Changeset 4401


Ignore:
Timestamp:
09/15/10 21:11:11 (3 years ago)
Author:
gkronber
Message:

Added model and solution classes for time series prognosis and added views for time series prognosis solutions. #1142

Location:
branches/DataAnalysis
Files:
10 added
15 edited

Legend:

Unmodified
Added
Removed

  • branches/DataAnalysis/HeuristicLab 3.3.sln

    r4235 r4401  
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    … …  
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    266262EndProject 
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    319313EndProject 
    … …  
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    22262203  EndGlobalSection 
    22272204  GlobalSection(SolutionProperties) = preSolution 

  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.Regression/3.3/Symbolic/Evaluators/MultiObjectiveSymbolicVectorRegressionEvaluator.cs

    r4197 r4401  
    6464      int end = SamplesEnd.Value; 
    6565 
    66       IEnumerable<int> rows = GenerateRowsToEvaluate((uint)Random.Next(), RelativeNumberOfEvaluatedSamples.Value, start, end); 
     66      IEnumerable<int> rows = GenerateRowsToEvaluate(Random.Next(), RelativeNumberOfEvaluatedSamples.Value, start, end); 
    6767 
    6868      QualitiesParameter.ActualValue = new DoubleArray(Evaluate(tree, interpreter, problemData, selectedTargetVariables, rows, LowerEstimationLimit, UpperEstimationLimit)); 

  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.Regression/3.3/Symbolic/Evaluators/SingleObjectiveSymbolicVectorRegressionEvaluator.cs

    r4197 r4401  
    6464      int end = SamplesEnd.Value; 
    6565 
    66       IEnumerable<int> rows = GenerateRowsToEvaluate((uint)Random.Next(), RelativeNumberOfEvaluatedSamples.Value, start, end); 
     66      IEnumerable<int> rows = GenerateRowsToEvaluate(Random.Next(), RelativeNumberOfEvaluatedSamples.Value, start, end); 
    6767 
    6868      QualityParameter.ActualValue = new DoubleValue(Evaluate(tree, interpreter, problemData, selectedTargetVariables, rows, LowerEstimationLimit, UpperEstimationLimit)); 

  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.Regression/3.3/Symbolic/Evaluators/SymbolicVectorRegressionEvaluator.cs

    r4194 r4401  
    119119    } 
    120120 
    121     public static IEnumerable<int> GenerateRowsToEvaluate(uint seed, double relativeAmount, int start, int end) { 
     121    public static IEnumerable<int> GenerateRowsToEvaluate(int seed, double relativeAmount, int start, int end) { 
    122122      if (end < start) throw new ArgumentException("Start value is larger than end value."); 
    123123      int count = (int)((end - start) * relativeAmount); 

  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.Regression/3.3/Symbolic/SymbolicVectorRegressionGrammar.cs

    r4068 r4401  
    3939    } 
    4040 
    41     protected SymbolicVectorRegressionGrammar(SymbolicVectorRegressionGrammar original) : base(original) { } 
     41    protected SymbolicVectorRegressionGrammar(SymbolicVectorRegressionGrammar original) : base(original.Dimension) { 
     42    // fill ??? 
     43    } 
    4244 
    4345    private void Initialize() { 

  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Views/3.3/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Views-3.3.csproj

    r4113 r4401  
    109109  <ItemGroup> 
    110110    <Compile Include="HeuristicLabProblemsDataAnalysisMultiVariateTimeSeriesPrognosisViewsPlugin.cs" /> 
     111    <Compile Include="ResultsView.cs"> 
     112      <SubType>UserControl</SubType> 
     113    </Compile> 
     114    <Compile Include="ResultsView.Designer.cs"> 
     115      <DependentUpon>ResultsView.cs</DependentUpon> 
     116    </Compile> 
     117    <Compile Include="SymbolicTimeSeriesPrognosisModelView.cs"> 
     118      <SubType>UserControl</SubType> 
     119    </Compile> 
     120    <Compile Include="SymbolicTimeSeriesPrognosisModelView.designer.cs"> 
     121      <DependentUpon>SymbolicTimeSeriesPrognosisModelView.cs</DependentUpon> 
     122    </Compile> 
    111123    <Compile Include="Symbols\DerivativeVariableView.cs"> 
    112124      <SubType>UserControl</SubType> 
    … …  
    133145  </ItemGroup> 
    134146  <ItemGroup> 
     147    <ProjectReference Include="..\..\HeuristicLab.Collections\3.3\HeuristicLab.Collections-3.3.csproj"> 
     148      <Project>{958B43BC-CC5C-4FA2-8628-2B3B01D890B6}</Project> 
     149      <Name>HeuristicLab.Collections-3.3</Name> 
     150    </ProjectReference> 
    135151    <ProjectReference Include="..\..\HeuristicLab.Common\3.3\HeuristicLab.Common-3.3.csproj"> 
    136152      <Project>{A9AD58B9-3EF9-4CC1-97E5-8D909039FF5C}</Project> 
    … …  
    148164      <Project>{72104A0B-90E7-42F3-9ABE-9BBBADD4B943}</Project> 
    149165      <Name>HeuristicLab.Data.Views-3.3</Name> 
     166    </ProjectReference> 
     167    <ProjectReference Include="..\..\HeuristicLab.Data\3.3\HeuristicLab.Data-3.3.csproj"> 
     168      <Project>{BBAB9DF5-5EF3-4BA8-ADE9-B36E82114937}</Project> 
     169      <Name>HeuristicLab.Data-3.3</Name> 
    150170    </ProjectReference> 
    151171    <ProjectReference Include="..\..\HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Views\3.3\HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Views-3.3.csproj"> 

  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis/3.3/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis-3.3.csproj

    r4113 r4401  
    108108    <Compile Include="HeuristicLabProblemsDataAnalysisMultiVariateTimeSeriesPrognosisPlugin.cs" /> 
    109109    <Compile Include="Symbolic\Analyzer\ValidationBestScaledSymbolicTimeSeriesPrognosisSolutionAnalyzer.cs" /> 
     110    <Compile Include="Symbolic\SymbolicTimeSeriesPrognosisSolution.cs" /> 
     111    <Compile Include="Symbolic\SymbolicTimeSeriesPrognosisModel.cs" /> 
    110112    <Compile Include="Symbolic\Evaluators\SymbolicTimeSeriesPrognosisNormalizedMseEvaluator.cs" /> 
    111113    <Compile Include="Symbolic\Evaluators\SymbolicTimeSeriesPrognosisScaledNormalizedMseEvaluator.cs" /> 

  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis/3.3/Symbolic/Analyzer/ValidationBestScaledSymbolicTimeSeriesPrognosisSolutionAnalyzer.cs

    r4113 r4401  
    152152      get { return (IValueLookupParameter<IntValue>)Parameters[PredictionHorizonParameterName]; } 
    153153    } 
    154     public ILookupParameter<SymbolicExpressionTree> BestSolutionParameter { 
    155       get { return (ILookupParameter<SymbolicExpressionTree>)Parameters[BestSolutionParameterName]; } 
     154    public ILookupParameter<SymbolicTimeSeriesPrognosisSolution> BestSolutionParameter { 
     155      get { return (ILookupParameter<SymbolicTimeSeriesPrognosisSolution>)Parameters[BestSolutionParameterName]; } 
    156156    } 
    157157    public ILookupParameter<IntValue> GenerationsParameter { 
    … …  
    239239      Parameters.Add(new ValueLookupParameter<DoubleArray>(UpperEstimationLimitParameterName, "The upper estimation limit that was set for the evaluation of the symbolic expression trees.")); 
    240240      Parameters.Add(new ValueLookupParameter<DoubleArray>(LowerEstimationLimitParameterName, "The lower estimation limit that was set for the evaluation of the symbolic expression trees.")); 
    241       Parameters.Add(new LookupParameter<SymbolicExpressionTree>(BestSolutionParameterName, "The best symbolic time series prognosis solution.")); 
     241      Parameters.Add(new LookupParameter<SymbolicTimeSeriesPrognosisSolution>(BestSolutionParameterName, "The best symbolic time series prognosis solution.")); 
    242242      Parameters.Add(new LookupParameter<IntValue>(GenerationsParameterName, "The number of generations calculated so far.")); 
    243243      Parameters.Add(new LookupParameter<DoubleValue>(BestSolutionQualityParameterName, "The quality of the best symbolic regression solution.")); 
    … …  
    274274      int validationEnd = ValidationSamplesEnd.Value; 
    275275      int rowCount = (int)Math.Ceiling((validationEnd - validationStart) * RelativeNumberOfEvaluatedSamples.Value); 
    276       IEnumerable<int> rows = RandomEnumerable.SampleRandomNumbers((uint)Random.Next(), validationStart, validationEnd, rowCount); 
     276      IEnumerable<int> rows = RandomEnumerable.SampleRandomNumbers(Random.Next(), validationStart, validationEnd, rowCount); 
    277277      double bestValidationNmse = double.MaxValue; 
    278278      SymbolicExpressionTree bestTree = null; 
    … …  
    291291 
    292292      if (BestSolutionQualityParameter.ActualValue == null || BestSolutionQualityParameter.ActualValue.Value > bestValidationNmse) { 
    293         var solution = bestTree; 
    294         //solution.Name = BestSolutionParameterName; 
    295         //solution.Description = "Best solution on validation partition found over the whole run."; 
     293        var model = new SymbolicTimeSeriesPrognosisModel((ISymbolicTimeSeriesExpressionInterpreter)SymbolicExpressionTreeInterpreter.Clone(), bestTree); 
     294        model.Name = "Time series prognosis model"; 
     295        model.Description = "Best solution on validation partition found over the whole run."; 
     296 
     297        var solution = new SymbolicTimeSeriesPrognosisSolution(ProblemData, model, PredictionHorizon.Value); 
     298        solution.Name = BestSolutionParameterName; 
     299        solution.Description = "Best solution on validation partition found over the whole run."; 
    296300 
    297301        BestSolutionParameter.ActualValue = solution; 

  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis/3.3/Symbolic/Evaluators/SymbolicTimeSeriesPrognosisNormalizedMseEvaluator.cs

    r4113 r4401  
    149149      string conditionVariableName = ConditionVariableName == null ? null : ConditionVariableName.Value; 
    150150      int nRows = (int)Math.Ceiling((SamplesEnd.Value - SamplesStart.Value) * RelativeNumberOfEvaluatedSamples.Value); 
    151       IEnumerable<int> rows = RandomEnumerable.SampleRandomNumbers((uint)Random.Next(), SamplesStart.Value, SamplesEnd.Value, nRows); 
     151      IEnumerable<int> rows = RandomEnumerable.SampleRandomNumbers(Random.Next(), SamplesStart.Value, SamplesEnd.Value, nRows); 
    152152 
    153153      quality = Evaluate(TimeSeriesPrognosisModel, ProblemData, TimeSeriesExpressionInterpreter, 

  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis/3.3/Symbolic/Evaluators/SymbolicTimeSeriesPrognosisScaledNormalizedMseEvaluator.cs

    r4113 r4401  
    162162      int nRows = (int)Math.Ceiling((SamplesEnd.Value - SamplesStart.Value) * RelativeNumberOfEvaluatedSamples.Value); 
    163163 
    164       IEnumerable<int> rows = RandomEnumerable.SampleRandomNumbers((uint)Random.Next(), SamplesStart.Value, SamplesEnd.Value, nRows); 
     164      IEnumerable<int> rows = RandomEnumerable.SampleRandomNumbers(Random.Next(), SamplesStart.Value, SamplesEnd.Value, nRows); 
    165165      CalculateScalingParameters(TimeSeriesPrognosisModel, ProblemData, TimeSeriesExpressionInterpreter, 
    166166        conditionVariableName, rows, 

  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.Views/3.3/HeuristicLab.Problems.DataAnalysis.MultiVariate.Views-3.3.csproj

    r4079 r4401  
    111111    <None Include="HeuristicLabProblemsDataAnalysisMultiVariateViewsPlugin.cs.frame" /> 
    112112    <None Include="Properties\AssemblyInfo.frame" /> 
     113    <Compile Include="EstimatedValuesView.cs"> 
     114      <SubType>UserControl</SubType> 
     115    </Compile> 
     116    <Compile Include="EstimatedValuesView.Designer.cs"> 
     117      <DependentUpon>EstimatedValuesView.cs</DependentUpon> 
     118    </Compile> 
     119    <Compile Include="LineChartView.cs"> 
     120      <SubType>UserControl</SubType> 
     121    </Compile> 
     122    <Compile Include="LineChartView.Designer.cs"> 
     123      <DependentUpon>LineChartView.cs</DependentUpon> 
     124    </Compile> 
     125    <Compile Include="MultiVariateDataAnalysisSolutionView.cs"> 
     126      <SubType>UserControl</SubType> 
     127    </Compile> 
     128    <Compile Include="MultiVariateDataAnalysisSolutionView.Designer.cs"> 
     129      <DependentUpon>MultiVariateDataAnalysisSolutionView.cs</DependentUpon> 
     130    </Compile> 
    113131    <Compile Include="HeuristicLabProblemsDataAnalysisMultiVariateViewsPlugin.cs" /> 
    114132    <Compile Include="MultiVariateDataAnalysisProblemDataView.cs"> 
    … …  
    121139  </ItemGroup> 
    122140  <ItemGroup> 
     141    <ProjectReference Include="..\..\HeuristicLab.Collections\3.3\HeuristicLab.Collections-3.3.csproj"> 
     142      <Project>{958B43BC-CC5C-4FA2-8628-2B3B01D890B6}</Project> 
     143      <Name>HeuristicLab.Collections-3.3</Name> 
     144    </ProjectReference> 
    123145    <ProjectReference Include="..\..\HeuristicLab.Common\3.3\HeuristicLab.Common-3.3.csproj"> 
    124146      <Project>{A9AD58B9-3EF9-4CC1-97E5-8D909039FF5C}</Project> 
    … …  
    137159      <Name>HeuristicLab.Data.Views-3.3</Name> 
    138160    </ProjectReference> 
     161    <ProjectReference Include="..\..\HeuristicLab.Data\3.3\HeuristicLab.Data-3.3.csproj"> 
     162      <Project>{BBAB9DF5-5EF3-4BA8-ADE9-B36E82114937}</Project> 
     163      <Name>HeuristicLab.Data-3.3</Name> 
     164    </ProjectReference> 
    139165    <ProjectReference Include="..\..\HeuristicLab.MainForm.WindowsForms\3.3\HeuristicLab.MainForm.WindowsForms-3.3.csproj"> 
    140166      <Project>{AB687BBE-1BFE-476B-906D-44237135431D}</Project> 
    … …  
    156182      <Project>{2B88DCD0-EE28-4DCA-90A8-2F4ECACFC515}</Project> 
    157183      <Name>HeuristicLab.Problems.DataAnalysis.MultiVariate-3.3</Name> 
     184    </ProjectReference> 
     185    <ProjectReference Include="..\..\HeuristicLab.Problems.DataAnalysis\3.3\HeuristicLab.Problems.DataAnalysis-3.3.csproj"> 
     186      <Project>{70DFD984-B1D9-46FE-8EB7-4DE92D71A9FC}</Project> 
     187      <Name>HeuristicLab.Problems.DataAnalysis-3.3</Name> 
    158188    </ProjectReference> 
    159189  </ItemGroup> 

  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate/3.3/Interfaces/IMultiVariateDataAnalysisModel.cs

    r4068 r4401  
    2121 
    2222using HeuristicLab.Core; 
     23using System.Collections.Generic; 
    2324 
    2425namespace HeuristicLab.Problems.DataAnalysis.MultiVariate { 
    2526  public interface IMultiVariateDataAnalysisModel : INamedItem { 
     27    IEnumerable<double[]> GetEstimatedValues(MultiVariateDataAnalysisProblemData problemData, int start, int end); 
    2628  } 
    2729} 

  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate/3.3/Interfaces/IMultiVariateDataAnalysisSolution.cs

    r4068 r4401  
    2121 
    2222using HeuristicLab.Core; 
     23using System.Collections.Generic; 
     24using System; 
    2325 
    2426namespace HeuristicLab.Problems.DataAnalysis.MultiVariate { 
    2527  public interface IMultiVariateDataAnalysisSolution : INamedItem { 
     28    event EventHandler ProblemDataChanged; 
     29    event EventHandler ModelChanged; 
     30 
     31    MultiVariateDataAnalysisProblemData ProblemData { get; set; } 
     32    IMultiVariateDataAnalysisModel Model { get; } 
     33 
     34    IEnumerable<double[]> EstimatedValues { get; } 
     35    IEnumerable<double[]> EstimatedTrainingValues { get; } 
     36    IEnumerable<double[]> EstimatedTestValues { get; } 
     37     
    2638  } 
    2739} 

  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.Regression/3.3/Symbolic/SymbolicRegressionSolution.cs

    r4341 r4401  
    3535  [StorableClass] 
    3636  public sealed class SymbolicRegressionSolution : DataAnalysisSolution { 
    37     public SymbolicRegressionSolution() : base() { } 
     37    [StorableConstructor] 
     38    public SymbolicRegressionSolution(bool deserializing) : base(deserializing) { } 
    3839    public SymbolicRegressionSolution(DataAnalysisProblemData problemData, SymbolicRegressionModel model, double lowerEstimationLimit, double upperEstimationLimit) 
    3940      : base(problemData, lowerEstimationLimit, upperEstimationLimit) { 

  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis/3.3/DataAnalysisSolution.cs

    r4193 r4401  
    4646 
    4747    [StorableConstructor] 
    48     private DataAnalysisSolution(bool deserializing) : base(deserializing) { } 
     48    protected DataAnalysisSolution(bool deserializing) : base(deserializing) { } 
    4949    [StorableHook(HookType.AfterDeserialization)] 
    5050    private void Initialize() { 
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