[6802] | 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2011 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 System;
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| 23 | using System.Collections.Generic;
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| 24 |
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| 25 |
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| 26 | namespace HeuristicLab.Problems.DataAnalysis {
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| 27 | public class OnlineDirectionalSymmetryCalculator : IOnlineCalculator {
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| 28 | private double prevEstimated;
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| 29 | private double prevOriginal;
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| 30 | private int n;
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| 31 | private int nCorrect;
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| 32 |
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| 33 | public double DirectionalSymmetry {
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| 34 | get {
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| 35 | if (n <= 1) return 0.0;
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| 36 | return (double)nCorrect / (n - 1) * 100.0;
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| 37 | }
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| 38 | }
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| 39 |
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| 40 | public OnlineDirectionalSymmetryCalculator() {
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| 41 | Reset();
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| 42 | }
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| 43 |
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| 44 | public double Value {
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| 45 | get { return DirectionalSymmetry; }
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| 46 | }
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| 47 |
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| 48 | private OnlineCalculatorError errorState;
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| 49 | public OnlineCalculatorError ErrorState {
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| 50 | get { return errorState; }
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| 51 | }
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| 52 |
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| 53 | public void Add(double original, double estimated) {
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| 54 | if (double.IsNaN(estimated) || double.IsInfinity(estimated) || double.IsNaN(original) || double.IsInfinity(original) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
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| 55 | errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
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| 56 | } else if (n == 0) {
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| 57 | prevOriginal = original;
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| 58 | prevEstimated = estimated;
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| 59 | n++;
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| 60 | } else {
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| 61 | if ((original - prevOriginal) * (estimated - prevEstimated) >= 0.0) {
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| 62 | nCorrect++;
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| 63 | }
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| 64 | n++;
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| 65 | errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded); // n >= 1
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| 66 | prevOriginal = original;
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| 67 | prevEstimated = estimated;
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| 68 | }
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| 69 | }
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| 70 |
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| 71 | public void Reset() {
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| 72 | n = 0;
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| 73 | nCorrect = 0;
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| 74 | prevOriginal = double.NaN;
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| 75 | prevEstimated = double.NaN;
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| 76 | errorState = OnlineCalculatorError.InsufficientElementsAdded;
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| 77 | }
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| 78 |
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| 79 |
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[6964] | 80 | public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
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| 81 | IEnumerator<double> originalEnumerator = originalValues.GetEnumerator();
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| 82 | IEnumerator<double> estimatedEnumerator = estimatedValues.GetEnumerator();
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[6802] | 83 | OnlineDirectionalSymmetryCalculator dsCalculator = new OnlineDirectionalSymmetryCalculator();
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| 84 |
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| 85 | // add first element of time series as a reference point
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[6964] | 86 | originalEnumerator.MoveNext();
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| 87 | estimatedEnumerator.MoveNext();
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| 88 | dsCalculator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
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[6802] | 89 |
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| 90 | // always move forward both enumerators (do not use short-circuit evaluation!)
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[6964] | 91 | while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
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| 92 | double original = originalEnumerator.Current;
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| 93 | double estimated = estimatedEnumerator.Current;
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[6802] | 94 | dsCalculator.Add(original, estimated);
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| 95 | if (dsCalculator.ErrorState != OnlineCalculatorError.None) break;
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| 96 | }
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| 97 |
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| 98 | // check if both enumerators are at the end to make sure both enumerations have the same length
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| 99 | if (dsCalculator.ErrorState == OnlineCalculatorError.None &&
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[6964] | 100 | (originalEnumerator.MoveNext() || estimatedEnumerator.MoveNext())) {
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| 101 | throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
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[6802] | 102 | } else {
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| 103 | errorState = dsCalculator.ErrorState;
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| 104 | return dsCalculator.DirectionalSymmetry;
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| 105 | }
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| 106 | }
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| 107 | }
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| 108 | }
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