#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;
namespace HeuristicLab.Problems.DataAnalysis {
public class OnlineWeightedDirectionalSymmetryCalculator : IOnlineCalculator {
private double prevEstimated;
private double prevOriginal;
private int n;
private double correctSum;
private double incorrectSum;
public double WeightedDirectionalSymmetry {
get {
if (n <= 1) return 0.0;
return incorrectSum / correctSum;
}
}
public OnlineWeightedDirectionalSymmetryCalculator() {
Reset();
}
public double Value {
get { return WeightedDirectionalSymmetry; }
}
private OnlineCalculatorError errorState;
public OnlineCalculatorError ErrorState {
get { return errorState; }
}
public void Add(double original, double estimated) {
if (double.IsNaN(estimated) || double.IsInfinity(estimated) || double.IsNaN(original) || double.IsInfinity(original) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
} else if (n == 0) {
prevOriginal = original;
prevEstimated = estimated;
n++;
} else {
double err = Math.Abs(original - estimated);
if ((original - prevOriginal) * (estimated - prevEstimated) >= 0.0) {
correctSum += err;
} else {
incorrectSum += err;
}
n++;
errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded); // n >= 1
prevOriginal = original;
prevEstimated = estimated;
}
}
public void Reset() {
n = 0;
correctSum = 0;
incorrectSum = 0;
prevOriginal = double.NaN;
prevEstimated = double.NaN;
errorState = OnlineCalculatorError.InsufficientElementsAdded;
}
public static double Calculate(IEnumerable first, IEnumerable second, out OnlineCalculatorError errorState) {
IEnumerator firstEnumerator = first.GetEnumerator();
IEnumerator secondEnumerator = second.GetEnumerator();
OnlineWeightedDirectionalSymmetryCalculator dsCalculator = new OnlineWeightedDirectionalSymmetryCalculator();
// add first element of time series as a reference point
firstEnumerator.MoveNext();
secondEnumerator.MoveNext();
dsCalculator.Add(firstEnumerator.Current, secondEnumerator.Current);
// always move forward both enumerators (do not use short-circuit evaluation!)
while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
double estimated = secondEnumerator.Current;
double original = firstEnumerator.Current;
dsCalculator.Add(original, estimated);
if (dsCalculator.ErrorState != OnlineCalculatorError.None) break;
}
// check if both enumerators are at the end to make sure both enumerations have the same length
if (dsCalculator.ErrorState == OnlineCalculatorError.None &&
(secondEnumerator.MoveNext() || firstEnumerator.MoveNext())) {
throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
} else {
errorState = dsCalculator.ErrorState;
return dsCalculator.WeightedDirectionalSymmetry;
}
}
}
}