source: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineDirectionalSymmetryCalculator.cs @ 6964

Last change on this file since 6964 was 6964, checked in by gkronber, 8 years ago

#1670 changed remaining calculators to follow originalValues/estimatedValues convention.

File size: 4.1 KB
Line 
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
22using System;
23using System.Collections.Generic;
24
25
26namespace HeuristicLab.Problems.DataAnalysis {
27  public class OnlineDirectionalSymmetryCalculator : IOnlineCalculator {
28    private double prevEstimated;
29    private double prevOriginal;
30    private int n;
31    private int nCorrect;
32
33    public double DirectionalSymmetry {
34      get {
35        if (n <= 1) return 0.0;
36        return (double)nCorrect / (n - 1) * 100.0;
37      }
38    }
39
40    public OnlineDirectionalSymmetryCalculator() {
41      Reset();
42    }
43
44    public double Value {
45      get { return DirectionalSymmetry; }
46    }
47
48    private OnlineCalculatorError errorState;
49    public OnlineCalculatorError ErrorState {
50      get { return errorState; }
51    }
52
53    public void Add(double original, double estimated) {
54      if (double.IsNaN(estimated) || double.IsInfinity(estimated) || double.IsNaN(original) || double.IsInfinity(original) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
55        errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
56      } else if (n == 0) {
57        prevOriginal = original;
58        prevEstimated = estimated;
59        n++;
60      } else {
61        if ((original - prevOriginal) * (estimated - prevEstimated) >= 0.0) {
62          nCorrect++;
63        }
64        n++;
65        errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded);        // n >= 1
66        prevOriginal = original;
67        prevEstimated = estimated;
68      }
69    }
70
71    public void Reset() {
72      n = 0;
73      nCorrect = 0;
74      prevOriginal = double.NaN;
75      prevEstimated = double.NaN;
76      errorState = OnlineCalculatorError.InsufficientElementsAdded;
77    }
78
79
80    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
81      IEnumerator<double> originalEnumerator = originalValues.GetEnumerator();
82      IEnumerator<double> estimatedEnumerator = estimatedValues.GetEnumerator();
83      OnlineDirectionalSymmetryCalculator dsCalculator = new OnlineDirectionalSymmetryCalculator();
84
85      // add first element of time series as a reference point
86      originalEnumerator.MoveNext();
87      estimatedEnumerator.MoveNext();
88      dsCalculator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
89     
90      // always move forward both enumerators (do not use short-circuit evaluation!)
91      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
92        double original = originalEnumerator.Current;
93        double estimated = estimatedEnumerator.Current;
94        dsCalculator.Add(original, estimated);
95        if (dsCalculator.ErrorState != OnlineCalculatorError.None) break;
96      }
97
98      // check if both enumerators are at the end to make sure both enumerations have the same length
99      if (dsCalculator.ErrorState == OnlineCalculatorError.None &&
100          (originalEnumerator.MoveNext() || estimatedEnumerator.MoveNext())) {
101        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
102      } else {
103        errorState = dsCalculator.ErrorState;
104        return dsCalculator.DirectionalSymmetry;
105      }
106    }
107  }
108}
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