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source: branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/TimeSeriesPrognosisProblemData.cs @ 8459

Last change on this file since 8459 was 8459, checked in by mkommend, 12 years ago

#1081: Code clean up in time series prognosis model and problem data.

File size: 30.1 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2011 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;
23using System.Collections.Generic;
24using System.Linq;
25using HeuristicLab.Common;
26using HeuristicLab.Core;
27using HeuristicLab.Data;
28using HeuristicLab.Parameters;
29using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
30
31namespace HeuristicLab.Problems.DataAnalysis {
32  [StorableClass]
33  [Item("TimeSeriesPrognosisProblemData", "Represents an item containing all data defining a time series prognosis problem.")]
34  public class TimeSeriesPrognosisProblemData : DataAnalysisProblemData, ITimeSeriesPrognosisProblemData {
35    protected const string TargetVariableParameterName = "TargetVariable";
36
37    #region default data
38    private static double[,] mackey_glass_17 = new double[,] {
39{9.0000000e-01},
40{9.0000000e-01},
41{9.0000000e-01},
42{9.4136145e-01},
43{1.1188041e+00},
44{1.2161867e+00},
45{1.2476827e+00},
46{1.0067861e+00},
47{7.1297054e-01},
48{5.0349420e-01},
49{5.8392542e-01},
50{9.4327347e-01},
51{1.0178784e+00},
52{1.0346794e+00},
53{1.1640420e+00},
54{1.0670009e+00},
55{1.0026658e+00},
56{7.7000347e-01},
57{7.0782984e-01},
58{7.9370192e-01},
59{1.0558440e+00},
60{1.2000510e+00},
61{1.2998549e+00},
62{1.1857500e+00},
63{8.4250325e-01},
64{5.5885374e-01},
65{4.2572016e-01},
66{7.5043060e-01},
67{9.7291951e-01},
68{9.3785503e-01},
69{1.0653587e+00},
70{1.1355961e+00},
71{1.1533842e+00},
72{1.0678134e+00},
73{8.1349649e-01},
74{6.6246660e-01},
75{6.2210481e-01},
76{9.3890430e-01},
77{1.1287058e+00},
78{1.1699535e+00},
79{1.2412759e+00},
80{9.8090748e-01},
81{7.3311051e-01},
82{5.2596003e-01},
83{6.3134850e-01},
84{9.7849655e-01},
85{1.0578901e+00},
86{1.0888001e+00},
87{1.1681297e+00},
88{9.9896471e-01},
89{8.7928027e-01},
90{6.6864116e-01},
91{7.3694626e-01},
92{9.7850487e-01},
93{1.1571565e+00},
94{1.2440406e+00},
95{1.2532851e+00},
96{9.3967388e-01},
97{6.5403177e-01},
98{4.5549437e-01},
99{6.4110939e-01},
100{9.6727507e-01},
101{9.8419122e-01},
102{1.0332443e+00},
103{1.1440570e+00},
104{1.0922307e+00},
105{1.0485820e+00},
106{8.0447560e-01},
107{7.1465526e-01},
108{7.1296010e-01},
109{9.9300973e-01},
110{1.1766813e+00},
111{1.2618288e+00},
112{1.2517022e+00},
113{9.2078170e-01},
114{6.2369710e-01},
115{4.3562308e-01},
116{6.4988558e-01},
117{9.5895791e-01},
118{9.5866122e-01},
119{1.0183775e+00},
120{1.1415533e+00},
121{1.1289579e+00},
122{1.1022163e+00},
123{8.4414928e-01},
124{6.9891813e-01},
125{6.2493643e-01},
126{9.0049230e-01},
127{1.1246569e+00},
128{1.1850486e+00},
129{1.2646400e+00},
130{1.0193893e+00},
131{7.3830722e-01},
132{5.1921750e-01},
133{5.6836076e-01},
134{9.3609361e-01},
135{1.0324202e+00},
136{1.0360676e+00},
137{1.1675966e+00},
138{1.0504944e+00},
139{9.8129158e-01},
140{7.5798016e-01},
141{7.1660079e-01},
142{8.3950658e-01},
143{1.0870027e+00},
144{1.2170776e+00},
145{1.3123779e+00},
146{1.1361782e+00},
147{7.9337369e-01},
148{5.2230472e-01},
149{4.3857925e-01},
150{8.0873950e-01},
151{9.7422631e-01},
152{9.3291515e-01},
153{1.0947530e+00},
154{1.1335086e+00},
155{1.1645714e+00},
156{1.0315895e+00},
157{7.9058261e-01},
158{6.3878936e-01},
159{6.4385427e-01},
160{9.7290237e-01},
161{1.1330941e+00},
162{1.1738960e+00},
163{1.2210669e+00},
164{9.4813374e-01},
165{7.1548595e-01},
166{5.2046031e-01},
167{6.8100333e-01},
168{1.0072944e+00},
169{1.0641199e+00},
170{1.1194312e+00},
171{1.1522817e+00},
172{9.7118023e-01},
173{8.2966445e-01},
174{6.3876024e-01},
175{7.6770138e-01},
176{1.0325752e+00},
177{1.1660632e+00},
178{1.2543878e+00},
179{1.1956003e+00},
180{8.7571542e-01},
181{6.1252082e-01},
182{4.5699619e-01},
183{7.4030148e-01},
184{1.0017485e+00},
185{9.8958385e-01},
186{1.0949833e+00},
187{1.1249612e+00},
188{1.0658962e+00},
189{9.5636335e-01},
190{7.4498806e-01},
191{7.2563393e-01},
192{8.3530455e-01},
193{1.0977307e+00},
194{1.2314926e+00},
195{1.3167422e+00},
196{1.1172604e+00},
197{7.6900341e-01},
198{5.0549771e-01},
199{4.4450990e-01},
200{8.2808038e-01},
201{9.6930396e-01},
202{9.2772189e-01},
203{1.1010458e+00},
204{1.1366939e+00},
205{1.1770457e+00},
206{1.0282839e+00},
207{7.8657093e-01},
208{6.2340354e-01},
209{6.3476140e-01},
210{9.6941037e-01},
211{1.1224823e+00},
212{1.1576217e+00},
213{1.2147442e+00},
214{9.5631199e-01},
215{7.3947874e-01},
216{5.4187646e-01},
217{6.8681641e-01},
218{1.0131445e+00},
219{1.0865854e+00},
220{1.1414849e+00},
221{1.1594630e+00},
222{9.4411600e-01},
223{7.7794034e-01},
224{5.9741518e-01},
225{7.7225037e-01},
226{1.0587360e+00},
227{1.1485933e+00},
228{1.2344562e+00},
229{1.1458853e+00},
230{8.5415118e-01},
231{6.2127481e-01},
232{4.9756097e-01},
233{8.0931406e-01},
234{1.0430891e+00},
235{1.0367506e+00},
236{1.1608048e+00},
237{1.0902522e+00},
238{9.6945804e-01},
239{7.9607346e-01},
240{6.7035674e-01},
241{8.2493000e-01},
242{1.0685565e+00},
243{1.1912458e+00},
244{1.2916937e+00},
245{1.1585237e+00},
246{8.2653804e-01},
247{5.5624667e-01},
248{4.4364773e-01},
249{7.8679896e-01},
250{9.8947432e-01},
251{9.5587476e-01},
252{1.0976735e+00},
253{1.1247419e+00},
254{1.1220470e+00},
255{9.9754667e-01},
256{7.7406653e-01},
257{6.7630712e-01},
258{7.2445263e-01},
259{1.0303591e+00},
260{1.1801427e+00},
261{1.2506686e+00},
262{1.1989987e+00},
263{8.7114663e-01},
264{6.0602798e-01},
265{4.5163741e-01},
266{7.3553573e-01},
267{9.9456302e-01},
268{9.8098646e-01},
269{1.0857031e+00},
270{1.1289641e+00},
271{1.0828069e+00},
272{9.8224963e-01},
273{7.5966277e-01},
274{7.1111527e-01},
275{7.8645769e-01},
276{1.0673541e+00},
277{1.2116816e+00},
278{1.2990734e+00},
279{1.1657704e+00},
280{8.1779454e-01},
281{5.4428063e-01},
282{4.3047549e-01},
283{7.7832590e-01},
284{9.7551443e-01},
285{9.3705618e-01},
286{1.0807206e+00},
287{1.1339189e+00},
288{1.1551319e+00},
289{1.0473610e+00},
290{8.0021464e-01},
291{6.5377513e-01},
292{6.3810292e-01},
293{9.6140773e-01},
294{1.1354401e+00},
295{1.1782311e+00},
296{1.2323246e+00},
297{9.5811452e-01},
298{7.1400985e-01},
299{5.1434848e-01},
300{6.5876782e-01},
301{9.9374878e-01},
302{1.0532057e+00},
303{1.0987291e+00},
304{1.1569941e+00},
305{9.9327584e-01},
306{8.7055783e-01},
307{6.6607204e-01},
308{7.5154249e-01},
309{9.9147904e-01},
310{1.1618652e+00},
311{1.2531013e+00},
312{1.2445235e+00},
313{9.2459418e-01},
314{6.3924685e-01},
315{4.4899067e-01},
316{6.5946924e-01},
317{9.7165260e-01},
318{9.7791817e-01},
319{1.0391898e+00},
320{1.1412631e+00},
321{1.0983393e+00},
322{1.0493420e+00},
323{8.0399406e-01},
324{7.0992449e-01},
325{7.0350356e-01},
326{9.8952236e-01},
327{1.1734521e+00},
328{1.2538876e+00},
329{1.2508500e+00},
330{9.2423636e-01},
331{6.3070030e-01},
332{4.4136962e-01},
333{6.4946966e-01},
334{9.6197955e-01},
335{9.6606332e-01},
336{1.0237953e+00},
337{1.1421522e+00},
338{1.1183774e+00},
339{1.0857179e+00},
340{8.3157725e-01},
341{7.0250588e-01},
342{6.4917325e-01},
343{9.2959329e-01},
344{1.1407976e+00},
345{1.2080261e+00},
346{1.2684960e+00},
347{9.9122930e-01},
348{7.0220017e-01},
349{4.8816416e-01},
350{5.8586111e-01},
351{9.4668329e-01},
352{1.0087590e+00},
353{1.0232927e+00},
354{1.1559444e+00},
355{1.0720927e+00},
356{1.0286336e+00},
357{7.9460252e-01},
358{7.2093651e-01},
359{7.6292167e-01},
360{1.0248985e+00},
361{1.1929944e+00},
362{1.2920208e+00},
363{1.2293181e+00},
364{8.8290244e-01},
365{5.8527613e-01},
366{4.1855360e-01},
367{6.9074767e-01},
368{9.5977708e-01},
369{9.3601019e-01},
370{1.0268467e+00},
371{1.1397909e+00},
372{1.1581327e+00},
373{1.1205956e+00},
374{8.5280669e-01},
375{6.7763483e-01},
376{5.7983286e-01},
377{8.6429914e-01},
378{1.0976939e+00},
379{1.1367408e+00},
380{1.2374931e+00},
381{1.0493382e+00},
382{8.0588138e-01},
383{5.9127581e-01},
384{5.7929225e-01},
385{9.2472931e-01},
386{1.0849831e+00},
387{1.0943246e+00},
388{1.2041235e+00},
389{1.0091917e+00},
390{8.4987188e-01},
391{6.3876182e-01},
392{6.7747918e-01},
393{9.7202288e-01},
394{1.1405471e+00},
395{1.1943368e+00},
396{1.2338428e+00},
397{9.4462558e-01},
398{6.9738430e-01},
399{4.9856007e-01},
400{6.6823589e-01},
401{9.9611375e-01},
402{1.0393748e+00},
403{1.0920087e+00},
404{1.1489492e+00},
405{1.0066576e+00},
406{8.9589007e-01},
407{6.8845995e-01},
408{7.5294149e-01},
409{9.6184563e-01},
410{1.1555071e+00},
411{1.2567316e+00},
412{1.2751778e+00},
413{9.6335246e-01},
414{6.5830948e-01},
415{4.4799275e-01},
416{5.9888825e-01},
417{9.4430988e-01},
418{9.6837958e-01},
419{9.9677549e-01},
420{1.1434629e+00},
421{1.1210684e+00},
422{1.1148356e+00},
423{8.6401556e-01},
424{7.1420118e-01},
425{6.2999725e-01},
426{8.7537864e-01},
427{1.1167941e+00},
428{1.1896694e+00},
429{1.2722030e+00},
430{1.0454715e+00},
431{7.4997564e-01},
432{5.2383173e-01},
433{5.3664145e-01},
434{9.1117041e-01},
435{1.0244044e+00},
436{1.0151287e+00},
437{1.1633675e+00},
438{1.0695966e+00},
439{1.0183575e+00},
440{8.0087884e-01},
441{7.1535296e-01},
442{7.8553095e-01},
443{1.0319822e+00},
444{1.1937155e+00},
445{1.2977947e+00},
446{1.2217806e+00},
447{8.7524512e-01},
448{5.7851885e-01},
449{4.1763620e-01},
450{7.0155638e-01},
451{9.6135267e-01},
452{9.3393602e-01},
453{1.0323424e+00},
454{1.1394608e+00},
455{1.1605598e+00},
456{1.1161968e+00},
457{8.4854339e-01},
458{6.7338626e-01},
459{5.7982826e-01},
460{8.7043086e-01},
461{1.0990834e+00},
462{1.1357404e+00},
463{1.2369383e+00},
464{1.0441753e+00},
465{8.0417958e-01},
466{5.9002711e-01},
467{5.8533894e-01},
468{9.3051649e-01},
469{1.0871279e+00},
470{1.0984983e+00},
471{1.2044155e+00},
472{1.0039892e+00},
473{8.4210523e-01},
474{6.3124655e-01},
475{6.8055115e-01},
476{9.7935183e-01},
477{1.1399170e+00},
478{1.1935307e+00},
479{1.2269029e+00},
480{9.3758049e-01},
481{6.9527243e-01},
482{5.0033084e-01},
483{6.8171448e-01},
484{1.0034848e+00},
485{1.0435853e+00},
486{1.1027381e+00},
487{1.1454200e+00},
488{9.9636446e-01},
489{8.7575610e-01},
490{6.7572455e-01},
491{7.6161436e-01},
492{9.8751885e-01},
493{1.1634852e+00},
494{1.2613366e+00},
495{1.2527158e+00},
496{9.3041078e-01},
497{6.3648886e-01},
498{4.4289908e-01},
499{6.4543043e-01},
500{9.6271252e-01},
501{9.6856037e-01},
502{1.0237816e+00},
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506{8.2952128e-01},
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509{9.3688510e-01},
510{1.1457239e+00},
511{1.2160319e+00},
512{1.2696485e+00},
513{9.8373294e-01},
514{6.9141844e-01},
515{4.7910268e-01},
516{5.8995166e-01},
517{9.4754885e-01},
518{1.0004197e+00},
519{1.0182334e+00},
520{1.1527974e+00},
521{1.0815601e+00},
522{1.0462772e+00},
523{8.0856012e-01},
524{7.2009150e-01},
525{7.3360533e-01},
526{9.9726771e-01},
527{1.1799228e+00},
528{1.2752553e+00},
529{1.2545993e+00},
530{9.1834232e-01},
531{6.1478702e-01},
532{4.2718988e-01},
533{6.4709630e-01},
534{9.5321724e-01},
535{9.4745071e-01},
536{1.0082615e+00},
537{1.1408283e+00},
538{1.1449070e+00},
539{1.1287695e+00},
540{8.6506953e-01},
541{6.9506068e-01},
542{5.9077914e-01},
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567{9.4262722e-01},
568{1.0068885e+00},
569{1.0174671e+00},
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571{1.0752383e+00},
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595{1.1347127e+00},
596{1.2344704e+00},
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598{8.1831436e-01},
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600{5.6609914e-01},
601{9.0609488e-01},
602{1.0837698e+00},
603{1.0903349e+00},
604{1.2068005e+00},
605{1.0215332e+00},
606{8.5834739e-01},
607{6.4797779e-01},
608{6.6278967e-01},
609{9.5567807e-01},
610{1.1370612e+00},
611{1.1868501e+00},
612{1.2426235e+00},
613{9.6133342e-01},
614{7.1189926e-01},
615{5.0582127e-01},
616{6.4642134e-01},
617{9.8585814e-01},
618{1.0428580e+00},
619{1.0831242e+00},
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1516{5.5509702e-01},
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1524{9.4451157e-01},
1525{7.4819097e-01},
1526{6.9474604e-01},
1527{8.1250200e-01},
1528{1.0876804e+00},
1529{1.2158509e+00},
1530{1.2988266e+00},
1531{1.1270851e+00},
1532{7.8595861e-01},
1533{5.2690470e-01},
1534{4.5032342e-01},
1535{8.2266007e-01},
1536{9.8371303e-01},
1537{9.4630598e-01},
1538{1.1090276e+00}};
1539
1540    private static readonly Dataset defaultDataset;
1541    private static readonly IEnumerable<string> defaultAllowedInputVariables;
1542    private static readonly string defaultTargetVariable;
1543
1544    static TimeSeriesPrognosisProblemData() {
1545      defaultDataset = new Dataset(new string[] { "x" }, mackey_glass_17);
1546      defaultDataset.Name = "Mackey-Glass (t=17) Time Series Benchmark Dataset";
1547      defaultAllowedInputVariables = new List<string>() { "x" };
1548      defaultTargetVariable = "x";
1549    }
1550    #endregion
1551
1552    public ConstrainedValueParameter<StringValue> TargetVariableParameter {
1553      get { return (ConstrainedValueParameter<StringValue>)Parameters[TargetVariableParameterName]; }
1554    }
1555    public string TargetVariable {
1556      get { return TargetVariableParameter.Value.Value; }
1557    }
1558
1559    [StorableConstructor]
1560    protected TimeSeriesPrognosisProblemData(bool deserializing) : base(deserializing) { }
1561    [StorableHook(HookType.AfterDeserialization)]
1562    private void AfterDeserialization() {
1563      RegisterParameterEvents();
1564    }
1565
1566    protected TimeSeriesPrognosisProblemData(TimeSeriesPrognosisProblemData original, Cloner cloner)
1567      : base(original, cloner) {
1568      RegisterParameterEvents();
1569    }
1570    public override IDeepCloneable Clone(Cloner cloner) {
1571      return new TimeSeriesPrognosisProblemData(this, cloner);
1572    }
1573
1574    public TimeSeriesPrognosisProblemData()
1575      : this(defaultDataset, defaultAllowedInputVariables, defaultTargetVariable) {
1576    }
1577
1578    public TimeSeriesPrognosisProblemData(Dataset dataset, IEnumerable<string> allowedInputVariables, string targetVariable)
1579      : base(dataset, allowedInputVariables) {
1580      var variables = InputVariables.Select(x => x.AsReadOnly()).ToList();
1581      Parameters.Add(new ConstrainedValueParameter<StringValue>(TargetVariableParameterName, new ItemSet<StringValue>(variables), variables.First(x => x.Value == targetVariable)));
1582      RegisterParameterEvents();
1583    }
1584
1585    private void RegisterParameterEvents() {
1586      TargetVariableParameter.ValueChanged += new EventHandler(TargetVariableParameter_ValueChanged);
1587    }
1588    private void TargetVariableParameter_ValueChanged(object sender, EventArgs e) {
1589      OnChanged();
1590    }
1591  }
1592}
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