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source: trunk/sources/HeuristicLab.LinearRegression/3.2/LinearTimeSeriesPrognosis.cs @ 2360

Last change on this file since 2360 was 2360, checked in by gkronber, 15 years ago

Implemented #706 (Linear regression algorithm for time series).

File size: 3.0 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2008 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 System.Text;
26using HeuristicLab.Core;
27using System.Xml;
28using System.Diagnostics;
29using HeuristicLab.DataAnalysis;
30using HeuristicLab.Data;
31using HeuristicLab.Operators;
32using HeuristicLab.GP.StructureIdentification;
33using HeuristicLab.Modeling;
34using HeuristicLab.GP;
35using HeuristicLab.Random;
36using HeuristicLab.GP.Interfaces;
37using HeuristicLab.GP.StructureIdentification.Classification;
38
39namespace HeuristicLab.LinearRegression {
40  public class LinearTimeSeriesPrognosis : LinearRegression, ITimeSeriesAlgorithm {
41
42    public override string Name { get { return "LinearTimeSeriesPrognosis"; } }
43    public int MaxTimeOffset {
44      get { return GetVariableInjector().GetVariable("MaxTimeOffset").GetValue<IntData>().Data; }
45      set { GetVariableInjector().GetVariable("MaxTimeOffset").GetValue<IntData>().Data = value; }
46    }
47
48    public int MinTimeOffset {
49      get { return GetVariableInjector().GetVariable("MinTimeOffset").GetValue<IntData>().Data; }
50      set { GetVariableInjector().GetVariable("MinTimeOffset").GetValue<IntData>().Data = value; }
51    }
52
53
54    public LinearTimeSeriesPrognosis()
55      : base() {
56      MaxTimeOffset = -1;
57      MinTimeOffset = -1;
58    }
59
60    protected override IOperator CreateProblemInjector() {
61      return DefaultTimeSeriesOperators.CreateProblemInjector();
62    }
63
64    protected override VariableInjector CreateGlobalInjector() {
65      VariableInjector injector = base.CreateGlobalInjector();
66      injector.AddVariable(new HeuristicLab.Core.Variable("MinTimeOffset", new IntData()));
67      injector.AddVariable(new HeuristicLab.Core.Variable("MaxTimeOffset", new IntData()));
68      return injector;
69    }
70
71    protected override IOperator CreateModelAnalyzerOperator() {
72      return DefaultTimeSeriesOperators.CreatePostProcessingOperator();
73    }
74
75    protected internal virtual IAnalyzerModel CreateLRModel(IScope bestModelScope) {
76      var model = new AnalyzerModel();
77      DefaultTimeSeriesOperators.PopulateAnalyzerModel(bestModelScope, model);
78      return model;
79    }
80  }
81}
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