| 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2008 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using HeuristicLab.Core;
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| 23 | using HeuristicLab.DataAnalysis;
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| 24 | using HeuristicLab.Operators;
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| 25 | using HeuristicLab.Modeling;
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| 26 | using HeuristicLab.Data;
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| 27 |
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| 28 | namespace HeuristicLab.Modeling {
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| 29 | public static class DefaultTimeSeriesOperators {
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| 30 | public static IOperator CreateProblemInjector() {
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| 31 | CombinedOperator op = new CombinedOperator();
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| 32 | op.Name = "ProblemInjector";
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| 33 | SequentialProcessor seq = new SequentialProcessor();
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| 34 | seq.AddSubOperator(new ProblemInjector());
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| 35 | op.OperatorGraph.AddOperator(seq);
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| 36 | op.OperatorGraph.InitialOperator = seq;
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| 37 | return op;
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| 38 | }
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| 39 |
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| 40 | public static IOperator CreatePostProcessingOperator() {
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| 41 | CombinedOperator op = new CombinedOperator();
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| 42 | op.Name = "Time series prognosis model analyzer";
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| 43 |
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| 44 | SequentialProcessor seq = new SequentialProcessor();
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| 45 | seq.AddSubOperator(DefaultRegressionOperators.CreatePostProcessingOperator());
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| 46 |
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| 47 | #region theil inequality
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| 48 | SimpleTheilInequalityCoefficientEvaluator trainingTheil = new SimpleTheilInequalityCoefficientEvaluator();
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| 49 | trainingTheil.Name = "TrainingTheilInequalityEvaluator";
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| 50 | trainingTheil.GetVariableInfo("Values").ActualName = "TrainingValues";
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| 51 | trainingTheil.GetVariableInfo("TheilInequalityCoefficient").ActualName = ModelingResult.TrainingTheilInequality.ToString();
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| 52 | SimpleTheilInequalityCoefficientEvaluator validationTheil = new SimpleTheilInequalityCoefficientEvaluator();
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| 53 | validationTheil.Name = "ValidationTheilInequalityEvaluator";
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| 54 | validationTheil.GetVariableInfo("Values").ActualName = "ValidationValues";
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| 55 | validationTheil.GetVariableInfo("TheilInequalityCoefficient").ActualName = ModelingResult.ValidationTheilInequality.ToString();
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| 56 | SimpleTheilInequalityCoefficientEvaluator testTheil = new SimpleTheilInequalityCoefficientEvaluator();
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| 57 | testTheil.Name = "TestTheilInequalityEvaluator";
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| 58 | testTheil.GetVariableInfo("Values").ActualName = "TestValues";
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| 59 | testTheil.GetVariableInfo("TheilInequalityCoefficient").ActualName = ModelingResult.TestTheilInequality.ToString();
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| 60 |
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| 61 | seq.AddSubOperator(trainingTheil);
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| 62 | seq.AddSubOperator(validationTheil);
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| 63 | seq.AddSubOperator(testTheil);
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| 64 | #endregion
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| 65 |
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| 66 | #region directional symmetry
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| 67 | SimpleDirectionalSymmetryEvaluator trainingDS = new SimpleDirectionalSymmetryEvaluator();
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| 68 | trainingDS.Name = "TrainingDirectionalSymmetryEvaluator";
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| 69 | trainingDS.GetVariableInfo("Values").ActualName = "TrainingValues";
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| 70 | trainingDS.GetVariableInfo("DirectionalSymmetry").ActualName = ModelingResult.TrainingDirectionalSymmetry.ToString();
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| 71 | SimpleDirectionalSymmetryEvaluator validationDS = new SimpleDirectionalSymmetryEvaluator();
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| 72 | validationDS.Name = "ValidationDirectionalSymmetryEvaluator";
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| 73 | validationDS.GetVariableInfo("Values").ActualName = "ValidationValues";
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| 74 | validationDS.GetVariableInfo("DirectionalSymmetry").ActualName = ModelingResult.ValidationDirectionalSymmetry.ToString();
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| 75 | SimpleDirectionalSymmetryEvaluator testDS = new SimpleDirectionalSymmetryEvaluator();
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| 76 | testDS.Name = "TestDirectionalSymmetryEvaluator";
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| 77 | testDS.GetVariableInfo("Values").ActualName = "TestValues";
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| 78 | testDS.GetVariableInfo("DirectionalSymmetry").ActualName = ModelingResult.TestDirectionalSymmetry.ToString();
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| 79 |
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| 80 | seq.AddSubOperator(trainingDS);
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| 81 | seq.AddSubOperator(validationDS);
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| 82 | seq.AddSubOperator(testDS);
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| 83 | #endregion
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| 84 |
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| 85 | #region weighted directional symmetry
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| 86 | SimpleWeightedDirectionalSymmetryEvaluator trainingWDS = new SimpleWeightedDirectionalSymmetryEvaluator();
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| 87 | trainingWDS.Name = "TrainingWeightedDirectionalSymmetryEvaluator";
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| 88 | trainingWDS.GetVariableInfo("Values").ActualName = "TrainingValues";
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| 89 | trainingWDS.GetVariableInfo("WeightedDirectionalSymmetry").ActualName = ModelingResult.TrainingWeightedDirectionalSymmetry.ToString();
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| 90 | SimpleWeightedDirectionalSymmetryEvaluator validationWDS = new SimpleWeightedDirectionalSymmetryEvaluator();
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| 91 | validationWDS.Name = "ValidationWeightedDirectionalSymmetryEvaluator";
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| 92 | validationWDS.GetVariableInfo("Values").ActualName = "ValidationValues";
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| 93 | validationWDS.GetVariableInfo("WeightedDirectionalSymmetry").ActualName = ModelingResult.ValidationWeightedDirectionalSymmetry.ToString();
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| 94 | SimpleWeightedDirectionalSymmetryEvaluator testWDS = new SimpleWeightedDirectionalSymmetryEvaluator();
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| 95 | testWDS.Name = "TestWeightedDirectionalSymmetryEvaluator";
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| 96 | testWDS.GetVariableInfo("Values").ActualName = "TestValues";
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| 97 | testWDS.GetVariableInfo("WeightedDirectionalSymmetry").ActualName = ModelingResult.TestWeightedDirectionalSymmetry.ToString();
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| 98 |
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| 99 | seq.AddSubOperator(trainingWDS);
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| 100 | seq.AddSubOperator(validationWDS);
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| 101 | seq.AddSubOperator(testWDS);
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| 102 | #endregion
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| 103 |
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| 104 | op.OperatorGraph.AddOperator(seq);
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| 105 | op.OperatorGraph.InitialOperator = seq;
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| 106 | return op;
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| 107 | }
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| 108 |
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| 109 | public static IAnalyzerModel PopulateAnalyzerModel(IScope modelScope, IAnalyzerModel model) {
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| 110 | DefaultRegressionOperators.PopulateAnalyzerModel(modelScope, model);
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| 111 | model.ExtractResult(modelScope, ModelingResult.TrainingTheilInequality);
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| 112 | model.ExtractResult(modelScope, ModelingResult.ValidationTheilInequality);
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| 113 | model.ExtractResult(modelScope, ModelingResult.TestTheilInequality);
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| 114 | model.ExtractResult(modelScope, ModelingResult.TrainingDirectionalSymmetry);
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| 115 | model.ExtractResult(modelScope, ModelingResult.ValidationDirectionalSymmetry);
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| 116 | model.ExtractResult(modelScope, ModelingResult.TestDirectionalSymmetry);
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| 117 | model.ExtractResult(modelScope, ModelingResult.TrainingWeightedDirectionalSymmetry);
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| 118 | model.ExtractResult(modelScope, ModelingResult.ValidationWeightedDirectionalSymmetry);
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| 119 | model.ExtractResult(modelScope, ModelingResult.TestWeightedDirectionalSymmetry);
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| 120 | model.Type = ModelType.TimeSeriesPrognosis;
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| 121 | return model;
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| 122 | }
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| 123 | }
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| 124 | }
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