[4113] | 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2010 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using System.Collections.Generic;
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| 23 | using HeuristicLab.Common;
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| 24 | using HeuristicLab.Core;
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[4252] | 25 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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| 26 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Symbols;
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[4113] | 27 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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[4252] | 28 | using HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Symbolic.Symbols;
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[4113] | 29 | using HeuristicLab.Problems.DataAnalysis.Symbolic.Symbols;
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| 30 |
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| 31 | namespace HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Symbolic {
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| 32 | [StorableClass]
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| 33 | [Item("SymbolicTimeSeriesPrognosisGrammar", "Represents a grammar for time series prognosis model using all available functions.")]
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| 34 | public class SymbolicTimeSeriesPrognosisGrammar : DefaultSymbolicExpressionGrammar {
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| 35 | [Storable]
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| 36 | private int dimension;
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| 37 |
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| 38 | // for persistence
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| 39 | private SymbolicTimeSeriesPrognosisGrammar() : this(1) { }
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[5275] | 40 | [StorableConstructor]
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| 41 | protected SymbolicTimeSeriesPrognosisGrammar(bool deserializing) : base(deserializing) { }
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| 42 | protected SymbolicTimeSeriesPrognosisGrammar(SymbolicTimeSeriesPrognosisGrammar original, Cloner cloner)
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| 43 | : base(original, cloner) {
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| 44 | dimension = original.dimension;
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| 45 | }
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[4113] | 46 | public SymbolicTimeSeriesPrognosisGrammar(int dimension)
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| 47 | : base() {
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| 48 | this.dimension = dimension;
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| 49 | Initialize();
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| 50 | }
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| 51 |
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[5275] | 52 | public override IDeepCloneable Clone(Cloner cloner) {
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| 53 | return new SymbolicTimeSeriesPrognosisGrammar(this, cloner);
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| 54 | }
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| 55 |
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[4113] | 56 | private void Initialize() {
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| 57 | var add = new Addition();
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| 58 | var sub = new Subtraction();
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| 59 | var mul = new Multiplication();
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| 60 | var div = new Division();
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| 61 | var mean = new Average();
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| 62 | var sin = new Sine();
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| 63 | var cos = new Cosine();
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| 64 | var tan = new Tangent();
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| 65 | var log = new Logarithm();
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| 66 | var exp = new Exponential();
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| 67 | var @if = new IfThenElse();
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| 68 | var gt = new GreaterThan();
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| 69 | var lt = new LessThan();
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| 70 | var and = new And();
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| 71 | var or = new Or();
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| 72 | var not = new Not();
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| 73 | var constant = new Constant();
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| 74 | constant.MinValue = -20;
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| 75 | constant.MaxValue = 20;
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| 76 | var variableSymbol = new HeuristicLab.Problems.DataAnalysis.Symbolic.Symbols.Variable();
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| 77 | var laggedVariableSymbol = new HeuristicLab.Problems.DataAnalysis.Symbolic.Symbols.LaggedVariable();
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| 78 | var integralVariableSymbol = new IntegratedVariable();
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| 79 | var derivedVariableSymbol = new DerivativeVariable();
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| 80 | var movingAverageSymbol = new MovingAverage();
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| 81 |
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| 82 | var allSymbols = new List<Symbol>() { add, sub, mul, div, mean, sin, cos, tan, log, exp,
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| 83 | @if, gt, lt, and, or, not,
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| 84 | constant, variableSymbol, laggedVariableSymbol, derivedVariableSymbol, integralVariableSymbol, movingAverageSymbol};
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| 85 | var unaryFunctionSymbols = new List<Symbol>() { sin, cos, tan, log, exp, not };
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| 86 | var binaryFunctionSymbols = new List<Symbol>() { gt, lt };
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| 87 | var functionSymbols = new List<Symbol>() { add, sub, mul, div, mean, and, or };
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| 88 | var terminalSymbols = new List<Symbol>() { constant, variableSymbol, laggedVariableSymbol, derivedVariableSymbol, integralVariableSymbol, movingAverageSymbol };
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| 89 | foreach (var symb in allSymbols)
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| 90 | AddSymbol(symb);
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| 91 |
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| 92 | foreach (var funSymb in functionSymbols) {
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| 93 | SetMinSubtreeCount(funSymb, 1);
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| 94 | SetMaxSubtreeCount(funSymb, 3);
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| 95 | }
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| 96 | foreach (var funSymb in unaryFunctionSymbols) {
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| 97 | SetMinSubtreeCount(funSymb, 1);
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| 98 | SetMaxSubtreeCount(funSymb, 1);
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| 99 | }
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| 100 | foreach (var funSymb in binaryFunctionSymbols) {
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| 101 | SetMinSubtreeCount(funSymb, 2);
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| 102 | SetMaxSubtreeCount(funSymb, 2);
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| 103 | }
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| 104 |
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| 105 | SetMinSubtreeCount(@if, 3);
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| 106 | SetMaxSubtreeCount(@if, 3);
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| 107 | foreach (var terminalSymbol in terminalSymbols) {
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| 108 | SetMinSubtreeCount(terminalSymbol, 0);
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| 109 | SetMaxSubtreeCount(terminalSymbol, 0);
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| 110 | }
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| 111 |
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| 112 | SetMinSubtreeCount(StartSymbol, dimension);
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| 113 | SetMaxSubtreeCount(StartSymbol, dimension);
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| 114 |
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| 115 | // allow each symbol as child of the start symbol
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| 116 | foreach (var symb in allSymbols) {
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| 117 | for (int i = 0; i < GetMaxSubtreeCount(StartSymbol); i++)
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| 118 | SetAllowedChild(StartSymbol, symb, i);
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| 119 | }
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| 120 |
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| 121 | // allow each symbol as child of every other symbol (except for terminals that have maxSubtreeCount == 0)
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| 122 | foreach (var parent in allSymbols) {
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| 123 | for (int i = 0; i < GetMaxSubtreeCount(parent); i++)
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| 124 | foreach (var child in allSymbols) {
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| 125 | SetAllowedChild(parent, child, i);
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| 126 | }
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| 127 | }
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| 128 | }
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| 129 |
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| 130 | public void SetResultProducingBranches(int n) {
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| 131 | SetMinSubtreeCount(StartSymbol, n);
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| 132 | SetMaxSubtreeCount(StartSymbol, n);
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| 133 |
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| 134 | foreach (Symbol s in Symbols) {
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| 135 | if (s != StartSymbol)
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| 136 | for (int i = 0; i < n; i++) {
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| 137 | SetAllowedChild(StartSymbol, s, i);
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| 138 | }
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| 139 | }
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[5275] | 140 | }
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[4113] | 141 | }
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| 142 | } |
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