Changeset 7991

Timestamp:

06/12/12 14:27:49 (12 years ago)

Author:

mkommend

Message:

#1081: Updated estimation limits correctly in TimeSeriesPrognosisProblem.

Location:

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

Files:

• SingleObjective/SymbolicTimeSeriesPrognosisSingleObjectiveProblem.cs (modified) (2 diffs)
• SymbolicTimeSeriesPrognosisExpressionTreeInterpreter.cs (modified) (1 diff)

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

@@ -31 +31 @@
   [Creatable("Problems")]
   public class SymbolicTimeSeriesPrognosisSingleObjectiveProblem : SymbolicDataAnalysisSingleObjectiveProblem<ITimeSeriesPrognosisProblemData, ISymbolicTimeSeriesPrognosisSingleObjectiveEvaluator, ISymbolicDataAnalysisSolutionCreator>, ITimeSeriesPrognosisProblem {
+    private const double PunishmentFactor = 10;
     private const int InitialMaximumTreeDepth = 8;
     private const int InitialMaximumTreeLength = 25;
@@ -84 +85 @@
 
     private void UpdateEstimationLimits() {
-      EstimationLimits.Upper = double.MaxValue;
-      EstimationLimits.Lower = double.MinValue;
+      if (ProblemData.TrainingIndizes.Any()) {
+        var targetValues = ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TrainingIndizes).ToList();
+        var mean = targetValues.Average();
+        var range = targetValues.Max() - targetValues.Min();
+        EstimationLimits.Upper = mean + PunishmentFactor * range;
+        EstimationLimits.Lower = mean - PunishmentFactor * range;
+      } else {
+        EstimationLimits.Upper = double.MaxValue;
+        EstimationLimits.Lower = double.MinValue;
+      }
     }
 

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

@@ -99 +99 @@
 
         int j = 0;
-        foreach (var targetValue in dataset.GetDoubleValues(TargetVariable, invalidateCacheIndexes)) {
+        foreach (var targetValue in dataset.GetDoubleValues(targetVariable, invalidateCacheIndexes)) {
           targetVariableCache[invalidateCacheIndexes[j]] = targetValue;
           j++;