[531] | 1 | #region License Information
|
---|
| 2 | /* HeuristicLab
|
---|
| 3 | * Copyright (C) 2002-2008 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 |
|
---|
| 22 | using System;
|
---|
| 23 | using System.Collections.Generic;
|
---|
| 24 | using System.Linq;
|
---|
| 25 | using System.Text;
|
---|
| 26 | using HeuristicLab.Core;
|
---|
| 27 | using HeuristicLab.Data;
|
---|
| 28 | using HeuristicLab.Operators;
|
---|
| 29 | using HeuristicLab.Functions;
|
---|
| 30 | using HeuristicLab.DataAnalysis;
|
---|
| 31 |
|
---|
| 32 | namespace HeuristicLab.StructureIdentification {
|
---|
| 33 | public class AvergePercentageChangeEvaluator : GPEvaluatorBase {
|
---|
| 34 | protected DoubleData apc;
|
---|
| 35 | private bool differential;
|
---|
| 36 | public override string Description {
|
---|
| 37 | get {
|
---|
| 38 | return @"TASK";
|
---|
| 39 | }
|
---|
| 40 | }
|
---|
| 41 |
|
---|
| 42 | public AvergePercentageChangeEvaluator()
|
---|
| 43 | : base() {
|
---|
| 44 | AddVariableInfo(new VariableInfo("Differential", "Wether to transform the target variable to percentage change first or not.", typeof(BoolData), VariableKind.In));
|
---|
| 45 | AddVariableInfo(new VariableInfo("APC", "The average percentage change of the model", typeof(DoubleData), VariableKind.New));
|
---|
| 46 | }
|
---|
| 47 |
|
---|
| 48 | public override IOperation Apply(IScope scope) {
|
---|
| 49 | differential = GetVariableValue<BoolData>("Differential", scope, true).Data;
|
---|
| 50 | apc = GetVariableValue<DoubleData>("APC", scope, false, false);
|
---|
| 51 | if(apc == null) {
|
---|
| 52 | apc = new DoubleData();
|
---|
| 53 | scope.AddVariable(new HeuristicLab.Core.Variable(scope.TranslateName("APC"), apc));
|
---|
| 54 | }
|
---|
| 55 |
|
---|
| 56 | return base.Apply(scope);
|
---|
| 57 | }
|
---|
| 58 |
|
---|
| 59 | public override void Evaluate(int start, int end) {
|
---|
| 60 | double percentageSum = 0;
|
---|
| 61 | for(int sample = start; sample < end; sample++) {
|
---|
| 62 | double prevOriginal;
|
---|
| 63 | double originalPercentageChange;
|
---|
| 64 | double estimatedPercentageChange;
|
---|
| 65 | if(differential) {
|
---|
| 66 | prevOriginal = GetOriginalValue(sample - 1);
|
---|
| 67 | originalPercentageChange = (GetOriginalValue(sample) - prevOriginal) / prevOriginal;
|
---|
| 68 | estimatedPercentageChange = (GetEstimatedValue(sample) - prevOriginal) / prevOriginal;
|
---|
| 69 | SetOriginalValue(sample, estimatedPercentageChange*prevOriginal + prevOriginal);
|
---|
| 70 | } else {
|
---|
| 71 | originalPercentageChange = GetOriginalValue(sample);
|
---|
| 72 | estimatedPercentageChange = GetEstimatedValue(sample);
|
---|
| 73 | SetOriginalValue(sample, estimatedPercentageChange);
|
---|
| 74 | }
|
---|
| 75 | if(!double.IsNaN(originalPercentageChange) && !double.IsInfinity(originalPercentageChange)) {
|
---|
| 76 | if((estimatedPercentageChange > 0 && originalPercentageChange > 0) ||
|
---|
| 77 | (estimatedPercentageChange < 0 && originalPercentageChange < 0)) {
|
---|
| 78 | percentageSum += Math.Abs(originalPercentageChange);
|
---|
| 79 | } else if((estimatedPercentageChange > 0 && originalPercentageChange < 0) ||
|
---|
| 80 | (estimatedPercentageChange < 0 && originalPercentageChange > 0)) {
|
---|
| 81 | percentageSum -= Math.Abs(originalPercentageChange);
|
---|
| 82 | }
|
---|
| 83 | }
|
---|
| 84 | }
|
---|
| 85 |
|
---|
| 86 | percentageSum /= (end - start);
|
---|
| 87 | if(double.IsNaN(percentageSum) || double.IsInfinity(percentageSum)) {
|
---|
| 88 | percentageSum = double.MinValue;
|
---|
| 89 | }
|
---|
| 90 | apc.Data = percentageSum;
|
---|
| 91 | }
|
---|
| 92 | }
|
---|
| 93 | }
|
---|