Changeset 11205 for branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis

Timestamp:

07/18/14 13:44:53 (10 years ago)

Author:

ascheibe

Message:

merged rest of trunk into hive statistics branch

Location:

branches/HiveStatistics/sources

Files:

• . (modified) (2 props)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis-3.4.csproj (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Interfaces/ISymbolicTimeSeriesPrognogisExpressionTreeInterpreter.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Interfaces/ISymbolicTimeSeriesPrognosisEvaluator.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Interfaces/ISymbolicTimeSeriesPrognosisInterpreterOperator.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Interfaces/ISymbolicTimeSeriesPrognosisModel.cs (modified) (2 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Interfaces/ISymbolicTimeSeriesPrognosisSingleObjectiveEvaluator.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Interfaces/ISymbolicTimeSeriesPrognosisSolution.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Plugin.cs.frame (modified) (2 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Properties/AssemblyInfo.cs.frame (modified) (3 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveEvaluator.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveMeanSquaredErrorEvaluator.cs (modified) (3 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveOverfittingAnalyzer.cs (modified) (2 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectivePearsonRSquaredEvaluator.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveProblem.cs (modified) (4 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveTrainingBestSolutionAnalyzer.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveValidationBestSolutionAnalyzer.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SymbolicTimeSeriesPrognosisExpressionTreeInterpreter.cs (modified) (2 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SymbolicTimeSeriesPrognosisModel.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SymbolicTimeSeriesPrognosisSolution.cs (modified) (1 diff)

branches/HiveStatistics/sources

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis-3.4.csproj

@@ -96 +96 @@
       <Private>False</Private>
     </Reference>
-    <Reference Include="HeuristicLab.ALGLIB-3.6.0, Version=3.6.0.0, Culture=neutral, PublicKeyToken=ba48961d6f65dcec, processorArchitecture=MSIL">
-      <Private>False</Private>
-    </Reference>
     <Reference Include="HeuristicLab.Problems.DataAnalysis.Symbolic.Regression-3.4, Version=3.4.0.0, Culture=neutral, PublicKeyToken=ba48961d6f65dcec, processorArchitecture=MSIL">
       <HintPath>..\..\bin\HeuristicLab.Problems.DataAnalysis.Symbolic.Regression-3.4.dll</HintPath>

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Interfaces/ISymbolicTimeSeriesPrognogisExpressionTreeInterpreter.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Interfaces/ISymbolicTimeSeriesPrognosisEvaluator.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Interfaces/ISymbolicTimeSeriesPrognosisInterpreterOperator.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Interfaces/ISymbolicTimeSeriesPrognosisModel.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -23 +23 @@
   public interface ISymbolicTimeSeriesPrognosisModel : ITimeSeriesPrognosisModel, ISymbolicDataAnalysisModel {
     new ISymbolicTimeSeriesPrognosisExpressionTreeInterpreter Interpreter { get; }
-    double LowerEstimationLimit { get; }
-    double UpperEstimationLimit { get; }
   }
 }

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Interfaces/ISymbolicTimeSeriesPrognosisSingleObjectiveEvaluator.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Interfaces/ISymbolicTimeSeriesPrognosisSolution.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Plugin.cs.frame

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -26 +26 @@
 
 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis {
-  [Plugin("HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis","Provides classes to perform symbolic time-series prognosis.", "3.4.1.$WCREV$")]
+  [Plugin("HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis","Provides classes to perform symbolic time-series prognosis.", "3.4.6.$WCREV$")]
   [PluginFile("HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis-3.4.dll", PluginFileType.Assembly)]
   [PluginDependency("HeuristicLab.ALGLIB", "3.7.0")]

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/Properties/AssemblyInfo.cs.frame

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -31 +31 @@
 [assembly: AssemblyCompany("")]
 [assembly: AssemblyProduct("HeuristicLab")]
-[assembly: AssemblyCopyright("(c) 2002-2011 HEAL")]
+[assembly: AssemblyCopyright("(c) 2002-2014 HEAL")]
 [assembly: AssemblyTrademark("")]
 [assembly: AssemblyCulture("")]
@@ -53 +53 @@
 // by using the '*' as shown below:
 [assembly: AssemblyVersion("3.4.0.0")]
-[assembly: AssemblyFileVersion("3.4.1.$WCREV$")]
+[assembly: AssemblyFileVersion("3.4.6.$WCREV$")]

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveEvaluator.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveMeanSquaredErrorEvaluator.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -44 +44 @@
     public override bool Maximization { get { return false; } }
 
-    public override IOperation Apply() {
+    public override IOperation InstrumentedApply() {
       var solution = SymbolicExpressionTreeParameter.ActualValue;
       IEnumerable<int> rows = GenerateRowsToEvaluate();
@@ -56 +56 @@
       QualityParameter.ActualValue = new DoubleValue(quality);
 
-      return base.Apply();
+      return base.InstrumentedApply();
     }
 

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveOverfittingAnalyzer.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -84 +84 @@
       IExecutionContext childContext = (IExecutionContext)ExecutionContext.CreateChildOperation(evaluator);
       double[] validationQuality = SymbolicExpressionTree
-        .AsParallel()
         .Select(t => evaluator.Evaluate(childContext, t, problemData, rows))
         .ToArray();

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectivePearsonRSquaredEvaluator.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveProblem.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -20 +20 @@
 #endregion
 
+using System;
 using System.Linq;
 using HeuristicLab.Common;
@@ -25 +26 @@
 using HeuristicLab.Parameters;
 using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
+using HeuristicLab.Problems.Instances;
 
 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis {
@@ -130 +132 @@
       }
     }
+
+    public override void Load(ITimeSeriesPrognosisProblemData data) {
+      base.Load(data);
+      this.ProblemData.TrainingPartition.Start =
+        Math.Min(10, this.ProblemData.TrainingPartition.End);
+    }
   }
 }

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveTrainingBestSolutionAnalyzer.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveValidationBestSolutionAnalyzer.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SymbolicTimeSeriesPrognosisExpressionTreeInterpreter.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -123 +123 @@
           var variableTreeNode = (VariableTreeNode)instr.dynamicNode;
           if (variableTreeNode.VariableName == targetVariable)
-            instr.iArg0 = targetVariableCache;
+            instr.data = targetVariableCache;
           else
-            instr.iArg0 = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
+            instr.data = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
         } else if (instr.opCode == OpCodes.LagVariable) {
           var variableTreeNode = (LaggedVariableTreeNode)instr.dynamicNode;
           if (variableTreeNode.VariableName == targetVariable)
-            instr.iArg0 = targetVariableCache;
+            instr.data = targetVariableCache;
           else
-            instr.iArg0 = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
+            instr.data = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
         } else if (instr.opCode == OpCodes.VariableCondition) {
           var variableTreeNode = (VariableConditionTreeNode)instr.dynamicNode;
           if (variableTreeNode.VariableName == targetVariable)
-            instr.iArg0 = targetVariableCache;
+            instr.data = targetVariableCache;
           else
-            instr.iArg0 = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
+            instr.data = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
         } else if (instr.opCode == OpCodes.Call) {
           necessaryArgStackSize += instr.nArguments + 1;

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SymbolicTimeSeriesPrognosisModel.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SymbolicTimeSeriesPrognosisSolution.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll