Changeset 14400 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/TimeSeries

Timestamp:

11/17/16 15:41:33 (8 years ago)

Author:

gkronber

Message:

#2697: reverse merge of r14378, r14390, r14391, r14393, r14394, r14396

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/TimeSeries/AutoregressiveModeling.cs (modified) (1 diff)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/TimeSeries/AutoregressiveModeling.cs

@@ -114 +114 @@
       alglib.lrunpack(lm, out coefficients, out nFeatures);
 
-      var tree = LinearModelToTreeConverter.CreateTree(
-        variableNames: Enumerable.Repeat(problemData.TargetVariable, nFeatures).ToArray(),
-        lags: Enumerable.Range(0, timeOffset).Select(i => (i + 1) * -1).ToArray(),
-        coefficients: coefficients.Take(nFeatures).ToArray(),
-        @const: coefficients[nFeatures]
-        );
+
+      ISymbolicExpressionTree tree = new SymbolicExpressionTree(new ProgramRootSymbol().CreateTreeNode());
+      ISymbolicExpressionTreeNode startNode = new StartSymbol().CreateTreeNode();
+      tree.Root.AddSubtree(startNode);
+      ISymbolicExpressionTreeNode addition = new Addition().CreateTreeNode();
+      startNode.AddSubtree(addition);
+
+      for (int i = 0; i < timeOffset; i++) {
+        LaggedVariableTreeNode node = (LaggedVariableTreeNode)new LaggedVariable().CreateTreeNode();
+        node.VariableName = targetVariable;
+        node.Weight = coefficients[i];
+        node.Lag = (i + 1) * -1;
+        addition.AddSubtree(node);
+      }
+
+      ConstantTreeNode cNode = (ConstantTreeNode)new Constant().CreateTreeNode();
+      cNode.Value = coefficients[coefficients.Length - 1];
+      addition.AddSubtree(cNode);
 
       var interpreter = new SymbolicTimeSeriesPrognosisExpressionTreeInterpreter(problemData.TargetVariable);