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Ignore:
Timestamp:
12/20/11 13:54:57 (12 years ago)
Author:
spimming
Message:

#1680:

  • merged changes from trunk into branch

' removed pre-build event for multiple app.configs

Location:
branches/HeuristicLab.Hive.Azure
Files:
3 edited

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  • branches/HeuristicLab.Hive.Azure

  • branches/HeuristicLab.Hive.Azure/HeuristicLab.Tests

  • branches/HeuristicLab.Hive.Azure/HeuristicLab.Tests/HeuristicLab.Problems.DataAnalysis-3.4/StatisticCalculatorsTest.cs

    r6974 r7215  
    2020#endregion
    2121
    22 using System;
    2322using System.Collections.Generic;
    2423using System.Linq;
    … …  
    122121      for (int c1 = 0; c1 < cols; c1++) {
    123122        double c1Scale = random.NextDouble() * 1E7;
    124         double c2Scale = 1.0;
    125123        IEnumerable<double> x = from rows in Enumerable.Range(0, n)
    126124                                select testData[rows, c1] * c1Scale;
    … …  
    141139      }
    142140    }
    143 
    144     [TestMethod]
    145     public void CalculateDirectionalSymmetryTest() {
    146       // delta: +0.01, +1, -0.01, -2, -0.01, -1, +0.01, +2
    147       var original = new double[]
    148                        {
    149                          0,
    150                          0.01,
    151                          1.01,
    152                          1,
    153                          -1,
    154                          -1.01,
    155                          -2.01,
    156                          -2,
    157                          0
    158                        };
    159       // delta to original(t-1): +1, +0, -1, -0, -1, +0.01, +0.01, +2
    160       var estimated = new double[]
    161                         {
    162                           -1,
    163                           1,
    164                           0.01,
    165                           0.01,
    166                           1,
    167                           -1,
    168                           -1.02,
    169                           -2.02,
    170                           0
    171                         };
    172 
    173       // one-step forecast
    174       var startValues = original;
    175       var actualContinuations = from x in original.Skip(1)
    176                                 select Enumerable.Repeat(x, 1);
    177       var predictedContinuations = from x in estimated.Skip(1)
    178                                    select Enumerable.Repeat(x, 1);
    179       double expected = 0.5;  // half of the predicted deltas are correct
    180       OnlineCalculatorError errorState;
    181       double actual = OnlineDirectionalSymmetryCalculator.Calculate(startValues, actualContinuations, predictedContinuations, out errorState);
    182       Assert.AreEqual(expected, actual, 1E-9);
    183     }
    184     [TestMethod]
    185     public void CalculateWeightedDirectionalSymmetryTest() {
    186       var original = new double[] { 0, 0.01, 1.01, 1, -1, -1.01, -2.01, -2, 0 }; // +0.01, +1, -0.01, -2, -0.01, -1, +0.01, +2
    187       var estimated = new double[] { 1, 2, 2, 1, 1, 0, 0.01, 0.02, 2.02 }; // delta to original: +2, +1.99, -0.01, 0, +1, -1.02, +2.01, +4.02
    188       // one-step forecast
    189       var startValues = original;
    190       var actualContinuations = from x in original.Skip(1)
    191                                 select Enumerable.Repeat(x, 1);
    192       var predictedContinuations = from x in estimated.Skip(1)
    193                                    select Enumerable.Repeat(x, 1);
    194       // absolute errors = 1.99, 0.99, 0, 2, 1.01, 2.02, 2.02, 2.02     
    195       // sum of absolute errors for correctly predicted deltas = 2.97
    196       // sum of absolute errors for incorrectly predicted deltas = 3.03
    197       double expected = 5.03 / 7.02;
    198       OnlineCalculatorError errorState;
    199       double actual = OnlineWeightedDirectionalSymmetryCalculator.Calculate(startValues, actualContinuations, predictedContinuations, out errorState);
    200       Assert.AreEqual(expected, actual, 1E-9);
    201     }
    202     [TestMethod]
    203     public void CalculateTheilsUTest() {
    204       var original = new double[] { 0, 0.01, 1.01, 1, -1, -1.01, -2.01, -2, 0 };
    205       var estimated = new double[] { 1, 1.01, 0.01, 2, 0, -0.01, -1.01, -3, 1 };
    206       // one-step forecast
    207       var startValues = original;
    208       var actualContinuations = from x in original.Skip(1)
    209                                 select Enumerable.Repeat(x, 1);
    210       var predictedContinuations = from x in estimated.Skip(1)
    211                                    select Enumerable.Repeat(x, 1);
    212       // Sum of squared errors of model y(t+1) = y(t) = 10.0004
    213       // Sum of squared errors of predicted values = 8 
    214       double expected = Math.Sqrt(8 / 10.0004);
    215       OnlineCalculatorError errorState;
    216       double actual = OnlineTheilsUStatisticCalculator.Calculate(startValues, actualContinuations, predictedContinuations, out errorState);
    217       Assert.AreEqual(expected, actual, 1E-9);
    218     }
    219     [TestMethod]
    220     public void CalculateAccuracyTest() {
    221       var original = new double[] { 1, 1, 0, 0 };
    222       var estimated = new double[] { 1, 0, 1, 0 };
    223       double expected = 0.5;
    224       OnlineCalculatorError errorState;
    225       double actual = OnlineAccuracyCalculator.Calculate(original, estimated, out errorState);
    226       Assert.AreEqual(expected, actual, 1E-9);
    227     }
    228 
    229     [TestMethod]
    230     public void CalculateMeanAbsolutePercentageErrorTest() {
    231       var original = new double[] { 1, 2, 3, 1, 5 };
    232       var estimated = new double[] { 2, 1, 3, 1, 0 };
    233       double expected = 0.5;
    234       OnlineCalculatorError errorState;
    235       double actual = OnlineMeanAbsolutePercentageErrorCalculator.Calculate(original, estimated, out errorState);
    236       Assert.AreEqual(expected, actual, 1E-9);
    237       Assert.AreEqual(OnlineCalculatorError.None, errorState);
    238 
    239       // if the original contains zero values the result is not defined
    240       var original2 = new double[] { 1, 2, 0, 0, 0 };
    241       OnlineMeanAbsolutePercentageErrorCalculator.Calculate(original2, estimated, out errorState);
    242       Assert.AreEqual(OnlineCalculatorError.InvalidValueAdded, errorState);
    243     }
    244141  }
    245142}
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