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); }