#region License Information
/* HeuristicLab
* Copyright (C) 2002-2016 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.Collections.Generic;
using System.Linq;
using HeuristicLab.MainForm;
namespace HeuristicLab.Problems.DataAnalysis.Views {
[View("Error Characteristics Curve")]
[Content(typeof(ITimeSeriesPrognosisSolution))]
public partial class TimeSeriesPrognosisSolutionErrorCharacteristicsCurveView : RegressionSolutionErrorCharacteristicsCurveView {
public TimeSeriesPrognosisSolutionErrorCharacteristicsCurveView()
: base() {
InitializeComponent();
}
public new ITimeSeriesPrognosisSolution Content {
get { return (ITimeSeriesPrognosisSolution)base.Content; }
set { base.Content = value; }
}
public new ITimeSeriesPrognosisProblemData ProblemData {
get {
if (Content == null) return null;
return Content.ProblemData;
}
}
protected override IEnumerable CreateBaselineSolutions() {
foreach (var sol in base.CreateBaselineSolutions())
yield return sol;
IEnumerable trainingStartValues = ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TrainingIndices.Select(r => r - 1).Where(r => r > 0)).ToList();
//AR1 model
double alpha, beta;
OnlineCalculatorError errorState;
OnlineLinearScalingParameterCalculator.Calculate(ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TrainingIndices.Where(x => x > 0)), trainingStartValues, out alpha, out beta, out errorState);
var ar1Solution = new TimeSeriesPrognosisAutoRegressiveModel(ProblemData.TargetVariable, new double[] { beta }, alpha).CreateTimeSeriesPrognosisSolution(ProblemData);
ar1Solution.Name = "AR(1)";
yield return ar1Solution;
}
}
}