public void MeanSquaredError_GOOGSeries_MeanSquaredErrorCalculated()
{
var eval = new ValuePredictionErrorEstimator(_testSet, _predictionSet);
var mse = eval.MeanSquaredError();
Assert.AreEqual(213.98, mse[0]);
Assert.AreEqual(177.81, mse[1]);
Assert.AreEqual(180.63, mse[2]);
Assert.AreEqual(172.05, mse[3]);
}
public void RootMeanSquaredError_GOOGSeries_RootMeanSquaredErrorCalculated()
{
var eval = new ValuePredictionErrorEstimator(_testSet, _predictionSet);
var mse = eval.RootMeanSquaredError();
Assert.AreEqual(14.63, mse[0]);
Assert.AreEqual(13.33, mse[1]);
Assert.AreEqual(13.44, mse[2]);
Assert.AreEqual(13.12, mse[3]);
}
public void MeanError_GOOFSeries_MeanErrorCalculated()
{
var eval = new ValuePredictionErrorEstimator(_testSet, _predictionSet);
var me = eval.MeanError();
Assert.AreEqual(0.17, me[0]);
Assert.AreEqual(-0.06, me[1]);
Assert.AreEqual(-0.54, me[2]);
Assert.AreEqual(-0.86, me[3]);
}
public void CumulativeForecastError_GOOGSeries_CumulativeForecastErrorCalculated()
{
var eval = new ValuePredictionErrorEstimator(_testSet, _predictionSet);
var cfe = eval.CumulativeForecastError();
Assert.AreEqual(52.76, cfe[0]);
Assert.AreEqual(-19.09, cfe[1]);
Assert.AreEqual(-169.79, cfe[2]);
Assert.AreEqual(-270.18, cfe[3]);
}
public void MeanAbsolutePercentError_GOOGSeries_MeanAbsolutePercentErrorCalculated()
{
var eval = new ValuePredictionErrorEstimator(_testSet, _predictionSet);
var mape = eval.MeanAbsolutePercentError();
Assert.AreEqual(1.59, mape[0]);
Assert.AreEqual(1.39, mape[1]);
Assert.AreEqual(1.47, mape[2]);
Assert.AreEqual(1.44, mape[3]);
}
public void MeanAbsoluteDeviation_GOOGSeries_MeanAbsoluteDeviationCalculated()
{
var eval = new ValuePredictionErrorEstimator(_testSet, _predictionSet);
var mad = eval.MeanAbsoluteDeviation();
Assert.AreEqual(10.61, mad[0]);
Assert.AreEqual(9.39, mad[1]);
Assert.AreEqual(9.72, mad[2]);
Assert.AreEqual(9.59, mad[3]);
}
public void ValuePredictionErrorEstimator_GOOGSeries_ValuePredictionErrorEstimatorCreated()
{
var eval = new ValuePredictionErrorEstimator(_testSet, _predictionSet);
Assert.IsNotNull(eval);
}
