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change lognormal test serie
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MathNog committed Sep 3, 2024
1 parent 93029b1 commit 80a46a1
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Showing 3 changed files with 7 additions and 6 deletions.
5 changes: 4 additions & 1 deletion .gitignore
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@@ -1,5 +1,5 @@
test_gas_alves.jl
Manifest.toml

forecast_example.jl
residuals_diagnostic_example.jl
test_numeric_integration.jl
Expand All @@ -9,5 +9,8 @@ inovations_ssmodels.jl
test_component_expression.jl
test_gas.jl

# Manifest file
Manifest.toml

# Files with csv extension
*.csv
4 changes: 1 addition & 3 deletions test/runtests.jl
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Expand Up @@ -13,6 +13,4 @@ include("test_components_dynamics.jl")
include("test_optimization.jl")
include("test_distributions.jl")
include("test_initialization.jl")
include("test_residuals_diagnostics.jl")


include("test_residuals_diagnostics.jl")
4 changes: 2 additions & 2 deletions test/test_fit_forecast_lognormal.jl
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Expand Up @@ -155,8 +155,8 @@
end

@testset " --- Test quality of fit - LogNormal with 2 params" begin
y = time_series[1:end-steps_ahead,4]
y_test = time_series[end-steps_ahead+1:end, 4]
y = time_series[1:end-steps_ahead,2]
y_test = time_series[end-steps_ahead+1:end, 2]
gas_model = UnobservedComponentsGAS.GASModel(UnobservedComponentsGAS.LogNormalDistribution(), [true, true],
0.5, ["random walk slope", "random walk"], ["deterministic 12", "deterministic 12"], [missing, missing])
fitted_model = UnobservedComponentsGAS.fit(gas_model, y)
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