#region License Information /* HeuristicLab * Copyright (C) 2002-2011 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.Linq; using System.Windows.Forms; using System.Windows.Forms.DataVisualization.Charting; using HeuristicLab.Algorithms.DataAnalysis; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; using HeuristicLab.MainForm; using HeuristicLab.Problems.DataAnalysis.Views; namespace HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis.Views { [View("Error Characteristics Curve")] [Content(typeof(ISymbolicTimeSeriesPrognosisSolution))] public partial class SymbolicTimeSeriesPrognosisSolutionErrorCharacteristicsCurveView : TimeSeriesPrognosisSolutionErrorCharacteristicsCurveView { private ITimeSeriesPrognosisSolution linearTimeSeriesPrognosisSolution; private ITimeSeriesPrognosisSolution naiveSolution; public SymbolicTimeSeriesPrognosisSolutionErrorCharacteristicsCurveView() { InitializeComponent(); } public new ISymbolicTimeSeriesPrognosisSolution Content { get { return (ISymbolicTimeSeriesPrognosisSolution)base.Content; } set { base.Content = value; } } protected override void OnContentChanged() { if (Content != null) { linearTimeSeriesPrognosisSolution = CreateLinearTimeSeriesPrognosisSolution(); naiveSolution = CreateNaiveSolution(); } else { linearTimeSeriesPrognosisSolution = null; naiveSolution = null; } base.OnContentChanged(); } protected override void UpdateChart() { base.UpdateChart(); if (Content == null || linearTimeSeriesPrognosisSolution == null) return; AddTimeSeriesPrognosisSolution(linearTimeSeriesPrognosisSolution); AddTimeSeriesPrognosisSolution(naiveSolution); } private ITimeSeriesPrognosisSolution CreateLinearTimeSeriesPrognosisSolution() { if (Content == null) throw new InvalidOperationException(); double rmse, cvRmsError; var problemData = (ITimeSeriesPrognosisProblemData)ProblemData.Clone(); //clear checked inputVariables foreach (var inputVariable in problemData.InputVariables.CheckedItems) { problemData.InputVariables.SetItemCheckedState(inputVariable.Value, false); } //check inputVariables used in the symbolic time series prognosis model var usedVariables = Content.Model.SymbolicExpressionTree.IterateNodesPostfix().OfType().Select( node => node.VariableName).Distinct(); foreach (var variable in usedVariables) { problemData.InputVariables.SetItemCheckedState( problemData.InputVariables.Where(x => x.Value == variable).First(), true); } int maxLag = Content.Model.SymbolicExpressionTree.IterateNodesPostfix() .OfType() .Select(n => -n.Lag) .Max(); var solution = LinearTimeSeriesPrognosis.CreateLinearTimeSeriesPrognosisSolution(problemData, maxLag, out rmse, out cvRmsError); solution.Name = "Linear Model"; return solution; } private ITimeSeriesPrognosisSolution CreateNaiveSolution() { if (Content == null) throw new InvalidOperationException(); double rmse, cvRmsError; var problemData = (ITimeSeriesPrognosisProblemData)ProblemData.Clone(); //clear checked inputVariables foreach (var inputVariable in problemData.InputVariables.CheckedItems) { problemData.InputVariables.SetItemCheckedState(inputVariable.Value, false); } foreach (var variable in problemData.InputVariables) { if (variable.Value == problemData.TargetVariable) { problemData.InputVariables.SetItemCheckedState(variable, true); } } int maxLag = 1; var solution = LinearTimeSeriesPrognosis.CreateLinearTimeSeriesPrognosisSolution(problemData, maxLag, out rmse, out cvRmsError); solution.Name = "AR(1) Model"; return solution; } protected override void Content_ModelChanged(object sender, EventArgs e) { linearTimeSeriesPrognosisSolution = CreateLinearTimeSeriesPrognosisSolution(); naiveSolution = CreateNaiveSolution(); base.Content_ModelChanged(sender, e); } protected override void Content_ProblemDataChanged(object sender, EventArgs e) { linearTimeSeriesPrognosisSolution = CreateLinearTimeSeriesPrognosisSolution(); naiveSolution = CreateNaiveSolution(); base.Content_ProblemDataChanged(sender, e); } private void chart_MouseDown(object sender, MouseEventArgs e) { if (e.Clicks < 2) return; HitTestResult result = chart.HitTest(e.X, e.Y); if (result.ChartElementType != ChartElementType.LegendItem) return; if (result.Series.Name == linearTimeSeriesPrognosisSolution.Name && result.Series.Name != naiveSolution.Name) return; MainFormManager.MainForm.ShowContent((ITimeSeriesPrognosisSolution)result.Series.Tag); } } }