[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 OnlineWeightedDirectionalSymmetryCalculator : 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 double correctSum;
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| 32 | private double incorrectSum;
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| 33 |
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| 34 | public double WeightedDirectionalSymmetry {
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| 35 | get {
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| 36 | if (n <= 1) return 0.0;
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| 37 | return incorrectSum / correctSum;
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| 38 | }
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| 39 | }
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| 40 |
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| 41 | public OnlineWeightedDirectionalSymmetryCalculator() {
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| 42 | Reset();
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| 43 | }
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| 44 |
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| 45 | public double Value {
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| 46 | get { return WeightedDirectionalSymmetry; }
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| 47 | }
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| 48 |
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| 49 | private OnlineCalculatorError errorState;
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| 50 | public OnlineCalculatorError ErrorState {
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| 51 | get { return errorState; }
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| 52 | }
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| 53 |
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| 54 | public void Add(double original, double estimated) {
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| 55 | if (double.IsNaN(estimated) || double.IsInfinity(estimated) || double.IsNaN(original) || double.IsInfinity(original) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
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| 56 | errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
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| 57 | } else if (n == 0) {
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| 58 | prevOriginal = original;
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| 59 | prevEstimated = estimated;
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| 60 | n++;
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| 61 | } else {
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| 62 | double err = Math.Abs(original - estimated);
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| 63 | if ((original - prevOriginal) * (estimated - prevEstimated) >= 0.0) {
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| 64 | correctSum += err;
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| 65 | } else {
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| 66 | incorrectSum += err;
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| 67 | }
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| 68 | n++;
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| 69 | errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded); // n >= 1
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| 70 | prevOriginal = original;
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| 71 | prevEstimated = estimated;
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| 72 | }
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| 73 | }
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| 74 |
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| 75 | public void Reset() {
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| 76 | n = 0;
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| 77 | correctSum = 0;
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| 78 | incorrectSum = 0;
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| 79 | prevOriginal = double.NaN;
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| 80 | prevEstimated = double.NaN;
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| 81 | errorState = OnlineCalculatorError.InsufficientElementsAdded;
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| 82 | }
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| 83 |
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| 84 |
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| 85 | public static double Calculate(IEnumerable<double> first, IEnumerable<double> second, out OnlineCalculatorError errorState) {
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| 86 | IEnumerator<double> firstEnumerator = first.GetEnumerator();
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| 87 | IEnumerator<double> secondEnumerator = second.GetEnumerator();
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[6807] | 88 | OnlineWeightedDirectionalSymmetryCalculator dsCalculator = new OnlineWeightedDirectionalSymmetryCalculator();
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[6802] | 89 |
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| 90 | // add first element of time series as a reference point
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| 91 | firstEnumerator.MoveNext();
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| 92 | secondEnumerator.MoveNext();
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| 93 | dsCalculator.Add(firstEnumerator.Current, secondEnumerator.Current);
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| 94 |
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| 95 | // always move forward both enumerators (do not use short-circuit evaluation!)
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| 96 | while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
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| 97 | double estimated = secondEnumerator.Current;
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| 98 | double original = firstEnumerator.Current;
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| 99 | dsCalculator.Add(original, estimated);
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| 100 | if (dsCalculator.ErrorState != OnlineCalculatorError.None) break;
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| 101 | }
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| 102 |
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| 103 | // check if both enumerators are at the end to make sure both enumerations have the same length
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| 104 | if (dsCalculator.ErrorState == OnlineCalculatorError.None &&
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| 105 | (secondEnumerator.MoveNext() || firstEnumerator.MoveNext())) {
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| 106 | throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
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| 107 | } else {
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| 108 | errorState = dsCalculator.ErrorState;
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[6807] | 109 | return dsCalculator.WeightedDirectionalSymmetry;
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[6802] | 110 | }
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| 111 | }
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| 112 | }
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| 113 | }
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