public void ARIM_Diff_Recursive_Test()
{
var dict = new Dictionary <string, List <object> >
{
{ "a", new List <object>()
{
1, 2, 3, 4, 5, 6
} },
{ "b", new List <object>()
{
1, 1, 2, 3, 5, 8
} },
{ "c", new List <object>()
{
1, 4, 9, 16, 25, 36
} },
};
//
var df = new DataFrame(dict);
//seasonal differencing period 1
var newDf = df.Diff(1, type: DiffType.Recurrsive);
Assert.Equal(new List <object>()
{
DataFrame.NAN, 1, 1, 1, 1, 1
}, newDf["a"]);
Assert.Equal(new List <object>()
{
DataFrame.NAN, 0, 1, 1, 2, 3
}, newDf["b"]);
Assert.Equal(new List <object>()
{
DataFrame.NAN, 3, 5, 7, 9, 11
}, newDf["c"]);
//seasonal differencing period 2
newDf = df.Diff(step: 2, type: DiffType.Recurrsive);
Assert.Equal(new List <object>()
{
DataFrame.NAN, DataFrame.NAN, 0, 0, 0, 0
}, newDf["a"]);
Assert.Equal(new List <object>()
{
DataFrame.NAN, DataFrame.NAN, 1, 0, 1, 1
}, newDf["b"]);
Assert.Equal(new List <object>()
{
DataFrame.NAN, DataFrame.NAN, 2, 2, 2, 2
}, newDf["c"]);
//seasonal differencing period 3
newDf = df.Diff(step: 3, type: DiffType.Recurrsive);
Assert.Equal(new List <object>()
{
DataFrame.NAN, DataFrame.NAN, DataFrame.NAN, 0, 0, 0
}, newDf["a"]);
Assert.Equal(new List <object>()
{
DataFrame.NAN, DataFrame.NAN, DataFrame.NAN, -1, 1, 0
}, newDf["b"]);
Assert.Equal(new List <object>()
{
DataFrame.NAN, DataFrame.NAN, DataFrame.NAN, 0, 0, 0
}, newDf["c"]);
}
public void ARIM_Differencing_Test()
{
var dict = new Dictionary <string, List <object> >
{
{ "a", new List <object>()
{
1, 2, 3, 4, 5, 6
} },
{ "b", new List <object>()
{
1, 1, 2, 3, 5, 8
} },
{ "c", new List <object>()
{
1, 4, 9, 16, 25, 36
} },
};
//
var df = new DataFrame(dict);
//seasonal differencing period 1
var newDf = df.Diff(step: 1);
Assert.Equal(new List <object>()
{
DataFrame.NAN, 1, 1, 1, 1, 1
}, newDf["a"]);
Assert.Equal(new List <object>()
{
DataFrame.NAN, 0, 1, 1, 2, 3
}, newDf["b"]);
Assert.Equal(new List <object>()
{
DataFrame.NAN, 3, 5, 7, 9, 11
}, newDf["c"]);
//seasonal differencing period 2
newDf = df.Diff(step: 2);
Assert.Equal(new List <object>()
{
DataFrame.NAN, DataFrame.NAN, 2, 2, 2, 2
}, newDf["a"]);
Assert.Equal(new List <object>()
{
DataFrame.NAN, DataFrame.NAN, 1, 2, 3, 5
}, newDf["b"]);
Assert.Equal(new List <object>()
{
DataFrame.NAN, DataFrame.NAN, 8, 12, 16, 20
}, newDf["c"]);
//seasonal differencing period 3
newDf = df.Diff(step: 3);
Assert.Equal(new List <object>()
{
DataFrame.NAN, DataFrame.NAN, DataFrame.NAN, 3, 3, 3
}, newDf["a"]);
Assert.Equal(new List <object>()
{
DataFrame.NAN, DataFrame.NAN, DataFrame.NAN, 2, 4, 6
}, newDf["b"]);
Assert.Equal(new List <object>()
{
DataFrame.NAN, DataFrame.NAN, DataFrame.NAN, 15, 21, 27
}, newDf["c"]);
}