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[TESTS] Fix bad math in moving_avg unit tests

This commit is contained in:
Zachary Tong 2015-07-08 18:04:36 -04:00
parent d5f73ec8ac
commit 531b894b5d
1 changed files with 39 additions and 42 deletions
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69
core/src/test/java/org/elasticsearch/search/aggregations/pipeline/moving/avg/MovAvgUnitTests.java
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@ -351,12 +351,11 @@ public class MovAvgUnitTests extends ElasticsearchTestCase {
// Calculate the slopes between first and second season for each period // Calculate the slopes between first and second season for each period
for (int i = 0; i < period; i++) { for (int i = 0; i < period; i++) {
s += vs[i]; s += vs[i];
b += (vs[i] - vs[i + period]) / 2; b += (vs[i + period] - vs[i]) / period;
} }
s /= (double) period; s /= (double) period;
b /= (double) period; b /= (double) period;
last_s = s; last_s = s;
last_b = b;
// Calculate first seasonal // Calculate first seasonal
if (Double.compare(s, 0.0) == 0 || Double.compare(s, -0.0) == 0) { if (Double.compare(s, 0.0) == 0 || Double.compare(s, -0.0) == 0) {
@ -371,14 +370,13 @@ public class MovAvgUnitTests extends ElasticsearchTestCase {
s = alpha * (vs[i] / seasonal[i - period]) + (1.0d - alpha) * (last_s + last_b); s = alpha * (vs[i] / seasonal[i - period]) + (1.0d - alpha) * (last_s + last_b);
b = beta * (s - last_s) + (1 - beta) * last_b; b = beta * (s - last_s) + (1 - beta) * last_b;
//seasonal[i] = gamma * (vs[i] / s) + ((1 - gamma) * seasonal[i - period]);
seasonal[i] = gamma * (vs[i] / (last_s + last_b )) + (1 - gamma) * seasonal[i - period]; seasonal[i] = gamma * (vs[i] / (last_s + last_b )) + (1 - gamma) * seasonal[i - period];
last_s = s; last_s = s;
last_b = b; last_b = b;
} }
int seasonCounter = (windowSize - 1) - period; int idx = window.size() - period + (0 % period);
double expected = s + (0 * b) * seasonal[seasonCounter % windowSize];; double expected = (s + (1 * b)) * seasonal[idx];
double actual = model.next(window); double actual = model.next(window);
assertThat(Double.compare(expected, actual), equalTo(0)); assertThat(Double.compare(expected, actual), equalTo(0));
} }
@ -424,35 +422,35 @@ public class MovAvgUnitTests extends ElasticsearchTestCase {
// Calculate the slopes between first and second season for each period // Calculate the slopes between first and second season for each period
for (int i = 0; i < period; i++) { for (int i = 0; i < period; i++) {
s += vs[i]; s += vs[i];
b += (vs[i] - vs[i + period]) / 2; b += (vs[i + period] - vs[i]) / period;
} }
s /= (double) period; s /= (double) period;
b /= (double) period; b /= (double) period;
last_s = s; last_s = s;
last_b = b;
for (int i = 0; i < period; i++) {
// Calculate first seasonal // Calculate first seasonal
if (Double.compare(s, 0.0) == 0 || Double.compare(s, -0.0) == 0) {
Arrays.fill(seasonal, 0.0);
} else {
for (int i = 0; i < period; i++) {
seasonal[i] = vs[i] / s; seasonal[i] = vs[i] / s;
} }
}
for (int i = period; i < vs.length; i++) { for (int i = period; i < vs.length; i++) {
s = alpha * (vs[i] / seasonal[i - period]) + (1.0d - alpha) * (last_s + last_b); s = alpha * (vs[i] / seasonal[i - period]) + (1.0d - alpha) * (last_s + last_b);
b = beta * (s - last_s) + (1 - beta) * last_b; b = beta * (s - last_s) + (1 - beta) * last_b;
//seasonal[i] = gamma * (vs[i] / s) + ((1 - gamma) * seasonal[i - period]);
seasonal[i] = gamma * (vs[i] / (last_s + last_b )) + (1 - gamma) * seasonal[i - period]; seasonal[i] = gamma * (vs[i] / (last_s + last_b )) + (1 - gamma) * seasonal[i - period];
last_s = s; last_s = s;
last_b = b; last_b = b;
} }
int seasonCounter = (windowSize - 1) - period;
for (int i = 0; i < numPredictions; i++) { for (int i = 1; i <= numPredictions; i++) {
int idx = window.size() - period + ((i - 1) % period);
expected[i] = s + (i * b) * seasonal[seasonCounter % windowSize]; expected[i-1] = (s + (i * b)) * seasonal[idx];
assertThat(Double.compare(expected[i], actual[i]), equalTo(0)); assertThat(Double.compare(expected[i-1], actual[i-1]), equalTo(0));
seasonCounter += 1;
} }
} }
@ -490,35 +488,36 @@ public class MovAvgUnitTests extends ElasticsearchTestCase {
counter += 1; counter += 1;
} }
// Initial level value is average of first season // Initial level value is average of first season
// Calculate the slopes between first and second season for each period // Calculate the slopes between first and second season for each period
for (int i = 0; i < period; i++) { for (int i = 0; i < period; i++) {
s += vs[i]; s += vs[i];
b += (vs[i] - vs[i + period]) / 2; b += (vs[i + period] - vs[i]) / period;
} }
s /= (double) period; s /= (double) period;
b /= (double) period; b /= (double) period;
last_s = s; last_s = s;
last_b = b;
for (int i = 0; i < period; i++) {
// Calculate first seasonal // Calculate first seasonal
if (Double.compare(s, 0.0) == 0 || Double.compare(s, -0.0) == 0) {
Arrays.fill(seasonal, 0.0);
} else {
for (int i = 0; i < period; i++) {
seasonal[i] = vs[i] / s; seasonal[i] = vs[i] / s;
} }
}
for (int i = period; i < vs.length; i++) { for (int i = period; i < vs.length; i++) {
s = alpha * (vs[i] - seasonal[i - period]) + (1.0d - alpha) * (last_s + last_b); s = alpha * (vs[i] - seasonal[i - period]) + (1.0d - alpha) * (last_s + last_b);
b = beta * (s - last_s) + (1 - beta) * last_b; b = beta * (s - last_s) + (1 - beta) * last_b;
//seasonal[i] = gamma * (vs[i] / s) + ((1 - gamma) * seasonal[i - period]); seasonal[i] = gamma * (vs[i] - (last_s - last_b )) + (1 - gamma) * seasonal[i - period];
seasonal[i] = gamma * (vs[i] - (last_s + last_b )) + (1 - gamma) * seasonal[i - period];
last_s = s; last_s = s;
last_b = b; last_b = b;
} }
int seasonCounter = (windowSize - 1) - period; int idx = window.size() - period + (0 % period);
double expected = s + (0 * b) + seasonal[seasonCounter % windowSize]; double expected = s + (1 * b) + seasonal[idx];
double actual = model.next(window); double actual = model.next(window);
assertThat(Double.compare(expected, actual), equalTo(0)); assertThat(Double.compare(expected, actual), equalTo(0));
} }
@ -559,40 +558,38 @@ public class MovAvgUnitTests extends ElasticsearchTestCase {
counter += 1; counter += 1;
} }
// Initial level value is average of first season // Initial level value is average of first season
// Calculate the slopes between first and second season for each period // Calculate the slopes between first and second season for each period
for (int i = 0; i < period; i++) { for (int i = 0; i < period; i++) {
s += vs[i]; s += vs[i];
b += (vs[i] - vs[i + period]) / 2; b += (vs[i + period] - vs[i]) / period;
} }
s /= (double) period; s /= (double) period;
b /= (double) period; b /= (double) period;
last_s = s; last_s = s;
last_b = b;
for (int i = 0; i < period; i++) {
// Calculate first seasonal // Calculate first seasonal
if (Double.compare(s, 0.0) == 0 || Double.compare(s, -0.0) == 0) {
Arrays.fill(seasonal, 0.0);
} else {
for (int i = 0; i < period; i++) {
seasonal[i] = vs[i] / s; seasonal[i] = vs[i] / s;
} }
}
for (int i = period; i < vs.length; i++) { for (int i = period; i < vs.length; i++) {
s = alpha * (vs[i] - seasonal[i - period]) + (1.0d - alpha) * (last_s + last_b); s = alpha * (vs[i] - seasonal[i - period]) + (1.0d - alpha) * (last_s + last_b);
b = beta * (s - last_s) + (1 - beta) * last_b; b = beta * (s - last_s) + (1 - beta) * last_b;
//seasonal[i] = gamma * (vs[i] / s) + ((1 - gamma) * seasonal[i - period]); seasonal[i] = gamma * (vs[i] - (last_s - last_b )) + (1 - gamma) * seasonal[i - period];
seasonal[i] = gamma * (vs[i] - (last_s + last_b )) + (1 - gamma) * seasonal[i - period];
last_s = s; last_s = s;
last_b = b; last_b = b;
} }
int seasonCounter = (windowSize - 1) - period; for (int i = 1; i <= numPredictions; i++) {
int idx = window.size() - period + ((i - 1) % period);
for (int i = 0; i < numPredictions; i++) { expected[i-1] = s + (i * b) + seasonal[idx];
assertThat(Double.compare(expected[i-1], actual[i-1]), equalTo(0));
expected[i] = s + (i * b) + seasonal[seasonCounter % windowSize];
assertThat(Double.compare(expected[i], actual[i]), equalTo(0));
seasonCounter += 1;
} }
} }