Changeset 13941 for trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis

Timestamp:

06/28/16 13:33:17 (9 years ago)

Author:

mkommend

Message:

#2604:

• Base classes for data analysis, classification, and regression models
• Added target variable to classification and regression models
• Switched parameter order in data analysis solutions (model, problemdata)

File:

• trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/Models/TimeSeriesPrognosisAutoRegressiveModel.cs (modified) (6 diffs)

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/Models/TimeSeriesPrognosisAutoRegressiveModel.cs

@@ -30 +30 @@
   [StorableClass]
   [Item("Autoregressive TimeSeries Model", "A linear autoregressive time series model used to predict future values.")]
-  public class TimeSeriesPrognosisAutoRegressiveModel : NamedItem, ITimeSeriesPrognosisModel {
-    public IEnumerable<string> VariablesUsedForPrediction {
+  public class TimeSeriesPrognosisAutoRegressiveModel : RegressionModel, ITimeSeriesPrognosisModel {
+    public override IEnumerable<string> VariablesUsedForPrediction {
       get { return Enumerable.Empty<string>(); } // what to return here?
     }
@@ -39 +39 @@
     [Storable]
     public double Constant { get; private set; }
-    [Storable]
-    public string TargetVariable { get; private set; }
 
     public int TimeOffset { get { return Phi.Length; } }
@@ -50 +48 @@
       this.Phi = (double[])original.Phi.Clone();
       this.Constant = original.Constant;
-      this.TargetVariable = original.TargetVariable;
     }
     public override IDeepCloneable Clone(Cloner cloner) {
@@ -56 +53 @@
     }
     public TimeSeriesPrognosisAutoRegressiveModel(string targetVariable, double[] phi, double constant)
-      : base("AR(1) Model") {
+      : base(targetVariable, "AR(1) Model") {
       Phi = (double[])phi.Clone();
       Constant = constant;
-      TargetVariable = targetVariable;
     }
 
@@ -95 +91 @@
     }
 
-    public IEnumerable<double> GetEstimatedValues(IDataset dataset, IEnumerable<int> rows) {
+    public override IEnumerable<double> GetEstimatedValues(IDataset dataset, IEnumerable<int> rows) {
       var targetVariables = dataset.GetReadOnlyDoubleValues(TargetVariable);
       foreach (int row in rows) {
@@ -115 +111 @@
       return new TimeSeriesPrognosisSolution(this, new TimeSeriesPrognosisProblemData(problemData));
     }
-    public IRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) {
+    public override IRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) {
       throw new NotSupportedException();
     }