Changeset 7154 for branches/HeuristicLab.TimeSeries/HeuristicLab.Tests/HeuristicLab-3.3/SamplesTest.cs

Timestamp:

12/07/11 22:47:12 (12 years ago)

Author:

gkronber

Message:

#1081: worked on multi-variate time series prognosis

File:

• branches/HeuristicLab.TimeSeries/HeuristicLab.Tests/HeuristicLab-3.3/SamplesTest.cs (modified) (2 diffs)

branches/HeuristicLab.TimeSeries/HeuristicLab.Tests/HeuristicLab-3.3/SamplesTest.cs

@@ -44 +44 @@
 using HeuristicLab.Problems.DataAnalysis.Symbolic.Classification;
 using HeuristicLab.Problems.DataAnalysis.Symbolic.Regression;
+using HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis;
 using HeuristicLab.Problems.Knapsack;
 using HeuristicLab.Problems.TestFunctions;
@@ -434 +435 @@
     }
     #endregion
+    #region Symbolic Time-Series Prognosis
+    [TestMethod]
+    public void CreateGpSymbolicTimeSeriesPrognosisSampleTest() {
+      var ga = CreateGpSymbolicTimeSeriesPrognosisSample();
+      XmlGenerator.Serialize(ga, "../../SGP_SymbTimeSeries.hl");
+    }
+
+    [TestMethod]
+    public void RunGpSymbolicTimeSeriesPrognosisSample() {
+      var ga = CreateGpSymbolicTimeSeriesPrognosisSample();
+      ga.SetSeedRandomly.Value = false;
+      RunAlgorithm(ga);
+      Assert.Inconclusive("Asserts not implemented!");
+    }
+
+    private GeneticAlgorithm CreateGpSymbolicTimeSeriesPrognosisSample() {
+      GeneticAlgorithm ga = new GeneticAlgorithm();
+      #region Problem Configuration
+      SymbolicTimeSeriesPrognosisSingleObjectiveProblem symbTimeProblem = new SymbolicTimeSeriesPrognosisSingleObjectiveProblem();
+      symbTimeProblem.ProblemData.TrainingPartition.Start = 20;
+
+
+      // configure remaining problem parameters
+      symbTimeProblem.RelativeNumberOfEvaluatedSamples.Value = 1;
+      symbTimeProblem.MaximumSymbolicExpressionTreeLength.Value = 100;
+      symbTimeProblem.MaximumSymbolicExpressionTreeDepth.Value = 10;
+      symbTimeProblem.MaximumFunctionDefinitions.Value = 0;
+      symbTimeProblem.MaximumFunctionArguments.Value = 0;
+      symbTimeProblem.SymbolicExpressionTreeInterpreter = new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter();
+      
+      #endregion
+      #region Algorithm Configuration
+      ga.Problem = symbTimeProblem;
+      ga.Name = "Genetic Programming - Symbolic Time-Series Prognosis";
+      ga.Description = "A standard genetic programming algorithm to solve a time-series prognosis problem (Mackey-Glass 17)";
+      ConfigureGeneticAlgorithmParameters<TournamentSelector, SubtreeCrossover, MultiSymbolicExpressionTreeManipulator>(
+        ga, 1000, 1, 100, 0.15, 5
+        );
+
+      var mutator = (MultiSymbolicExpressionTreeManipulator)ga.Mutator;
+      mutator.Operators.OfType<FullTreeShaker>().Single().ShakingFactor = 0.1;
+      mutator.Operators.OfType<OnePointShaker>().Single().ShakingFactor = 1.0;
+
+      ga.Analyzer.Operators.SetItemCheckedState(
+        ga.Analyzer.Operators
+        .OfType<SymbolicDataAnalysisAlleleFrequencyAnalyzer>()
+        .First(), false);
+      #endregion
+      return ga;
+    }
+    #endregion
     #endregion