Changeset 6964

Timestamp:

11/08/11 12:16:27 (12 years ago)

Author:

gkronber

Message:

#1670 changed remaining calculators to follow originalValues/estimatedValues convention.

Location:

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators

Files:

• NormalizedGiniCalculator.cs (modified) (1 diff)
• OnlineAccuracyCalculator.cs (modified) (1 diff)
• OnlineCovarianceCalcualtor.cs (modified) (4 diffs)
• OnlineDirectionalSymmetryCalculator.cs (modified) (2 diffs)
• OnlineMeanAbsoluteErrorCalculator.cs (modified) (1 diff)
• OnlineMeanAbsolutePercentageErrorCalculator.cs (modified) (1 diff)
• OnlineMeanSquaredErrorCalculator.cs (modified) (1 diff)
• OnlineNormalizedMeanSquaredErrorCalculator.cs (modified) (2 diffs)
• OnlineTheilsUStatisticCalculator.cs (modified) (1 diff)
• OnlineWeightedDirectionalSymmetryCalculator.cs (modified) (2 diffs)

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/NormalizedGiniCalculator.cs

@@ -28 +28 @@
   public class NormalizedGiniCalculator {
 
-    public static double Calculate(IEnumerable<double> original, IEnumerable<double> estimated, out OnlineCalculatorError errorState) {
-      if (original.Count() != estimated.Count()) {
-        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
+    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
+      var originalValuesArr = originalValues.ToArray();
+      var estimatedValuesArr = estimatedValues.ToArray();
+      if (originalValuesArr.Count() != estimatedValuesArr.Count()) {
+        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
       }
-      double oe = Gini(original, estimated, out errorState);
+      double oe = Gini(originalValuesArr, estimatedValuesArr, out errorState);
       if (errorState != OnlineCalculatorError.None) return double.NaN;
 
-      return oe / (Gini(original, original, out errorState));
+      return oe / (Gini(originalValuesArr, estimatedValuesArr, out errorState));
     }
 

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineAccuracyCalculator.cs

@@ -84 +84 @@
       if (accuracyCalculator.ErrorState == OnlineCalculatorError.None &&
           (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
-        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
+        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
       } else {
         errorState = accuracyCalculator.ErrorState;

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineCovarianceCalcualtor.cs

@@ -26 +26 @@
   public class OnlineCovarianceCalculator : IOnlineCalculator {
 
-    private double originalMean, estimatedMean, Cn;
+    private double xMean, yMean, Cn;
     private int n;
     public double Covariance {
@@ -49 +49 @@
       n = 0;
       Cn = 0.0;
-      originalMean = 0.0;
-      estimatedMean = 0.0;
+      xMean = 0.0;
+      yMean = 0.0;
       errorState = OnlineCalculatorError.InsufficientElementsAdded;
     }
 
-    public void Add(double original, double estimated) {
-      if (double.IsNaN(estimated) || double.IsInfinity(estimated) || double.IsNaN(original) || double.IsInfinity(original) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
+    public void Add(double x, double y) {
+      if (double.IsNaN(y) || double.IsInfinity(y) || double.IsNaN(x) || double.IsInfinity(x) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
         errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
       } else {
@@ -62 +62 @@
 
         // online calculation of tMean
-        originalMean = originalMean + (original - originalMean) / n;
-        double delta = estimated - estimatedMean; // delta = (y - yMean(n-1))
-        estimatedMean = estimatedMean + delta / n;
+        xMean = xMean + (x - xMean) / n;
+        double delta = y - yMean; // delta = (y - yMean(n-1))
+        yMean = yMean + delta / n;
 
         // online calculation of covariance
-        Cn = Cn + delta * (original - originalMean); // C(n) = C(n-1) + (y - yMean(n-1)) (t - tMean(n))       
+        Cn = Cn + delta * (x - xMean); // C(n) = C(n-1) + (y - yMean(n-1)) (t - tMean(n))       
       }
     }
@@ -79 +79 @@
       // always move forward both enumerators (do not use short-circuit evaluation!)
       while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
-        double estimated = secondEnumerator.Current;
-        double original = firstEnumerator.Current;
-        covarianceCalculator.Add(original, estimated);
+        double x = secondEnumerator.Current;
+        double y = firstEnumerator.Current;
+        covarianceCalculator.Add(x, y);
         if (covarianceCalculator.ErrorState != OnlineCalculatorError.None) break;
       }

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineDirectionalSymmetryCalculator.cs

@@ -78 +78 @@
 
 
-    public static double Calculate(IEnumerable<double> first, IEnumerable<double> second, out OnlineCalculatorError errorState) {
-      IEnumerator<double> firstEnumerator = first.GetEnumerator();
-      IEnumerator<double> secondEnumerator = second.GetEnumerator();
+    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
+      IEnumerator<double> originalEnumerator = originalValues.GetEnumerator();
+      IEnumerator<double> estimatedEnumerator = estimatedValues.GetEnumerator();
       OnlineDirectionalSymmetryCalculator dsCalculator = new OnlineDirectionalSymmetryCalculator();
 
       // add first element of time series as a reference point
-      firstEnumerator.MoveNext();
-      secondEnumerator.MoveNext();
-      dsCalculator.Add(firstEnumerator.Current, secondEnumerator.Current);
+      originalEnumerator.MoveNext();
+      estimatedEnumerator.MoveNext();
+      dsCalculator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
       
       // always move forward both enumerators (do not use short-circuit evaluation!)
-      while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
-        double estimated = secondEnumerator.Current;
-        double original = firstEnumerator.Current;
+      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
+        double original = originalEnumerator.Current;
+        double estimated = estimatedEnumerator.Current;
         dsCalculator.Add(original, estimated);
         if (dsCalculator.ErrorState != OnlineCalculatorError.None) break;
@@ -98 +98 @@
       // check if both enumerators are at the end to make sure both enumerations have the same length
       if (dsCalculator.ErrorState == OnlineCalculatorError.None &&
-          (secondEnumerator.MoveNext() || firstEnumerator.MoveNext())) {
-        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
+          (originalEnumerator.MoveNext() || estimatedEnumerator.MoveNext())) {
+        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
       } else {
         errorState = dsCalculator.ErrorState;

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineMeanAbsoluteErrorCalculator.cs

@@ -81 +81 @@
       if (maeCalculator.ErrorState == OnlineCalculatorError.None &&
          (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
-        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
+        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
       } else {
         errorState = maeCalculator.ErrorState;

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineMeanAbsolutePercentageErrorCalculator.cs

@@ -83 +83 @@
       if (calculator.ErrorState == OnlineCalculatorError.None &&
             (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
-        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
+        throw new ArgumentException("Number of elements in originalValues and second estimatedValues doesn't match.");
       } else {
         errorState = calculator.ErrorState;

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineMeanSquaredErrorCalculator.cs

@@ -81 +81 @@
       if (mseCalculator.ErrorState == OnlineCalculatorError.None &&
          (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
-        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
+        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
       } else {
         errorState = mseCalculator.ErrorState;

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineNormalizedMeanSquaredErrorCalculator.cs

@@ -77 +77 @@
       // always move forward both enumerators (do not use short-circuit evaluation!)
       while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
+        double original = originalEnumerator.Current;
         double estimated = estimatedEnumerator.Current;
-        double original = originalEnumerator.Current;
         normalizedMSECalculator.Add(original, estimated);
         if (normalizedMSECalculator.ErrorState != OnlineCalculatorError.None) break;
@@ -86 +86 @@
       if (normalizedMSECalculator.ErrorState == OnlineCalculatorError.None &&
            (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
-        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
+        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumeration doesn't match.");
       } else {
         errorState = normalizedMSECalculator.ErrorState;

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineTheilsUStatisticCalculator.cs

@@ -103 +103 @@
       if (calculator.ErrorState == OnlineCalculatorError.None &&
           (estimatedValuesEnumerator.MoveNext() || originalValuesEnumerator.MoveNext())) {
-        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
+        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
       } else {
         errorState = calculator.ErrorState;

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineWeightedDirectionalSymmetryCalculator.cs

@@ -83 +83 @@
 
 
-    public static double Calculate(IEnumerable<double> first, IEnumerable<double> second, out OnlineCalculatorError errorState) {
-      IEnumerator<double> firstEnumerator = first.GetEnumerator();
-      IEnumerator<double> secondEnumerator = second.GetEnumerator();
+    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
+      IEnumerator<double> originalEnumerator = originalValues.GetEnumerator();
+      IEnumerator<double> estimatedEnumerator = estimatedValues.GetEnumerator();
       OnlineWeightedDirectionalSymmetryCalculator dsCalculator = new OnlineWeightedDirectionalSymmetryCalculator();
-      
+
       // add first element of time series as a reference point
-      firstEnumerator.MoveNext();
-      secondEnumerator.MoveNext();
-      dsCalculator.Add(firstEnumerator.Current, secondEnumerator.Current);
+      originalEnumerator.MoveNext();
+      estimatedEnumerator.MoveNext();
+      dsCalculator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
 
       // always move forward both enumerators (do not use short-circuit evaluation!)
-      while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
-        double estimated = secondEnumerator.Current;
-        double original = firstEnumerator.Current;
+      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
+        double original = originalEnumerator.Current;
+        double estimated = estimatedEnumerator.Current;
         dsCalculator.Add(original, estimated);
         if (dsCalculator.ErrorState != OnlineCalculatorError.None) break;
@@ -103 +103 @@
       // check if both enumerators are at the end to make sure both enumerations have the same length
       if (dsCalculator.ErrorState == OnlineCalculatorError.None &&
-          (secondEnumerator.MoveNext() || firstEnumerator.MoveNext())) {
-        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
+          (originalEnumerator.MoveNext() || estimatedEnumerator.MoveNext())) {
+        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
       } else {
         errorState = dsCalculator.ErrorState;