Changeset 7100 for branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveMeanSquaredErrorEvaluator.cs

Timestamp:

11/29/11 20:05:38 (12 years ago)

Author:

gkronber

Message:

#1081 worked on multi-variate time series prognosis

Location:

branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4

Files:

• . (modified) (1 prop)
• SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveMeanSquaredErrorEvaluator.cs (modified) (2 diffs)

branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4

@@ -3 +3 @@
 HeuristicLabProblemsDataAnalysisSymbolicTimeSeriesPrognosisPlugin.cs
 obj
+Plugin.cs

@@ -3 +3 @@
 HeuristicLabProblemsDataAnalysisSymbolicTimeSeriesPrognosisPlugin.cs
 obj
+Plugin.cs

branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveMeanSquaredErrorEvaluator.cs

@@ -48 +48 @@
       IEnumerable<int> rows = GenerateRowsToEvaluate();
 
-      double quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, rows);
+      double quality = Calculate(SymbolicTimeSeriesPrognosisInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, rows);
       QualityParameter.ActualValue = new DoubleValue(quality);
 
@@ -56 +56 @@
     public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, double lowerEstimationLimit, double upperEstimationLimit, ITimeSeriesPrognosisProblemData problemData, IEnumerable<int> rows) {
       IEnumerable<double> estimatedValues = interpreter.GetSymbolicExpressionTreeValues(solution, problemData.Dataset, rows);
-      IEnumerable<double> originalValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
-      IEnumerable<double> boundedEstimationValues = estimatedValues.LimitToRange(lowerEstimationLimit, upperEstimationLimit);
-      OnlineCalculatorError errorState;
-      double mse = OnlineMeanSquaredErrorCalculator.Calculate(originalValues, boundedEstimationValues, out errorState);
-      if (errorState != OnlineCalculatorError.None) return double.NaN;
-      else return mse;
+      OnlineMeanAndVarianceCalculator meanCalculator = new OnlineMeanAndVarianceCalculator();
+      foreach (var targetVariable in problemData.TargetVariables) {
+        IEnumerable<double> originalValues = problemData.Dataset.GetDoubleValues(targetVariable, rows);
+        IEnumerable<double> boundedEstimationValues = estimatedValues.LimitToRange(lowerEstimationLimit,
+                                                                                   upperEstimationLimit);
+        OnlineCalculatorError errorState;
+        meanCalculator.Add(OnlineMeanSquaredErrorCalculator.Calculate(originalValues, boundedEstimationValues, out errorState));
+        if (errorState != OnlineCalculatorError.None) return double.NaN;
+      }
+      return meanCalculator.Mean;
     }
 
     public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree, ITimeSeriesPrognosisProblemData problemData, IEnumerable<int> rows) {
-      SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context;
+      SymbolicTimeSeriesPrognosisInterpreterParameter.ExecutionContext = context;
       EstimationLimitsParameter.ExecutionContext = context;
 
-      double mse = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows);
+      double mse = Calculate(SymbolicTimeSeriesPrognosisInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows);
 
 
-      SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;
+      SymbolicTimeSeriesPrognosisInterpreterParameter.ExecutionContext = null;
       EstimationLimitsParameter.ExecutionContext = null;
 

@@ -3 +3 @@
 HeuristicLabProblemsDataAnalysisSymbolicTimeSeriesPrognosisPlugin.cs
 obj
+Plugin.cs