source: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineMeanAbsolutePercentageErrorCalculator.cs @ 14376

#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 <http://www.gnu.org/licenses/>.
 */
#endregion

using System;
using System.Collections.Generic;
using HeuristicLab.Common;

namespace HeuristicLab.Problems.DataAnalysis {
  public class OnlineMeanAbsolutePercentageErrorCalculator : DeepCloneable, IOnlineCalculator {

    private double sre;
    private int n;
    public double MeanAbsolutePercentageError {
      get {
        return n > 0 ? sre / n : 0.0;
      }
    }

    public OnlineMeanAbsolutePercentageErrorCalculator() {
      Reset();
    }

    protected OnlineMeanAbsolutePercentageErrorCalculator(OnlineMeanAbsolutePercentageErrorCalculator other, Cloner cloner = null) {
      sre = other.sre;
      n = other.n;
      errorState = other.errorState;
    }

    #region IOnlineCalculator Members
    private OnlineCalculatorError errorState;
    public OnlineCalculatorError ErrorState {
      get { return errorState; }
    }
    public double Value {
      get { return MeanAbsolutePercentageError; }
    }
    public void Reset() {
      n = 0;
      sre = 0.0;
      errorState = OnlineCalculatorError.InsufficientElementsAdded;
    }

    public void Add(double original, double estimated) {
      if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
          double.IsNaN(original) || double.IsInfinity(original) ||
        original.IsAlmost(0.0)) {
        errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
      } else {
        sre += Math.Abs((estimated - original) / original);
        n++;
        errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded);        // n >= 1
      }
    }

    #endregion

    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
      IEnumerator<double> originalEnumerator = originalValues.GetEnumerator();
      IEnumerator<double> estimatedEnumerator = estimatedValues.GetEnumerator();
      OnlineMeanAbsolutePercentageErrorCalculator calculator = new OnlineMeanAbsolutePercentageErrorCalculator();

      // always move forward both enumerators (do not use short-circuit evaluation!)
      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
        double original = originalEnumerator.Current;
        double estimated = estimatedEnumerator.Current;
        calculator.Add(original, estimated);
        if (calculator.ErrorState != OnlineCalculatorError.None) break;
      }

      // check if both enumerators are at the end to make sure both enumerations have the same length
      if (calculator.ErrorState == OnlineCalculatorError.None &&
            (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
        throw new ArgumentException("Number of elements in originalValues and second estimatedValues doesn't match.");
      } else {
        errorState = calculator.ErrorState;
        return calculator.MeanAbsolutePercentageError;
      }
    }

    public override IDeepCloneable Clone(Cloner cloner) {
      return new OnlineMeanAbsolutePercentageErrorCalculator(this, cloner);
    }
  }
}