#region License Information
/* HeuristicLab
* Copyright (C) 2002-2019 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 HeuristicLab.Common;
namespace HeuristicLab.Problems.DataAnalysis {
public class OnlineWeightedDirectionalSymmetryCalculator : DeepCloneable, IOnlineTimeSeriesCalculator {
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();
}
protected OnlineWeightedDirectionalSymmetryCalculator(OnlineWeightedDirectionalSymmetryCalculator original, Cloner cloner)
: base(original, cloner) {
n = original.n;
correctSum = original.correctSum;
incorrectSum = original.incorrectSum;
errorState = original.errorState;
}
public override IDeepCloneable Clone(Cloner cloner) {
return new OnlineWeightedDirectionalSymmetryCalculator(this, cloner);
}
public double Value {
get { return WeightedDirectionalSymmetry; }
}
private OnlineCalculatorError errorState;
public OnlineCalculatorError ErrorState {
get { return errorState; }
}
public void Add(double startValue, IEnumerable actualContinuation, IEnumerable predictedContinuation) {
if (double.IsNaN(startValue) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
} else {
var actualEnumerator = actualContinuation.GetEnumerator();
var predictedEnumerator = predictedContinuation.GetEnumerator();
while (actualEnumerator.MoveNext() & predictedEnumerator.MoveNext() & errorState != OnlineCalculatorError.InvalidValueAdded) {
double actual = actualEnumerator.Current;
double predicted = predictedEnumerator.Current;
if (double.IsNaN(actual) || double.IsNaN(predicted)) {
errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
} else {
double err = Math.Abs(actual - predicted);
// count as correct only if the trend (positive/negative/no change) is predicted correctly
if ((actual - startValue) * (predicted - startValue) > 0.0 ||
(actual - startValue).IsAlmost(predicted - startValue)) {
correctSum += err;
} else {
incorrectSum += err;
}
n++;
}
}
// check if both enumerators are at the end to make sure both enumerations have the same length
if (actualEnumerator.MoveNext() || predictedEnumerator.MoveNext()) {
errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
} else {
errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded); // n >= 1
}
}
}
public void Reset() {
n = 0;
correctSum = 0;
incorrectSum = 0;
errorState = OnlineCalculatorError.InsufficientElementsAdded;
}
public static double Calculate(double startValue, IEnumerable actualContinuation, IEnumerable predictedContinuation, out OnlineCalculatorError errorState) {
OnlineWeightedDirectionalSymmetryCalculator calculator = new OnlineWeightedDirectionalSymmetryCalculator();
calculator.Add(startValue, actualContinuation, predictedContinuation);
errorState = calculator.ErrorState;
return calculator.WeightedDirectionalSymmetry;
}
public static double Calculate(IEnumerable startValues, IEnumerable> actualContinuations, IEnumerable> predictedContinuations, out OnlineCalculatorError errorState) {
IEnumerator startValueEnumerator = startValues.GetEnumerator();
IEnumerator> actualContinuationsEnumerator = actualContinuations.GetEnumerator();
IEnumerator> predictedContinuationsEnumerator = predictedContinuations.GetEnumerator();
OnlineWeightedDirectionalSymmetryCalculator calculator = new OnlineWeightedDirectionalSymmetryCalculator();
// always move forward all enumerators (do not use short-circuit evaluation!)
while (startValueEnumerator.MoveNext() & actualContinuationsEnumerator.MoveNext() & predictedContinuationsEnumerator.MoveNext()) {
calculator.Add(startValueEnumerator.Current, actualContinuationsEnumerator.Current, predictedContinuationsEnumerator.Current);
if (calculator.ErrorState != OnlineCalculatorError.None) break;
}
// check if all enumerators are at the end to make sure both enumerations have the same length
if (calculator.ErrorState == OnlineCalculatorError.None &&
(startValueEnumerator.MoveNext() || actualContinuationsEnumerator.MoveNext() || predictedContinuationsEnumerator.MoveNext())) {
throw new ArgumentException("Number of elements in startValues, actualContinuations and estimatedValues predictedContinuations doesn't match.");
} else {
errorState = calculator.ErrorState;
return calculator.WeightedDirectionalSymmetry;
}
}
}
}