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source: branches/Benchmarking/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineMeanAbsolutePercentageErrorCalculator.cs @ 7000

Last change on this file since 7000 was 7000, checked in by ascheibe, 12 years ago

#1659 updated branch from trunk

File size: 3.5 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Collections.Generic;
24using HeuristicLab.Common;
25
26namespace HeuristicLab.Problems.DataAnalysis {
27  public class OnlineMeanAbsolutePercentageErrorCalculator : IOnlineCalculator {
28
29    private double sre;
30    private int n;
31    public double MeanAbsolutePercentageError {
32      get {
33        return n > 0 ? sre / n : 0.0;
34      }
35    }
36
37    public OnlineMeanAbsolutePercentageErrorCalculator() {
38      Reset();
39    }
40
41    #region IOnlineCalculator Members
42    private OnlineCalculatorError errorState;
43    public OnlineCalculatorError ErrorState {
44      get { return errorState; }
45    }
46    public double Value {
47      get { return MeanAbsolutePercentageError; }
48    }
49    public void Reset() {
50      n = 0;
51      sre = 0.0;
52      errorState = OnlineCalculatorError.InsufficientElementsAdded;
53    }
54
55    public void Add(double original, double estimated) {
56      if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
57          double.IsNaN(original) || double.IsInfinity(original) ||
58        original.IsAlmost(0.0)) {
59        errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
60      } else {
61        sre += Math.Abs((estimated - original) / original);
62        n++;
63        errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded);        // n >= 1
64      }
65    }
66
67    #endregion
68
69    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
70      IEnumerator<double> originalEnumerator = originalValues.GetEnumerator();
71      IEnumerator<double> estimatedEnumerator = estimatedValues.GetEnumerator();
72      OnlineMeanAbsolutePercentageErrorCalculator calculator = new OnlineMeanAbsolutePercentageErrorCalculator();
73
74      // always move forward both enumerators (do not use short-circuit evaluation!)
75      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
76        double original = originalEnumerator.Current;
77        double estimated = estimatedEnumerator.Current;
78        calculator.Add(original, estimated);
79        if (calculator.ErrorState != OnlineCalculatorError.None) break;
80      }
81
82      // check if both enumerators are at the end to make sure both enumerations have the same length
83      if (calculator.ErrorState == OnlineCalculatorError.None &&
84            (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
85        throw new ArgumentException("Number of elements in originalValues and second estimatedValues doesn't match.");
86      } else {
87        errorState = calculator.ErrorState;
88        return calculator.MeanAbsolutePercentageError;
89      }
90    }
91  }
92}
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