Free cookie consent management tool by TermsFeed Policy Generator

source: branches/DataPreprocessing/HeuristicLab.Problems.DataAnalysis.Transformations/3.3/ShiftStandardDistributionTransformation.cs @ 10841

Last change on this file since 10841 was 10841, checked in by tsteinre, 10 years ago
  • renamed StandardDeviationTransformation to ShiftStandardDistributionTransformation
  • renamed ShiftDataToRangeTransformation to ShiftToRangeTransformation
File size: 4.6 KB
Line 
1using System.Collections.Generic;
2using System.Linq;
3using HeuristicLab.Common;
4using HeuristicLab.Core;
5using HeuristicLab.Data;
6using HeuristicLab.Parameters;
7using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
8
9namespace HeuristicLab.Problems.DataAnalysis.Transformations {
10  [Item("ShiftStandardDistributionTransformation.cs", "f(x) = ((x - m_org) / s_org ) * s_tar + m_tar | Represents Transformation to unit standard deviation and additional linear transformation to a target Mean and Standard deviation")]
11  public class ShiftStandardDistributionTransformation : Transformation<double> {
12    protected const string OriginalMeanParameterName = "OriginalMean";
13    protected const string OriginalStandardDeviationParameterName = "OriginalStandardDeviation";
14    protected const string MeanParameterName = "Mean";
15    protected const string StandardDeviationParameterName = "StandardDeviation";
16
17    #region Parameters
18    public IValueParameter<DoubleValue> OriginalMeanParameter {
19      get { return (IValueParameter<DoubleValue>)Parameters[OriginalMeanParameterName]; }
20    }
21    public IValueParameter<DoubleValue> OriginalStandardDeviationParameter {
22      get { return (IValueParameter<DoubleValue>)Parameters[OriginalStandardDeviationParameterName]; }
23    }
24    public IValueParameter<DoubleValue> MeanParameter {
25      get { return (IValueParameter<DoubleValue>)Parameters[MeanParameterName]; }
26    }
27    public IValueParameter<DoubleValue> StandardDeviationParameter {
28      get { return (IValueParameter<DoubleValue>)Parameters[StandardDeviationParameterName]; }
29    }
30    #endregion
31
32    #region properties
33    public double OriginalMean {
34      get { return OriginalMeanParameter.Value.Value; }
35      set { OriginalMeanParameter.Value.Value = value; }
36    }
37    public double OriginalStandardDeviation {
38      get { return OriginalStandardDeviationParameter.Value.Value; }
39      set { OriginalStandardDeviationParameter.Value.Value = value; }
40    }
41    public double Mean {
42      get { return MeanParameter.Value.Value; }
43    }
44    public double StandardDeviation {
45      get { return StandardDeviationParameter.Value.Value; }
46    }
47    #endregion
48
49    [StorableConstructor]
50    protected ShiftStandardDistributionTransformation(bool deserializing) : base(deserializing) { }
51    protected ShiftStandardDistributionTransformation(Transformation<double> original, Cloner cloner)
52      : base(original, cloner) {
53    }
54    public ShiftStandardDistributionTransformation(IEnumerable<string> allowedColumns)
55      : base(allowedColumns) {
56      Parameters.Add(new ValueParameter<DoubleValue>(OriginalMeanParameterName, "m_org | Mean value of the original data's deviation.", new DoubleValue()));
57      Parameters.Add(new ValueParameter<DoubleValue>(OriginalStandardDeviationParameterName, "s_org | Standard deviation of the original data.", new DoubleValue()));
58      OriginalMeanParameter.Hidden = true;
59      OriginalStandardDeviationParameter.Hidden = true;
60      Parameters.Add(new ValueParameter<DoubleValue>(MeanParameterName, "m_tar | Mean value for the target deviation.", new DoubleValue(0.0)));
61      Parameters.Add(new ValueParameter<DoubleValue>(StandardDeviationParameterName, "s_tar | Standard deviation for the target data.", new DoubleValue(1.0)));
62    }
63
64    public override IDeepCloneable Clone(Cloner cloner) {
65      return new ShiftStandardDistributionTransformation(this, cloner);
66    }
67
68    // http://en.wikipedia.org/wiki/Standard_deviation
69    // http://www.statistics4u.info/fundstat_germ/ee_ztransform.html
70    // https://www.uni-due.de/~bm0061/vorl12.pdf p5
71    public override IEnumerable<double> Apply(IEnumerable<double> data) {
72      ConfigureParameters(data);
73      if (OriginalStandardDeviation == 0.0) {
74        foreach (var e in data) {
75          yield return e;
76        }
77        yield break;
78      }
79
80      foreach (var e in data) {
81        double unitNormalDistributedValue = (e - OriginalMean) / OriginalStandardDeviation;
82        yield return unitNormalDistributedValue * StandardDeviation + Mean;
83      }
84    }
85
86    public override bool Check(IEnumerable<double> data, out string errorMsg) {
87      ConfigureParameters(data);
88      errorMsg = "";
89      if (OriginalStandardDeviation == 0.0) {
90        errorMsg = "Standard deviaton for the original data is 0.0, Transformation cannot be applied onto these values.";
91        return false;
92      }
93      return true;
94    }
95
96    protected void ConfigureParameters(IEnumerable<double> data) {
97      OriginalStandardDeviation = data.StandardDeviation();
98      OriginalMean = data.Average();
99    }
100  }
101}
Note: See TracBrowser for help on using the repository browser.