Changeset 7097 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis

Timestamp:

11/29/11 18:26:55 (13 years ago)

Author:

gkronber

Message:

#1081: reverse merged r6802, r6807-6808, r6811, r6974, r7058 to prepare for the 3.3.6 release

Location:

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4

Files:

• HeuristicLab.Algorithms.DataAnalysis-3.4.csproj (modified) (2 diffs)
• Linear/AlglibUtil.cs (modified) (1 diff)
• Linear/LinearTimeSeriesPrognosis.cs (deleted)
• Plugin.cs.frame (modified) (1 diff)
• SupportVectorMachine/SupportVectorRegression.cs (modified) (1 diff)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/HeuristicLab.Algorithms.DataAnalysis-3.4.csproj

@@ -144 +144 @@
     </Compile>
     <Compile Include="Linear\AlglibUtil.cs" />
-    <Compile Include="Linear\LinearTimeSeriesPrognosis.cs" />
     <Compile Include="Linear\LinearDiscriminantAnalysis.cs" />
     <Compile Include="Linear\LinearRegression.cs">
@@ -248 +247 @@
       <Private>False</Private>
     </ProjectReference>
-    <ProjectReference Include="..\..\HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis\3.4\HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis-3.4.csproj">
-      <Project>{07486E68-1517-4B9D-A58D-A38E99AE71AB}</Project>
-      <Name>HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis-3.4</Name>
-      <Private>False</Private>
-    </ProjectReference>
     <ProjectReference Include="..\..\HeuristicLab.Problems.DataAnalysis.Symbolic\3.4\HeuristicLab.Problems.DataAnalysis.Symbolic-3.4.csproj">
       <Project>{3D28463F-EC96-4D82-AFEE-38BE91A0CA00}</Project>

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/Linear/AlglibUtil.cs

@@ -27 +27 @@
   public static class AlglibUtil {
     public static double[,] PrepareInputMatrix(Dataset dataset, IEnumerable<string> variables, IEnumerable<int> rows) {
-      return PrepareInputMatrix(dataset, variables, rows, new int[] { 0 });
-    }
+      List<string> variablesList = variables.ToList();
+      List<int> rowsList = rows.ToList();
 
-    public static double[,] PrepareInputMatrix(Dataset dataset, IEnumerable<string> variables, IEnumerable<int> rows, IEnumerable<int> lags) {
-      int maxLag = lags.Max();
-
-      // drop last variable (target variable)
-      List<string> inputVariablesList = variables
-        .Reverse()
-        .Skip(1)
-        .Reverse()
-        .ToList();
-      string targetVariable = variables.Last();
-      List<int> rowsList = rows.ToList();
-      int nRows = rowsList.Count - maxLag;
-      double[,] matrix = new double[nRows, inputVariablesList.Count * lags.Count() + 1];
+      double[,] matrix = new double[rowsList.Count, variablesList.Count];
 
       int col = 0;
-      int row = 0;
-      // input variables
-      foreach (int lag in lags) {
-        foreach (string column in inputVariablesList) {
-          var values = dataset.GetDoubleValues(column, rows.Select(x => x - lag).Take(nRows));
-          row = 0;
-          foreach (var value in values) {
-            if (row >= 0) {
-              matrix[row, col] = value;
-            }
-            row++;
-          }
-          col++;
+      foreach (string column in variables) {
+        var values = dataset.GetDoubleValues(column, rows);
+        int row = 0;
+        foreach (var value in values) {
+          matrix[row, col] = value;
+          row++;
         }
+        col++;
       }
-      // target variable
-      row = 0;
-      foreach (var value in dataset.GetDoubleValues(targetVariable, rows).Take(nRows)) {
-        matrix[row, col] = value;
-        row++;
-      }
+
       return matrix;
     }

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/Plugin.cs.frame

@@ -42 +42 @@
   [PluginDependency("HeuristicLab.Problems.DataAnalysis.Symbolic.Classification", "3.4")]
   [PluginDependency("HeuristicLab.Problems.DataAnalysis.Symbolic.Regression", "3.4")]
-  [PluginDependency("HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis", "3.4")]
   public class HeuristicLabAlgorithmsDataAnalysisPlugin : PluginBase {
   }

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/SupportVectorMachine/SupportVectorRegression.cs

@@ -143 +143 @@
       parameter.Probability = false;
 
+
       SVM.Problem problem = SupportVectorMachineUtil.CreateSvmProblem(dataset, targetVariable, allowedInputVariables, rows);
       SVM.RangeTransform rangeTransform = SVM.RangeTransform.Compute(problem);