Changeset 6974 for trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/TimeSeriesPrognosisSolutionBase.cs
 Timestamp:
 11/09/11 10:59:31 (9 years ago)
 File:

 1 edited
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trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/TimeSeriesPrognosisSolutionBase.cs
r6961 r6974 40 40 private const string TrainingNormalizedMeanSquaredErrorResultName = "Normalized mean squared error (training)"; 41 41 private const string TestNormalizedMeanSquaredErrorResultName = "Normalized mean squared error (test)"; 42 private const string TrainingDirectionalSymmetryResultName = " Directional symmetry (training)";43 private const string TestDirectionalSymmetryResultName = " Directional symmetry (test)";44 private const string TrainingWeightedDirectionalSymmetryResultName = " Weighted directional symmetry (training)";45 private const string TestWeightedDirectionalSymmetryResultName = " Weighted directional symmetry (test)";46 private const string TrainingTheilsUStatisticResultName = " Theil's U (training)";47 private const string TestTheilsUStatisticResultName = " Theil's U (test)";42 private const string TrainingDirectionalSymmetryResultName = "Average directional symmetry (training)"; 43 private const string TestDirectionalSymmetryResultName = "Average directional symmetry (test)"; 44 private const string TrainingWeightedDirectionalSymmetryResultName = "Average weighted directional symmetry (training)"; 45 private const string TestWeightedDirectionalSymmetryResultName = "Average weighted directional symmetry (test)"; 46 private const string TrainingTheilsUStatisticResultName = "Average Theil's U (training)"; 47 private const string TestTheilsUStatisticResultName = "Average Theil's U (test)"; 48 48 49 49 public new ITimeSeriesPrognosisModel Model { … … 146 146 Add(new Result(TrainingNormalizedMeanSquaredErrorResultName, "Normalized mean of squared errors of the model on the training partition", new DoubleValue())); 147 147 Add(new Result(TestNormalizedMeanSquaredErrorResultName, "Normalized mean of squared errors of the model on the test partition", new DoubleValue())); 148 Add(new Result(TrainingDirectionalSymmetryResultName, "The directional symmetry of the output of the model on the training partition", new DoubleValue()));149 Add(new Result(TestDirectionalSymmetryResultName, "The directional symmetry of the output of the model on the test partition", new DoubleValue()));150 Add(new Result(TrainingWeightedDirectionalSymmetryResultName, "The weighted directional symmetry of the outputof the model on the training partition", new DoubleValue()));151 Add(new Result(TestWeightedDirectionalSymmetryResultName, "The weighted directional symmetry of the outputof the model on the test partition", new DoubleValue()));152 Add(new Result(TrainingTheilsUStatisticResultName, "The Theil's U statistic of the outputof the model on the training partition", new DoubleValue()));153 Add(new Result(TestTheilsUStatisticResultName, "The Theil's U statistic of the outputof the model on the test partition", new DoubleValue()));148 Add(new Result(TrainingDirectionalSymmetryResultName, "The average directional symmetry of the forecasts of the model on the training partition", new PercentValue())); 149 Add(new Result(TestDirectionalSymmetryResultName, "The average directional symmetry of the forecasts of the model on the test partition", new PercentValue())); 150 Add(new Result(TrainingWeightedDirectionalSymmetryResultName, "The average weighted directional symmetry of the forecasts of the model on the training partition", new DoubleValue())); 151 Add(new Result(TestWeightedDirectionalSymmetryResultName, "The average weighted directional symmetry of the forecasts of the model on the test partition", new DoubleValue())); 152 Add(new Result(TrainingTheilsUStatisticResultName, "The average Theil's U statistic of the forecasts of the model on the training partition", new DoubleValue())); 153 Add(new Result(TestTheilsUStatisticResultName, "The average Theil's U statistic of the forecasts of the model on the test partition", new DoubleValue())); 154 154 } 155 155 … … 191 191 TestNormalizedMeanSquaredError = errorState == OnlineCalculatorError.None ? testNmse : double.NaN; 192 192 193 double trainingDirectionalSymmetry = OnlineDirectionalSymmetryCalculator.Calculate(originalTrainingValues, estimatedTrainingValues, out errorState); 193 var startTrainingValues = originalTrainingValues; 194 // each continuation is only one element long 195 var actualContinuationsTraining = from x in originalTrainingValues.Skip(1) 196 select Enumerable.Repeat(x, 1); 197 // each forecast is only one elemnt long 198 // disregards the first estimated value (we could include this again by extending the list of original values by one step to the left 199 // this is the easier way 200 var predictedContinuationsTraining = from x in estimatedTrainingValues.Skip(1) 201 select Enumerable.Repeat(x, 1); 202 203 var startTestValues = originalTestValues; 204 var actualContinuationsTest = from x in originalTestValues.Skip(1) 205 select Enumerable.Repeat(x, 1); 206 var predictedContinuationsTest = from x in estimatedTestValues.Skip(1) 207 select Enumerable.Repeat(x, 1); 208 209 double trainingDirectionalSymmetry = OnlineDirectionalSymmetryCalculator.Calculate(startTrainingValues, actualContinuationsTraining, predictedContinuationsTraining, out errorState); 194 210 TrainingDirectionalSymmetry = errorState == OnlineCalculatorError.None ? trainingDirectionalSymmetry : double.NaN; 195 double testDirectionalSymmetry = OnlineDirectionalSymmetryCalculator.Calculate( originalTestValues, estimatedTestValues, out errorState);211 double testDirectionalSymmetry = OnlineDirectionalSymmetryCalculator.Calculate(startTestValues, actualContinuationsTest, predictedContinuationsTest, out errorState); 196 212 TestDirectionalSymmetry = errorState == OnlineCalculatorError.None ? testDirectionalSymmetry : double.NaN; 197 213 198 double trainingWeightedDirectionalSymmetry = OnlineWeightedDirectionalSymmetryCalculator.Calculate( originalTrainingValues, estimatedTrainingValues, out errorState);214 double trainingWeightedDirectionalSymmetry = OnlineWeightedDirectionalSymmetryCalculator.Calculate(startTrainingValues, actualContinuationsTraining, predictedContinuationsTraining, out errorState); 199 215 TrainingWeightedDirectionalSymmetry = errorState == OnlineCalculatorError.None ? trainingWeightedDirectionalSymmetry : double.NaN; 200 double testWeightedDirectionalSymmetry = OnlineWeightedDirectionalSymmetryCalculator.Calculate( originalTestValues, estimatedTestValues, out errorState);216 double testWeightedDirectionalSymmetry = OnlineWeightedDirectionalSymmetryCalculator.Calculate(startTestValues, actualContinuationsTest, predictedContinuationsTest, out errorState); 201 217 TestWeightedDirectionalSymmetry = errorState == OnlineCalculatorError.None ? testWeightedDirectionalSymmetry : double.NaN; 202 218 203 double trainingTheilsU = OnlineTheilsUStatisticCalculator.Calculate( originalTrainingValues, estimatedTrainingValues, out errorState);219 double trainingTheilsU = OnlineTheilsUStatisticCalculator.Calculate(startTrainingValues, actualContinuationsTraining, predictedContinuationsTraining, out errorState); 204 220 TrainingTheilsUStatistic = errorState == OnlineCalculatorError.None ? trainingTheilsU : double.NaN; 205 double testTheilsU = OnlineTheilsUStatisticCalculator.Calculate( originalTestValues, estimatedTestValues, out errorState);221 double testTheilsU = OnlineTheilsUStatisticCalculator.Calculate(startTestValues, actualContinuationsTest, predictedContinuationsTest, out errorState); 206 222 TestTheilsUStatistic = errorState == OnlineCalculatorError.None ? testTheilsU : double.NaN; 207 208 209 223 } 210 224 }
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