Changeset 8114 for branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SymbolicTimeSeriesPrognosisModel.cs

Timestamp:

06/26/12 09:15:55 (12 years ago)

Author:

mkommend

Message:

#1081: Corrected scaling behavior of symbolic time series models.

File:

• branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis/3.4/SymbolicTimeSeriesPrognosisModel.cs (modified) (1 diff)

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

@@ -98 +98 @@
     }
 
-    public static void Scale(SymbolicTimeSeriesPrognosisModel model, ITimeSeriesPrognosisProblemData problemData) {
+    public static void Scale(SymbolicTimeSeriesPrognosisModel model, ITimeSeriesPrognosisProblemData problemData, IEnumerable<int> rows) {
       var dataset = problemData.Dataset;
       var targetVariable = problemData.TargetVariable;
-      var rows = problemData.TrainingIndizes;
-      var estimatedValuesEnumerator = model.Interpreter.GetSymbolicExpressionTreeValues(model.SymbolicExpressionTree, dataset, rows);
-      var targetValuesEnumerator = problemData.Dataset.GetDoubleValues(targetVariable, rows);
+      var estimatedValues = model.Interpreter.GetSymbolicExpressionTreeValues(model.SymbolicExpressionTree, dataset, rows);
+      var boundedEstimatedValues = estimatedValues.LimitToRange(model.lowerEstimationLimit, model.upperEstimationLimit);
+      var targetValues = problemData.Dataset.GetDoubleValues(targetVariable, rows);
 
       double alpha, beta;
       OnlineCalculatorError error;
-      OnlineLinearScalingParameterCalculator.Calculate(estimatedValuesEnumerator, targetValuesEnumerator, out alpha, out beta, out error);
+      OnlineLinearScalingParameterCalculator.Calculate(boundedEstimatedValues, targetValues, out alpha, out beta, out error);
       if (error != OnlineCalculatorError.None) return;