Changeset 11031 for trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/TimeSeriesPrognosisResults.cs
- Timestamp:
- 06/20/14 17:08:41 (10 years ago)
- File:
-
- 1 edited
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trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/TimeSeriesPrognosisResults.cs
r9456 r11031 369 369 OnlineCalculatorError errorState; 370 370 var problemData = Solution.ProblemData; 371 if (!problemData.TrainingIndices.Any()) return; 371 372 var model = Solution.Model; 372 373 //mean model … … 415 416 OnlineCalculatorError errorState; 416 417 var problemData = Solution.ProblemData; 418 if (!problemData.TestIndices.Any()) return; 417 419 var model = Solution.Model; 418 //mean model419 double trainingMean = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, problemData.TrainingIndices).Average();420 var meanModel = new ConstantTimeSeriesPrognosisModel(trainingMean);421 422 //AR1 model423 double alpha, beta;424 IEnumerable<double> trainingStartValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, problemData.TrainingIndices.Select(r => r - 1).Where(r => r > 0)).ToList();425 OnlineLinearScalingParameterCalculator.Calculate(problemData.Dataset.GetDoubleValues(problemData.TargetVariable, problemData.TrainingIndices.Where(x => x > 0)), trainingStartValues, out alpha, out beta, out errorState);426 var AR1model = new TimeSeriesPrognosisAutoRegressiveModel(problemData.TargetVariable, new double[] { beta }, alpha);427 428 420 var testHorizions = problemData.TestIndices.Select(r => Math.Min(testHorizon, problemData.TestPartition.End - r)).ToList(); 429 421 IEnumerable<IEnumerable<double>> testTargetValues = problemData.TestIndices.Zip(testHorizions, Enumerable.Range).Select(r => problemData.Dataset.GetDoubleValues(problemData.TargetVariable, r)).ToList(); 430 422 IEnumerable<IEnumerable<double>> testEstimatedValues = model.GetPrognosedValues(problemData.Dataset, problemData.TestIndices, testHorizions).ToList(); 431 423 IEnumerable<double> testStartValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, problemData.TestIndices.Select(r => r - 1).Where(r => r > 0)).ToList(); 432 IEnumerable<IEnumerable<double>> testMeanModelPredictions = meanModel.GetPrognosedValues(problemData.Dataset, problemData.TestIndices, testHorizions).ToList();433 IEnumerable<IEnumerable<double>> testAR1ModelPredictions = AR1model.GetPrognosedValues(problemData.Dataset, problemData.TestIndices, testHorizions).ToList();434 424 435 425 IEnumerable<double> originalTestValues = testTargetValues.SelectMany(x => x).ToList(); … … 453 443 PrognosisTestWeightedDirectionalSymmetry = OnlineWeightedDirectionalSymmetryCalculator.Calculate(testStartValues, testTargetValues, testEstimatedValues, out errorState); 454 444 PrognosisTestWeightedDirectionalSymmetry = errorState == OnlineCalculatorError.None ? PrognosisTestWeightedDirectionalSymmetry : 0.0; 455 PrognosisTestTheilsUStatisticAR1 = OnlineTheilsUStatisticCalculator.Calculate(testStartValues, testTargetValues, testAR1ModelPredictions, testEstimatedValues, out errorState); 456 PrognosisTestTheilsUStatisticAR1 = errorState == OnlineCalculatorError.None ? PrognosisTestTheilsUStatisticAR1 : double.PositiveInfinity; 457 PrognosisTestTheilsUStatisticMean = OnlineTheilsUStatisticCalculator.Calculate(testStartValues, testTargetValues, testMeanModelPredictions, testEstimatedValues, out errorState); 458 PrognosisTestTheilsUStatisticMean = errorState == OnlineCalculatorError.None ? PrognosisTestTheilsUStatisticMean : double.PositiveInfinity; 445 446 447 if (problemData.TrainingIndices.Any()) { 448 //mean model 449 double trainingMean = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, problemData.TrainingIndices).Average(); 450 var meanModel = new ConstantTimeSeriesPrognosisModel(trainingMean); 451 452 //AR1 model 453 double alpha, beta; 454 IEnumerable<double> trainingStartValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, problemData.TrainingIndices.Select(r => r - 1).Where(r => r > 0)).ToList(); 455 OnlineLinearScalingParameterCalculator.Calculate(problemData.Dataset.GetDoubleValues(problemData.TargetVariable, problemData.TrainingIndices.Where(x => x > 0)), trainingStartValues, out alpha, out beta, out errorState); 456 var AR1model = new TimeSeriesPrognosisAutoRegressiveModel(problemData.TargetVariable, new double[] { beta }, alpha); 457 458 IEnumerable<IEnumerable<double>> testMeanModelPredictions = meanModel.GetPrognosedValues(problemData.Dataset, problemData.TestIndices, testHorizions).ToList(); 459 IEnumerable<IEnumerable<double>> testAR1ModelPredictions = AR1model.GetPrognosedValues(problemData.Dataset, problemData.TestIndices, testHorizions).ToList(); 460 461 PrognosisTestTheilsUStatisticAR1 = OnlineTheilsUStatisticCalculator.Calculate(testStartValues, testTargetValues, testAR1ModelPredictions, testEstimatedValues, out errorState); 462 PrognosisTestTheilsUStatisticAR1 = errorState == OnlineCalculatorError.None ? PrognosisTestTheilsUStatisticAR1 : double.PositiveInfinity; 463 PrognosisTestTheilsUStatisticMean = OnlineTheilsUStatisticCalculator.Calculate(testStartValues, testTargetValues, testMeanModelPredictions, testEstimatedValues, out errorState); 464 PrognosisTestTheilsUStatisticMean = errorState == OnlineCalculatorError.None ? PrognosisTestTheilsUStatisticMean : double.PositiveInfinity; 465 } 459 466 } 460 467 }
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