source: branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Views/3.3/ResultsView.cs @ 4401

#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 <http://www.gnu.org/licenses/>.
 */
#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<string> rowNames = new List<string>() { 
      "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) {
        List<string> 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<string>() { 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<string, List<IOnlineEvaluator>> trainingEvaluators =
          new Dictionary<string, List<IOnlineEvaluator>>();
        Dictionary<string, List<IOnlineEvaluator>> testEvaluators =
          new Dictionary<string, List<IOnlineEvaluator>>();
        foreach (string targetVariable in targetVariables) {
          trainingEvaluators.Add(targetVariable, new List<IOnlineEvaluator>());
          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<IOnlineEvaluator>());
          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] = evaluator.Value;
          }
          columnIndex++;
          // test
          rowIndex = 0;
          foreach (var evaluator in testEvaluators[targetVariable]) {
            matrix[rowIndex++, columnIndex] = evaluator.Value;
          }
          columnIndex++;
        }

        matrixView.Content = matrix;
      } else
        matrixView.Content = null;
    }

    private void Evaluate(int start, int end, Dictionary<string, List<IOnlineEvaluator>> evaluators) {

      for (int row = start; row < end; row++) {
        // 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<IOnlineTimeSeriesPrognosisEvaluator>()) {
            evaluator.StartNewPredictionWindow(referenceOriginalValue);
          }
        }
        List<string> targetVariables = Content.ProblemData.TargetVariables.CheckedItems.Select(x => x.Value.Value).ToList();

        int timestep = 0;
        foreach (double[] x in Content.GetPrognosis(row)) {
          int targetIndex = 0;
          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));
    }
  }
}