
testthat::expect_equal(names(wflw_fit$fit$fit$fit$data)[1], "date")
testthat::expect_true(is.null(wflw_fit$fit$fit$fit$extras$xreg_recipe))
# $preproc
mld <- wflw_fit %>% workflows::extract_mold()
testthat::expect_equal(names(mld$outcomes), "value")
full_data <- bind_rows(training(splits), testing(splits))
# Structure
testthat::expect_identical(nrow(full_data), nrow(predictions_tbl))
testthat::expect_identical(full_data$date, predictions_tbl$.index)
# Out-of-Sample Accuracy Tests
predictions_tbl <- predictions_tbl %>% filter(.key == "prediction")
resid <- testing(splits)$value - predictions_tbl$.value
# - Max Error less than 1500
testthat::expect_lte(max(abs(resid)), 320)
# - MAE less than 700
testthat::expect_lte(mean(abs(resid)), 100)
})
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