1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Collections.Generic;
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24 | using System.Linq;
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25 | using HeuristicLab.Common;
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26 | using HeuristicLab.Core;
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27 | using HeuristicLab.Data;
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28 | using HeuristicLab.Parameters;
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29 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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30 |
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31 | namespace HeuristicLab.Problems.DataAnalysis {
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32 | [StorableClass]
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33 | [Item("TimeSeriesPrognosisProblemData", "Represents an item containing all data defining a time series prognosis problem.")]
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34 | public class TimeSeriesPrognosisProblemData : RegressionProblemData, ITimeSeriesPrognosisProblemData {
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35 | #region default data
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36 | private static double[,] mackey_glass_17 = new double[,] {
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37 | {9.0000000e-01},
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38 | {9.0000000e-01},
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39 | {9.0000000e-01},
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40 | {9.4136145e-01},
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41 | {1.1188041e+00},
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42 | {1.2161867e+00},
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43 | {1.2476827e+00},
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44 | {1.0067861e+00},
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45 | {7.1297054e-01},
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46 | {5.0349420e-01},
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47 | {5.8392542e-01},
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48 | {9.4327347e-01},
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49 | {1.0178784e+00},
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50 | {1.0346794e+00},
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51 | {1.1640420e+00},
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52 | {1.0670009e+00},
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53 | {1.0026658e+00},
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54 | {7.7000347e-01},
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55 | {7.0782984e-01},
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56 | {7.9370192e-01},
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57 | {1.0558440e+00},
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58 | {1.2000510e+00},
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59 | {1.2998549e+00},
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60 | {1.1857500e+00},
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61 | {8.4250325e-01},
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62 | {5.5885374e-01},
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63 | {4.2572016e-01},
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64 | {7.5043060e-01},
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65 | {9.7291951e-01},
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66 | {9.3785503e-01},
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67 | {1.0653587e+00},
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68 | {1.1355961e+00},
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69 | {1.1533842e+00},
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70 | {1.0678134e+00},
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71 | {8.1349649e-01},
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72 | {6.6246660e-01},
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73 | {6.2210481e-01},
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74 | {9.3890430e-01},
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75 | {1.1287058e+00},
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76 | {1.1699535e+00},
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77 | {1.2412759e+00},
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78 | {9.8090748e-01},
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79 | {7.3311051e-01},
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80 | {5.2596003e-01},
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81 | {6.3134850e-01},
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82 | {9.7849655e-01},
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83 | {1.0578901e+00},
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84 | {1.0888001e+00},
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85 | {1.1681297e+00},
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86 | {9.9896471e-01},
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87 | {8.7928027e-01},
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88 | {6.6864116e-01},
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89 | {7.3694626e-01},
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90 | {9.7850487e-01},
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91 | {1.1571565e+00},
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92 | {1.2440406e+00},
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93 | {1.2532851e+00},
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94 | {9.3967388e-01},
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95 | {6.5403177e-01},
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96 | {4.5549437e-01},
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97 | {6.4110939e-01},
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98 | {9.6727507e-01},
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99 | {9.8419122e-01},
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100 | {1.0332443e+00},
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101 | {1.1440570e+00},
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102 | {1.0922307e+00},
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103 | {1.0485820e+00},
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104 | {8.0447560e-01},
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105 | {7.1465526e-01},
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106 | {7.1296010e-01},
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107 | {9.9300973e-01},
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108 | {1.1766813e+00},
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109 | {1.2618288e+00},
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110 | {1.2517022e+00},
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111 | {9.2078170e-01},
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112 | {6.2369710e-01},
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113 | {4.3562308e-01},
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114 | {6.4988558e-01},
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115 | {9.5895791e-01},
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116 | {9.5866122e-01},
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117 | {1.0183775e+00},
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118 | {1.1415533e+00},
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119 | {1.1289579e+00},
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120 | {1.1022163e+00},
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121 | {8.4414928e-01},
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122 | {6.9891813e-01},
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123 | {6.2493643e-01},
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124 | {9.0049230e-01},
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125 | {1.1246569e+00},
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126 | {1.1850486e+00},
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127 | {1.2646400e+00},
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128 | {1.0193893e+00},
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129 | {7.3830722e-01},
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130 | {5.1921750e-01},
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131 | {5.6836076e-01},
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132 | {9.3609361e-01},
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133 | {1.0324202e+00},
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134 | {1.0360676e+00},
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135 | {1.1675966e+00},
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136 | {1.0504944e+00},
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137 | {9.8129158e-01},
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138 | {7.5798016e-01},
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139 | {7.1660079e-01},
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140 | {8.3950658e-01},
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141 | {1.0870027e+00},
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142 | {1.2170776e+00},
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143 | {1.3123779e+00},
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144 | {1.1361782e+00},
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145 | {7.9337369e-01},
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146 | {5.2230472e-01},
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147 | {4.3857925e-01},
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148 | {8.0873950e-01},
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149 | {9.7422631e-01},
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150 | {9.3291515e-01},
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151 | {1.0947530e+00},
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152 | {1.1335086e+00},
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153 | {1.1645714e+00},
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154 | {1.0315895e+00},
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155 | {7.9058261e-01},
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156 | {6.3878936e-01},
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157 | {6.4385427e-01},
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158 | {9.7290237e-01},
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159 | {1.1330941e+00},
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160 | {1.1738960e+00},
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161 | {1.2210669e+00},
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162 | {9.4813374e-01},
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163 | {7.1548595e-01},
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164 | {5.2046031e-01},
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165 | {6.8100333e-01},
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166 | {1.0072944e+00},
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167 | {1.0641199e+00},
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168 | {1.1194312e+00},
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169 | {1.1522817e+00},
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170 | {9.7118023e-01},
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171 | {8.2966445e-01},
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172 | {6.3876024e-01},
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173 | {7.6770138e-01},
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174 | {1.0325752e+00},
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175 | {1.1660632e+00},
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176 | {1.2543878e+00},
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177 | {1.1956003e+00},
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178 | {8.7571542e-01},
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179 | {6.1252082e-01},
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180 | {4.5699619e-01},
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181 | {7.4030148e-01},
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182 | {1.0017485e+00},
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183 | {9.8958385e-01},
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184 | {1.0949833e+00},
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185 | {1.1249612e+00},
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186 | {1.0658962e+00},
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187 | {9.5636335e-01},
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188 | {7.4498806e-01},
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189 | {7.2563393e-01},
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190 | {8.3530455e-01},
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191 | {1.0977307e+00},
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192 | {1.2314926e+00},
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193 | {1.3167422e+00},
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194 | {1.1172604e+00},
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195 | {7.6900341e-01},
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196 | {5.0549771e-01},
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197 | {4.4450990e-01},
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198 | {8.2808038e-01},
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199 | {9.6930396e-01},
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200 | {9.2772189e-01},
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201 | {1.1010458e+00},
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202 | {1.1366939e+00},
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203 | {1.1770457e+00},
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204 | {1.0282839e+00},
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205 | {7.8657093e-01},
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206 | {6.2340354e-01},
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207 | {6.3476140e-01},
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208 | {9.6941037e-01},
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209 | {1.1224823e+00},
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210 | {1.1576217e+00},
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211 | {1.2147442e+00},
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212 | {9.5631199e-01},
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213 | {7.3947874e-01},
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214 | {5.4187646e-01},
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215 | {6.8681641e-01},
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216 | {1.0131445e+00},
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217 | {1.0865854e+00},
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218 | {1.1414849e+00},
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219 | {1.1594630e+00},
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220 | {9.4411600e-01},
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221 | {7.7794034e-01},
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222 | {5.9741518e-01},
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223 | {7.7225037e-01},
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224 | {1.0587360e+00},
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225 | {1.1485933e+00},
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226 | {1.2344562e+00},
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227 | {1.1458853e+00},
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228 | {8.5415118e-01},
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229 | {6.2127481e-01},
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230 | {4.9756097e-01},
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231 | {8.0931406e-01},
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232 | {1.0430891e+00},
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233 | {1.0367506e+00},
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234 | {1.1608048e+00},
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235 | {1.0902522e+00},
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236 | {9.6945804e-01},
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237 | {7.9607346e-01},
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238 | {6.7035674e-01},
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239 | {8.2493000e-01},
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240 | {1.0685565e+00},
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241 | {1.1912458e+00},
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242 | {1.2916937e+00},
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243 | {1.1585237e+00},
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244 | {8.2653804e-01},
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245 | {5.5624667e-01},
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246 | {4.4364773e-01},
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247 | {7.8679896e-01},
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248 | {9.8947432e-01},
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249 | {9.5587476e-01},
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250 | {1.0976735e+00},
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251 | {1.1247419e+00},
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252 | {1.1220470e+00},
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253 | {9.9754667e-01},
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254 | {7.7406653e-01},
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255 | {6.7630712e-01},
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256 | {7.2445263e-01},
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257 | {1.0303591e+00},
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258 | {1.1801427e+00},
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259 | {1.2506686e+00},
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260 | {1.1989987e+00},
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261 | {8.7114663e-01},
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262 | {6.0602798e-01},
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263 | {4.5163741e-01},
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264 | {7.3553573e-01},
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265 | {9.9456302e-01},
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266 | {9.8098646e-01},
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267 | {1.0857031e+00},
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268 | {1.1289641e+00},
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269 | {1.0828069e+00},
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270 | {9.8224963e-01},
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271 | {7.5966277e-01},
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272 | {7.1111527e-01},
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273 | {7.8645769e-01},
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274 | {1.0673541e+00},
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275 | {1.2116816e+00},
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276 | {1.2990734e+00},
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277 | {1.1657704e+00},
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278 | {8.1779454e-01},
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279 | {5.4428063e-01},
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280 | {4.3047549e-01},
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281 | {7.7832590e-01},
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282 | {9.7551443e-01},
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283 | {9.3705618e-01},
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284 | {1.0807206e+00},
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285 | {1.1339189e+00},
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286 | {1.1551319e+00},
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287 | {1.0473610e+00},
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288 | {8.0021464e-01},
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289 | {6.5377513e-01},
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290 | {6.3810292e-01},
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291 | {9.6140773e-01},
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292 | {1.1354401e+00},
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293 | {1.1782311e+00},
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294 | {1.2323246e+00},
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295 | {9.5811452e-01},
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296 | {7.1400985e-01},
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297 | {5.1434848e-01},
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298 | {6.5876782e-01},
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299 | {9.9374878e-01},
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300 | {1.0532057e+00},
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301 | {1.0987291e+00},
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302 | {1.1569941e+00},
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303 | {9.9327584e-01},
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304 | {8.7055783e-01},
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305 | {6.6607204e-01},
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306 | {7.5154249e-01},
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307 | {9.9147904e-01},
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308 | {1.1618652e+00},
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309 | {1.2531013e+00},
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310 | {1.2445235e+00},
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311 | {9.2459418e-01},
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312 | {6.3924685e-01},
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313 | {4.4899067e-01},
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314 | {6.5946924e-01},
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315 | {9.7165260e-01},
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316 | {9.7791817e-01},
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317 | {1.0391898e+00},
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318 | {1.1412631e+00},
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319 | {1.0983393e+00},
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320 | {1.0493420e+00},
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321 | {8.0399406e-01},
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322 | {7.0992449e-01},
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323 | {7.0350356e-01},
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324 | {9.8952236e-01},
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325 | {1.1734521e+00},
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326 | {1.2538876e+00},
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327 | {1.2508500e+00},
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328 | {9.2423636e-01},
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329 | {6.3070030e-01},
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330 | {4.4136962e-01},
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331 | {6.4946966e-01},
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332 | {9.6197955e-01},
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333 | {9.6606332e-01},
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334 | {1.0237953e+00},
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335 | {1.1421522e+00},
|
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336 | {1.1183774e+00},
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337 | {1.0857179e+00},
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338 | {8.3157725e-01},
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339 | {7.0250588e-01},
|
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340 | {6.4917325e-01},
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---|
341 | {9.2959329e-01},
|
---|
342 | {1.1407976e+00},
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343 | {1.2080261e+00},
|
---|
344 | {1.2684960e+00},
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---|
345 | {9.9122930e-01},
|
---|
346 | {7.0220017e-01},
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---|
347 | {4.8816416e-01},
|
---|
348 | {5.8586111e-01},
|
---|
349 | {9.4668329e-01},
|
---|
350 | {1.0087590e+00},
|
---|
351 | {1.0232927e+00},
|
---|
352 | {1.1559444e+00},
|
---|
353 | {1.0720927e+00},
|
---|
354 | {1.0286336e+00},
|
---|
355 | {7.9460252e-01},
|
---|
356 | {7.2093651e-01},
|
---|
357 | {7.6292167e-01},
|
---|
358 | {1.0248985e+00},
|
---|
359 | {1.1929944e+00},
|
---|
360 | {1.2920208e+00},
|
---|
361 | {1.2293181e+00},
|
---|
362 | {8.8290244e-01},
|
---|
363 | {5.8527613e-01},
|
---|
364 | {4.1855360e-01},
|
---|
365 | {6.9074767e-01},
|
---|
366 | {9.5977708e-01},
|
---|
367 | {9.3601019e-01},
|
---|
368 | {1.0268467e+00},
|
---|
369 | {1.1397909e+00},
|
---|
370 | {1.1581327e+00},
|
---|
371 | {1.1205956e+00},
|
---|
372 | {8.5280669e-01},
|
---|
373 | {6.7763483e-01},
|
---|
374 | {5.7983286e-01},
|
---|
375 | {8.6429914e-01},
|
---|
376 | {1.0976939e+00},
|
---|
377 | {1.1367408e+00},
|
---|
378 | {1.2374931e+00},
|
---|
379 | {1.0493382e+00},
|
---|
380 | {8.0588138e-01},
|
---|
381 | {5.9127581e-01},
|
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382 | {5.7929225e-01},
|
---|
383 | {9.2472931e-01},
|
---|
384 | {1.0849831e+00},
|
---|
385 | {1.0943246e+00},
|
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386 | {1.2041235e+00},
|
---|
387 | {1.0091917e+00},
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388 | {8.4987188e-01},
|
---|
389 | {6.3876182e-01},
|
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390 | {6.7747918e-01},
|
---|
391 | {9.7202288e-01},
|
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392 | {1.1405471e+00},
|
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393 | {1.1943368e+00},
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394 | {1.2338428e+00},
|
---|
395 | {9.4462558e-01},
|
---|
396 | {6.9738430e-01},
|
---|
397 | {4.9856007e-01},
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398 | {6.6823589e-01},
|
---|
399 | {9.9611375e-01},
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400 | {1.0393748e+00},
|
---|
401 | {1.0920087e+00},
|
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402 | {1.1489492e+00},
|
---|
403 | {1.0066576e+00},
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404 | {8.9589007e-01},
|
---|
405 | {6.8845995e-01},
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---|
406 | {7.5294149e-01},
|
---|
407 | {9.6184563e-01},
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408 | {1.1555071e+00},
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409 | {1.2567316e+00},
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410 | {1.2751778e+00},
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---|
411 | {9.6335246e-01},
|
---|
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|
---|
1214 | {5.2054789e-01},
|
---|
1215 | {5.5300914e-01},
|
---|
1216 | {9.2450978e-01},
|
---|
1217 | {1.0290172e+00},
|
---|
1218 | {1.0254177e+00},
|
---|
1219 | {1.1658431e+00},
|
---|
1220 | {1.0585030e+00},
|
---|
1221 | {9.9937151e-01},
|
---|
1222 | {7.7845423e-01},
|
---|
1223 | {7.1727834e-01},
|
---|
1224 | {8.1473462e-01},
|
---|
1225 | {1.0635825e+00},
|
---|
1226 | {1.2081434e+00},
|
---|
1227 | {1.3087387e+00},
|
---|
1228 | {1.1774543e+00},
|
---|
1229 | {8.2930325e-01},
|
---|
1230 | {5.4568406e-01},
|
---|
1231 | {4.2252006e-01},
|
---|
1232 | {7.6155262e-01},
|
---|
1233 | {9.6902023e-01},
|
---|
1234 | {9.2946430e-01},
|
---|
1235 | {1.0663917e+00},
|
---|
1236 | {1.1373062e+00},
|
---|
1237 | {1.1667915e+00},
|
---|
1238 | {1.0769457e+00},
|
---|
1239 | {8.1823128e-01},
|
---|
1240 | {6.5190054e-01},
|
---|
1241 | {6.0082155e-01},
|
---|
1242 | {9.2122516e-01},
|
---|
1243 | {1.1147361e+00},
|
---|
1244 | {1.1467530e+00},
|
---|
1245 | {1.2352757e+00},
|
---|
1246 | {9.9993521e-01},
|
---|
1247 | {7.6890308e-01},
|
---|
1248 | {5.5857496e-01},
|
---|
1249 | {6.2725763e-01},
|
---|
1250 | {9.7318317e-01},
|
---|
1251 | {1.0840117e+00},
|
---|
1252 | {1.1108847e+00},
|
---|
1253 | {1.1857549e+00},
|
---|
1254 | {9.7757101e-01},
|
---|
1255 | {8.2394503e-01},
|
---|
1256 | {6.1941336e-01},
|
---|
1257 | {7.2410931e-01},
|
---|
1258 | {1.0158088e+00},
|
---|
1259 | {1.1491174e+00},
|
---|
1260 | {1.2188178e+00},
|
---|
1261 | {1.2007209e+00},
|
---|
1262 | {8.9859946e-01},
|
---|
1263 | {6.5456633e-01},
|
---|
1264 | {4.8391373e-01},
|
---|
1265 | {7.3135136e-01},
|
---|
1266 | {1.0176181e+00},
|
---|
1267 | {1.0277501e+00},
|
---|
1268 | {1.1176213e+00},
|
---|
1269 | {1.1248859e+00},
|
---|
1270 | {1.0041498e+00},
|
---|
1271 | {8.7364691e-01},
|
---|
1272 | {6.8812425e-01},
|
---|
1273 | {7.7228478e-01},
|
---|
1274 | {9.8423833e-01},
|
---|
1275 | {1.1655135e+00},
|
---|
1276 | {1.2710944e+00},
|
---|
1277 | {1.2619166e+00},
|
---|
1278 | {9.3651452e-01},
|
---|
1279 | {6.3284215e-01},
|
---|
1280 | {4.3578889e-01},
|
---|
1281 | {6.3021849e-01},
|
---|
1282 | {9.5269846e-01},
|
---|
1283 | {9.5770175e-01},
|
---|
1284 | {1.0064613e+00},
|
---|
1285 | {1.1416014e+00},
|
---|
1286 | {1.1318041e+00},
|
---|
1287 | {1.1173687e+00},
|
---|
1288 | {8.5933718e-01},
|
---|
1289 | {7.0364317e-01},
|
---|
1290 | {6.1326177e-01},
|
---|
1291 | {8.7318554e-01},
|
---|
1292 | {1.1121947e+00},
|
---|
1293 | {1.1737687e+00},
|
---|
1294 | {1.2616019e+00},
|
---|
1295 | {1.0447114e+00},
|
---|
1296 | {7.6386287e-01},
|
---|
1297 | {5.4149208e-01},
|
---|
1298 | {5.5006680e-01},
|
---|
1299 | {9.1816862e-01},
|
---|
1300 | {1.0427545e+00},
|
---|
1301 | {1.0385725e+00},
|
---|
1302 | {1.1744959e+00},
|
---|
1303 | {1.0484442e+00},
|
---|
1304 | {9.6566520e-01},
|
---|
1305 | {7.4941645e-01},
|
---|
1306 | {7.0654030e-01},
|
---|
1307 | {8.5978495e-01},
|
---|
1308 | {1.1007328e+00},
|
---|
1309 | {1.2172148e+00},
|
---|
1310 | {1.3084224e+00},
|
---|
1311 | {1.1066295e+00},
|
---|
1312 | {7.7306455e-01},
|
---|
1313 | {5.1195750e-01},
|
---|
1314 | {4.5881820e-01},
|
---|
1315 | {8.3991753e-01},
|
---|
1316 | {9.8090418e-01},
|
---|
1317 | {9.4402667e-01},
|
---|
1318 | {1.1150495e+00},
|
---|
1319 | {1.1263864e+00},
|
---|
1320 | {1.1498512e+00},
|
---|
1321 | {9.8537193e-01},
|
---|
1322 | {7.6788821e-01},
|
---|
1323 | {6.4101222e-01},
|
---|
1324 | {7.0798171e-01},
|
---|
1325 | {1.0241973e+00},
|
---|
1326 | {1.1588402e+00},
|
---|
1327 | {1.2194902e+00},
|
---|
1328 | {1.1900225e+00},
|
---|
1329 | {8.8503290e-01},
|
---|
1330 | {6.4170616e-01},
|
---|
1331 | {4.8247262e-01},
|
---|
1332 | {7.4633801e-01},
|
---|
1333 | {1.0194608e+00},
|
---|
1334 | {1.0238758e+00},
|
---|
1335 | {1.1225142e+00},
|
---|
1336 | {1.1204876e+00},
|
---|
1337 | {1.0078894e+00},
|
---|
1338 | {8.7195748e-01},
|
---|
1339 | {6.9071922e-01},
|
---|
1340 | {7.7128559e-01},
|
---|
1341 | {9.8171063e-01},
|
---|
1342 | {1.1648359e+00},
|
---|
1343 | {1.2716060e+00},
|
---|
1344 | {1.2653194e+00},
|
---|
1345 | {9.4044785e-01},
|
---|
1346 | {6.3462126e-01},
|
---|
1347 | {4.3541986e-01},
|
---|
1348 | {6.2397592e-01},
|
---|
1349 | {9.4996429e-01},
|
---|
1350 | {9.5654324e-01},
|
---|
1351 | {1.0018949e+00},
|
---|
1352 | {1.1415375e+00},
|
---|
1353 | {1.1340702e+00},
|
---|
1354 | {1.1242483e+00},
|
---|
1355 | {8.6601272e-01},
|
---|
1356 | {7.0479002e-01},
|
---|
1357 | {6.0700568e-01},
|
---|
1358 | {8.6003770e-01},
|
---|
1359 | {1.1056434e+00},
|
---|
1360 | {1.1671804e+00},
|
---|
1361 | {1.2575999e+00},
|
---|
1362 | {1.0561104e+00},
|
---|
1363 | {7.7723774e-01},
|
---|
1364 | {5.5451638e-01},
|
---|
1365 | {5.4470017e-01},
|
---|
1366 | {9.0953268e-01},
|
---|
1367 | {1.0489983e+00},
|
---|
1368 | {1.0432715e+00},
|
---|
1369 | {1.1787522e+00},
|
---|
1370 | {1.0466535e+00},
|
---|
1371 | {9.5253913e-01},
|
---|
1372 | {7.3976965e-01},
|
---|
1373 | {6.9910727e-01},
|
---|
1374 | {8.7457184e-01},
|
---|
1375 | {1.1111747e+00},
|
---|
1376 | {1.2168058e+00},
|
---|
1377 | {1.3037145e+00},
|
---|
1378 | {1.0820947e+00},
|
---|
1379 | {7.5710433e-01},
|
---|
1380 | {5.0441461e-01},
|
---|
1381 | {4.7923251e-01},
|
---|
1382 | {8.6434525e-01},
|
---|
1383 | {9.8624111e-01},
|
---|
1384 | {9.5555561e-01},
|
---|
1385 | {1.1291297e+00},
|
---|
1386 | {1.1187232e+00},
|
---|
1387 | {1.1339455e+00},
|
---|
1388 | {9.4624297e-01},
|
---|
1389 | {7.5185473e-01},
|
---|
1390 | {6.4886735e-01},
|
---|
1391 | {7.6947931e-01},
|
---|
1392 | {1.0640658e+00},
|
---|
1393 | {1.1819490e+00},
|
---|
1394 | {1.2581006e+00},
|
---|
1395 | {1.1479357e+00},
|
---|
1396 | {8.2795383e-01},
|
---|
1397 | {5.8084914e-01},
|
---|
1398 | {4.6968322e-01},
|
---|
1399 | {8.0540679e-01},
|
---|
1400 | {1.0147037e+00},
|
---|
1401 | {9.9267552e-01},
|
---|
1402 | {1.1297166e+00},
|
---|
1403 | {1.1074520e+00},
|
---|
1404 | {1.0535732e+00},
|
---|
1405 | {8.9989357e-01},
|
---|
1406 | {7.2414622e-01},
|
---|
1407 | {7.3710872e-01},
|
---|
1408 | {9.0842211e-01},
|
---|
1409 | {1.1372436e+00},
|
---|
1410 | {1.2550645e+00},
|
---|
1411 | {1.3118017e+00},
|
---|
1412 | {1.0309191e+00},
|
---|
1413 | {6.9715233e-01},
|
---|
1414 | {4.6014528e-01},
|
---|
1415 | {5.1093338e-01},
|
---|
1416 | {8.9602085e-01},
|
---|
1417 | {9.6063866e-01},
|
---|
1418 | {9.4454964e-01},
|
---|
1419 | {1.1299822e+00},
|
---|
1420 | {1.1400660e+00},
|
---|
1421 | {1.1784050e+00},
|
---|
1422 | {9.5942169e-01},
|
---|
1423 | {7.4592605e-01},
|
---|
1424 | {5.9179210e-01},
|
---|
1425 | {7.0833096e-01},
|
---|
1426 | {1.0269127e+00},
|
---|
1427 | {1.1280089e+00},
|
---|
1428 | {1.1874924e+00},
|
---|
1429 | {1.1668412e+00},
|
---|
1430 | {8.9924653e-01},
|
---|
1431 | {6.8916581e-01},
|
---|
1432 | {5.3047422e-01},
|
---|
1433 | {7.7534076e-01},
|
---|
1434 | {1.0549099e+00},
|
---|
1435 | {1.0847312e+00},
|
---|
1436 | {1.1818109e+00},
|
---|
1437 | {1.1071479e+00},
|
---|
1438 | {9.0609669e-01},
|
---|
1439 | {7.2016981e-01},
|
---|
1440 | {5.9922569e-01},
|
---|
1441 | {8.4631545e-01},
|
---|
1442 | {1.1007330e+00},
|
---|
1443 | {1.1539455e+00},
|
---|
1444 | {1.2548057e+00},
|
---|
1445 | {1.0707369e+00},
|
---|
1446 | {7.9955359e-01},
|
---|
1447 | {5.7211183e-01},
|
---|
1448 | {5.3729384e-01},
|
---|
1449 | {8.9511329e-01},
|
---|
1450 | {1.0559775e+00},
|
---|
1451 | {1.0482488e+00},
|
---|
1452 | {1.1833103e+00},
|
---|
1453 | {1.0467011e+00},
|
---|
1454 | {9.3892077e-01},
|
---|
1455 | {7.3109756e-01},
|
---|
1456 | {6.8881096e-01},
|
---|
1457 | {8.8724202e-01},
|
---|
1458 | {1.1196405e+00},
|
---|
1459 | {1.2137632e+00},
|
---|
1460 | {1.2969341e+00},
|
---|
1461 | {1.0598913e+00},
|
---|
1462 | {7.4476987e-01},
|
---|
1463 | {5.0025043e-01},
|
---|
1464 | {5.0175473e-01},
|
---|
1465 | {8.8612613e-01},
|
---|
1466 | {9.9295902e-01},
|
---|
1467 | {9.7027740e-01},
|
---|
1468 | {1.1406663e+00},
|
---|
1469 | {1.1082236e+00},
|
---|
1470 | {1.1111857e+00},
|
---|
1471 | {9.0519862e-01},
|
---|
1472 | {7.3853971e-01},
|
---|
1473 | {6.6752554e-01},
|
---|
1474 | {8.4076984e-01},
|
---|
1475 | {1.1041197e+00},
|
---|
1476 | {1.2107499e+00},
|
---|
1477 | {1.2910787e+00},
|
---|
1478 | {1.0889124e+00},
|
---|
1479 | {7.6218879e-01},
|
---|
1480 | {5.1854183e-01},
|
---|
1481 | {4.8212027e-01},
|
---|
1482 | {8.6343438e-01},
|
---|
1483 | {9.9664176e-01},
|
---|
1484 | {9.6786348e-01},
|
---|
1485 | {1.1354766e+00},
|
---|
1486 | {1.1100558e+00},
|
---|
1487 | {1.1078273e+00},
|
---|
1488 | {9.1950063e-01},
|
---|
1489 | {7.4186814e-01},
|
---|
1490 | {6.7554741e-01},
|
---|
1491 | {8.2771704e-01},
|
---|
1492 | {1.0970261e+00},
|
---|
1493 | {1.2115055e+00},
|
---|
1494 | {1.2926801e+00},
|
---|
1495 | {1.1044430e+00},
|
---|
1496 | {7.7268354e-01},
|
---|
1497 | {5.2367729e-01},
|
---|
1498 | {4.6962326e-01},
|
---|
1499 | {8.4775775e-01},
|
---|
1500 | {9.9325612e-01},
|
---|
1501 | {9.6094332e-01},
|
---|
1502 | {1.1271528e+00},
|
---|
1503 | {1.1156670e+00},
|
---|
1504 | {1.1183008e+00},
|
---|
1505 | {9.4351589e-01},
|
---|
1506 | {7.5035067e-01},
|
---|
1507 | {6.6773972e-01},
|
---|
1508 | {7.8886291e-01},
|
---|
1509 | {1.0750322e+00},
|
---|
1510 | {1.1971741e+00},
|
---|
1511 | {1.2770426e+00},
|
---|
1512 | {1.1387571e+00},
|
---|
1513 | {8.0837143e-01},
|
---|
1514 | {5.5509702e-01},
|
---|
1515 | {4.5955065e-01},
|
---|
1516 | {8.1398530e-01},
|
---|
1517 | {1.0008314e+00},
|
---|
1518 | {9.7057086e-01},
|
---|
1519 | {1.1195985e+00},
|
---|
1520 | {1.1149111e+00},
|
---|
1521 | {1.0957539e+00},
|
---|
1522 | {9.4451157e-01},
|
---|
1523 | {7.4819097e-01},
|
---|
1524 | {6.9474604e-01},
|
---|
1525 | {8.1250200e-01},
|
---|
1526 | {1.0876804e+00},
|
---|
1527 | {1.2158509e+00},
|
---|
1528 | {1.2988266e+00},
|
---|
1529 | {1.1270851e+00},
|
---|
1530 | {7.8595861e-01},
|
---|
1531 | {5.2690470e-01},
|
---|
1532 | {4.5032342e-01},
|
---|
1533 | {8.2266007e-01},
|
---|
1534 | {9.8371303e-01},
|
---|
1535 | {9.4630598e-01},
|
---|
1536 | {1.1090276e+00}};
|
---|
1537 |
|
---|
1538 | private static readonly Dataset defaultDataset;
|
---|
1539 | private static readonly IEnumerable<string> defaultAllowedInputVariables;
|
---|
1540 | private static readonly string defaultTargetVariable;
|
---|
1541 |
|
---|
1542 | static TimeSeriesPrognosisProblemData() {
|
---|
1543 | defaultDataset = new Dataset(new string[] { "x" }, mackey_glass_17);
|
---|
1544 | defaultDataset.Name = "Mackey-Glass (t=17) Time Series Benchmark Dataset";
|
---|
1545 | defaultAllowedInputVariables = Enumerable.Empty<string>();
|
---|
1546 | defaultTargetVariable = "x";
|
---|
1547 | }
|
---|
1548 | #endregion
|
---|
1549 |
|
---|
1550 | private const string TrainingHorizonParameterName = "Training Horizon";
|
---|
1551 | private const string TestHorizonParameterName = "Test Horizon";
|
---|
1552 |
|
---|
1553 | public IFixedValueParameter<IntValue> TrainingHorizonParameter {
|
---|
1554 | get { return (IFixedValueParameter<IntValue>)Parameters[TrainingHorizonParameterName]; }
|
---|
1555 | }
|
---|
1556 | public IFixedValueParameter<IntValue> TestHorizonParameter {
|
---|
1557 | get { return (IFixedValueParameter<IntValue>)Parameters[TestHorizonParameterName]; }
|
---|
1558 | }
|
---|
1559 |
|
---|
1560 | #region Properties
|
---|
1561 | public int TrainingHorizon {
|
---|
1562 | get { return TrainingHorizonParameter.Value.Value; }
|
---|
1563 | set { TrainingHorizonParameter.Value.Value = value; }
|
---|
1564 | }
|
---|
1565 |
|
---|
1566 | public int TestHorizon {
|
---|
1567 | get { return TestHorizonParameter.Value.Value; }
|
---|
1568 | set { TestHorizonParameter.Value.Value = value; }
|
---|
1569 | }
|
---|
1570 | #endregion
|
---|
1571 |
|
---|
1572 | [StorableConstructor]
|
---|
1573 | protected TimeSeriesPrognosisProblemData(bool deserializing) : base(deserializing) { }
|
---|
1574 |
|
---|
1575 | protected TimeSeriesPrognosisProblemData(TimeSeriesPrognosisProblemData original, Cloner cloner) : base(original, cloner) { }
|
---|
1576 | public override IDeepCloneable Clone(Cloner cloner) {
|
---|
1577 | return new TimeSeriesPrognosisProblemData(this, cloner);
|
---|
1578 | }
|
---|
1579 |
|
---|
1580 | public TimeSeriesPrognosisProblemData()
|
---|
1581 | : this(defaultDataset, defaultAllowedInputVariables, defaultTargetVariable) {
|
---|
1582 | TrainingPartition.Start = 50;
|
---|
1583 | }
|
---|
1584 | public TimeSeriesPrognosisProblemData(Dataset dataset, IEnumerable<string> allowedInputVariables, string targetVariable)
|
---|
1585 | : base(dataset, allowedInputVariables, targetVariable) {
|
---|
1586 | Parameters.Add(new FixedValueParameter<IntValue>(TrainingHorizonParameterName, "Specifies the horizon (how far the prognosis reaches in the future) for each training sample.", new IntValue(1)));
|
---|
1587 | Parameters.Add(new FixedValueParameter<IntValue>(TestHorizonParameterName, "Specifies the horizon (how far the prognosis reaches in the future) for each test sample.", new IntValue(1)));
|
---|
1588 |
|
---|
1589 | TrainingHorizonParameter.Hidden = true;
|
---|
1590 | TestHorizonParameter.Hidden = true;
|
---|
1591 |
|
---|
1592 | TrainingPartition.Start = Math.Min((int)(TrainingPartition.Size * 0.2), 50);
|
---|
1593 |
|
---|
1594 | RegisterParameterEventHandlers();
|
---|
1595 | }
|
---|
1596 |
|
---|
1597 | public TimeSeriesPrognosisProblemData(ITimeSeriesPrognosisProblemData timeseriesProblemData)
|
---|
1598 | : this(timeseriesProblemData.Dataset, timeseriesProblemData.AllowedInputVariables, timeseriesProblemData.TargetVariable) {
|
---|
1599 |
|
---|
1600 | TrainingPartition.Start = timeseriesProblemData.TrainingPartition.Start;
|
---|
1601 | TrainingPartition.End = timeseriesProblemData.TrainingPartition.End;
|
---|
1602 | TestPartition.Start = timeseriesProblemData.TestPartition.Start;
|
---|
1603 | TestPartition.End = timeseriesProblemData.TestPartition.End;
|
---|
1604 |
|
---|
1605 | TrainingHorizon = timeseriesProblemData.TrainingHorizon;
|
---|
1606 | TestHorizon = timeseriesProblemData.TestHorizon;
|
---|
1607 | }
|
---|
1608 |
|
---|
1609 | [StorableHook(HookType.AfterDeserialization)]
|
---|
1610 | private void AfterDeserialization() {
|
---|
1611 | RegisterParameterEventHandlers();
|
---|
1612 | }
|
---|
1613 |
|
---|
1614 | private void RegisterParameterEventHandlers() {
|
---|
1615 | TrainingHorizonParameter.Value.ValueChanged += new System.EventHandler(Parameter_ValueChanged);
|
---|
1616 | TestHorizonParameter.Value.ValueChanged += new System.EventHandler(Parameter_ValueChanged);
|
---|
1617 | }
|
---|
1618 |
|
---|
1619 | private void Parameter_ValueChanged(object sender, EventArgs e) {
|
---|
1620 | OnChanged();
|
---|
1621 | }
|
---|
1622 |
|
---|
1623 | protected override bool IsProblemDataCompatible(IDataAnalysisProblemData problemData, out string errorMessage) {
|
---|
1624 | if (problemData == null) throw new ArgumentNullException("problemData", "The provided problemData is null.");
|
---|
1625 | ITimeSeriesPrognosisProblemData timeseriesProblemData = problemData as ITimeSeriesPrognosisProblemData;
|
---|
1626 | if (timeseriesProblemData == null)
|
---|
1627 | throw new ArgumentException("The problem data is not a time-series problem data. Instead a " + problemData.GetType().GetPrettyName() + " was provided.", "problemData");
|
---|
1628 |
|
---|
1629 | var returnValue = base.IsProblemDataCompatible(problemData, out errorMessage);
|
---|
1630 | //check targetVariable
|
---|
1631 | if (problemData.InputVariables.All(var => var.Value != TargetVariable)) {
|
---|
1632 | errorMessage = string.Format("The target variable {0} is not present in the new problem data.", TargetVariable)
|
---|
1633 | + Environment.NewLine + errorMessage;
|
---|
1634 | return false;
|
---|
1635 | }
|
---|
1636 | return returnValue;
|
---|
1637 | }
|
---|
1638 |
|
---|
1639 | public override void AdjustProblemDataProperties(IDataAnalysisProblemData problemData) {
|
---|
1640 | TimeSeriesPrognosisProblemData timeSeriesProblemData = problemData as TimeSeriesPrognosisProblemData;
|
---|
1641 | if (timeSeriesProblemData == null)
|
---|
1642 | throw new ArgumentException("The problem data is not a timeseries problem data. Instead a " + problemData.GetType().GetPrettyName() + " was provided.", "problemData");
|
---|
1643 |
|
---|
1644 | var trainingDataStart = TrainingIndices.First();
|
---|
1645 |
|
---|
1646 | base.AdjustProblemDataProperties(problemData);
|
---|
1647 |
|
---|
1648 | TestPartition.Start = trainingDataStart;
|
---|
1649 |
|
---|
1650 | TrainingHorizon = timeSeriesProblemData.TrainingHorizon;
|
---|
1651 | TestHorizon = timeSeriesProblemData.TestHorizon;
|
---|
1652 | }
|
---|
1653 |
|
---|
1654 | }
|
---|
1655 | }
|
---|