#region License Information /* HeuristicLab * Copyright (C) 2002-2013 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.Linq; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Problems.DataAnalysis { [StorableClass] [Item("TimeSeriesPrognosisProblemData", "Represents an item containing all data defining a time series prognosis problem.")] public class TimeSeriesPrognosisProblemData : RegressionProblemData, ITimeSeriesPrognosisProblemData { #region default data private static double[,] mackey_glass_17 = new double[,] { {9.0000000e-01}, {9.0000000e-01}, {9.0000000e-01}, {9.4136145e-01}, {1.1188041e+00}, {1.2161867e+00}, {1.2476827e+00}, {1.0067861e+00}, {7.1297054e-01}, {5.0349420e-01}, {5.8392542e-01}, {9.4327347e-01}, {1.0178784e+00}, {1.0346794e+00}, {1.1640420e+00}, {1.0670009e+00}, {1.0026658e+00}, {7.7000347e-01}, {7.0782984e-01}, {7.9370192e-01}, {1.0558440e+00}, {1.2000510e+00}, {1.2998549e+00}, {1.1857500e+00}, {8.4250325e-01}, {5.5885374e-01}, {4.2572016e-01}, {7.5043060e-01}, {9.7291951e-01}, {9.3785503e-01}, {1.0653587e+00}, {1.1355961e+00}, {1.1533842e+00}, {1.0678134e+00}, {8.1349649e-01}, {6.6246660e-01}, {6.2210481e-01}, {9.3890430e-01}, {1.1287058e+00}, {1.1699535e+00}, {1.2412759e+00}, {9.8090748e-01}, {7.3311051e-01}, {5.2596003e-01}, {6.3134850e-01}, {9.7849655e-01}, {1.0578901e+00}, {1.0888001e+00}, {1.1681297e+00}, {9.9896471e-01}, {8.7928027e-01}, {6.6864116e-01}, {7.3694626e-01}, {9.7850487e-01}, {1.1571565e+00}, {1.2440406e+00}, {1.2532851e+00}, {9.3967388e-01}, {6.5403177e-01}, {4.5549437e-01}, {6.4110939e-01}, {9.6727507e-01}, {9.8419122e-01}, {1.0332443e+00}, {1.1440570e+00}, {1.0922307e+00}, {1.0485820e+00}, {8.0447560e-01}, {7.1465526e-01}, {7.1296010e-01}, {9.9300973e-01}, {1.1766813e+00}, {1.2618288e+00}, {1.2517022e+00}, {9.2078170e-01}, {6.2369710e-01}, {4.3562308e-01}, {6.4988558e-01}, {9.5895791e-01}, {9.5866122e-01}, {1.0183775e+00}, {1.1415533e+00}, {1.1289579e+00}, {1.1022163e+00}, {8.4414928e-01}, {6.9891813e-01}, {6.2493643e-01}, {9.0049230e-01}, {1.1246569e+00}, {1.1850486e+00}, {1.2646400e+00}, {1.0193893e+00}, {7.3830722e-01}, {5.1921750e-01}, {5.6836076e-01}, {9.3609361e-01}, {1.0324202e+00}, {1.0360676e+00}, {1.1675966e+00}, {1.0504944e+00}, {9.8129158e-01}, {7.5798016e-01}, {7.1660079e-01}, {8.3950658e-01}, {1.0870027e+00}, {1.2170776e+00}, {1.3123779e+00}, {1.1361782e+00}, {7.9337369e-01}, {5.2230472e-01}, {4.3857925e-01}, {8.0873950e-01}, {9.7422631e-01}, {9.3291515e-01}, {1.0947530e+00}, {1.1335086e+00}, {1.1645714e+00}, {1.0315895e+00}, {7.9058261e-01}, {6.3878936e-01}, {6.4385427e-01}, {9.7290237e-01}, {1.1330941e+00}, {1.1738960e+00}, {1.2210669e+00}, {9.4813374e-01}, {7.1548595e-01}, {5.2046031e-01}, {6.8100333e-01}, {1.0072944e+00}, {1.0641199e+00}, {1.1194312e+00}, {1.1522817e+00}, {9.7118023e-01}, {8.2966445e-01}, {6.3876024e-01}, {7.6770138e-01}, {1.0325752e+00}, {1.1660632e+00}, {1.2543878e+00}, {1.1956003e+00}, {8.7571542e-01}, {6.1252082e-01}, {4.5699619e-01}, {7.4030148e-01}, {1.0017485e+00}, {9.8958385e-01}, {1.0949833e+00}, {1.1249612e+00}, {1.0658962e+00}, {9.5636335e-01}, {7.4498806e-01}, {7.2563393e-01}, {8.3530455e-01}, {1.0977307e+00}, {1.2314926e+00}, {1.3167422e+00}, {1.1172604e+00}, {7.6900341e-01}, {5.0549771e-01}, {4.4450990e-01}, {8.2808038e-01}, {9.6930396e-01}, {9.2772189e-01}, {1.1010458e+00}, {1.1366939e+00}, {1.1770457e+00}, {1.0282839e+00}, {7.8657093e-01}, {6.2340354e-01}, {6.3476140e-01}, {9.6941037e-01}, {1.1224823e+00}, {1.1576217e+00}, {1.2147442e+00}, {9.5631199e-01}, {7.3947874e-01}, {5.4187646e-01}, {6.8681641e-01}, {1.0131445e+00}, {1.0865854e+00}, {1.1414849e+00}, {1.1594630e+00}, {9.4411600e-01}, {7.7794034e-01}, {5.9741518e-01}, {7.7225037e-01}, {1.0587360e+00}, {1.1485933e+00}, {1.2344562e+00}, {1.1458853e+00}, {8.5415118e-01}, {6.2127481e-01}, {4.9756097e-01}, {8.0931406e-01}, {1.0430891e+00}, {1.0367506e+00}, {1.1608048e+00}, {1.0902522e+00}, {9.6945804e-01}, {7.9607346e-01}, {6.7035674e-01}, {8.2493000e-01}, {1.0685565e+00}, {1.1912458e+00}, {1.2916937e+00}, {1.1585237e+00}, {8.2653804e-01}, {5.5624667e-01}, {4.4364773e-01}, {7.8679896e-01}, {9.8947432e-01}, {9.5587476e-01}, {1.0976735e+00}, {1.1247419e+00}, {1.1220470e+00}, {9.9754667e-01}, {7.7406653e-01}, {6.7630712e-01}, {7.2445263e-01}, {1.0303591e+00}, {1.1801427e+00}, {1.2506686e+00}, {1.1989987e+00}, {8.7114663e-01}, {6.0602798e-01}, {4.5163741e-01}, {7.3553573e-01}, {9.9456302e-01}, {9.8098646e-01}, {1.0857031e+00}, {1.1289641e+00}, {1.0828069e+00}, {9.8224963e-01}, {7.5966277e-01}, {7.1111527e-01}, {7.8645769e-01}, {1.0673541e+00}, {1.2116816e+00}, {1.2990734e+00}, {1.1657704e+00}, {8.1779454e-01}, {5.4428063e-01}, {4.3047549e-01}, {7.7832590e-01}, {9.7551443e-01}, {9.3705618e-01}, {1.0807206e+00}, {1.1339189e+00}, {1.1551319e+00}, {1.0473610e+00}, {8.0021464e-01}, {6.5377513e-01}, {6.3810292e-01}, {9.6140773e-01}, {1.1354401e+00}, {1.1782311e+00}, {1.2323246e+00}, {9.5811452e-01}, {7.1400985e-01}, {5.1434848e-01}, {6.5876782e-01}, {9.9374878e-01}, {1.0532057e+00}, {1.0987291e+00}, {1.1569941e+00}, {9.9327584e-01}, {8.7055783e-01}, {6.6607204e-01}, {7.5154249e-01}, {9.9147904e-01}, {1.1618652e+00}, {1.2531013e+00}, {1.2445235e+00}, {9.2459418e-01}, {6.3924685e-01}, {4.4899067e-01}, {6.5946924e-01}, {9.7165260e-01}, {9.7791817e-01}, {1.0391898e+00}, {1.1412631e+00}, {1.0983393e+00}, {1.0493420e+00}, {8.0399406e-01}, {7.0992449e-01}, {7.0350356e-01}, {9.8952236e-01}, {1.1734521e+00}, {1.2538876e+00}, {1.2508500e+00}, {9.2423636e-01}, {6.3070030e-01}, {4.4136962e-01}, {6.4946966e-01}, {9.6197955e-01}, {9.6606332e-01}, {1.0237953e+00}, {1.1421522e+00}, {1.1183774e+00}, {1.0857179e+00}, {8.3157725e-01}, {7.0250588e-01}, {6.4917325e-01}, {9.2959329e-01}, {1.1407976e+00}, {1.2080261e+00}, {1.2684960e+00}, {9.9122930e-01}, {7.0220017e-01}, {4.8816416e-01}, {5.8586111e-01}, {9.4668329e-01}, {1.0087590e+00}, {1.0232927e+00}, {1.1559444e+00}, {1.0720927e+00}, {1.0286336e+00}, {7.9460252e-01}, {7.2093651e-01}, {7.6292167e-01}, {1.0248985e+00}, {1.1929944e+00}, {1.2920208e+00}, {1.2293181e+00}, {8.8290244e-01}, {5.8527613e-01}, {4.1855360e-01}, {6.9074767e-01}, {9.5977708e-01}, {9.3601019e-01}, {1.0268467e+00}, {1.1397909e+00}, {1.1581327e+00}, {1.1205956e+00}, {8.5280669e-01}, {6.7763483e-01}, {5.7983286e-01}, {8.6429914e-01}, {1.0976939e+00}, {1.1367408e+00}, {1.2374931e+00}, {1.0493382e+00}, {8.0588138e-01}, {5.9127581e-01}, {5.7929225e-01}, {9.2472931e-01}, {1.0849831e+00}, {1.0943246e+00}, {1.2041235e+00}, {1.0091917e+00}, {8.4987188e-01}, {6.3876182e-01}, {6.7747918e-01}, {9.7202288e-01}, {1.1405471e+00}, {1.1943368e+00}, {1.2338428e+00}, {9.4462558e-01}, {6.9738430e-01}, {4.9856007e-01}, {6.6823589e-01}, {9.9611375e-01}, {1.0393748e+00}, {1.0920087e+00}, {1.1489492e+00}, {1.0066576e+00}, {8.9589007e-01}, {6.8845995e-01}, 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{5.9002711e-01}, {5.8533894e-01}, {9.3051649e-01}, {1.0871279e+00}, {1.0984983e+00}, {1.2044155e+00}, {1.0039892e+00}, {8.4210523e-01}, {6.3124655e-01}, {6.8055115e-01}, {9.7935183e-01}, {1.1399170e+00}, {1.1935307e+00}, {1.2269029e+00}, {9.3758049e-01}, {6.9527243e-01}, {5.0033084e-01}, {6.8171448e-01}, {1.0034848e+00}, {1.0435853e+00}, {1.1027381e+00}, {1.1454200e+00}, {9.9636446e-01}, {8.7575610e-01}, {6.7572455e-01}, {7.6161436e-01}, {9.8751885e-01}, {1.1634852e+00}, {1.2613366e+00}, {1.2527158e+00}, {9.3041078e-01}, {6.3648886e-01}, {4.4289908e-01}, {6.4543043e-01}, {9.6271252e-01}, {9.6856037e-01}, {1.0237816e+00}, {1.1419384e+00}, {1.1143808e+00}, {1.0817980e+00}, {8.2952128e-01}, {7.0565231e-01}, {6.5745758e-01}, {9.3688510e-01}, {1.1457239e+00}, {1.2160319e+00}, {1.2696485e+00}, {9.8373294e-01}, {6.9141844e-01}, {4.7910268e-01}, {5.8995166e-01}, {9.4754885e-01}, {1.0004197e+00}, {1.0182334e+00}, {1.1527974e+00}, {1.0815601e+00}, {1.0462772e+00}, {8.0856012e-01}, 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{7.8886291e-01}, {1.0750322e+00}, {1.1971741e+00}, {1.2770426e+00}, {1.1387571e+00}, {8.0837143e-01}, {5.5509702e-01}, {4.5955065e-01}, {8.1398530e-01}, {1.0008314e+00}, {9.7057086e-01}, {1.1195985e+00}, {1.1149111e+00}, {1.0957539e+00}, {9.4451157e-01}, {7.4819097e-01}, {6.9474604e-01}, {8.1250200e-01}, {1.0876804e+00}, {1.2158509e+00}, {1.2988266e+00}, {1.1270851e+00}, {7.8595861e-01}, {5.2690470e-01}, {4.5032342e-01}, {8.2266007e-01}, {9.8371303e-01}, {9.4630598e-01}, {1.1090276e+00}}; private static readonly Dataset defaultDataset; private static readonly IEnumerable defaultAllowedInputVariables; private static readonly string defaultTargetVariable; static TimeSeriesPrognosisProblemData() { defaultDataset = new Dataset(new string[] { "x" }, mackey_glass_17); defaultDataset.Name = "Mackey-Glass (t=17) Time Series Benchmark Dataset"; defaultAllowedInputVariables = Enumerable.Empty(); defaultTargetVariable = "x"; } #endregion private const string TrainingHorizonParameterName = "Training Horizon"; private const string TestHorizonParameterName = "Test Horizon"; public IFixedValueParameter TrainingHorizonParameter { get { return (IFixedValueParameter)Parameters[TrainingHorizonParameterName]; } } public IFixedValueParameter TestHorizonParameter { get { return (IFixedValueParameter)Parameters[TestHorizonParameterName]; } } #region Properties public int TrainingHorizon { get { return TrainingHorizonParameter.Value.Value; } set { TrainingHorizonParameter.Value.Value = value; } } public int TestHorizon { get { return TestHorizonParameter.Value.Value; } set { TestHorizonParameter.Value.Value = value; } } #endregion [StorableConstructor] protected TimeSeriesPrognosisProblemData(bool deserializing) : base(deserializing) { } protected TimeSeriesPrognosisProblemData(TimeSeriesPrognosisProblemData original, Cloner cloner) : base(original, cloner) { } public override IDeepCloneable Clone(Cloner cloner) { return new TimeSeriesPrognosisProblemData(this, cloner); } public TimeSeriesPrognosisProblemData() : this(defaultDataset, defaultAllowedInputVariables, defaultTargetVariable) { TrainingPartition.Start = 50; } public TimeSeriesPrognosisProblemData(Dataset dataset, IEnumerable allowedInputVariables, string targetVariable, IEnumerable transformations = null) : base(dataset, allowedInputVariables, targetVariable, transformations ?? Enumerable.Empty()) { Parameters.Add(new FixedValueParameter(TrainingHorizonParameterName, "Specifies the horizon (how far the prognosis reaches in the future) for each training sample.", new IntValue(1))); Parameters.Add(new FixedValueParameter(TestHorizonParameterName, "Specifies the horizon (how far the prognosis reaches in the future) for each test sample.", new IntValue(1))); TrainingHorizonParameter.Hidden = true; TestHorizonParameter.Hidden = true; TrainingPartition.Start = Math.Min((int)(TrainingPartition.Size * 0.2), 50); RegisterParameterEventHandlers(); } public TimeSeriesPrognosisProblemData(ITimeSeriesPrognosisProblemData timeseriesProblemData) : this(timeseriesProblemData.Dataset, timeseriesProblemData.AllowedInputVariables, timeseriesProblemData.TargetVariable) { TrainingPartition.Start = timeseriesProblemData.TrainingPartition.Start; TrainingPartition.End = timeseriesProblemData.TrainingPartition.End; TestPartition.Start = timeseriesProblemData.TestPartition.Start; TestPartition.End = timeseriesProblemData.TestPartition.End; TrainingHorizon = timeseriesProblemData.TrainingHorizon; TestHorizon = timeseriesProblemData.TestHorizon; } [StorableHook(HookType.AfterDeserialization)] private void AfterDeserialization() { RegisterParameterEventHandlers(); } private void RegisterParameterEventHandlers() { TrainingHorizonParameter.Value.ValueChanged += new System.EventHandler(Parameter_ValueChanged); TestHorizonParameter.Value.ValueChanged += new System.EventHandler(Parameter_ValueChanged); } private void Parameter_ValueChanged(object sender, EventArgs e) { OnChanged(); } protected override bool IsProblemDataCompatible(IDataAnalysisProblemData problemData, out string errorMessage) { if (problemData == null) throw new ArgumentNullException("problemData", "The provided problemData is null."); ITimeSeriesPrognosisProblemData timeseriesProblemData = problemData as ITimeSeriesPrognosisProblemData; if (timeseriesProblemData == null) throw new ArgumentException("The problem data is not a time-series problem data. Instead a " + problemData.GetType().GetPrettyName() + " was provided.", "problemData"); var returnValue = base.IsProblemDataCompatible(problemData, out errorMessage); //check targetVariable if (problemData.InputVariables.All(var => var.Value != TargetVariable)) { errorMessage = string.Format("The target variable {0} is not present in the new problem data.", TargetVariable) + Environment.NewLine + errorMessage; return false; } return returnValue; } public override void AdjustProblemDataProperties(IDataAnalysisProblemData problemData) { TimeSeriesPrognosisProblemData timeSeriesProblemData = problemData as TimeSeriesPrognosisProblemData; if (timeSeriesProblemData == null) throw new ArgumentException("The problem data is not a timeseries problem data. Instead a " + problemData.GetType().GetPrettyName() + " was provided.", "problemData"); var trainingDataStart = TrainingIndices.First(); base.AdjustProblemDataProperties(problemData); TestPartition.Start = trainingDataStart; TrainingHorizon = timeSeriesProblemData.TrainingHorizon; TestHorizon = timeSeriesProblemData.TestHorizon; } } }