Changeset 4460 for branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis/3.3/Symbolic/Evaluators/SymbolicTimeSeriesPrognosisScaledNormalizedMseEvaluator.cs

Timestamp:

09/21/10 14:14:25 (14 years ago)

Author:

gkronber

Message:

Fixed bug in scaled MSE evaluator for time series. #1142

File:

• branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis/3.3/Symbolic/Evaluators/SymbolicTimeSeriesPrognosisScaledNormalizedMseEvaluator.cs (modified) (1 diff)

branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis/3.3/Symbolic/Evaluators/SymbolicTimeSeriesPrognosisScaledNormalizedMseEvaluator.cs

@@ -287 +287 @@
           betas[component] = 1;
         } else {
-          if (estimatedVarianceEvaluators[component].Variance.IsAlmost(0.0))
+          if (estimatedVarianceEvaluators[component].PopulationVariance.IsAlmost(0.0))
             betas[component] = 1;
           else
-            betas[component] = covarianceEvaluators[component].Covariance / estimatedVarianceEvaluators[component].Variance;
+            betas[component] = covarianceEvaluators[component].Covariance / estimatedVarianceEvaluators[component].PopulationVariance;
 
           alphas[component] = originalMeanCalculators[component].Mean - betas[component] * estimatedVarianceEvaluators[component].Mean;