antoinecarme/pyaf

Run some Sanity Checks for PyAF 5.0

antoinecarme opened this issue · 5 comments

antoinecarme commented

Following #45

Need to run some profiling checks to review the current state of PyAF 5.0.

A check for signal transformations stability and invariance is welcome.

To be included in the next PyAF release (5.0, expected on 2023-07-14).

antoinecarme commented

Invariance tests.

  1. Check that for the negative of a signal, PyAF produces the negative of the model given by the original signal. Not always the case, and that's normal.
  2. The same for these signals : -S, S+1, S*2. simple changes in the signal should not alter much the forecasts.
  3. Double check the forecast components: trends, cycles, AR etc.
  4. Double check the performance measures (MAPE(S+1) != MAPE(S)).
antoinecarme commented

For profiling, there are a lot of unnecessary precautions (np.clip(x, 0, None) for log(x), etc). These can sometimes be relaxed.

antoinecarme commented

Computation time for long term models.

antoinecarme commented

Memory footprint for long term models.

antoinecarme commented

Closing.