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Changeset 4401 for branches


Ignore:
Timestamp:
09/15/10 21:11:11 (14 years ago)
Author:
gkronber
Message:

Added model and solution classes for time series prognosis and added views for time series prognosis solutions. #1142

Location:
branches/DataAnalysis
Files:
10 added
15 edited

Legend:

Unmodified
Added
Removed
  • branches/DataAnalysis/HeuristicLab 3.3.sln

    r4235 r4401  
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    9392    {01BBCB5A-144A-4A7E-908E-079849E2F7CF} = {01BBCB5A-144A-4A7E-908E-079849E2F7CF}
     
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    115     {15452B9F-A436-4139-8EE7-DA72FB8D3664} = {15452B9F-A436-4139-8EE7-DA72FB8D3664}
    116114    {DE12659F-87C4-48E6-B2E3-4E73DD95A540} = {DE12659F-87C4-48E6-B2E3-4E73DD95A540}
    117115    {4FE983A1-AAF8-4977-B9E2-52B3224510CB} = {4FE983A1-AAF8-4977-B9E2-52B3224510CB}
     
    261259Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HeuristicLab.Encodings.SymbolicExpressionTreeEncoding-3.3.Tests", "HeuristicLab.Encodings.SymbolicExpressionTreeEncoding\3.3\Tests\HeuristicLab.Encodings.SymbolicExpressionTreeEncoding-3.3.Tests.csproj", "{8824925E-3E00-4543-8293-7DDACE4737F8}"
    262260EndProject
    263 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HeuristicLab.Algorithms.ParticleSwarmOptimization-3.3", "HeuristicLab.Algorithms.ParticleSwarmOptimization\3.3\HeuristicLab.Algorithms.ParticleSwarmOptimization-3.3.csproj", "{2C429157-9C34-4DD3-9D5F-B444B751E39A}"
    264 EndProject
    265261Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HeuristicLab.Problems.DataAnalysis.Views-3.3", "HeuristicLab.Problems.DataAnalysis.Views\3.3\HeuristicLab.Problems.DataAnalysis.Views-3.3.csproj", "{799B0B38-E384-4A17-A73C-F211EB854592}"
    266262EndProject
     
    314310Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HeuristicLab.MainForm.WindowsForms-3.3.Tests", "HeuristicLab.MainForm.WindowsForms\3.3\Tests\HeuristicLab.MainForm.WindowsForms-3.3.Tests.csproj", "{9F3D601F-E39A-42BE-AEF7-2BF5AD2942D9}"
    315311EndProject
    316 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HeuristicLab.Algorithms.NSGA2-3.3", "HeuristicLab.Algorithms.NSGA2\3.3\HeuristicLab.Algorithms.NSGA2-3.3.csproj", "{15452B9F-A436-4139-8EE7-DA72FB8D3664}"
    317 EndProject
    318312Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HeuristicLab.Problems.DataAnalysis.MultiVariate-3.3", "HeuristicLab.Problems.DataAnalysis.MultiVariate\3.3\HeuristicLab.Problems.DataAnalysis.MultiVariate-3.3.csproj", "{2B88DCD0-EE28-4DCA-90A8-2F4ECACFC515}"
    319313EndProject
     
    331325EndProject
    332326Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HeuristicLab.Problems.ExternalEvaluation.GP.Views-3.3", "HeuristicLab.Problems.ExternalEvaluation.GP.Views\3.3\HeuristicLab.Problems.ExternalEvaluation.GP.Views-3.3.csproj", "{1778134B-866B-4CB3-BFC0-52B2FAAA5777}"
     327EndProject
     328Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HeuristicLab.Clients.Common-3.3", "HeuristicLab.Clients.Common\3.3\HeuristicLab.Clients.Common-3.3.csproj", "{730A9104-D4D1-4360-966B-E49B7571DDA3}"
    333329EndProject
    334330Global
     
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    22262203  EndGlobalSection
    22272204  GlobalSection(SolutionProperties) = preSolution
  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.Regression/3.3/Symbolic/Evaluators/MultiObjectiveSymbolicVectorRegressionEvaluator.cs

    r4197 r4401  
    6464      int end = SamplesEnd.Value;
    6565
    66       IEnumerable<int> rows = GenerateRowsToEvaluate((uint)Random.Next(), RelativeNumberOfEvaluatedSamples.Value, start, end);
     66      IEnumerable<int> rows = GenerateRowsToEvaluate(Random.Next(), RelativeNumberOfEvaluatedSamples.Value, start, end);
    6767
    6868      QualitiesParameter.ActualValue = new DoubleArray(Evaluate(tree, interpreter, problemData, selectedTargetVariables, rows, LowerEstimationLimit, UpperEstimationLimit));
  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.Regression/3.3/Symbolic/Evaluators/SingleObjectiveSymbolicVectorRegressionEvaluator.cs

    r4197 r4401  
    6464      int end = SamplesEnd.Value;
    6565
    66       IEnumerable<int> rows = GenerateRowsToEvaluate((uint)Random.Next(), RelativeNumberOfEvaluatedSamples.Value, start, end);
     66      IEnumerable<int> rows = GenerateRowsToEvaluate(Random.Next(), RelativeNumberOfEvaluatedSamples.Value, start, end);
    6767
    6868      QualityParameter.ActualValue = new DoubleValue(Evaluate(tree, interpreter, problemData, selectedTargetVariables, rows, LowerEstimationLimit, UpperEstimationLimit));
  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.Regression/3.3/Symbolic/Evaluators/SymbolicVectorRegressionEvaluator.cs

    r4194 r4401  
    119119    }
    120120
    121     public static IEnumerable<int> GenerateRowsToEvaluate(uint seed, double relativeAmount, int start, int end) {
     121    public static IEnumerable<int> GenerateRowsToEvaluate(int seed, double relativeAmount, int start, int end) {
    122122      if (end < start) throw new ArgumentException("Start value is larger than end value.");
    123123      int count = (int)((end - start) * relativeAmount);
  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.Regression/3.3/Symbolic/SymbolicVectorRegressionGrammar.cs

    r4068 r4401  
    3939    }
    4040
    41     protected SymbolicVectorRegressionGrammar(SymbolicVectorRegressionGrammar original) : base(original) { }
     41    protected SymbolicVectorRegressionGrammar(SymbolicVectorRegressionGrammar original) : base(original.Dimension) {
     42    // fill ???
     43    }
    4244
    4345    private void Initialize() {
  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Views/3.3/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Views-3.3.csproj

    r4113 r4401  
    109109  <ItemGroup>
    110110    <Compile Include="HeuristicLabProblemsDataAnalysisMultiVariateTimeSeriesPrognosisViewsPlugin.cs" />
     111    <Compile Include="ResultsView.cs">
     112      <SubType>UserControl</SubType>
     113    </Compile>
     114    <Compile Include="ResultsView.Designer.cs">
     115      <DependentUpon>ResultsView.cs</DependentUpon>
     116    </Compile>
     117    <Compile Include="SymbolicTimeSeriesPrognosisModelView.cs">
     118      <SubType>UserControl</SubType>
     119    </Compile>
     120    <Compile Include="SymbolicTimeSeriesPrognosisModelView.designer.cs">
     121      <DependentUpon>SymbolicTimeSeriesPrognosisModelView.cs</DependentUpon>
     122    </Compile>
    111123    <Compile Include="Symbols\DerivativeVariableView.cs">
    112124      <SubType>UserControl</SubType>
     
    133145  </ItemGroup>
    134146  <ItemGroup>
     147    <ProjectReference Include="..\..\HeuristicLab.Collections\3.3\HeuristicLab.Collections-3.3.csproj">
     148      <Project>{958B43BC-CC5C-4FA2-8628-2B3B01D890B6}</Project>
     149      <Name>HeuristicLab.Collections-3.3</Name>
     150    </ProjectReference>
    135151    <ProjectReference Include="..\..\HeuristicLab.Common\3.3\HeuristicLab.Common-3.3.csproj">
    136152      <Project>{A9AD58B9-3EF9-4CC1-97E5-8D909039FF5C}</Project>
     
    148164      <Project>{72104A0B-90E7-42F3-9ABE-9BBBADD4B943}</Project>
    149165      <Name>HeuristicLab.Data.Views-3.3</Name>
     166    </ProjectReference>
     167    <ProjectReference Include="..\..\HeuristicLab.Data\3.3\HeuristicLab.Data-3.3.csproj">
     168      <Project>{BBAB9DF5-5EF3-4BA8-ADE9-B36E82114937}</Project>
     169      <Name>HeuristicLab.Data-3.3</Name>
    150170    </ProjectReference>
    151171    <ProjectReference Include="..\..\HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Views\3.3\HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Views-3.3.csproj">
  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis/3.3/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis-3.3.csproj

    r4113 r4401  
    108108    <Compile Include="HeuristicLabProblemsDataAnalysisMultiVariateTimeSeriesPrognosisPlugin.cs" />
    109109    <Compile Include="Symbolic\Analyzer\ValidationBestScaledSymbolicTimeSeriesPrognosisSolutionAnalyzer.cs" />
     110    <Compile Include="Symbolic\SymbolicTimeSeriesPrognosisSolution.cs" />
     111    <Compile Include="Symbolic\SymbolicTimeSeriesPrognosisModel.cs" />
    110112    <Compile Include="Symbolic\Evaluators\SymbolicTimeSeriesPrognosisNormalizedMseEvaluator.cs" />
    111113    <Compile Include="Symbolic\Evaluators\SymbolicTimeSeriesPrognosisScaledNormalizedMseEvaluator.cs" />
  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis/3.3/Symbolic/Analyzer/ValidationBestScaledSymbolicTimeSeriesPrognosisSolutionAnalyzer.cs

    r4113 r4401  
    152152      get { return (IValueLookupParameter<IntValue>)Parameters[PredictionHorizonParameterName]; }
    153153    }
    154     public ILookupParameter<SymbolicExpressionTree> BestSolutionParameter {
    155       get { return (ILookupParameter<SymbolicExpressionTree>)Parameters[BestSolutionParameterName]; }
     154    public ILookupParameter<SymbolicTimeSeriesPrognosisSolution> BestSolutionParameter {
     155      get { return (ILookupParameter<SymbolicTimeSeriesPrognosisSolution>)Parameters[BestSolutionParameterName]; }
    156156    }
    157157    public ILookupParameter<IntValue> GenerationsParameter {
     
    239239      Parameters.Add(new ValueLookupParameter<DoubleArray>(UpperEstimationLimitParameterName, "The upper estimation limit that was set for the evaluation of the symbolic expression trees."));
    240240      Parameters.Add(new ValueLookupParameter<DoubleArray>(LowerEstimationLimitParameterName, "The lower estimation limit that was set for the evaluation of the symbolic expression trees."));
    241       Parameters.Add(new LookupParameter<SymbolicExpressionTree>(BestSolutionParameterName, "The best symbolic time series prognosis solution."));
     241      Parameters.Add(new LookupParameter<SymbolicTimeSeriesPrognosisSolution>(BestSolutionParameterName, "The best symbolic time series prognosis solution."));
    242242      Parameters.Add(new LookupParameter<IntValue>(GenerationsParameterName, "The number of generations calculated so far."));
    243243      Parameters.Add(new LookupParameter<DoubleValue>(BestSolutionQualityParameterName, "The quality of the best symbolic regression solution."));
     
    274274      int validationEnd = ValidationSamplesEnd.Value;
    275275      int rowCount = (int)Math.Ceiling((validationEnd - validationStart) * RelativeNumberOfEvaluatedSamples.Value);
    276       IEnumerable<int> rows = RandomEnumerable.SampleRandomNumbers((uint)Random.Next(), validationStart, validationEnd, rowCount);
     276      IEnumerable<int> rows = RandomEnumerable.SampleRandomNumbers(Random.Next(), validationStart, validationEnd, rowCount);
    277277      double bestValidationNmse = double.MaxValue;
    278278      SymbolicExpressionTree bestTree = null;
     
    291291
    292292      if (BestSolutionQualityParameter.ActualValue == null || BestSolutionQualityParameter.ActualValue.Value > bestValidationNmse) {
    293         var solution = bestTree;
    294         //solution.Name = BestSolutionParameterName;
    295         //solution.Description = "Best solution on validation partition found over the whole run.";
     293        var model = new SymbolicTimeSeriesPrognosisModel((ISymbolicTimeSeriesExpressionInterpreter)SymbolicExpressionTreeInterpreter.Clone(), bestTree);
     294        model.Name = "Time series prognosis model";
     295        model.Description = "Best solution on validation partition found over the whole run.";
     296
     297        var solution = new SymbolicTimeSeriesPrognosisSolution(ProblemData, model, PredictionHorizon.Value);
     298        solution.Name = BestSolutionParameterName;
     299        solution.Description = "Best solution on validation partition found over the whole run.";
    296300
    297301        BestSolutionParameter.ActualValue = solution;
  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis/3.3/Symbolic/Evaluators/SymbolicTimeSeriesPrognosisNormalizedMseEvaluator.cs

    r4113 r4401  
    149149      string conditionVariableName = ConditionVariableName == null ? null : ConditionVariableName.Value;
    150150      int nRows = (int)Math.Ceiling((SamplesEnd.Value - SamplesStart.Value) * RelativeNumberOfEvaluatedSamples.Value);
    151       IEnumerable<int> rows = RandomEnumerable.SampleRandomNumbers((uint)Random.Next(), SamplesStart.Value, SamplesEnd.Value, nRows);
     151      IEnumerable<int> rows = RandomEnumerable.SampleRandomNumbers(Random.Next(), SamplesStart.Value, SamplesEnd.Value, nRows);
    152152
    153153      quality = Evaluate(TimeSeriesPrognosisModel, ProblemData, TimeSeriesExpressionInterpreter,
  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis/3.3/Symbolic/Evaluators/SymbolicTimeSeriesPrognosisScaledNormalizedMseEvaluator.cs

    r4113 r4401  
    162162      int nRows = (int)Math.Ceiling((SamplesEnd.Value - SamplesStart.Value) * RelativeNumberOfEvaluatedSamples.Value);
    163163
    164       IEnumerable<int> rows = RandomEnumerable.SampleRandomNumbers((uint)Random.Next(), SamplesStart.Value, SamplesEnd.Value, nRows);
     164      IEnumerable<int> rows = RandomEnumerable.SampleRandomNumbers(Random.Next(), SamplesStart.Value, SamplesEnd.Value, nRows);
    165165      CalculateScalingParameters(TimeSeriesPrognosisModel, ProblemData, TimeSeriesExpressionInterpreter,
    166166        conditionVariableName, rows,
  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.Views/3.3/HeuristicLab.Problems.DataAnalysis.MultiVariate.Views-3.3.csproj

    r4079 r4401  
    111111    <None Include="HeuristicLabProblemsDataAnalysisMultiVariateViewsPlugin.cs.frame" />
    112112    <None Include="Properties\AssemblyInfo.frame" />
     113    <Compile Include="EstimatedValuesView.cs">
     114      <SubType>UserControl</SubType>
     115    </Compile>
     116    <Compile Include="EstimatedValuesView.Designer.cs">
     117      <DependentUpon>EstimatedValuesView.cs</DependentUpon>
     118    </Compile>
     119    <Compile Include="LineChartView.cs">
     120      <SubType>UserControl</SubType>
     121    </Compile>
     122    <Compile Include="LineChartView.Designer.cs">
     123      <DependentUpon>LineChartView.cs</DependentUpon>
     124    </Compile>
     125    <Compile Include="MultiVariateDataAnalysisSolutionView.cs">
     126      <SubType>UserControl</SubType>
     127    </Compile>
     128    <Compile Include="MultiVariateDataAnalysisSolutionView.Designer.cs">
     129      <DependentUpon>MultiVariateDataAnalysisSolutionView.cs</DependentUpon>
     130    </Compile>
    113131    <Compile Include="HeuristicLabProblemsDataAnalysisMultiVariateViewsPlugin.cs" />
    114132    <Compile Include="MultiVariateDataAnalysisProblemDataView.cs">
     
    121139  </ItemGroup>
    122140  <ItemGroup>
     141    <ProjectReference Include="..\..\HeuristicLab.Collections\3.3\HeuristicLab.Collections-3.3.csproj">
     142      <Project>{958B43BC-CC5C-4FA2-8628-2B3B01D890B6}</Project>
     143      <Name>HeuristicLab.Collections-3.3</Name>
     144    </ProjectReference>
    123145    <ProjectReference Include="..\..\HeuristicLab.Common\3.3\HeuristicLab.Common-3.3.csproj">
    124146      <Project>{A9AD58B9-3EF9-4CC1-97E5-8D909039FF5C}</Project>
     
    137159      <Name>HeuristicLab.Data.Views-3.3</Name>
    138160    </ProjectReference>
     161    <ProjectReference Include="..\..\HeuristicLab.Data\3.3\HeuristicLab.Data-3.3.csproj">
     162      <Project>{BBAB9DF5-5EF3-4BA8-ADE9-B36E82114937}</Project>
     163      <Name>HeuristicLab.Data-3.3</Name>
     164    </ProjectReference>
    139165    <ProjectReference Include="..\..\HeuristicLab.MainForm.WindowsForms\3.3\HeuristicLab.MainForm.WindowsForms-3.3.csproj">
    140166      <Project>{AB687BBE-1BFE-476B-906D-44237135431D}</Project>
     
    156182      <Project>{2B88DCD0-EE28-4DCA-90A8-2F4ECACFC515}</Project>
    157183      <Name>HeuristicLab.Problems.DataAnalysis.MultiVariate-3.3</Name>
     184    </ProjectReference>
     185    <ProjectReference Include="..\..\HeuristicLab.Problems.DataAnalysis\3.3\HeuristicLab.Problems.DataAnalysis-3.3.csproj">
     186      <Project>{70DFD984-B1D9-46FE-8EB7-4DE92D71A9FC}</Project>
     187      <Name>HeuristicLab.Problems.DataAnalysis-3.3</Name>
    158188    </ProjectReference>
    159189  </ItemGroup>
  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate/3.3/Interfaces/IMultiVariateDataAnalysisModel.cs

    r4068 r4401  
    2121
    2222using HeuristicLab.Core;
     23using System.Collections.Generic;
    2324
    2425namespace HeuristicLab.Problems.DataAnalysis.MultiVariate {
    2526  public interface IMultiVariateDataAnalysisModel : INamedItem {
     27    IEnumerable<double[]> GetEstimatedValues(MultiVariateDataAnalysisProblemData problemData, int start, int end);
    2628  }
    2729}
  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate/3.3/Interfaces/IMultiVariateDataAnalysisSolution.cs

    r4068 r4401  
    2121
    2222using HeuristicLab.Core;
     23using System.Collections.Generic;
     24using System;
    2325
    2426namespace HeuristicLab.Problems.DataAnalysis.MultiVariate {
    2527  public interface IMultiVariateDataAnalysisSolution : INamedItem {
     28    event EventHandler ProblemDataChanged;
     29    event EventHandler ModelChanged;
     30
     31    MultiVariateDataAnalysisProblemData ProblemData { get; set; }
     32    IMultiVariateDataAnalysisModel Model { get; }
     33
     34    IEnumerable<double[]> EstimatedValues { get; }
     35    IEnumerable<double[]> EstimatedTrainingValues { get; }
     36    IEnumerable<double[]> EstimatedTestValues { get; }
     37   
    2638  }
    2739}
  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.Regression/3.3/Symbolic/SymbolicRegressionSolution.cs

    r4341 r4401  
    3535  [StorableClass]
    3636  public sealed class SymbolicRegressionSolution : DataAnalysisSolution {
    37     public SymbolicRegressionSolution() : base() { }
     37    [StorableConstructor]
     38    public SymbolicRegressionSolution(bool deserializing) : base(deserializing) { }
    3839    public SymbolicRegressionSolution(DataAnalysisProblemData problemData, SymbolicRegressionModel model, double lowerEstimationLimit, double upperEstimationLimit)
    3940      : base(problemData, lowerEstimationLimit, upperEstimationLimit) {
  • branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis/3.3/DataAnalysisSolution.cs

    r4193 r4401  
    4646
    4747    [StorableConstructor]
    48     private DataAnalysisSolution(bool deserializing) : base(deserializing) { }
     48    protected DataAnalysisSolution(bool deserializing) : base(deserializing) { }
    4949    [StorableHook(HookType.AfterDeserialization)]
    5050    private void Initialize() {
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