Changeset 5373 for trunk/sources/HeuristicLab.Problems.DataAnalysis.Regression

Timestamp:

01/25/11 16:51:30 (13 years ago)

Author:

mkommend

Message:

ticket #1256 - Merged new timeseries symbols from branch to trunk.

File:

• trunk/sources/HeuristicLab.Problems.DataAnalysis.Regression/3.3/Symbolic/SymbolicRegressionSolution.cs (modified) (3 diffs)

trunk/sources/HeuristicLab.Problems.DataAnalysis.Regression/3.3/Symbolic/SymbolicRegressionSolution.cs

@@ -26 +26 @@
 using HeuristicLab.Common;
 using HeuristicLab.Core;
+using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
 using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
 using HeuristicLab.Problems.DataAnalysis.Symbolic.Symbols;
@@ -76 +77 @@
 
     protected override void RecalculateEstimatedValues() {
-      int minLag = 0;
-      var laggedTreeNodes = Model.SymbolicExpressionTree.IterateNodesPrefix().OfType<LaggedVariableTreeNode>();
-      if (laggedTreeNodes.Any())
-        minLag = laggedTreeNodes.Min(node => node.Lag);
+      int minLag = GetMinimumLagFromTree(Model.SymbolicExpressionTree.Root);
       IEnumerable<double> calculatedValues =
           from x in Model.GetEstimatedValues(ProblemData, 0 - minLag, ProblemData.Dataset.Rows)
@@ -93 +91 @@
         yield return estimatedValues[row];
     }
+
+    protected int GetMinimumLagFromTree(SymbolicExpressionTreeNode node) {
+      if (node == null) return 0;
+      int lag = 0;
+
+      var laggedTreeNode = node as ILaggedTreeNode;
+      if (laggedTreeNode != null) lag += laggedTreeNode.Lag;
+      if (node.Symbol is Derivative) lag -= 4;
+
+      int subtreeLag = 0;
+      foreach (var subtree in node.SubTrees) {
+        subtreeLag = Math.Min(subtreeLag, GetMinimumLagFromTree(subtree));
+      }
+      return lag + subtreeLag;
+    }
   }
 }