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source: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineEvaluators/OnlineMeanAbsolutePercentageErrorEvaluator.cs @ 5809

Last change on this file since 5809 was 5809, checked in by mkommend, 12 years ago

#1418: Reintegrated branch into trunk.

File size: 3.0 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;
24using HeuristicLab.Common;
25
26namespace HeuristicLab.Problems.DataAnalysis {
27  public class OnlineMeanAbsolutePercentageErrorEvaluator : IOnlineEvaluator {
28
29    private double sre;
30    private int n;
31    public double MeanAbsolutePercentageError {
32      get {
33        return n > 0 ? sre / n : 0.0;
34      }
35    }
36
37    public OnlineMeanAbsolutePercentageErrorEvaluator() {
38      Reset();
39    }
40
41    #region IOnlineEvaluator Members
42    public double Value {
43      get { return MeanAbsolutePercentageError; }
44    }
45    public void Reset() {
46      n = 0;
47      sre = 0.0;
48    }
49
50    public void Add(double original, double estimated) {
51      if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
52          double.IsNaN(original) || double.IsInfinity(original)) {
53        throw new ArgumentException("Relative error is not defined for variables with NaN or infinity values.");
54      } else {
55        if (!original.IsAlmost(0.0)) {
56          sre += Math.Abs((estimated - original) / original);
57          n++;
58        }
59      }
60    }
61
62    #endregion
63
64    public static double Calculate(IEnumerable<double> first, IEnumerable<double> second) {
65      IEnumerator<double> firstEnumerator = first.GetEnumerator();
66      IEnumerator<double> secondEnumerator = second.GetEnumerator();
67      OnlineMeanAbsolutePercentageErrorEvaluator evaluator = new OnlineMeanAbsolutePercentageErrorEvaluator();
68
69      // always move forward both enumerators (do not use short-circuit evaluation!)
70      while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
71        double estimated = secondEnumerator.Current;
72        double original = firstEnumerator.Current;
73        evaluator.Add(original, estimated);
74      }
75
76      // check if both enumerators are at the end to make sure both enumerations have the same length
77      if (secondEnumerator.MoveNext() || firstEnumerator.MoveNext()) {
78        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
79      } else {
80        return evaluator.MeanAbsolutePercentageError;
81      }
82    }
83  }
84}
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