romanov73/time-series-smoothing
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performance improvements

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This commit is contained in:
Anton Romanov 2021-06-23 16:50:44 +04:00
parent f7666b085e
commit 0196a478da
3 changed files with 27 additions and 7 deletions
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9
src/main/java/ru/ulstu/score/ScoreMethod.java
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@ -11,6 +11,9 @@ import ru.ulstu.datamodel.exception.ModelingException;
import ru.ulstu.datamodel.ts.TimeSeries;
import ru.ulstu.datamodel.ts.TimeSeriesValue;
import java.time.LocalDateTime;
import java.util.Map;
public abstract class ScoreMethod {
private final String name;
@ -18,11 +21,11 @@ public abstract class ScoreMethod {
this.name = name;
}
public Score getScore(TimeSeries original, TimeSeries model) throws ModelingException {
return new Score(this, evaluate(original, model));
public Score getScore(Map<LocalDateTime, Double> tsValues, TimeSeries model) throws ModelingException {
return new Score(this, evaluate(tsValues, model));
}
public abstract Number evaluate(TimeSeries original, TimeSeries model) throws ModelingException;
public abstract Number evaluate(Map<LocalDateTime, Double> tsValues, TimeSeries model) throws ModelingException;
public String getName() {
return name;

11
src/main/java/ru/ulstu/score/Smape.java
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@ -10,6 +10,10 @@ import ru.ulstu.datamodel.exception.ModelingException;
import ru.ulstu.datamodel.ts.TimeSeries;
import ru.ulstu.datamodel.ts.TimeSeriesValue;
import java.time.LocalDateTime;
import java.util.Map;
import java.util.Optional;
import static java.lang.Math.abs;
public class Smape extends ScoreMethod {
@ -18,10 +22,13 @@ public class Smape extends ScoreMethod {
}
@Override
public Number evaluate(TimeSeries original, TimeSeries model) throws ModelingException {
public Number evaluate(Map<LocalDateTime, Double> tsValues, TimeSeries model) throws ModelingException {
double sum = 0;
for (TimeSeriesValue modelValue : model.getValues()) {
double actualValue = getValueOnSameDate(modelValue, original).getValue();
//double actualValue = getValueOnSameDate(modelValue, original).getValue();
double actualValue = Optional.ofNullable(tsValues.get(modelValue.getDate()))
.orElseThrow(() -> new ModelingException("Значение модельного ряда не найдено в оригинальном ряде: "
+ modelValue.getDate()));
sum += abs(modelValue.getValue() - actualValue)
/ ((abs(actualValue) + abs(modelValue.getValue())) / 2);
}

14
src/main/java/ru/ulstu/service/MethodParamBruteForce.java
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@ -11,6 +11,7 @@ import ru.ulstu.datamodel.Model;
import ru.ulstu.datamodel.ModelingResult;
import ru.ulstu.datamodel.exception.ModelingException;
import ru.ulstu.datamodel.ts.TimeSeries;
import ru.ulstu.datamodel.ts.TimeSeriesValue;
import ru.ulstu.method.Method;
import ru.ulstu.method.MethodParamValue;
import ru.ulstu.method.MethodParameter;
@ -18,6 +19,7 @@ import ru.ulstu.score.ScoreMethod;
import ru.ulstu.score.Smape;
import java.lang.reflect.InvocationTargetException;
import java.time.LocalDateTime;
import java.util.ArrayList;
import java.util.Comparator;
import java.util.List;
@ -47,6 +49,10 @@ public class MethodParamBruteForce {
final int countPoints = (countPointsForecast > timeSeries.getLength()) ? timeSeries.getLength() / 3 : countPointsForecast;
TimeSeries reducedTimeSeries = new TimeSeries(timeSeries.getValues().stream().limit(timeSeries.getLength() - countPoints).collect(Collectors.toList()),
"test part of " + timeSeries.getName());
Map<LocalDateTime, Double> tsValues = timeSeries.getValues().stream()
.collect(Collectors.toMap(TimeSeriesValue::getDate, TimeSeriesValue::getValue));
for (Method method : methods) {
List<List<MethodParamValue>> availableParametersValues = getAvailableParametersValues(method.getAvailableParameters());
for (List<MethodParamValue> parametersValues : availableParametersValues) {
@ -56,7 +62,7 @@ public class MethodParamBruteForce {
TimeSeries forecast = methodInstance.getForecast(reducedTimeSeries, parametersValues, countPoints);
return new ModelingResult(forecast,
parametersValues,
scoreMethod.getScore(timeSeries, forecast),
scoreMethod.getScore(tsValues, forecast),
methodInstance);
}));
}
@ -87,6 +93,10 @@ public class MethodParamBruteForce {
public ModelingResult getSmoothedTimeSeries(TimeSeries timeSeries) throws ExecutionException, InterruptedException, NoSuchMethodException, InvocationTargetException, InstantiationException, IllegalAccessException {
List<Future<ModelingResult>> results = new ArrayList<>();
List<ModelingResult> results2 = new CopyOnWriteArrayList<>();
Map<LocalDateTime, Double> tsValues = timeSeries.getValues().stream()
.collect(Collectors.toMap(TimeSeriesValue::getDate, TimeSeriesValue::getValue));
for (Method method : methods) {
List<List<MethodParamValue>> availableParametersValues = getAvailableParametersValues(method.getAvailableParameters());
for (List<MethodParamValue> parametersValues : availableParametersValues) {
@ -96,7 +106,7 @@ public class MethodParamBruteForce {
Model model = methodInstance.getModel(timeSeries, parametersValues);
return new ModelingResult(model.getTimeSeriesModel(),
parametersValues,
scoreMethod.getScore(timeSeries, model.getTimeSeriesModel()),
scoreMethod.getScore(tsValues, model.getTimeSeriesModel()),
methodInstance);
}));
}