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source: branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Grammars/TypeCoherentExpressionGrammar.cs @ 8477

Last change on this file since 8477 was 8477, checked in by mkommend, 12 years ago

#1081:

  • Added autoregressive target variable Symbol
  • Merged trunk changes into the branch.
File size: 11.6 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System.Collections.Generic;
23using System.Linq;
24using HeuristicLab.Common;
25using HeuristicLab.Core;
26using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
27using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
28namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
29  [StorableClass]
30  [Item("TypeCoherentExpressionGrammar", "Represents a grammar for functional expressions in which special syntactic constraints are enforced so that boolean and real-valued expressions are not mixed.")]
31  public class TypeCoherentExpressionGrammar : SymbolicExpressionGrammar, ISymbolicDataAnalysisGrammar {
32    private const string ArithmeticFunctionsName = "Arithmetic Functions";
33    private const string TrigonometricFunctionsName = "Trigonometric Functions";
34    private const string ExponentialFunctionsName = "Exponential and Logarithmic Functions";
35    private const string RealValuedSymbolsName = "Real Valued Symbols";
36    private const string TerminalsName = "Terminals";
37    private const string PowerFunctionsName = "Power Functions";
38    private const string ConditionsName = "Conditions";
39    private const string ComparisonsName = "Comparisons";
40    private const string BooleanOperatorsName = "Boolean Operators";
41    private const string ConditionalSymbolsName = "ConditionalSymbols";
42    private const string SpecialFunctionsName = "Special Functions";
43    private const string TimeSeriesSymbolsName = "Time Series Symbols";
44
45    [StorableConstructor]
46    protected TypeCoherentExpressionGrammar(bool deserializing) : base(deserializing) { }
47    protected TypeCoherentExpressionGrammar(TypeCoherentExpressionGrammar original, Cloner cloner) : base(original, cloner) { }
48    public TypeCoherentExpressionGrammar()
49      : base(ItemAttribute.GetName(typeof(TypeCoherentExpressionGrammar)), ItemAttribute.GetDescription(typeof(TypeCoherentExpressionGrammar))) {
50      Initialize();
51    }
52    public override IDeepCloneable Clone(Cloner cloner) {
53      return new TypeCoherentExpressionGrammar(this, cloner);
54    }
55
56    private void Initialize() {
57      #region symbol declaration
58      var add = new Addition();
59      var sub = new Subtraction();
60      var mul = new Multiplication();
61      var div = new Division();
62      var mean = new Average();
63      var sin = new Sine();
64      var cos = new Cosine();
65      var tan = new Tangent();
66      var log = new Logarithm();
67      var pow = new Power();
68      var square = new Square();
69      var root = new Root();
70      var sqrt = new SquareRoot();
71      var exp = new Exponential();
72
73      var airyA = new AiryA();
74      var airyB = new AiryB();
75      var bessel = new Bessel();
76      var cosineIntegral = new CosineIntegral();
77      var dawson = new Dawson();
78      var erf = new Erf();
79      var expIntegralEi = new ExponentialIntegralEi();
80      var fresnelCosineIntegral = new FresnelCosineIntegral();
81      var fresnelSineIntegral = new FresnelSineIntegral();
82      var gamma = new Gamma();
83      var hypCosineIntegral = new HyperbolicCosineIntegral();
84      var hypSineIntegral = new HyperbolicSineIntegral();
85      var norm = new Norm();
86      var psi = new Psi();
87      var sineIntegral = new SineIntegral();
88
89      var @if = new IfThenElse();
90      var gt = new GreaterThan();
91      var lt = new LessThan();
92      var and = new And();
93      var or = new Or();
94      var not = new Not();
95      var variableCondition = new VariableCondition();
96
97      var timeLag = new TimeLag();
98      var integral = new Integral();
99      var derivative = new Derivative();
100
101      var constant = new Constant();
102      constant.MinValue = -20;
103      constant.MaxValue = 20;
104      var variableSymbol = new Variable();
105      var laggedVariable = new LaggedVariable();
106      var autoregressiveVariable = new AutoregressiveTargetVariable();
107      #endregion
108
109      #region group symbol declaration
110      var arithmeticSymbols = new GroupSymbol(ArithmeticFunctionsName, new List<ISymbol>() { add, sub, mul, div, mean });
111      var trigonometricSymbols = new GroupSymbol(TrigonometricFunctionsName, new List<ISymbol>() { sin, cos, tan });
112      var exponentialAndLogarithmicSymbols = new GroupSymbol(ExponentialFunctionsName, new List<ISymbol> { exp, log });
113      var specialFunctions = new GroupSymbol(SpecialFunctionsName, new List<ISymbol> { airyA, airyB, bessel, cosineIntegral, dawson, erf, expIntegralEi,
114        fresnelCosineIntegral,fresnelSineIntegral,gamma,hypCosineIntegral,hypSineIntegral,norm, psi, sineIntegral});
115      var terminalSymbols = new GroupSymbol(TerminalsName, new List<ISymbol> { constant, variableSymbol });
116      var realValuedSymbols = new GroupSymbol(RealValuedSymbolsName, new List<ISymbol>() { arithmeticSymbols, trigonometricSymbols, exponentialAndLogarithmicSymbols, specialFunctions, terminalSymbols });
117
118      var powerSymbols = new GroupSymbol(PowerFunctionsName, new List<ISymbol> { square, pow, sqrt, root });
119
120      var conditionSymbols = new GroupSymbol(ConditionsName, new List<ISymbol> { @if, variableCondition });
121      var comparisonSymbols = new GroupSymbol(ComparisonsName, new List<ISymbol> { gt, lt });
122      var booleanOperationSymbols = new GroupSymbol(BooleanOperatorsName, new List<ISymbol> { and, or, not });
123      var conditionalSymbols = new GroupSymbol(ConditionalSymbolsName, new List<ISymbol> { conditionSymbols, comparisonSymbols, booleanOperationSymbols });
124
125      var timeSeriesSymbols = new GroupSymbol(TimeSeriesSymbolsName, new List<ISymbol> { timeLag, integral, derivative, laggedVariable, autoregressiveVariable });
126      #endregion
127
128      AddSymbol(realValuedSymbols);
129      AddSymbol(powerSymbols);
130      AddSymbol(conditionalSymbols);
131      AddSymbol(timeSeriesSymbols);
132
133      #region subtree count configuration
134      SetSubtreeCount(arithmeticSymbols, 2, 2);
135      SetSubtreeCount(trigonometricSymbols, 1, 1);
136      SetSubtreeCount(pow, 2, 2);
137      SetSubtreeCount(root, 2, 2);
138      SetSubtreeCount(square, 1, 1);
139      SetSubtreeCount(sqrt, 1, 1);
140      SetSubtreeCount(exponentialAndLogarithmicSymbols, 1, 1);
141      SetSubtreeCount(specialFunctions, 1, 1);
142      SetSubtreeCount(terminalSymbols, 0, 0);
143
144      SetSubtreeCount(@if, 3, 3);
145      SetSubtreeCount(variableCondition, 2, 2);
146      SetSubtreeCount(comparisonSymbols, 2, 2);
147      SetSubtreeCount(and, 2, 2);
148      SetSubtreeCount(or, 2, 2);
149      SetSubtreeCount(not, 1, 1);
150
151      SetSubtreeCount(timeLag, 1, 1);
152      SetSubtreeCount(integral, 1, 1);
153      SetSubtreeCount(derivative, 1, 1);
154      SetSubtreeCount(laggedVariable, 0, 0);
155      SetSubtreeCount(autoregressiveVariable, 0, 0);
156      #endregion
157
158      #region allowed child symbols configuration
159      AddAllowedChildSymbol(StartSymbol, realValuedSymbols);
160      AddAllowedChildSymbol(DefunSymbol, realValuedSymbols);
161
162      AddAllowedChildSymbol(realValuedSymbols, realValuedSymbols);
163      AddAllowedChildSymbol(realValuedSymbols, powerSymbols);
164      AddAllowedChildSymbol(realValuedSymbols, conditionSymbols);
165      AddAllowedChildSymbol(realValuedSymbols, timeSeriesSymbols);
166      AddAllowedChildSymbol(realValuedSymbols, specialFunctions);
167
168      AddAllowedChildSymbol(powerSymbols, variableSymbol, 0);
169      AddAllowedChildSymbol(powerSymbols, laggedVariable, 0);
170      AddAllowedChildSymbol(powerSymbols, constant, 1);
171      AddAllowedChildSymbol(square, realValuedSymbols, 0);
172      AddAllowedChildSymbol(sqrt, realValuedSymbols, 0);
173
174      AddAllowedChildSymbol(@if, comparisonSymbols, 0);
175      AddAllowedChildSymbol(@if, booleanOperationSymbols, 0);
176      AddAllowedChildSymbol(@if, conditionSymbols, 1);
177      AddAllowedChildSymbol(@if, realValuedSymbols, 1);
178      AddAllowedChildSymbol(@if, powerSymbols, 1);
179      AddAllowedChildSymbol(@if, timeSeriesSymbols, 1);
180      AddAllowedChildSymbol(@if, conditionSymbols, 2);
181      AddAllowedChildSymbol(@if, realValuedSymbols, 2);
182      AddAllowedChildSymbol(@if, powerSymbols, 2);
183      AddAllowedChildSymbol(@if, timeSeriesSymbols, 2);
184
185      AddAllowedChildSymbol(booleanOperationSymbols, comparisonSymbols);
186      AddAllowedChildSymbol(comparisonSymbols, realValuedSymbols);
187      AddAllowedChildSymbol(comparisonSymbols, powerSymbols);
188      AddAllowedChildSymbol(comparisonSymbols, conditionSymbols);
189      AddAllowedChildSymbol(comparisonSymbols, timeSeriesSymbols);
190
191      AddAllowedChildSymbol(variableCondition, realValuedSymbols);
192      AddAllowedChildSymbol(variableCondition, powerSymbols);
193      AddAllowedChildSymbol(variableCondition, conditionSymbols);
194      AddAllowedChildSymbol(variableCondition, timeSeriesSymbols);
195
196
197      AddAllowedChildSymbol(timeLag, realValuedSymbols);
198      AddAllowedChildSymbol(timeLag, powerSymbols);
199      AddAllowedChildSymbol(timeLag, conditionSymbols);
200
201      AddAllowedChildSymbol(integral, realValuedSymbols);
202      AddAllowedChildSymbol(integral, powerSymbols);
203      AddAllowedChildSymbol(integral, conditionSymbols);
204
205      AddAllowedChildSymbol(derivative, realValuedSymbols);
206      AddAllowedChildSymbol(derivative, powerSymbols);
207      AddAllowedChildSymbol(derivative, conditionSymbols);
208      #endregion
209    }
210
211    public void ConfigureAsDefaultRegressionGrammar() {
212      Symbols.First(s => s is Average).Enabled = false;
213      Symbols.First(s => s.Name == TrigonometricFunctionsName).Enabled = false;
214      Symbols.First(s => s.Name == PowerFunctionsName).Enabled = false;
215      Symbols.First(s => s.Name == SpecialFunctionsName).Enabled = false;
216      Symbols.First(s => s.Name == ConditionalSymbolsName).Enabled = false;
217      Symbols.First(s => s.Name == TimeSeriesSymbolsName).Enabled = false;
218    }
219
220    public void ConfigureAsDefaultClassificationGrammar() {
221      Symbols.First(s => s is Average).Enabled = false;
222      Symbols.First(s => s is VariableCondition).Enabled = false;
223      Symbols.First(s => s.Name == TrigonometricFunctionsName).Enabled = false;
224      Symbols.First(s => s.Name == ExponentialFunctionsName).Enabled = false;
225      Symbols.First(s => s.Name == SpecialFunctionsName).Enabled = false;
226      Symbols.First(s => s.Name == PowerFunctionsName).Enabled = false;
227      Symbols.First(s => s.Name == TimeSeriesSymbolsName).Enabled = false;
228    }
229
230    public void ConfigureAsDefaultTimeSeriesPrognosisGrammar() {
231      Symbols.First(s => s is Average).Enabled = false;
232      Symbols.First(s => s.Name == TrigonometricFunctionsName).Enabled = false;
233      Symbols.First(s => s.Name == PowerFunctionsName).Enabled = false;
234      Symbols.First(s => s.Name == ConditionalSymbolsName).Enabled = false;
235      Symbols.First(s => s.Name == SpecialFunctionsName).Enabled = false;
236
237      Symbols.First(s => s.Name == TimeSeriesSymbolsName).Enabled = true;
238      Symbols.First(s => s is Derivative).Enabled = false;
239      Symbols.First(s => s is Integral).Enabled = false;
240      Symbols.First(s => s is TimeLag).Enabled = false;
241    }
242  }
243}
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