Changeset 692 for trunk/sources/HeuristicLab.GP.StructureIdentification.TimeSeries

Timestamp:

10/19/08 00:51:39 (16 years ago)

Author:

gkronber

Message:

fixed #321 (Improve implementation of operator for Theil's Inequality). There was actually a bug in the existing implementation.

File:

• trunk/sources/HeuristicLab.GP.StructureIdentification.TimeSeries/TheilInequalityCoefficientEvaluator.cs (modified) (5 diffs)

trunk/sources/HeuristicLab.GP.StructureIdentification.TimeSeries/TheilInequalityCoefficientEvaluator.cs

@@ -30 +30 @@
 namespace HeuristicLab.GP.StructureIdentification.TimeSeries {
   public class TheilInequalityCoefficientEvaluator : GPEvaluatorBase {
-    private bool differential;
     private DoubleData theilInequaliy;
     public override string Description {
@@ -41 +40 @@
     public TheilInequalityCoefficientEvaluator()
       : base() {
-      AddVariableInfo(new VariableInfo("Differential", "Wether to calculate the coefficient for the predicted change vs. original change or for the absolute prediction vs. original value", typeof(BoolData), VariableKind.In));
       AddVariableInfo(new VariableInfo("TheilInequalityCoefficient", "Theil's inequality coefficient of the model", typeof(DoubleData), VariableKind.New));
-
     }
 
     public override IOperation Apply(IScope scope) {
-      differential = GetVariableValue<BoolData>("Differential", scope, true).Data;
       theilInequaliy = GetVariableValue<DoubleData>("TheilInequalityCoefficient", scope, false, false);
       if(theilInequaliy == null) {
@@ -53 +49 @@
         scope.AddVariable(new HeuristicLab.Core.Variable(scope.TranslateName("TheilInequalityCoefficient"), theilInequaliy));
       }
-
       return base.Apply(scope);
     }
@@ -59 +54 @@
     public override void Evaluate(int start, int end) {
       double errorsSquaredSum = 0.0;
-      double estimatedSquaredSum = 0.0;
       double originalSquaredSum = 0.0;
       for(int sample = start; sample < end; sample++) {
-        double prevValue = 0.0;
-        if(differential) prevValue = GetOriginalValue(sample - 1);
+        double prevValue = GetOriginalValue(sample - 1);
         double estimatedChange = GetEstimatedValue(sample) - prevValue;
         double originalChange = GetOriginalValue(sample) - prevValue;
@@ -70 +63 @@
           double error = estimatedChange - originalChange;
           errorsSquaredSum += error * error;
-          estimatedSquaredSum += estimatedChange * estimatedChange;
           originalSquaredSum += originalChange * originalChange;
         }
       }
       int nSamples = end - start;
-      double quality = Math.Sqrt(errorsSquaredSum / nSamples) / (Math.Sqrt(estimatedSquaredSum / nSamples) + Math.Sqrt(originalSquaredSum / nSamples));
+      double quality = Math.Sqrt(errorsSquaredSum / nSamples) / Math.Sqrt(originalSquaredSum / nSamples);
       if(double.IsNaN(quality) || double.IsInfinity(quality))
         quality = double.MaxValue;