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source: trunk/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/TimeSeriesPrognosisProblemData.cs @ 17180

Last change on this file since 17180 was 17180, checked in by swagner, 5 years ago

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1#region License Information
2/* HeuristicLab
3 * Copyright (C) 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 HEAL.Attic;
30
31namespace HeuristicLab.Problems.DataAnalysis {
32  [StorableType("68E790CA-24B3-4127-B06B-24E5D3078E52")]
33  [Item("TimeSeriesPrognosisProblemData", "Represents an item containing all data defining a time series prognosis problem.")]
34  public class TimeSeriesPrognosisProblemData : RegressionProblemData, ITimeSeriesPrognosisProblemData {
35    #region default data
36    private static double[,] mackey_glass_17 = new double[,] {
37{9.0000000e-01},
38{9.0000000e-01},
39{9.0000000e-01},
40{9.4136145e-01},
41{1.1188041e+00},
42{1.2161867e+00},
43{1.2476827e+00},
44{1.0067861e+00},
45{7.1297054e-01},
46{5.0349420e-01},
47{5.8392542e-01},
48{9.4327347e-01},
49{1.0178784e+00},
50{1.0346794e+00},
51{1.1640420e+00},
52{1.0670009e+00},
53{1.0026658e+00},
54{7.7000347e-01},
55{7.0782984e-01},
56{7.9370192e-01},
57{1.0558440e+00},
58{1.2000510e+00},
59{1.2998549e+00},
60{1.1857500e+00},
61{8.4250325e-01},
62{5.5885374e-01},
63{4.2572016e-01},
64{7.5043060e-01},
65{9.7291951e-01},
66{9.3785503e-01},
67{1.0653587e+00},
68{1.1355961e+00},
69{1.1533842e+00},
70{1.0678134e+00},
71{8.1349649e-01},
72{6.6246660e-01},
73{6.2210481e-01},
74{9.3890430e-01},
75{1.1287058e+00},
76{1.1699535e+00},
77{1.2412759e+00},
78{9.8090748e-01},
79{7.3311051e-01},
80{5.2596003e-01},
81{6.3134850e-01},
82{9.7849655e-01},
83{1.0578901e+00},
84{1.0888001e+00},
85{1.1681297e+00},
86{9.9896471e-01},
87{8.7928027e-01},
88{6.6864116e-01},
89{7.3694626e-01},
90{9.7850487e-01},
91{1.1571565e+00},
92{1.2440406e+00},
93{1.2532851e+00},
94{9.3967388e-01},
95{6.5403177e-01},
96{4.5549437e-01},
97{6.4110939e-01},
98{9.6727507e-01},
99{9.8419122e-01},
100{1.0332443e+00},
101{1.1440570e+00},
102{1.0922307e+00},
103{1.0485820e+00},
104{8.0447560e-01},
105{7.1465526e-01},
106{7.1296010e-01},
107{9.9300973e-01},
108{1.1766813e+00},
109{1.2618288e+00},
110{1.2517022e+00},
111{9.2078170e-01},
112{6.2369710e-01},
113{4.3562308e-01},
114{6.4988558e-01},
115{9.5895791e-01},
116{9.5866122e-01},
117{1.0183775e+00},
118{1.1415533e+00},
119{1.1289579e+00},
120{1.1022163e+00},
121{8.4414928e-01},
122{6.9891813e-01},
123{6.2493643e-01},
124{9.0049230e-01},
125{1.1246569e+00},
126{1.1850486e+00},
127{1.2646400e+00},
128{1.0193893e+00},
129{7.3830722e-01},
130{5.1921750e-01},
131{5.6836076e-01},
132{9.3609361e-01},
133{1.0324202e+00},
134{1.0360676e+00},
135{1.1675966e+00},
136{1.0504944e+00},
137{9.8129158e-01},
138{7.5798016e-01},
139{7.1660079e-01},
140{8.3950658e-01},
141{1.0870027e+00},
142{1.2170776e+00},
143{1.3123779e+00},
144{1.1361782e+00},
145{7.9337369e-01},
146{5.2230472e-01},
147{4.3857925e-01},
148{8.0873950e-01},
149{9.7422631e-01},
150{9.3291515e-01},
151{1.0947530e+00},
152{1.1335086e+00},
153{1.1645714e+00},
154{1.0315895e+00},
155{7.9058261e-01},
156{6.3878936e-01},
157{6.4385427e-01},
158{9.7290237e-01},
159{1.1330941e+00},
160{1.1738960e+00},
161{1.2210669e+00},
162{9.4813374e-01},
163{7.1548595e-01},
164{5.2046031e-01},
165{6.8100333e-01},
166{1.0072944e+00},
167{1.0641199e+00},
168{1.1194312e+00},
169{1.1522817e+00},
170{9.7118023e-01},
171{8.2966445e-01},
172{6.3876024e-01},
173{7.6770138e-01},
174{1.0325752e+00},
175{1.1660632e+00},
176{1.2543878e+00},
177{1.1956003e+00},
178{8.7571542e-01},
179{6.1252082e-01},
180{4.5699619e-01},
181{7.4030148e-01},
182{1.0017485e+00},
183{9.8958385e-01},
184{1.0949833e+00},
185{1.1249612e+00},
186{1.0658962e+00},
187{9.5636335e-01},
188{7.4498806e-01},
189{7.2563393e-01},
190{8.3530455e-01},
191{1.0977307e+00},
192{1.2314926e+00},
193{1.3167422e+00},
194{1.1172604e+00},
195{7.6900341e-01},
196{5.0549771e-01},
197{4.4450990e-01},
198{8.2808038e-01},
199{9.6930396e-01},
200{9.2772189e-01},
201{1.1010458e+00},
202{1.1366939e+00},
203{1.1770457e+00},
204{1.0282839e+00},
205{7.8657093e-01},
206{6.2340354e-01},
207{6.3476140e-01},
208{9.6941037e-01},
209{1.1224823e+00},
210{1.1576217e+00},
211{1.2147442e+00},
212{9.5631199e-01},
213{7.3947874e-01},
214{5.4187646e-01},
215{6.8681641e-01},
216{1.0131445e+00},
217{1.0865854e+00},
218{1.1414849e+00},
219{1.1594630e+00},
220{9.4411600e-01},
221{7.7794034e-01},
222{5.9741518e-01},
223{7.7225037e-01},
224{1.0587360e+00},
225{1.1485933e+00},
226{1.2344562e+00},
227{1.1458853e+00},
228{8.5415118e-01},
229{6.2127481e-01},
230{4.9756097e-01},
231{8.0931406e-01},
232{1.0430891e+00},
233{1.0367506e+00},
234{1.1608048e+00},
235{1.0902522e+00},
236{9.6945804e-01},
237{7.9607346e-01},
238{6.7035674e-01},
239{8.2493000e-01},
240{1.0685565e+00},
241{1.1912458e+00},
242{1.2916937e+00},
243{1.1585237e+00},
244{8.2653804e-01},
245{5.5624667e-01},
246{4.4364773e-01},
247{7.8679896e-01},
248{9.8947432e-01},
249{9.5587476e-01},
250{1.0976735e+00},
251{1.1247419e+00},
252{1.1220470e+00},
253{9.9754667e-01},
254{7.7406653e-01},
255{6.7630712e-01},
256{7.2445263e-01},
257{1.0303591e+00},
258{1.1801427e+00},
259{1.2506686e+00},
260{1.1989987e+00},
261{8.7114663e-01},
262{6.0602798e-01},
263{4.5163741e-01},
264{7.3553573e-01},
265{9.9456302e-01},
266{9.8098646e-01},
267{1.0857031e+00},
268{1.1289641e+00},
269{1.0828069e+00},
270{9.8224963e-01},
271{7.5966277e-01},
272{7.1111527e-01},
273{7.8645769e-01},
274{1.0673541e+00},
275{1.2116816e+00},
276{1.2990734e+00},
277{1.1657704e+00},
278{8.1779454e-01},
279{5.4428063e-01},
280{4.3047549e-01},
281{7.7832590e-01},
282{9.7551443e-01},
283{9.3705618e-01},
284{1.0807206e+00},
285{1.1339189e+00},
286{1.1551319e+00},
287{1.0473610e+00},
288{8.0021464e-01},
289{6.5377513e-01},
290{6.3810292e-01},
291{9.6140773e-01},
292{1.1354401e+00},
293{1.1782311e+00},
294{1.2323246e+00},
295{9.5811452e-01},
296{7.1400985e-01},
297{5.1434848e-01},
298{6.5876782e-01},
299{9.9374878e-01},
300{1.0532057e+00},
301{1.0987291e+00},
302{1.1569941e+00},
303{9.9327584e-01},
304{8.7055783e-01},
305{6.6607204e-01},
306{7.5154249e-01},
307{9.9147904e-01},
308{1.1618652e+00},
309{1.2531013e+00},
310{1.2445235e+00},
311{9.2459418e-01},
312{6.3924685e-01},
313{4.4899067e-01},
314{6.5946924e-01},
315{9.7165260e-01},
316{9.7791817e-01},
317{1.0391898e+00},
318{1.1412631e+00},
319{1.0983393e+00},
320{1.0493420e+00},
321{8.0399406e-01},
322{7.0992449e-01},
323{7.0350356e-01},
324{9.8952236e-01},
325{1.1734521e+00},
326{1.2538876e+00},
327{1.2508500e+00},
328{9.2423636e-01},
329{6.3070030e-01},
330{4.4136962e-01},
331{6.4946966e-01},
332{9.6197955e-01},
333{9.6606332e-01},
334{1.0237953e+00},
335{1.1421522e+00},
336{1.1183774e+00},
337{1.0857179e+00},
338{8.3157725e-01},
339{7.0250588e-01},
340{6.4917325e-01},
341{9.2959329e-01},
342{1.1407976e+00},
343{1.2080261e+00},
344{1.2684960e+00},
345{9.9122930e-01},
346{7.0220017e-01},
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},
382{5.7929225e-01},
383{9.2472931e-01},
384{1.0849831e+00},
385{1.0943246e+00},
386{1.2041235e+00},
387{1.0091917e+00},
388{8.4987188e-01},
389{6.3876182e-01},
390{6.7747918e-01},
391{9.7202288e-01},
392{1.1405471e+00},
393{1.1943368e+00},
394{1.2338428e+00},
395{9.4462558e-01},
396{6.9738430e-01},
397{4.9856007e-01},
398{6.6823589e-01},
399{9.9611375e-01},
400{1.0393748e+00},
401{1.0920087e+00},
402{1.1489492e+00},
403{1.0066576e+00},
404{8.9589007e-01},
405{6.8845995e-01},
406{7.5294149e-01},
407{9.6184563e-01},
408{1.1555071e+00},
409{1.2567316e+00},
410{1.2751778e+00},
411{9.6335246e-01},
412{6.5830948e-01},
413{4.4799275e-01},
414{5.9888825e-01},
415{9.4430988e-01},
416{9.6837958e-01},
417{9.9677549e-01},
418{1.1434629e+00},
419{1.1210684e+00},
420{1.1148356e+00},
421{8.6401556e-01},
422{7.1420118e-01},
423{6.2999725e-01},
424{8.7537864e-01},
425{1.1167941e+00},
426{1.1896694e+00},
427{1.2722030e+00},
428{1.0454715e+00},
429{7.4997564e-01},
430{5.2383173e-01},
431{5.3664145e-01},
432{9.1117041e-01},
433{1.0244044e+00},
434{1.0151287e+00},
435{1.1633675e+00},
436{1.0695966e+00},
437{1.0183575e+00},
438{8.0087884e-01},
439{7.1535296e-01},
440{7.8553095e-01},
441{1.0319822e+00},
442{1.1937155e+00},
443{1.2977947e+00},
444{1.2217806e+00},
445{8.7524512e-01},
446{5.7851885e-01},
447{4.1763620e-01},
448{7.0155638e-01},
449{9.6135267e-01},
450{9.3393602e-01},
451{1.0323424e+00},
452{1.1394608e+00},
453{1.1605598e+00},
454{1.1161968e+00},
455{8.4854339e-01},
456{6.7338626e-01},
457{5.7982826e-01},
458{8.7043086e-01},
459{1.0990834e+00},
460{1.1357404e+00},
461{1.2369383e+00},
462{1.0441753e+00},
463{8.0417958e-01},
464{5.9002711e-01},
465{5.8533894e-01},
466{9.3051649e-01},
467{1.0871279e+00},
468{1.0984983e+00},
469{1.2044155e+00},
470{1.0039892e+00},
471{8.4210523e-01},
472{6.3124655e-01},
473{6.8055115e-01},
474{9.7935183e-01},
475{1.1399170e+00},
476{1.1935307e+00},
477{1.2269029e+00},
478{9.3758049e-01},
479{6.9527243e-01},
480{5.0033084e-01},
481{6.8171448e-01},
482{1.0034848e+00},
483{1.0435853e+00},
484{1.1027381e+00},
485{1.1454200e+00},
486{9.9636446e-01},
487{8.7575610e-01},
488{6.7572455e-01},
489{7.6161436e-01},
490{9.8751885e-01},
491{1.1634852e+00},
492{1.2613366e+00},
493{1.2527158e+00},
494{9.3041078e-01},
495{6.3648886e-01},
496{4.4289908e-01},
497{6.4543043e-01},
498{9.6271252e-01},
499{9.6856037e-01},
500{1.0237816e+00},
501{1.1419384e+00},
502{1.1143808e+00},
503{1.0817980e+00},
504{8.2952128e-01},
505{7.0565231e-01},
506{6.5745758e-01},
507{9.3688510e-01},
508{1.1457239e+00},
509{1.2160319e+00},
510{1.2696485e+00},
511{9.8373294e-01},
512{6.9141844e-01},
513{4.7910268e-01},
514{5.8995166e-01},
515{9.4754885e-01},
516{1.0004197e+00},
517{1.0182334e+00},
518{1.1527974e+00},
519{1.0815601e+00},
520{1.0462772e+00},
521{8.0856012e-01},
522{7.2009150e-01},
523{7.3360533e-01},
524{9.9726771e-01},
525{1.1799228e+00},
526{1.2752553e+00},
527{1.2545993e+00},
528{9.1834232e-01},
529{6.1478702e-01},
530{4.2718988e-01},
531{6.4709630e-01},
532{9.5321724e-01},
533{9.4745071e-01},
534{1.0082615e+00},
535{1.1408283e+00},
536{1.1449070e+00},
537{1.1287695e+00},
538{8.6506953e-01},
539{6.9506068e-01},
540{5.9077914e-01},
541{8.5235412e-01},
542{1.0981812e+00},
543{1.1502068e+00},
544{1.2457878e+00},
545{1.0606248e+00},
546{7.9743949e-01},
547{5.7871635e-01},
548{5.5597309e-01},
549{9.0976389e-01},
550{1.0678545e+00},
551{1.0678466e+00},
552{1.1926843e+00},
553{1.0306506e+00},
554{9.0068600e-01},
555{6.8968565e-01},
556{6.8293693e-01},
557{9.2938386e-01},
558{1.1389931e+00},
559{1.2107723e+00},
560{1.2742112e+00},
561{9.9571305e-01},
562{7.0900966e-01},
563{4.8711002e-01},
564{5.7843327e-01},
565{9.4262722e-01},
566{1.0068885e+00},
567{1.0174671e+00},
568{1.1549847e+00},
569{1.0752383e+00},
570{1.0382561e+00},
571{8.0493588e-01},
572{7.2297438e-01},
573{7.5109199e-01},
574{1.0099650e+00},
575{1.1869526e+00},
576{1.2859723e+00},
577{1.2455314e+00},
578{9.0247113e-01},
579{5.9968946e-01},
580{4.2056794e-01},
581{6.6467784e-01},
582{9.5461231e-01},
583{9.3926954e-01},
584{1.0128964e+00},
585{1.1403075e+00},
586{1.1549599e+00},
587{1.1335031e+00},
588{8.6584651e-01},
589{6.8689154e-01},
590{5.7663890e-01},
591{8.4338430e-01},
592{1.0904343e+00},
593{1.1347127e+00},
594{1.2344704e+00},
595{1.0665197e+00},
596{8.1831436e-01},
597{6.0374950e-01},
598{5.6609914e-01},
599{9.0609488e-01},
600{1.0837698e+00},
601{1.0903349e+00},
602{1.2068005e+00},
603{1.0215332e+00},
604{8.5834739e-01},
605{6.4797779e-01},
606{6.6278967e-01},
607{9.5567807e-01},
608{1.1370612e+00},
609{1.1868501e+00},
610{1.2426235e+00},
611{9.6133342e-01},
612{7.1189926e-01},
613{5.0582127e-01},
614{6.4642134e-01},
615{9.8585814e-01},
616{1.0428580e+00},
617{1.0831242e+00},
618{1.1568123e+00},
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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(StorableConstructorFlag _) : base(_) { }
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(IDataset dataset, IEnumerable<string> allowedInputVariables, string targetVariable, IEnumerable<ITransformation> transformations = null)
1585      : base(dataset, allowedInputVariables, targetVariable, transformations ?? Enumerable.Empty<ITransformation>()) {
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}
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