#region License Information
/* HeuristicLab
* Copyright (C) 2002-2008 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 System.Text;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.GP.StructureIdentification;
namespace HeuristicLab.GP.StructureIdentification.TimeSeries {
public class AvergePercentageChangeEvaluator : GPEvaluatorBase {
protected DoubleData apc;
private bool differential;
public override string Description {
get {
return @"TASK";
}
}
public AvergePercentageChangeEvaluator()
: base() {
AddVariableInfo(new VariableInfo("Differential", "Wether to transform the target variable to percentage change first or not.", typeof(BoolData), VariableKind.In));
AddVariableInfo(new VariableInfo("APC", "The average percentage change of the model", typeof(DoubleData), VariableKind.New));
}
public override IOperation Apply(IScope scope) {
differential = GetVariableValue("Differential", scope, true).Data;
apc = GetVariableValue("APC", scope, false, false);
if(apc == null) {
apc = new DoubleData();
scope.AddVariable(new HeuristicLab.Core.Variable(scope.TranslateName("APC"), apc));
}
return base.Apply(scope);
}
public override void Evaluate(int start, int end) {
double percentageSum = 0;
for(int sample = start; sample < end; sample++) {
double prevOriginal;
double originalPercentageChange;
double estimatedPercentageChange;
if(differential) {
prevOriginal = GetOriginalValue(sample - 1);
originalPercentageChange = (GetOriginalValue(sample) - prevOriginal) / prevOriginal;
estimatedPercentageChange = (GetEstimatedValue(sample) - prevOriginal) / prevOriginal;
SetOriginalValue(sample, estimatedPercentageChange*prevOriginal + prevOriginal);
} else {
originalPercentageChange = GetOriginalValue(sample);
estimatedPercentageChange = GetEstimatedValue(sample);
SetOriginalValue(sample, estimatedPercentageChange);
}
if(!double.IsNaN(originalPercentageChange) && !double.IsInfinity(originalPercentageChange)) {
if((estimatedPercentageChange > 0 && originalPercentageChange > 0) ||
(estimatedPercentageChange < 0 && originalPercentageChange < 0)) {
percentageSum += Math.Abs(originalPercentageChange);
} else if((estimatedPercentageChange > 0 && originalPercentageChange < 0) ||
(estimatedPercentageChange < 0 && originalPercentageChange > 0)) {
percentageSum -= Math.Abs(originalPercentageChange);
}
}
}
percentageSum /= (end - start);
if(double.IsNaN(percentageSum) || double.IsInfinity(percentageSum)) {
percentageSum = double.MinValue;
}
apc.Data = percentageSum;
}
}
}