source: branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/TimeSeriesPrognosisProblemData.cs @ 12395

#region License Information
/* HeuristicLab
 * Copyright (C) 2002-2015 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 <http://www.gnu.org/licenses/>.
 */
#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},
{7.5294149e-01},
{9.6184563e-01},
{1.1555071e+00},
{1.2567316e+00},
{1.2751778e+00},
{9.6335246e-01},
{6.5830948e-01},
{4.4799275e-01},
{5.9888825e-01},
{9.4430988e-01},
{9.6837958e-01},
{9.9677549e-01},
{1.1434629e+00},
{1.1210684e+00},
{1.1148356e+00},
{8.6401556e-01},
{7.1420118e-01},
{6.2999725e-01},
{8.7537864e-01},
{1.1167941e+00},
{1.1896694e+00},
{1.2722030e+00},
{1.0454715e+00},
{7.4997564e-01},
{5.2383173e-01},
{5.3664145e-01},
{9.1117041e-01},
{1.0244044e+00},
{1.0151287e+00},
{1.1633675e+00},
{1.0695966e+00},
{1.0183575e+00},
{8.0087884e-01},
{7.1535296e-01},
{7.8553095e-01},
{1.0319822e+00},
{1.1937155e+00},
{1.2977947e+00},
{1.2217806e+00},
{8.7524512e-01},
{5.7851885e-01},
{4.1763620e-01},
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{9.6135267e-01},
{9.3393602e-01},
{1.0323424e+00},
{1.1394608e+00},
{1.1605598e+00},
{1.1161968e+00},
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{5.7982826e-01},
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{1.0990834e+00},
{1.1357404e+00},
{1.2369383e+00},
{1.0441753e+00},
{8.0417958e-01},
{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},
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{7.6161436e-01},
{9.8751885e-01},
{1.1634852e+00},
{1.2613366e+00},
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{9.3041078e-01},
{6.3648886e-01},
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{9.6856037e-01},
{1.0237816e+00},
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{9.0963666e-01},
{6.0373594e-01},
{4.2059572e-01},
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{8.2836037e-01},
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    private static readonly Dataset defaultDataset;
    private static readonly IEnumerable<string> 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<string>();
      defaultTargetVariable = "x";
    }
    #endregion

    private const string TrainingHorizonParameterName = "Training Horizon";
    private const string TestHorizonParameterName = "Test Horizon";

    public IFixedValueParameter<IntValue> TrainingHorizonParameter {
      get { return (IFixedValueParameter<IntValue>)Parameters[TrainingHorizonParameterName]; }
    }
    public IFixedValueParameter<IntValue> TestHorizonParameter {
      get { return (IFixedValueParameter<IntValue>)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<string> allowedInputVariables, string targetVariable, IEnumerable<ITransformation> transformations = null)
      : base(dataset, allowedInputVariables, targetVariable, transformations ?? Enumerable.Empty<ITransformation>()) {
      Parameters.Add(new FixedValueParameter<IntValue>(TrainingHorizonParameterName, "Specifies the horizon (how far the prognosis reaches in the future) for each training sample.", new IntValue(1)));
      Parameters.Add(new FixedValueParameter<IntValue>(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;
    }

  }
}