source: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/Interfaces/TimeSeriesPrognosis/IOnlineTimeSeriesCalculator.cs @ 6974

Last change on this file since 6974 was 6974, checked in by gkronber, 8 years ago

#1081: cleared up definition of accuracy metrics for time series prognosis to make the distinction between one n-step forecast and n one-step forecasts clearer. Implemented calculators for time series accuracy metrics to support the calculation of the average accuracy over m n-step forecasts and adapted the unit tests accordingly.

File size: 1.2 KB
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1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2011 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
22
23using System;
24using System.Collections.Generic;
25
26namespace HeuristicLab.Problems.DataAnalysis {
27  public interface IOnlineTimeSeriesCalculator {
28    OnlineCalculatorError ErrorState { get; }
29    double Value { get; }
30    void Reset();
31    void Add(double startValue, IEnumerable<double> actualContinuation, IEnumerable<double> predictedContinuation);
32  }
33}
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