1 | using System;
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2 | using System.Collections.Generic;
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3 | using System.Linq;
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4 | using System.Text;
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5 | using System.Threading;
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6 | using System.Threading.Tasks;
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7 |
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8 | namespace HeuristicLab.Problems.Instances.DataAnalysis.Regression.Matlab.Api.Types {
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9 | using TMLTimeseriesValueDT = IMLValueVariable<IList<KeyValuePair<double, double[]>>>;
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10 | public class MLTimeseries : IMLValueVariable<IList<KeyValuePair<double, double[]>>>, IMLTimeseries {
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11 | private readonly object _locker = new object();
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12 |
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13 | private string[] _dataHeaders;
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14 |
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15 | #region Constructors
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16 |
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17 | protected MLTimeseries() {
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18 | Data = new List<KeyValuePair<double, double[]>>();
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19 | Name = string.Empty;
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20 | }
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21 |
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22 | /// <summary>
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23 | /// Creates a new timeseries from the given collection of timeseries.
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24 | /// All values will be merged into one time series.
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25 | /// </summary>
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26 | /// <param name="timeseries"></param>
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27 | public MLTimeseries(IEnumerable<MLTimeseries> timeseries, CancellationToken token) : this() {
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28 | var dataHeaders = new List<string>();
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29 | var times = new SortedSet<double>(); // The time values have to be unique and sorted.
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30 |
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31 | foreach (var item in timeseries) {
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32 | foreach (var dataHeader in item.DataHeader) {
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33 | dataHeaders.Add(dataHeader);
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34 | }
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35 |
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36 | foreach (var time in item.Times) {
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37 | times.Add(time);
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38 | }
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39 | }
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40 |
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41 |
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42 | IList<MLTimeseries> tsCollection;
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43 | if (!(timeseries is IList<MLTimeseries>)) {
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44 | tsCollection = timeseries.ToList();
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45 | } else {
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46 | tsCollection = timeseries as IList<MLTimeseries>;
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47 | }
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48 |
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49 | int[] indices = new int[tsCollection.Count];
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50 | var numberOfElements = dataHeaders.Count;
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51 | foreach (var time in times) {
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52 | var values = new double[numberOfElements];
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53 | int idx = 0;
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54 | for (int i = 0; i < tsCollection.Count; i++) {
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55 | var item = tsCollection[i];
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56 | double[] vs;
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57 | if (indices[i] == 0 && item.Data[indices[i]].Key > time) {
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58 | vs = new double[item.Data[0].Value.Length];
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59 | } else {
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60 | if (indices[i] < item.Count - 1 && item.Data[indices[i] + 1].Key == time) {
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61 | indices[i]++;
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62 | }
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63 | vs = item.Data[indices[i]].Value;
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64 | }
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65 |
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66 | foreach (var v in vs) {
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67 | if (token.IsCancellationRequested) {
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68 | return;
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69 | }
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70 | values[idx++] = v;
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71 | }
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72 | }
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73 |
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74 | lock (_locker) {
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75 | Data.Add(new KeyValuePair<double, double[]>(time, values));
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76 | }
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77 | }
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78 | _dataHeaders = dataHeaders.ToArray();
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79 | }
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80 |
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81 | public MLTimeseries(string name, object times, object data) : this() {
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82 | Name = name;
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83 |
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84 | if (!(times is double[,]) || !(data is double[,])) {
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85 | throw new ArgumentException(string.Format("Invalid datatype: times={0}, data={1}", times.GetType(), data.GetType()));
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86 | }
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87 |
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88 | var t = times as double[,];
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89 | var d = data as double[,];
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90 |
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91 | if (t.GetLength(0) != d.GetLength(0)) {
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92 | throw new ArgumentException(string.Format("Number of elements are not equal: times={0}, data={1}", t.GetLength(0), d.GetLength(0)));
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93 | }
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94 |
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95 | var valueColumns = d.GetLength(1);
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96 | _dataHeaders = new string[valueColumns];
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97 |
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98 | for (int i = 0; i < valueColumns; i++) {
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99 | _dataHeaders[i] = string.Format("{0}:{1}", Name, i);
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100 | }
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101 |
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102 | for (int i = 0; i < t.GetLength(0); i++) {
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103 | var time = t[i, 0];
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104 | var vals = new double[valueColumns];
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105 | for (int j = 0; j < valueColumns; j++) {
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106 | vals[j] = d[i, j];
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107 | }
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108 | Data.Add(new KeyValuePair<double, double[]>(time, vals));
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109 | }
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110 | }
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111 |
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112 | private MLTimeseries(IMLTimeseries original) : this() {
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113 | Name = ((TMLTimeseriesValueDT)original).Name;
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114 |
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115 | _dataHeaders = (string[])original.DataHeader.Clone();
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116 |
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117 | foreach (var entry in ((TMLTimeseriesValueDT)original).Data) {
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118 | Data.Add(new KeyValuePair<double, double[]>(entry.Key, entry.Value));
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119 | }
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120 | }
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121 | #endregion
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122 |
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123 | public string Name { get; set; }
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124 |
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125 | public IList<KeyValuePair<double, double[]>> Data { get; set; }
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126 |
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127 | public MLDatatype Datatype {
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128 | get { return MLDatatype.Timeseries; }
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129 | }
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130 |
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131 | public string[] DataHeader {
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132 | get { return _dataHeaders; }
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133 | }
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134 |
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135 | public double[] this[int idx] {
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136 | get {
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137 | var entry = Data[idx];
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138 | var values = new double[entry.Value.Length + 1];
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139 | values[0] = Data[idx].Key;
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140 | for (int i = 1; i < values.Length; i++) {
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141 | values[i] = entry.Value[i - 1];
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142 | }
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143 | return values;
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144 | }
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145 | }
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146 |
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147 | public double[] Times {
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148 | get {
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149 | return Data.Select(x => x.Key).ToArray();
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150 | }
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151 | }
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152 |
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153 | public double GetTimeAt(int idx) {
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154 | if (idx < Data.Count) {
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155 | return Data[idx].Key;
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156 | }
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157 |
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158 | return double.MaxValue;
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159 | }
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160 |
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161 | public int Count {
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162 | get {
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163 | return Data.Count;
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164 | }
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165 | }
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166 |
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167 | public double[] GetValuesByTime(double time) {
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168 | double[] value;
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169 | if (Data.Count < 0) {
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170 | value = new double[] { 0.0 };
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171 | }
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172 | value = Data.Where(x => x.Key <= time).LastOrDefault().Value;
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173 | if (value == null) {
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174 | return new double[Data[0].Value.Length];
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175 | }
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176 | return value;
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177 | }
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178 |
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179 | public IMLTimeseries ToTimeseries() {
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180 | return new MLTimeseries(this);
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181 | }
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182 | }
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183 | }
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