#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.Collections.Generic;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Symbols;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Symbolic.Symbols;
using HeuristicLab.Problems.DataAnalysis.Symbolic.Symbols;
using System.Linq;
using System.Drawing;
using System;
using HeuristicLab.Data;
namespace HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Symbolic {
[StorableClass]
[Item("SymbolicTimeSeriesPrognosisSolution", "Represents a solution for time series prognosis.")]
public class SymbolicTimeSeriesPrognosisSolution : NamedItem, IMultiVariateDataAnalysisSolution, IStorableContent {
[Storable]
private MultiVariateDataAnalysisProblemData problemData;
[Storable]
private SymbolicTimeSeriesPrognosisModel model;
[Storable]
private int horizon;
[Storable]
private string conditionalEvaluationVariable;
[Storable]
private double[] lowerEstimationLimit;
[Storable]
private double[] upperEstimationLimit;
public string Filename { get; set; }
[StorableConstructor]
protected SymbolicTimeSeriesPrognosisSolution(bool deserializing) : base(deserializing) { }
protected SymbolicTimeSeriesPrognosisSolution(SymbolicTimeSeriesPrognosisSolution original, Cloner cloner)
: base(original, cloner) {
problemData = (MultiVariateDataAnalysisProblemData)cloner.Clone(original.problemData);
model = (SymbolicTimeSeriesPrognosisModel)cloner.Clone(original.model);
horizon = original.horizon;
conditionalEvaluationVariable = original.conditionalEvaluationVariable;
lowerEstimationLimit = (double[])original.lowerEstimationLimit.Clone();
upperEstimationLimit = (double[])original.upperEstimationLimit.Clone();
}
public SymbolicTimeSeriesPrognosisSolution() {
horizon = 1;
}
public SymbolicTimeSeriesPrognosisSolution(MultiVariateDataAnalysisProblemData problemData, SymbolicTimeSeriesPrognosisModel model, int horizon, string conditionalEvaluationVariable, double[] lowerEstimationLimit, double[] upperEstimationLimit)
: this() {
this.problemData = problemData;
this.model = model;
this.horizon = horizon;
this.conditionalEvaluationVariable = conditionalEvaluationVariable;
this.lowerEstimationLimit = (double[])lowerEstimationLimit.Clone();
this.upperEstimationLimit = (double[])upperEstimationLimit.Clone();
}
public override IDeepCloneable Clone(Cloner cloner) {
return new SymbolicTimeSeriesPrognosisSolution(this, cloner);
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
if (problemData != null)
RegisterProblemDataEvents();
}
public override Image ItemImage {
get { return HeuristicLab.Common.Resources.VS2008ImageLibrary.Function; }
}
public int Horizon {
get { return horizon; }
set {
if (value <= 0) throw new ArgumentException();
horizon = value;
}
}
public SymbolicTimeSeriesPrognosisModel Model {
get { return model; }
set {
if (model != value) {
if (value == null) throw new ArgumentNullException();
model = value;
RaiseModelChanged();
}
}
}
public string ConditionalEvaluationVariable {
get { return conditionalEvaluationVariable; }
set {
if (conditionalEvaluationVariable != value) {
conditionalEvaluationVariable = value;
RaiseEstimatedValuesChanged();
}
}
}
public double GetLowerEstimationLimit(int i) {
return lowerEstimationLimit[i];
}
public double GetUpperEstimationLimit(int i) {
return upperEstimationLimit[i];
}
public IEnumerable GetPrognosis(int t) {
return model.GetEstimatedValues(problemData, t, t + 1, horizon);
}
#region IMultiVariateDataAnalysisSolution Members
public MultiVariateDataAnalysisProblemData ProblemData {
get { return problemData; }
set {
if (problemData != value) {
if (value == null) throw new ArgumentNullException();
if (model != null && problemData != null &&
!(problemData.InputVariables
.Select(c => c.Value)
.SequenceEqual(value.InputVariables
.Select(c => c.Value)) &&
problemData.TargetVariables
.Select(c => c.Value)
.SequenceEqual(value.TargetVariables
.Select(c => c.Value)))) {
throw new ArgumentException("Could not set new problem data with different structure");
}
if (problemData != null) DeregisterProblemDataEvents();
problemData = value;
RaiseProblemDataChanged();
RegisterProblemDataEvents();
}
}
}
IMultiVariateDataAnalysisModel IMultiVariateDataAnalysisSolution.Model {
get { return model; }
}
public IEnumerable EstimatedValues {
get {
return ApplyEstimationLimits(model.GetEstimatedValues(problemData, 0, problemData.Dataset.Rows));
}
}
public IEnumerable EstimatedTrainingValues {
get {
return ApplyEstimationLimits(model.GetEstimatedValues(problemData, problemData.TrainingSamplesStart.Value, problemData.TrainingSamplesEnd.Value));
}
}
public IEnumerable EstimatedTestValues {
get {
return ApplyEstimationLimits(model.GetEstimatedValues(problemData, problemData.TestSamplesStart.Value, problemData.TestSamplesEnd.Value));
}
}
#endregion
#region Events
protected virtual void RegisterProblemDataEvents() {
ProblemData.ProblemDataChanged += new EventHandler(ProblemData_Changed);
}
protected virtual void DeregisterProblemDataEvents() {
ProblemData.ProblemDataChanged += new EventHandler(ProblemData_Changed);
}
private void ProblemData_Changed(object sender, EventArgs e) {
RaiseProblemDataChanged();
}
public event EventHandler ProblemDataChanged;
protected virtual void RaiseProblemDataChanged() {
var listeners = ProblemDataChanged;
if (listeners != null)
listeners(this, EventArgs.Empty);
}
public event EventHandler ModelChanged;
protected virtual void RaiseModelChanged() {
EventHandler handler = ModelChanged;
if (handler != null)
handler(this, EventArgs.Empty);
}
public event EventHandler EstimatedValuesChanged;
protected virtual void RaiseEstimatedValuesChanged() {
var listeners = EstimatedValuesChanged;
if (listeners != null)
listeners(this, EventArgs.Empty);
}
#endregion
private IEnumerable ApplyEstimationLimits(IEnumerable values) {
foreach (var xs in values) {
for (int i = 0; i < xs.Length; i++) {
if (double.IsNaN(xs[i])) {
xs[i] = (upperEstimationLimit[i] - lowerEstimationLimit[i]) / 2.0 + lowerEstimationLimit[i];
} else {
xs[i] = Math.Max(lowerEstimationLimit[i], Math.Min(upperEstimationLimit[i], xs[i]));
}
}
yield return xs;
}
}
}
}