#region License Information /* HeuristicLab * Copyright (C) 2002-2010 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using System.Collections.Generic; using System.ComponentModel; using System.Drawing; using System.Data; using System.Linq; using System.Text; using System.Windows.Forms; using HeuristicLab.MainForm; using HeuristicLab.MainForm.WindowsForms; using HeuristicLab.Data.Views; using HeuristicLab.Data; using HeuristicLab.Problems.DataAnalysis.Evaluators; using HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Symbolic; namespace HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Views { [Content(typeof(SymbolicTimeSeriesPrognosisSolution), true)] [View("Time Series Prognosis Results View")] public partial class ResultsView : AsynchronousContentView { private List rowNames = new List() { "Mean squared error", "Pearson's R²", "Mean relative error", "Directional symmetry", "Weighted directional symmetry", "Theil's U" }; public ResultsView() { InitializeComponent(); } public new SymbolicTimeSeriesPrognosisSolution Content { get { return (SymbolicTimeSeriesPrognosisSolution)base.Content; } set { base.Content = value; } } protected override void RegisterContentEvents() { base.RegisterContentEvents(); Content.ModelChanged += new EventHandler(Content_ModelChanged); Content.ProblemDataChanged += new EventHandler(Content_ProblemDataChanged); Content.EstimatedValuesChanged += new EventHandler(Content_EstimatedValuesChanged); } protected override void DeregisterContentEvents() { base.DeregisterContentEvents(); Content.ModelChanged -= new EventHandler(Content_ModelChanged); Content.ProblemDataChanged -= new EventHandler(Content_ProblemDataChanged); Content.EstimatedValuesChanged -= new EventHandler(Content_EstimatedValuesChanged); } private void Content_ModelChanged(object sender, EventArgs e) { UpdateView(); } private void Content_ProblemDataChanged(object sender, EventArgs e) { UpdateView(); } private void Content_EstimatedValuesChanged(object sender, EventArgs e) { UpdateView(); } protected override void OnContentChanged() { base.OnContentChanged(); UpdateView(); } private void UpdateView() { if (Content != null) { matrixView.Content = CalculateMatrix(); } else matrixView.Content = null; } public DoubleMatrix CalculateMatrix() { List targetVariables = Content.ProblemData.TargetVariables.CheckedItems.Select(x => x.Value.Value).ToList(); DoubleMatrix matrix = new DoubleMatrix(rowNames.Count, targetVariables.Count() * 2); matrix.RowNames = rowNames; matrix.ColumnNames = targetVariables.SelectMany(x => new List() { x + " (training)", x + " (test)" }); matrix.SortableView = false; int trainingStart = Content.ProblemData.TrainingSamplesStart.Value; int trainingEnd = Content.ProblemData.TrainingSamplesEnd.Value; int testStart = Content.ProblemData.TestSamplesStart.Value; int testEnd = Content.ProblemData.TestSamplesEnd.Value; // create a list of time series evaluators for each target variable Dictionary> trainingEvaluators = new Dictionary>(); Dictionary> testEvaluators = new Dictionary>(); foreach (string targetVariable in targetVariables) { trainingEvaluators.Add(targetVariable, new List()); trainingEvaluators[targetVariable].Add(new OnlineMeanSquaredErrorEvaluator()); trainingEvaluators[targetVariable].Add(new OnlinePearsonsRSquaredEvaluator()); trainingEvaluators[targetVariable].Add(new OnlineMeanAbsolutePercentageErrorEvaluator()); trainingEvaluators[targetVariable].Add(new OnlineDirectionalSymmetryEvaluator()); trainingEvaluators[targetVariable].Add(new OnlineWeightedDirectionalSymmetryEvaluator()); trainingEvaluators[targetVariable].Add(new OnlineTheilsUStatisticEvaluator()); testEvaluators.Add(targetVariable, new List()); testEvaluators[targetVariable].Add(new OnlineMeanSquaredErrorEvaluator()); testEvaluators[targetVariable].Add(new OnlinePearsonsRSquaredEvaluator()); testEvaluators[targetVariable].Add(new OnlineMeanAbsolutePercentageErrorEvaluator()); testEvaluators[targetVariable].Add(new OnlineDirectionalSymmetryEvaluator()); testEvaluators[targetVariable].Add(new OnlineWeightedDirectionalSymmetryEvaluator()); testEvaluators[targetVariable].Add(new OnlineTheilsUStatisticEvaluator()); } Evaluate(trainingStart, trainingEnd, trainingEvaluators); Evaluate(testStart, testEnd, testEvaluators); int columnIndex = 0; foreach (string targetVariable in targetVariables) { int rowIndex = 0; // training foreach (var evaluator in trainingEvaluators[targetVariable]) { matrix[rowIndex++, columnIndex] = Math.Round(evaluator.Value, 3); } columnIndex++; // test rowIndex = 0; foreach (var evaluator in testEvaluators[targetVariable]) { matrix[rowIndex++, columnIndex] = Math.Round(evaluator.Value, 3); } columnIndex++; } return matrix; } private void Evaluate(int start, int end, Dictionary> evaluators) { for (int row = start; row < end; row++) { if (string.IsNullOrEmpty(Content.ConditionalEvaluationVariable) || Content.ProblemData.Dataset[Content.ConditionalEvaluationVariable, row] != 0) { // prepare evaluators for each target variable for a new prediction window foreach (var entry in evaluators) { double referenceOriginalValue = Content.ProblemData.Dataset[entry.Key, row - 1]; foreach (IOnlineTimeSeriesPrognosisEvaluator evaluator in entry.Value.OfType()) { evaluator.StartNewPredictionWindow(referenceOriginalValue); } } List targetVariables = Content.ProblemData.TargetVariables.CheckedItems.Select(x => x.Value.Value).ToList(); if (string.IsNullOrEmpty(Content.ConditionalEvaluationVariable) || Content.ProblemData.Dataset[Content.ConditionalEvaluationVariable, row] > 0) { int timestep = 0; foreach (double[] x in Content.GetPrognosis(row)) { int targetIndex = 0; if (row + timestep < Content.ProblemData.Dataset.Rows) { foreach (var targetVariable in targetVariables) { double originalValue = Content.ProblemData.Dataset[targetVariable, row + timestep]; double estimatedValue = x[targetIndex]; if (IsValidValue(originalValue) && IsValidValue(estimatedValue)) { foreach (IOnlineEvaluator evaluator in evaluators[targetVariable]) { evaluator.Add(originalValue, estimatedValue); } } targetIndex++; } } timestep++; } } } } } private bool IsValidValue(double d) { return !(double.IsNaN(d) || double.IsInfinity(d)); } } }