Changeset 8486 for branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/Models/TimeSeriesPrognosisAutoRegressiveModel.cs

Timestamp:

08/14/12 13:59:47 (12 years ago)

Author:

mkommend

Message:

#1081: Corrected evaluators and time series models.

File:

• branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/Models/TimeSeriesPrognosisAutoRegressiveModel.cs (modified) (3 diffs)

branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/Models/TimeSeriesPrognosisAutoRegressiveModel.cs

@@ -22 +22 @@
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using HeuristicLab.Common;
 using HeuristicLab.Core;
@@ -65 +66 @@
         int row = rowsEnumerator.Current;
         int horizon = horizonsEnumerator.Current;
+        if (row - TimeOffset < 0) {
+          yield return Enumerable.Repeat(double.NaN, horizon);
+          continue;
+        }
+
         double[] prognosis = new double[horizon];
-
         for (int h = 0; h < horizon; h++) {
           double estimatedValue = 0.0;
-          for (int i = 1; i < TimeOffset; i++) {
+          for (int i = 1; i <= TimeOffset; i++) {
             int offset = h - i;
             if (offset >= 0) estimatedValue += prognosis[offset] * Phi[i - 1];
@@ -90 +95 @@
       foreach (int row in rows) {
         double estimatedValue = 0.0;
+        if (row - TimeOffset < 0) {
+          yield return double.NaN;
+          continue;
+        }
+
         for (int i = 1; i <= TimeOffset; i++) {
           estimatedValue += targetVariables[row - i] * Phi[i - 1];