test_prophet.R 21 KB

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  1. library(prophet)
  2. context("Prophet tests")
  3. DATA <- read.csv('data.csv')
  4. N <- nrow(DATA)
  5. train <- DATA[1:floor(N / 2), ]
  6. future <- DATA[(ceiling(N/2) + 1):N, ]
  7. DATA2 <- read.csv('data2.csv')
  8. DATA$ds <- prophet:::set_date(DATA$ds)
  9. DATA2$ds <- prophet:::set_date(DATA2$ds)
  10. test_that("fit_predict", {
  11. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  12. m <- prophet(train)
  13. expect_error(predict(m, future), NA)
  14. })
  15. test_that("fit_predict_no_seasons", {
  16. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  17. m <- prophet(train, weekly.seasonality = FALSE, yearly.seasonality = FALSE)
  18. expect_error(predict(m, future), NA)
  19. })
  20. test_that("fit_predict_no_changepoints", {
  21. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  22. m <- prophet(train, n.changepoints = 0)
  23. expect_error(predict(m, future), NA)
  24. })
  25. test_that("fit_predict_changepoint_not_in_history", {
  26. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  27. train_t <- dplyr::mutate(DATA, ds=prophet:::set_date(ds))
  28. train_t <- dplyr::filter(train_t,
  29. (ds < prophet:::set_date('2013-01-01')) |
  30. (ds > prophet:::set_date('2014-01-01')))
  31. future <- data.frame(ds=DATA$ds)
  32. m <- prophet(train_t, changepoints=c('2013-06-06'))
  33. expect_error(predict(m, future), NA)
  34. })
  35. test_that("fit_predict_duplicates", {
  36. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  37. train2 <- train
  38. train2$y <- train2$y + 10
  39. train_t <- rbind(train, train2)
  40. m <- prophet(train_t)
  41. expect_error(predict(m, future), NA)
  42. })
  43. test_that("fit_predict_constant_history", {
  44. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  45. train2 <- train
  46. train2$y <- 20
  47. m <- prophet(train2)
  48. fcst <- predict(m, future)
  49. expect_equal(tail(fcst$yhat, 1), 20)
  50. train2$y <- 0
  51. m <- prophet(train2)
  52. fcst <- predict(m, future)
  53. expect_equal(tail(fcst$yhat, 1), 0)
  54. })
  55. test_that("setup_dataframe", {
  56. history <- train
  57. m <- prophet(history, fit = FALSE)
  58. out <- prophet:::setup_dataframe(m, history, initialize_scales = TRUE)
  59. history <- out$df
  60. expect_true('t' %in% colnames(history))
  61. expect_equal(min(history$t), 0)
  62. expect_equal(max(history$t), 1)
  63. expect_true('y_scaled' %in% colnames(history))
  64. expect_equal(max(history$y_scaled), 1)
  65. })
  66. test_that("logistic_floor", {
  67. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  68. m <- prophet(growth = 'logistic')
  69. history <- train
  70. history$floor <- 10.
  71. history$cap <- 80.
  72. future1 <- future
  73. future1$cap <- 80.
  74. future1$floor <- 10.
  75. m <- fit.prophet(m, history, algorithm = 'Newton')
  76. expect_true(m$logistic.floor)
  77. expect_true('floor' %in% colnames(m$history))
  78. expect_equal(m$history$y_scaled[1], 1., tolerance = 1e-6)
  79. fcst1 <- predict(m, future1)
  80. m2 <- prophet(growth = 'logistic')
  81. history2 <- history
  82. history2$y <- history2$y + 10.
  83. history2$floor <- history2$floor + 10.
  84. history2$cap <- history2$cap + 10.
  85. future1$cap <- future1$cap + 10.
  86. future1$floor <- future1$floor + 10.
  87. m2 <- fit.prophet(m2, history2, algorithm = 'Newton')
  88. expect_equal(m2$history$y_scaled[1], 1., tolerance = 1e-6)
  89. fcst2 <- predict(m, future1)
  90. fcst2$yhat <- fcst2$yhat - 10.
  91. # Check for approximate shift invariance
  92. expect_true(all(abs(fcst1$yhat - fcst2$yhat) < 1))
  93. })
  94. test_that("get_changepoints", {
  95. history <- train
  96. m <- prophet(history, fit = FALSE)
  97. out <- prophet:::setup_dataframe(m, history, initialize_scales = TRUE)
  98. history <- out$df
  99. m <- out$m
  100. m$history <- history
  101. m <- prophet:::set_changepoints(m)
  102. cp <- m$changepoints.t
  103. expect_equal(length(cp), m$n.changepoints)
  104. expect_true(min(cp) > 0)
  105. expect_true(max(cp) <= history$t[ceiling(0.8 * length(history$t))])
  106. })
  107. test_that("set_changepoint_range", {
  108. history <- train
  109. m <- prophet(history, fit = FALSE, changepoint.range = 0.4)
  110. out <- prophet:::setup_dataframe(m, history, initialize_scales = TRUE)
  111. history <- out$df
  112. m <- out$m
  113. m$history <- history
  114. m <- prophet:::set_changepoints(m)
  115. cp <- m$changepoints.t
  116. expect_equal(length(cp), m$n.changepoints)
  117. expect_true(min(cp) > 0)
  118. expect_true(max(cp) <= history$t[ceiling(0.4 * length(history$t))])
  119. })
  120. test_that("get_zero_changepoints", {
  121. history <- train
  122. m <- prophet(history, n.changepoints = 0, fit = FALSE)
  123. out <- prophet:::setup_dataframe(m, history, initialize_scales = TRUE)
  124. m <- out$m
  125. history <- out$df
  126. m$history <- history
  127. m <- prophet:::set_changepoints(m)
  128. cp <- m$changepoints.t
  129. expect_equal(length(cp), 1)
  130. expect_equal(cp[1], 0)
  131. })
  132. test_that("override_n_changepoints", {
  133. history <- train[1:20,]
  134. m <- prophet(history, fit = FALSE)
  135. out <- prophet:::setup_dataframe(m, history, initialize_scales = TRUE)
  136. m <- out$m
  137. history <- out$df
  138. m$history <- history
  139. m <- prophet:::set_changepoints(m)
  140. expect_equal(m$n.changepoints, 15)
  141. cp <- m$changepoints.t
  142. expect_equal(length(cp), 15)
  143. })
  144. test_that("fourier_series_weekly", {
  145. true.values <- c(0.7818315, 0.6234898, 0.9749279, -0.2225209, 0.4338837,
  146. -0.9009689)
  147. mat <- prophet:::fourier_series(DATA$ds, 7, 3)
  148. expect_equal(true.values, mat[1, ], tolerance = 1e-6)
  149. })
  150. test_that("fourier_series_yearly", {
  151. true.values <- c(0.7006152, -0.7135393, -0.9998330, 0.01827656, 0.7262249,
  152. 0.6874572)
  153. mat <- prophet:::fourier_series(DATA$ds, 365.25, 3)
  154. expect_equal(true.values, mat[1, ], tolerance = 1e-6)
  155. })
  156. test_that("growth_init", {
  157. history <- DATA[1:468, ]
  158. history$cap <- max(history$y)
  159. m <- prophet(history, growth = 'logistic', fit = FALSE)
  160. out <- prophet:::setup_dataframe(m, history, initialize_scales = TRUE)
  161. m <- out$m
  162. history <- out$df
  163. params <- prophet:::linear_growth_init(history)
  164. expect_equal(params[1], 0.3055671, tolerance = 1e-6)
  165. expect_equal(params[2], 0.5307511, tolerance = 1e-6)
  166. params <- prophet:::logistic_growth_init(history)
  167. expect_equal(params[1], 1.507925, tolerance = 1e-6)
  168. expect_equal(params[2], -0.08167497, tolerance = 1e-6)
  169. })
  170. test_that("piecewise_linear", {
  171. t <- seq(0, 10)
  172. m <- 0
  173. k <- 1.0
  174. deltas <- c(0.5)
  175. changepoint.ts <- c(5)
  176. y <- prophet:::piecewise_linear(t, deltas, k, m, changepoint.ts)
  177. y.true <- c(0, 1, 2, 3, 4, 5, 6.5, 8, 9.5, 11, 12.5)
  178. expect_equal(y, y.true)
  179. t <- t[8:length(t)]
  180. y.true <- y.true[8:length(y.true)]
  181. y <- prophet:::piecewise_linear(t, deltas, k, m, changepoint.ts)
  182. expect_equal(y, y.true)
  183. })
  184. test_that("piecewise_logistic", {
  185. t <- seq(0, 10)
  186. cap <- rep(10, 11)
  187. m <- 0
  188. k <- 1.0
  189. deltas <- c(0.5)
  190. changepoint.ts <- c(5)
  191. y <- prophet:::piecewise_logistic(t, cap, deltas, k, m, changepoint.ts)
  192. y.true <- c(5.000000, 7.310586, 8.807971, 9.525741, 9.820138, 9.933071,
  193. 9.984988, 9.996646, 9.999252, 9.999833, 9.999963)
  194. expect_equal(y, y.true, tolerance = 1e-6)
  195. t <- t[8:length(t)]
  196. y.true <- y.true[8:length(y.true)]
  197. cap <- cap[8:length(cap)]
  198. y <- prophet:::piecewise_logistic(t, cap, deltas, k, m, changepoint.ts)
  199. expect_equal(y, y.true, tolerance = 1e-6)
  200. })
  201. test_that("holidays", {
  202. holidays <- data.frame(ds = c('2016-12-25'),
  203. holiday = c('xmas'),
  204. lower_window = c(-1),
  205. upper_window = c(0))
  206. df <- data.frame(
  207. ds = seq(prophet:::set_date('2016-12-20'),
  208. prophet:::set_date('2016-12-31'), by='d'))
  209. m <- prophet(train, holidays = holidays, fit = FALSE)
  210. out <- prophet:::make_holiday_features(m, df$ds)
  211. feats <- out$holiday.features
  212. priors <- out$prior.scales
  213. names <- out$holiday.names
  214. expect_equal(nrow(feats), nrow(df))
  215. expect_equal(ncol(feats), 2)
  216. expect_equal(sum(colSums(feats) - c(1, 1)), 0)
  217. expect_true(all(priors == c(10., 10.)))
  218. expect_equal(names, c('xmas'))
  219. holidays <- data.frame(ds = c('2016-12-25'),
  220. holiday = c('xmas'),
  221. lower_window = c(-1),
  222. upper_window = c(10))
  223. m <- prophet(train, holidays = holidays, fit = FALSE)
  224. out <- prophet:::make_holiday_features(m, df$ds)
  225. feats <- out$holiday.features
  226. priors <- out$prior.scales
  227. names <- out$holiday.names
  228. expect_equal(nrow(feats), nrow(df))
  229. expect_equal(ncol(feats), 12)
  230. expect_true(all(priors == rep(10, 12)))
  231. expect_equal(names, c('xmas'))
  232. # Check prior specifications
  233. holidays <- data.frame(
  234. ds = prophet:::set_date(c('2016-12-25', '2017-12-25')),
  235. holiday = c('xmas', 'xmas'),
  236. lower_window = c(-1, -1),
  237. upper_window = c(0, 0),
  238. prior_scale = c(5., 5.)
  239. )
  240. m <- prophet(holidays = holidays, fit = FALSE)
  241. out <- prophet:::make_holiday_features(m, df$ds)
  242. priors <- out$prior.scales
  243. names <- out$holiday.names
  244. expect_true(all(priors == c(5., 5.)))
  245. expect_equal(names, c('xmas'))
  246. # 2 different priors
  247. holidays2 <- data.frame(
  248. ds = prophet:::set_date(c('2012-06-06', '2013-06-06')),
  249. holiday = c('seans-bday', 'seans-bday'),
  250. lower_window = c(0, 0),
  251. upper_window = c(1, 1),
  252. prior_scale = c(8, 8)
  253. )
  254. holidays2 <- rbind(holidays, holidays2)
  255. m <- prophet(holidays = holidays2, fit = FALSE)
  256. out <- prophet:::make_holiday_features(m, df$ds)
  257. priors <- out$prior.scales
  258. names <- out$holiday.names
  259. expect_true(all(priors == c(8, 8, 5, 5)))
  260. expect_true(all(sort(names) == c('seans-bday', 'xmas')))
  261. holidays2 <- data.frame(
  262. ds = prophet:::set_date(c('2012-06-06', '2013-06-06')),
  263. holiday = c('seans-bday', 'seans-bday'),
  264. lower_window = c(0, 0),
  265. upper_window = c(1, 1)
  266. )
  267. holidays2 <- dplyr::bind_rows(holidays, holidays2)
  268. m <- prophet(holidays = holidays2, fit = FALSE, holidays.prior.scale = 4)
  269. out <- prophet:::make_holiday_features(m, df$ds)
  270. priors <- out$prior.scales
  271. expect_true(all(priors == c(4, 4, 5, 5)))
  272. # Check incompatible priors
  273. holidays <- data.frame(
  274. ds = prophet:::set_date(c('2016-12-25', '2016-12-27')),
  275. holiday = c('xmasish', 'xmasish'),
  276. lower_window = c(-1, -1),
  277. upper_window = c(0, 0),
  278. prior_scale = c(5., 6.)
  279. )
  280. m <- prophet(holidays = holidays, fit = FALSE)
  281. expect_error(prophet:::make_holiday_features(m, df$ds))
  282. })
  283. test_that("fit_with_holidays", {
  284. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  285. holidays <- data.frame(ds = c('2012-06-06', '2013-06-06'),
  286. holiday = c('seans-bday', 'seans-bday'),
  287. lower_window = c(0, 0),
  288. upper_window = c(1, 1))
  289. m <- prophet(DATA, holidays = holidays, uncertainty.samples = 0)
  290. expect_error(predict(m), NA)
  291. })
  292. test_that("make_future_dataframe", {
  293. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  294. train.t <- DATA[1:234, ]
  295. m <- prophet(train.t)
  296. future <- make_future_dataframe(m, periods = 3, freq = 'day',
  297. include_history = FALSE)
  298. correct <- prophet:::set_date(c('2013-04-26', '2013-04-27', '2013-04-28'))
  299. expect_equal(future$ds, correct)
  300. future <- make_future_dataframe(m, periods = 3, freq = 'month',
  301. include_history = FALSE)
  302. correct <- prophet:::set_date(c('2013-05-25', '2013-06-25', '2013-07-25'))
  303. expect_equal(future$ds, correct)
  304. })
  305. test_that("auto_weekly_seasonality", {
  306. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  307. # Should be enabled
  308. N.w <- 15
  309. train.w <- DATA[1:N.w, ]
  310. m <- prophet(train.w, fit = FALSE)
  311. expect_equal(m$weekly.seasonality, 'auto')
  312. m <- fit.prophet(m, train.w)
  313. expect_true('weekly' %in% names(m$seasonalities))
  314. true <- list(
  315. period = 7, fourier.order = 3, prior.scale = 10, mode = 'additive')
  316. for (name in names(true)) {
  317. expect_equal(m$seasonalities$weekly[[name]], true[[name]])
  318. }
  319. # Should be disabled due to too short history
  320. N.w <- 9
  321. train.w <- DATA[1:N.w, ]
  322. m <- prophet(train.w)
  323. expect_false('weekly' %in% names(m$seasonalities))
  324. m <- prophet(train.w, weekly.seasonality = TRUE)
  325. expect_true('weekly' %in% names(m$seasonalities))
  326. # Should be False due to weekly spacing
  327. train.w <- DATA[seq(1, nrow(DATA), 7), ]
  328. m <- prophet(train.w)
  329. expect_false('weekly' %in% names(m$seasonalities))
  330. m <- prophet(DATA, weekly.seasonality = 2, seasonality.prior.scale = 3)
  331. true <- list(
  332. period = 7, fourier.order = 2, prior.scale = 3, mode = 'additive')
  333. for (name in names(true)) {
  334. expect_equal(m$seasonalities$weekly[[name]], true[[name]])
  335. }
  336. })
  337. test_that("auto_yearly_seasonality", {
  338. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  339. # Should be enabled
  340. m <- prophet(DATA, fit = FALSE)
  341. expect_equal(m$yearly.seasonality, 'auto')
  342. m <- fit.prophet(m, DATA)
  343. expect_true('yearly' %in% names(m$seasonalities))
  344. true <- list(
  345. period = 365.25, fourier.order = 10, prior.scale = 10, mode = 'additive')
  346. for (name in names(true)) {
  347. expect_equal(m$seasonalities$yearly[[name]], true[[name]])
  348. }
  349. # Should be disabled due to too short history
  350. N.w <- 240
  351. train.y <- DATA[1:N.w, ]
  352. m <- prophet(train.y)
  353. expect_false('yearly' %in% names(m$seasonalities))
  354. m <- prophet(train.y, yearly.seasonality = TRUE)
  355. expect_true('yearly' %in% names(m$seasonalities))
  356. m <- prophet(DATA, yearly.seasonality = 7, seasonality.prior.scale = 3)
  357. true <- list(
  358. period = 365.25, fourier.order = 7, prior.scale = 3, mode = 'additive')
  359. for (name in names(true)) {
  360. expect_equal(m$seasonalities$yearly[[name]], true[[name]])
  361. }
  362. })
  363. test_that("auto_daily_seasonality", {
  364. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  365. # Should be enabled
  366. m <- prophet(DATA2, fit = FALSE)
  367. expect_equal(m$daily.seasonality, 'auto')
  368. m <- fit.prophet(m, DATA2)
  369. expect_true('daily' %in% names(m$seasonalities))
  370. true <- list(
  371. period = 1, fourier.order = 4, prior.scale = 10, mode = 'additive')
  372. for (name in names(true)) {
  373. expect_equal(m$seasonalities$daily[[name]], true[[name]])
  374. }
  375. # Should be disabled due to too short history
  376. N.d <- 430
  377. train.y <- DATA2[1:N.d, ]
  378. m <- prophet(train.y)
  379. expect_false('daily' %in% names(m$seasonalities))
  380. m <- prophet(train.y, daily.seasonality = TRUE)
  381. expect_true('daily' %in% names(m$seasonalities))
  382. m <- prophet(DATA2, daily.seasonality = 7, seasonality.prior.scale = 3)
  383. true <- list(
  384. period = 1, fourier.order = 7, prior.scale = 3, mode = 'additive')
  385. for (name in names(true)) {
  386. expect_equal(m$seasonalities$daily[[name]], true[[name]])
  387. }
  388. m <- prophet(DATA)
  389. expect_false('daily' %in% names(m$seasonalities))
  390. })
  391. test_that("test_subdaily_holidays", {
  392. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  393. holidays <- data.frame(ds = c('2017-01-02'),
  394. holiday = c('special_day'))
  395. m <- prophet(DATA2, holidays=holidays)
  396. fcst <- predict(m)
  397. expect_equal(sum(fcst$special_day == 0), 575)
  398. })
  399. test_that("custom_seasonality", {
  400. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  401. holidays <- data.frame(ds = c('2017-01-02'),
  402. holiday = c('special_day'),
  403. prior_scale = c(4))
  404. m <- prophet(holidays=holidays)
  405. m <- add_seasonality(m, name='monthly', period=30, fourier.order=5)
  406. true <- list(
  407. period = 30, fourier.order = 5, prior.scale = 10, mode = 'additive')
  408. for (name in names(true)) {
  409. expect_equal(m$seasonalities$monthly[[name]], true[[name]])
  410. }
  411. expect_error(
  412. add_seasonality(m, name='special_day', period=30, fourier_order=5)
  413. )
  414. expect_error(
  415. add_seasonality(m, name='trend', period=30, fourier_order=5)
  416. )
  417. m <- add_seasonality(m, name='weekly', period=30, fourier.order=5)
  418. # Test priors
  419. m <- prophet(
  420. holidays = holidays, yearly.seasonality = FALSE,
  421. seasonality.mode = 'multiplicative')
  422. m <- add_seasonality(
  423. m, name='monthly', period=30, fourier.order=5, prior.scale = 2,
  424. mode = 'additive')
  425. m <- fit.prophet(m, DATA)
  426. expect_equal(m$seasonalities$monthly$mode, 'additive')
  427. expect_equal(m$seasonalities$weekly$mode, 'multiplicative')
  428. out <- prophet:::make_all_seasonality_features(m, m$history)
  429. prior.scales <- out$prior.scales
  430. component.cols <- out$component.cols
  431. expect_equal(sum(component.cols$monthly), 10)
  432. expect_equal(sum(component.cols$special_day), 1)
  433. expect_equal(sum(component.cols$weekly), 6)
  434. expect_equal(sum(component.cols$additive_terms), 10)
  435. expect_equal(sum(component.cols$multiplicative_terms), 7)
  436. expect_equal(sum(component.cols$monthly[1:11]), 10)
  437. expect_equal(sum(component.cols$weekly[11:17]), 6)
  438. expect_true(all(prior.scales == c(rep(2, 10), rep(10, 6), 4)))
  439. })
  440. test_that("added_regressors", {
  441. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  442. m <- prophet()
  443. m <- add_regressor(m, 'binary_feature', prior.scale=0.2)
  444. m <- add_regressor(m, 'numeric_feature', prior.scale=0.5)
  445. m <- add_regressor(
  446. m, 'numeric_feature2', prior.scale=0.5, mode = 'multiplicative')
  447. m <- add_regressor(m, 'binary_feature2', standardize=TRUE)
  448. df <- DATA
  449. df$binary_feature <- c(rep(0, 255), rep(1, 255))
  450. df$numeric_feature <- 0:509
  451. df$numeric_feature2 <- 0:509
  452. # Require all regressors in df
  453. expect_error(
  454. fit.prophet(m, df)
  455. )
  456. df$binary_feature2 <- c(rep(1, 100), rep(0, 410))
  457. m <- fit.prophet(m, df)
  458. # Check that standardizations are correctly set
  459. true <- list(
  460. prior.scale = 0.2, mu = 0, std = 1, standardize = 'auto', mode = 'additive'
  461. )
  462. for (name in names(true)) {
  463. expect_equal(true[[name]], m$extra_regressors$binary_feature[[name]])
  464. }
  465. true <- list(prior.scale = 0.5, mu = 254.5, std = 147.368585)
  466. for (name in names(true)) {
  467. expect_equal(true[[name]], m$extra_regressors$numeric_feature[[name]],
  468. tolerance = 1e-5)
  469. }
  470. expect_equal(m$extra_regressors$numeric_feature2$mode, 'multiplicative')
  471. true <- list(prior.scale = 10., mu = 0.1960784, std = 0.3974183)
  472. for (name in names(true)) {
  473. expect_equal(true[[name]], m$extra_regressors$binary_feature2[[name]],
  474. tolerance = 1e-5)
  475. }
  476. # Check that standardization is done correctly
  477. df2 <- prophet:::setup_dataframe(m, df)$df
  478. expect_equal(df2$binary_feature[1], 0)
  479. expect_equal(df2$numeric_feature[1], -1.726962, tolerance = 1e-4)
  480. expect_equal(df2$binary_feature2[1], 2.022859, tolerance = 1e-4)
  481. # Check that feature matrix and prior scales are correctly constructed
  482. out <- prophet:::make_all_seasonality_features(m, df2)
  483. seasonal.features <- out$seasonal.features
  484. prior.scales <- out$prior.scales
  485. component.cols <- out$component.cols
  486. modes <- out$modes
  487. expect_equal(ncol(seasonal.features), 30)
  488. r_names <- c('binary_feature', 'numeric_feature', 'binary_feature2')
  489. true.priors <- c(0.2, 0.5, 10.)
  490. for (i in seq_along(r_names)) {
  491. name <- r_names[i]
  492. expect_true(name %in% colnames(seasonal.features))
  493. expect_equal(sum(component.cols[[name]]), 1)
  494. expect_equal(sum(prior.scales * component.cols[[name]]), true.priors[i])
  495. }
  496. # Check that forecast components are reasonable
  497. future <- data.frame(
  498. ds = c('2014-06-01'),
  499. binary_feature = c(0),
  500. numeric_feature = c(10),
  501. numeric_feature2 = c(10)
  502. )
  503. expect_error(predict(m, future))
  504. future$binary_feature2 <- 0.
  505. fcst <- predict(m, future)
  506. expect_equal(ncol(fcst), 37)
  507. expect_equal(fcst$binary_feature[1], 0)
  508. expect_equal(fcst$extra_regressors_additive[1],
  509. fcst$numeric_feature[1] + fcst$binary_feature2[1])
  510. expect_equal(fcst$extra_regressors_multiplicative[1],
  511. fcst$numeric_feature2[1])
  512. expect_equal(fcst$additive_terms[1],
  513. fcst$yearly[1] + fcst$weekly[1]
  514. + fcst$extra_regressors_additive[1])
  515. expect_equal(fcst$multiplicative_terms[1],
  516. fcst$extra_regressors_multiplicative[1])
  517. expect_equal(
  518. fcst$yhat[1],
  519. fcst$trend[1] * (1 + fcst$multiplicative_terms[1]) + fcst$additive_terms[1]
  520. )
  521. # Check fails if constant extra regressor
  522. df$constant_feature <- 5
  523. m <- prophet()
  524. m <- add_regressor(m, 'constant_feature')
  525. expect_error(fit.prophet(m, df))
  526. })
  527. test_that("set_seasonality_mode", {
  528. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  529. m <- prophet()
  530. expect_equal(m$seasonality.mode, 'additive')
  531. m <- prophet(seasonality.mode = 'multiplicative')
  532. expect_equal(m$seasonality.mode, 'multiplicative')
  533. expect_error(prophet(seasonality.mode = 'batman'))
  534. })
  535. test_that("seasonality_modes", {
  536. skip_if_not(Sys.getenv('R_ARCH') != '/i386')
  537. holidays <- data.frame(ds = c('2016-12-25'),
  538. holiday = c('xmas'),
  539. lower_window = c(-1),
  540. upper_window = c(0))
  541. m <- prophet(seasonality.mode = 'multiplicative', holidays = holidays)
  542. m <- add_seasonality(
  543. m, name = 'monthly', period = 30, fourier.order = 3, mode = 'additive')
  544. m <- add_regressor(m, name = 'binary_feature', mode = 'additive')
  545. m <- add_regressor(m, name = 'numeric_feature')
  546. # Construct seasonal features
  547. df <- DATA
  548. df$binary_feature <- c(rep(0, 255), rep(1, 255))
  549. df$numeric_feature <- 0:509
  550. out <- prophet:::setup_dataframe(m, df, initialize_scales = TRUE)
  551. df <- out$df
  552. m <- out$m
  553. m$history <- df
  554. m <- prophet:::set_auto_seasonalities(m)
  555. out <- prophet:::make_all_seasonality_features(m, df)
  556. component.cols <- out$component.cols
  557. modes <- out$modes
  558. expect_equal(sum(component.cols$additive_terms), 7)
  559. expect_equal(sum(component.cols$multiplicative_terms), 29)
  560. expect_equal(
  561. sort(modes$additive),
  562. c('additive_terms', 'binary_feature', 'extra_regressors_additive',
  563. 'monthly')
  564. )
  565. expect_equal(
  566. sort(modes$multiplicative),
  567. c('extra_regressors_multiplicative', 'holidays', 'multiplicative_terms',
  568. 'numeric_feature', 'weekly', 'xmas', 'yearly')
  569. )
  570. })