Add confidence intervals to Forecast model
- add `.low80`, `.high80`, `.low95`, and `.high95` columns - add check contraints for the confidence intervals - rename the `.method` column into `.model` for consistency
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7 changed files with 461 additions and 25 deletions
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@ -17,8 +17,12 @@ def forecast(pixel):
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start_at=datetime.datetime(2020, 1, 1, 12, 0),
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time_step=60,
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training_horizon=8,
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method='hets',
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model='hets',
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prediction=12.3,
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low80=1.23,
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high80=123.4,
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low95=0.123,
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high95=1234.5,
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)
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@ -127,6 +131,252 @@ class TestConstraints:
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):
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db_session.commit()
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def test_set_prediction_without_ci(self, db_session, forecast):
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"""Sanity check to see that the check constraint ...
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... "prediction_must_be_within_ci" is not triggered.
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"""
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forecast.low80 = None
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forecast.high80 = None
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forecast.low95 = None
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forecast.high95 = None
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db_session.add(forecast)
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db_session.commit()
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def test_ci80_with_missing_low(self, db_session, forecast):
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"""Insert an instance with invalid data."""
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assert forecast.high80 is not None
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forecast.low80 = None
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='ci_upper_and_lower_bounds',
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):
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db_session.commit()
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def test_ci95_with_missing_low(self, db_session, forecast):
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"""Insert an instance with invalid data."""
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assert forecast.high95 is not None
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forecast.low95 = None
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='ci_upper_and_lower_bounds',
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):
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db_session.commit()
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def test_ci80_with_missing_high(self, db_session, forecast):
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"""Insert an instance with invalid data."""
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assert forecast.low80 is not None
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forecast.high80 = None
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='ci_upper_and_lower_bounds',
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):
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db_session.commit()
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def test_ci95_with_missing_high(self, db_session, forecast):
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"""Insert an instance with invalid data."""
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assert forecast.low95 is not None
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forecast.high95 = None
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='ci_upper_and_lower_bounds',
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):
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db_session.commit()
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def test_prediction_smaller_than_low80_with_ci95_set(self, db_session, forecast):
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"""Insert an instance with invalid data."""
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assert forecast.low95 is not None
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assert forecast.high95 is not None
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forecast.prediction = forecast.low80 - 0.001
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='prediction_must_be_within_ci',
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):
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db_session.commit()
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def test_prediction_smaller_than_low80_without_ci95_set(
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self, db_session, forecast,
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):
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"""Insert an instance with invalid data."""
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forecast.low95 = None
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forecast.high95 = None
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forecast.prediction = forecast.low80 - 0.001
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='prediction_must_be_within_ci',
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):
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db_session.commit()
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def test_prediction_smaller_than_low95_with_ci80_set(self, db_session, forecast):
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"""Insert an instance with invalid data."""
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assert forecast.low80 is not None
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assert forecast.high80 is not None
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forecast.prediction = forecast.low95 - 0.001
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='prediction_must_be_within_ci',
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):
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db_session.commit()
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def test_prediction_smaller_than_low95_without_ci80_set(
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self, db_session, forecast,
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):
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"""Insert an instance with invalid data."""
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forecast.low80 = None
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forecast.high80 = None
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forecast.prediction = forecast.low95 - 0.001
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='prediction_must_be_within_ci',
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):
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db_session.commit()
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def test_prediction_greater_than_high80_with_ci95_set(self, db_session, forecast):
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"""Insert an instance with invalid data."""
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assert forecast.low95 is not None
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assert forecast.high95 is not None
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forecast.prediction = forecast.high80 + 0.001
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='prediction_must_be_within_ci',
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):
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db_session.commit()
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def test_prediction_greater_than_high80_without_ci95_set(
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self, db_session, forecast,
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):
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"""Insert an instance with invalid data."""
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forecast.low95 = None
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forecast.high95 = None
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forecast.prediction = forecast.high80 + 0.001
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='prediction_must_be_within_ci',
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):
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db_session.commit()
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def test_prediction_greater_than_high95_with_ci80_set(self, db_session, forecast):
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"""Insert an instance with invalid data."""
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assert forecast.low80 is not None
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assert forecast.high80 is not None
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forecast.prediction = forecast.high95 + 0.001
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='prediction_must_be_within_ci',
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):
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db_session.commit()
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def test_prediction_greater_than_high95_without_ci80_set(
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self, db_session, forecast,
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):
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"""Insert an instance with invalid data."""
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forecast.low80 = None
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forecast.high80 = None
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forecast.prediction = forecast.high95 + 0.001
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='prediction_must_be_within_ci',
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):
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db_session.commit()
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def test_ci80_upper_bound_greater_than_lower_bound(self, db_session, forecast):
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"""Insert an instance with invalid data."""
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assert forecast.low80 is not None
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assert forecast.high80 is not None
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# Do not trigger the "ci95_must_be_wider_than_ci80" constraint.
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forecast.low95 = None
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forecast.high95 = None
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forecast.low80, forecast.high80 = ( # noqa:WPS414
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forecast.high80,
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forecast.low80,
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)
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='ci_upper_bound_greater_than_lower_bound',
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):
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db_session.commit()
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def test_ci95_upper_bound_greater_than_lower_bound(self, db_session, forecast):
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"""Insert an instance with invalid data."""
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assert forecast.low95 is not None
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assert forecast.high95 is not None
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# Do not trigger the "ci95_must_be_wider_than_ci80" constraint.
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forecast.low80 = None
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forecast.high80 = None
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forecast.low95, forecast.high95 = ( # noqa:WPS414
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forecast.high95,
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forecast.low95,
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)
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='ci_upper_bound_greater_than_lower_bound',
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):
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db_session.commit()
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def test_ci95_is_wider_than_ci80_at_low_end(self, db_session, forecast):
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"""Insert an instance with invalid data."""
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assert forecast.low80 is not None
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assert forecast.low95 is not None
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forecast.low80, forecast.low95 = (forecast.low95, forecast.low80) # noqa:WPS414
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='ci95_must_be_wider_than_ci80',
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):
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db_session.commit()
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def test_ci95_is_wider_than_ci80_at_high_end(self, db_session, forecast):
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"""Insert an instance with invalid data."""
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assert forecast.high80 is not None
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assert forecast.high95 is not None
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forecast.high80, forecast.high95 = ( # noqa:WPS414
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forecast.high95,
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forecast.high80,
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)
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db_session.add(forecast)
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with pytest.raises(
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sa_exc.IntegrityError, match='ci95_must_be_wider_than_ci80',
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):
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db_session.commit()
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def test_two_predictions_for_same_forecasting_setting(self, db_session, forecast):
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"""Insert a record that violates a unique constraint."""
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db_session.add(forecast)
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@ -137,8 +387,12 @@ class TestConstraints:
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start_at=forecast.start_at,
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time_step=forecast.time_step,
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training_horizon=forecast.training_horizon,
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method=forecast.method,
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prediction=99.9,
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model=forecast.model,
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prediction=2,
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low80=1,
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high80=3,
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low95=0,
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high95=4,
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)
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db_session.add(another_forecast)
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