Changeset 7183 for branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SymbolicTimeSeriesPrognosisModel.cs

Timestamp:

12/13/11 13:52:22 (12 years ago)

Author:

gkronber

Message:

#1081 implemented remaining metrics for time series prognosis solutions, added estimation limits fixed training and validation best solution analyzers, implemented overfitting analyzer.

File:

• branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SymbolicTimeSeriesPrognosisModel.cs (modified) (4 diffs)

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

@@ -39 +39 @@
       get { return HeuristicLab.Common.Resources.VSImageLibrary.Function; }
     }
+    [Storable(DefaultValue = double.MinValue)]
+    private double lowerEstimationLimit;
+    [Storable(DefaultValue = double.MaxValue)]
+    private double upperEstimationLimit;
 
     #region properties
@@ -72 +76 @@
       this.targetVariables = new string[original.targetVariables.Length];
       Array.Copy(original.targetVariables, this.targetVariables, this.targetVariables.Length);
-    }
-    public SymbolicTimeSeriesPrognosisModel(ISymbolicExpressionTree tree, ISymbolicTimeSeriesPrognosisExpressionTreeInterpreter interpreter, IEnumerable<string> targetVariables)
+      this.lowerEstimationLimit = original.lowerEstimationLimit;
+      this.upperEstimationLimit = original.upperEstimationLimit;
+    }
+    public SymbolicTimeSeriesPrognosisModel(ISymbolicExpressionTree tree, ISymbolicTimeSeriesPrognosisExpressionTreeInterpreter interpreter, IEnumerable<string> targetVariables, double lowerLimit = double.MinValue, double upperLimit = double.MaxValue)
       : base() {
       this.name = ItemName;
@@ -79 +85 @@
       this.symbolicExpressionTree = tree;
       this.interpreter = interpreter; this.targetVariables = targetVariables.ToArray();
+      this.lowerEstimationLimit = lowerLimit;
+      this.upperEstimationLimit = upperLimit;
     }
 
@@ -95 +103 @@
           for (int c = 0; c < components.Length; c++) {
             enumerator.MoveNext();
-            components[c] = enumerator.Current;
+            components[c] = Math.Min(upperEstimationLimit, Math.Max(lowerEstimationLimit, enumerator.Current));
           }
           l.Add(components);