source: branches/3057_DynamicALPS/TestProblems/oesr-alps-master/HeuristicLab.Algorithms.OESRALPS/DriftDetection/ADWIN.cs @ 17479

using HEAL.Attic;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;

namespace HeuristicLab.Algorithms.OESRALPS.DriftDetection
{
    [StorableType("714CAAE4-A88F-44A1-A2D0-92F4D8252C04")]
    public abstract class ADWIN
    {
        [Storable]
        public int MinCutSize { get; set; }
        [Storable]
        public int MinKeepSize { get; set; }
        [Storable]
        public double Delta { get; set; }

        public ADWIN() { }

        public ADWIN(double delta, int minKeepSize, int minCutSize)
        {
            Delta = delta;
            MinKeepSize = minKeepSize;
            MinCutSize = minCutSize;
        }

        public bool CheckHistogramForCut(Histogram histogram, IEnumerator<Bucket> buckets, int numCutPointsToCheck)
        {
            double keepTotal = histogram.Total;
            double keepVariance = histogram.Total;
            int keepSize = histogram.NumElements;

            double cutTotal = 0;
            double cutVariance = 0;
            int cutSize = 0;

            double bucketTotal, bucketVariance, bucketSize, bucketMean;
            int cutPointsChecked = 0;
            while (buckets.MoveNext())
            {
                cutPointsChecked++;
                bucketTotal = buckets.Current.Total;
                bucketVariance = buckets.Current.Variance;
                bucketSize = buckets.Current.NumElements;
                bucketMean = buckets.Current.Mean;

                keepTotal -= bucketTotal;
                keepVariance -= bucketVariance + keepSize * bucketSize * Math.Pow(keepTotal / keepSize - bucketMean, 2) / (keepSize + bucketSize);
                keepSize -= (int)bucketSize;

                cutTotal += bucketTotal;
                if (cutSize > 0)
                    cutVariance += bucketVariance + cutSize * bucketSize * Math.Pow(cutTotal / cutSize - bucketMean, 2) / (cutSize + bucketSize);
                cutSize += (int)bucketSize;

                if (keepSize >= MinKeepSize && cutSize >= MinCutSize && IsCutPoint(histogram, keepTotal, keepVariance, keepSize, cutTotal, cutVariance, cutSize))
                {
                    return true;
                }
                else if (keepSize < MinKeepSize)
                {
                    return false;
                }
                else if (cutPointsChecked == numCutPointsToCheck)
                {
                    return false;
                }
            }
            return false;
        }

        private bool IsCutPoint(Histogram histogram, double keepTotal, double keepVariance, int keepSize, double cutTotal, double cutVariance, int cutSize)
        {
            double absMeanDifference = Math.Abs(keepTotal / keepSize - cutTotal / cutSize);
            double dd = Math.Log(2.0 * Math.Log(histogram.NumElements) / Delta);
            double m = 1.0 / (keepSize - MinKeepSize + 3) + 1.0 / (cutSize - MinCutSize + 3);
            double epsilon = Math.Sqrt(2.0 * m * (histogram.Variance / histogram.NumElements) * dd) + 2.0 / 3.0 * dd * m;
            return absMeanDifference > epsilon;
        }

        public abstract bool Execute(ref Histogram histogram);
        public abstract void Terminate();
    }
}