Changeset 7129 for branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis.Views/3.4/InteractiveSymbolicTimeSeriesPrognosisSolutionSimplifierView.cs

Timestamp:

12/05/11 20:17:59 (12 years ago)

Author:

gkronber

Message:

#1081 worked on multi-variate time series prognosis

File:

• branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis.Views/3.4/InteractiveSymbolicTimeSeriesPrognosisSolutionSimplifierView.cs (modified) (3 diffs)

branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis.Views/3.4/InteractiveSymbolicTimeSeriesPrognosisSolutionSimplifierView.cs

@@ -50 +50 @@
 
     protected override void UpdateModel(ISymbolicExpressionTree tree) {
-      var model = new SymbolicTimeSeriesPrognosisModel(tree, Content.Model.Interpreter);
+      var model = new SymbolicTimeSeriesPrognosisModel(tree, Content.Model.Interpreter, Content.ProblemData.TargetVariables.ToArray());
       SymbolicTimeSeriesPrognosisModel.Scale(model, Content.ProblemData);
       Content.Model = model;
@@ -67 +67 @@
       var dataset = Content.ProblemData.Dataset;
       var rows = Content.ProblemData.TrainingIndizes;
-      string targetVariable = Content.ProblemData.TargetVariable;
-      Dictionary<ISymbolicExpressionTreeNode, double> impactValues = new Dictionary<ISymbolicExpressionTreeNode, double>();
-      List<ISymbolicExpressionTreeNode> nodes = tree.Root.GetSubtree(0).GetSubtree(0).IterateNodesPostfix().ToList();
-      var originalOutput = interpreter.GetSymbolicExpressionTreeValues(tree, dataset, rows)
+      Dictionary<ISymbolicExpressionTreeNode, double> impactValues =
+        new Dictionary<ISymbolicExpressionTreeNode, double>();
+      var originalOutput = interpreter.GetSymbolicExpressionTreeValues(tree, dataset, Content.ProblemData.TargetVariables.ToArray(), rows, 1)
         .ToArray();
-      var targetValues = dataset.GetDoubleValues(targetVariable, rows);
-      OnlineCalculatorError errorState;
-      double originalR2 = OnlinePearsonsRSquaredCalculator.Calculate(targetValues, originalOutput, out errorState);
-      if (errorState != OnlineCalculatorError.None) originalR2 = 0.0;
+      int i = 0;
+      foreach (var targetVariable in Content.ProblemData.TargetVariables) {
+        List<ISymbolicExpressionTreeNode> nodes = tree.Root.GetSubtree(0).GetSubtree(i).IterateNodesPostfix().ToList();
+        var targetValues = dataset.GetDoubleValues(targetVariable, rows);
+        OnlineCalculatorError errorState;
+        double originalR2 = OnlinePearsonsRSquaredCalculator.Calculate(targetValues, originalOutput.Select(v => v.ElementAt(i).First()), out errorState);
+        if (errorState != OnlineCalculatorError.None) originalR2 = 0.0;
 
-      foreach (ISymbolicExpressionTreeNode node in nodes) {
-        var parent = node.Parent;
-        constantNode.Value = CalculateReplacementValue(node, tree);
-        ISymbolicExpressionTreeNode replacementNode = constantNode;
-        SwitchNode(parent, node, replacementNode);
-        var newOutput = interpreter.GetSymbolicExpressionTreeValues(tree, dataset, rows);
-        double newR2 = OnlinePearsonsRSquaredCalculator.Calculate(targetValues, newOutput, out errorState);
-        if (errorState != OnlineCalculatorError.None) newR2 = 0.0;
+        foreach (ISymbolicExpressionTreeNode node in nodes) {
+          var parent = node.Parent;
+          constantNode.Value = CalculateReplacementValue(node, tree);
+          ISymbolicExpressionTreeNode replacementNode = constantNode;
+          SwitchNode(parent, node, replacementNode);
+          var newOutput = interpreter.GetSymbolicExpressionTreeValues(tree, dataset, Content.ProblemData.TargetVariables.ToArray(), rows, 1);
+          double newR2 = OnlinePearsonsRSquaredCalculator.Calculate(targetValues, newOutput.Select(v => v.ElementAt(i).First()), out errorState);
+          if (errorState != OnlineCalculatorError.None) newR2 = 0.0;
 
-        // impact = 0 if no change
-        // impact < 0 if new solution is better
-        // impact > 0 if new solution is worse
-        impactValues[node] = originalR2 - newR2;
-        SwitchNode(parent, replacementNode, node);
+          // impact = 0 if no change
+          // impact < 0 if new solution is better
+          // impact > 0 if new solution is worse
+          impactValues[node] = originalR2 - newR2;
+          SwitchNode(parent, replacementNode, node);
+        }
+        i++;
       }
       return impactValues;
@@ -107 +111 @@
       var interpreter = Content.Model.Interpreter;
       var rows = Content.ProblemData.TrainingIndizes;
-      return interpreter.GetSymbolicExpressionTreeValues(tempTree, Content.ProblemData.Dataset, rows).Median();
+      var allPrognosedValues = interpreter.GetSymbolicExpressionTreeValues(tempTree, Content.ProblemData.Dataset, Content.ProblemData.TargetVariables.ToArray(), rows, 1);
+      
+      return allPrognosedValues.Select(x=>x.First().First()).Median();
     }