#region License Information
/* HeuristicLab
* Copyright (C) 2002-2011 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},
{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},
{7.0155638e-01},
{9.6135267e-01},
{9.3393602e-01},
{1.0323424e+00},
{1.1394608e+00},
{1.1605598e+00},
{1.1161968e+00},
{8.4854339e-01},
{6.7338626e-01},
{5.7982826e-01},
{8.7043086e-01},
{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},
{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},
{7.2009150e-01},
{7.3360533e-01},
{9.9726771e-01},
{1.1799228e+00},
{1.2752553e+00},
{1.2545993e+00},
{9.1834232e-01},
{6.1478702e-01},
{4.2718988e-01},
{6.4709630e-01},
{9.5321724e-01},
{9.4745071e-01},
{1.0082615e+00},
{1.1408283e+00},
{1.1449070e+00},
{1.1287695e+00},
{8.6506953e-01},
{6.9506068e-01},
{5.9077914e-01},
{8.5235412e-01},
{1.0981812e+00},
{1.1502068e+00},
{1.2457878e+00},
{1.0606248e+00},
{7.9743949e-01},
{5.7871635e-01},
{5.5597309e-01},
{9.0976389e-01},
{1.0678545e+00},
{1.0678466e+00},
{1.1926843e+00},
{1.0306506e+00},
{9.0068600e-01},
{6.8968565e-01},
{6.8293693e-01},
{9.2938386e-01},
{1.1389931e+00},
{1.2107723e+00},
{1.2742112e+00},
{9.9571305e-01},
{7.0900966e-01},
{4.8711002e-01},
{5.7843327e-01},
{9.4262722e-01},
{1.0068885e+00},
{1.0174671e+00},
{1.1549847e+00},
{1.0752383e+00},
{1.0382561e+00},
{8.0493588e-01},
{7.2297438e-01},
{7.5109199e-01},
{1.0099650e+00},
{1.1869526e+00},
{1.2859723e+00},
{1.2455314e+00},
{9.0247113e-01},
{5.9968946e-01},
{4.2056794e-01},
{6.6467784e-01},
{9.5461231e-01},
{9.3926954e-01},
{1.0128964e+00},
{1.1403075e+00},
{1.1549599e+00},
{1.1335031e+00},
{8.6584651e-01},
{6.8689154e-01},
{5.7663890e-01},
{8.4338430e-01},
{1.0904343e+00},
{1.1347127e+00},
{1.2344704e+00},
{1.0665197e+00},
{8.1831436e-01},
{6.0374950e-01},
{5.6609914e-01},
{9.0609488e-01},
{1.0837698e+00},
{1.0903349e+00},
{1.2068005e+00},
{1.0215332e+00},
{8.5834739e-01},
{6.4797779e-01},
{6.6278967e-01},
{9.5567807e-01},
{1.1370612e+00},
{1.1868501e+00},
{1.2426235e+00},
{9.6133342e-01},
{7.1189926e-01},
{5.0582127e-01},
{6.4642134e-01},
{9.8585814e-01},
{1.0428580e+00},
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{1.1568123e+00},
{1.0097872e+00},
{9.0412446e-01},
{6.9144384e-01},
{7.4452934e-01},
{9.5158341e-01},
{1.1512270e+00},
{1.2509608e+00},
{1.2807229e+00},
{9.7601316e-01},
{6.6959369e-01},
{4.5362019e-01},
{5.8397806e-01},
{9.3866865e-01},
{9.7211974e-01},
{9.9154526e-01},
{1.1440232e+00},
{1.1182310e+00},
{1.1159711e+00},
{8.6902975e-01},
{7.1839537e-01},
{6.3437176e-01},
{8.7058758e-01},
{1.1155207e+00},
{1.1929730e+00},
{1.2750340e+00},
{1.0511137e+00},
{7.5075715e-01},
{5.2249794e-01},
{5.2857771e-01},
{9.0479637e-01},
{1.0201490e+00},
{1.0078239e+00},
{1.1602784e+00},
{1.0762699e+00},
{1.0328279e+00},
{8.1754050e-01},
{7.1739458e-01},
{7.6521302e-01},
{1.0063562e+00},
{1.1829441e+00},
{1.2880301e+00},
{1.2505618e+00},
{9.0963666e-01},
{6.0373594e-01},
{4.2059572e-01},
{6.5552332e-01},
{9.5216646e-01},
{9.3915492e-01},
{1.0073402e+00},
{1.1402595e+00},
{1.1555473e+00},
{1.1400569e+00},
{8.7240707e-01},
{6.8972093e-01},
{5.7304964e-01},
{8.3155186e-01},
{1.0852244e+00},
{1.1309096e+00},
{1.2300408e+00},
{1.0756716e+00},
{8.2836037e-01},
{6.1503305e-01},
{5.6289537e-01},
{8.9596963e-01},
{1.0857176e+00},
{1.0933045e+00},
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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)
: base(dataset, allowedInputVariables, targetVariable) {
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) {
TestHorizon = timeseriesProblemData.TestHorizon;
TrainingHorizon = 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();
}
}
}