Changeset 2347 for trunk/sources/HeuristicLab.SupportVectorMachines/3.2/SupportVectorCreator.cs

Timestamp:

09/14/09 10:08:40 (15 years ago)

Author:

gkronber

Message:

Worked on SVR algorithm for time-series. #705

File:

• trunk/sources/HeuristicLab.SupportVectorMachines/3.2/SupportVectorCreator.cs (modified) (3 diffs)

trunk/sources/HeuristicLab.SupportVectorMachines/3.2/SupportVectorCreator.cs

@@ -42 +42 @@
       AddVariableInfo(new VariableInfo("SamplesStart", "Start index of samples in dataset to evaluate", typeof(IntData), VariableKind.In));
       AddVariableInfo(new VariableInfo("SamplesEnd", "End index of samples in dataset to evaluate", typeof(IntData), VariableKind.In));
+      AddVariableInfo(new VariableInfo("MaxTimeOffset", "Maximal time offset for time-series prognosis", typeof(IntData), VariableKind.In));
+      AddVariableInfo(new VariableInfo("MinTimeOffset", "Minimal time offset for time-series prognosis", typeof(IntData), VariableKind.In));
 
       //SVM parameters
@@ -69 +71 @@
       int start = GetVariableValue<IntData>("SamplesStart", scope, true).Data;
       int end = GetVariableValue<IntData>("SamplesEnd", scope, true).Data;
-
+      int maxTimeOffset = GetVariableValue<IntData>("MaxTimeOffset", scope, true).Data;
+      int minTimeOffset = GetVariableValue<IntData>("MinTimeOffset", scope, true).Data;
       string svmType = GetVariableValue<StringData>("SVMType", scope, true).Data;
       string svmKernelType = GetVariableValue<StringData>("SVMKernelType", scope, true).Data;
@@ -81 +84 @@
       parameter.Gamma = GetVariableValue<DoubleData>("SVMGamma", scope, true).Data;
 
-      SVM.Problem problem = SVMHelper.CreateSVMProblem(dataset, targetVariable, start, end);
+      SVM.Problem problem = SVMHelper.CreateSVMProblem(dataset, targetVariable, start, end, minTimeOffset, maxTimeOffset);
       SVM.RangeTransform rangeTransform = SVM.Scaling.DetermineRange(problem);
       SVM.Problem scaledProblem = SVM.Scaling.Scale(problem, rangeTransform);