Changeset 8764 for branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/TimeSeriesPrognosisSolutionBase.cs

Timestamp:

10/09/12 12:01:53 (12 years ago)

Author:

mkommend

Message:

#1081: Removed wrong MA models from timeseries prognosis branch.

File:

• branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/TimeSeriesPrognosisSolutionBase.cs (modified) (9 diffs)

branches/HeuristicLab.TimeSeries/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/TimeSeriesPrognosis/TimeSeriesPrognosisSolutionBase.cs

@@ -39 +39 @@
     protected const string TrainingTheilsUStatisticMeanResultName = "Theil's U2 (mean) (training)";
     protected const string TestTheilsUStatisticMeanResultName = "Theil's U2 (mean) (test)";
-    protected const string TrainingTheilsUStatisticMovingAverageResultName = "Theil's U2 (moving average) (training)";
-    protected const string TestTheilsUStatisticMovingAverageResultName = "Theil's U2 (moving average) (test)";
     protected const string TimeSeriesPrognosisResultName = "Prognosis Results";
     #endregion
@@ -53 +51 @@
     protected const string TrainingTheilsUStatisticMeanResultDescription = "The Theil's U statistic (reference: mean model) of the forecasts of the model on the training partition";
     protected const string TestTheilsUStatisticMeanResultDescription = "The Theil's U statistic (reference: mean value) of the forecasts of the model on the test partition";
-    protected const string TrainingTheilsUStatisticMovingAverageResultDescription = "The Theil's U statistic (reference: moving average model) of the forecasts of the model on the training partition";
-    protected const string TestTheilsUStatisticMovingAverageResultDescription = "The Theil's U statistic (reference: moving average model) of the forecasts of the model on the test partition";
     protected const string TimeSeriesPrognosisResultDescription = "The calculated results of predictions in the future.";
     #endregion
@@ -103 +99 @@
       private set { ((DoubleValue)this[TestTheilsUStatisticMeanResultName].Value).Value = value; }
     }
-    public double TrainingTheilsUStatisticMovingAverage {
-      get { return ((DoubleValue)this[TrainingTheilsUStatisticMovingAverageResultName].Value).Value; }
-      private set { ((DoubleValue)this[TrainingTheilsUStatisticMovingAverageResultName].Value).Value = value; }
-    }
-    public double TestTheilsUStatisticMovingAverage {
-      get { return ((DoubleValue)this[TestTheilsUStatisticMovingAverageResultName].Value).Value; }
-      private set { ((DoubleValue)this[TestTheilsUStatisticMovingAverageResultName].Value).Value = value; }
-    }
 
     public TimeSeriesPrognosisResults TimeSeriesPrognosisResults {
@@ -151 +139 @@
       Add(new Result(TrainingTheilsUStatisticMeanResultName, TrainingTheilsUStatisticMeanResultDescription, new DoubleValue()));
       Add(new Result(TestTheilsUStatisticMeanResultName, TestTheilsUStatisticMeanResultDescription, new DoubleValue()));
-      Add(new Result(TrainingTheilsUStatisticMovingAverageResultName, TrainingTheilsUStatisticMovingAverageResultDescription, new DoubleValue()));
-      Add(new Result(TestTheilsUStatisticMovingAverageResultName, TestTheilsUStatisticMovingAverageResultDescription, new DoubleValue()));
     }
 
@@ -171 +157 @@
       var AR1model = new TimeSeriesPrognosisAutoRegressiveModel(ProblemData.TargetVariable, new double[] { beta }, alpha);
 
-      //MA model
-      const int movingAverageWindowSize = 10;
-      var movingAverageModel = new TimeSeriesPrognosisMovingAverageModel(movingAverageWindowSize, ProblemData.TargetVariable);
 
       #region Calculate training quality measures
@@ -180 +163 @@
       IEnumerable<double> trainingMeanModelPredictions = meanModel.GetEstimatedValues(ProblemData.Dataset, ProblemData.TrainingIndices).ToList();
       IEnumerable<double> trainingAR1ModelPredictions = AR1model.GetEstimatedValues(ProblemData.Dataset, ProblemData.TrainingIndices).ToList();
-      IEnumerable<double> trainingMovingAverageModelPredictions = movingAverageModel.GetEstimatedValues(ProblemData.Dataset, ProblemData.TrainingIndices).ToList();
 
       TrainingDirectionalSymmetry = OnlineDirectionalSymmetryCalculator.Calculate(trainingTargetValues.First(), trainingTargetValues, trainingEstimatedValues, out errorState);
@@ -190 +172 @@
       TrainingTheilsUStatisticMean = OnlineTheilsUStatisticCalculator.Calculate(trainingTargetValues.First(), trainingTargetValues, trainingMeanModelPredictions, trainingEstimatedValues, out errorState);
       TrainingTheilsUStatisticMean = errorState == OnlineCalculatorError.None ? TrainingTheilsUStatisticMean : double.PositiveInfinity;
-      TrainingTheilsUStatisticMovingAverage = OnlineTheilsUStatisticCalculator.Calculate(trainingTargetValues.First(), trainingTargetValues, trainingMovingAverageModelPredictions, trainingEstimatedValues, out errorState);
-      TrainingTheilsUStatisticMovingAverage = errorState == OnlineCalculatorError.None ? TrainingTheilsUStatisticMovingAverage : double.PositiveInfinity;
       #endregion
 
@@ -199 +179 @@
       IEnumerable<double> testMeanModelPredictions = meanModel.GetEstimatedValues(ProblemData.Dataset, ProblemData.TestIndices).ToList();
       IEnumerable<double> testAR1ModelPredictions = AR1model.GetEstimatedValues(ProblemData.Dataset, ProblemData.TestIndices).ToList();
-      IEnumerable<double> testMovingAverageModelPredictions = movingAverageModel.GetEstimatedValues(ProblemData.Dataset, ProblemData.TestIndices).ToList();
 
       TestDirectionalSymmetry = OnlineDirectionalSymmetryCalculator.Calculate(testTargetValues.First(), testTargetValues, testEstimatedValues, out errorState);
@@ -209 +188 @@
       TestTheilsUStatisticMean = OnlineTheilsUStatisticCalculator.Calculate(testTargetValues.First(), testTargetValues, testMeanModelPredictions, testEstimatedValues, out errorState);
       TestTheilsUStatisticMean = errorState == OnlineCalculatorError.None ? TestTheilsUStatisticMean : double.PositiveInfinity;
-      TestTheilsUStatisticMovingAverage = OnlineTheilsUStatisticCalculator.Calculate(testTargetValues.First(), testTargetValues, testMovingAverageModelPredictions, testEstimatedValues, out errorState);
-      TestTheilsUStatisticMovingAverage = errorState == OnlineCalculatorError.None ? TestTheilsUStatisticMovingAverage : double.PositiveInfinity;
       #endregion
     }