#3 -- add F-Transform
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ed0300a148
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35fedf4fec
@ -82,11 +82,13 @@ public class IndexController {
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private void addChartToModel(TimeSeries timeSeries, String method, Model model) throws ExecutionException, InterruptedException, InvocationTargetException, NoSuchMethodException, InstantiationException, IllegalAccessException, ModelingException {
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int countForecastPoints = timeSeries.getLength() > 20 ? 10 : timeSeries.getLength() / 3;
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TimeSeries timeSeriesModel = timeSeriesService.smoothTimeSeries(timeSeries).getTimeSeries();
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TimeSeries timeSeriesModel;
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ModelingResult modelingResult;
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if (method == null) {
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timeSeriesModel = timeSeriesService.smoothTimeSeries(timeSeries).getTimeSeries();
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modelingResult = timeSeriesService.getForecast(timeSeries, countForecastPoints);
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} else {
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timeSeriesModel = timeSeriesService.smoothTimeSeries(timeSeries, method).getTimeSeries();
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modelingResult = timeSeriesService.getForecast(timeSeries, method, countForecastPoints);
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}
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TimeSeries forecast = modelingResult.getTimeSeries();
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@ -16,4 +16,12 @@ public class MethodParamValue {
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public Number getValue() {
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return value;
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}
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public Integer getIntValue() {
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return value.intValue();
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}
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public void setValue(Number value) {
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this.value = value;
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}
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}
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@ -1,8 +1,10 @@
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package ru.ulstu.method;
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import ru.ulstu.datamodel.ts.TimeSeries;
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import java.util.List;
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public abstract class MethodParameter implements Comparable {
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public abstract class MethodParameter implements Comparable<MethodParameter> {
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protected String name;
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public MethodParameter(String name) {
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@ -13,10 +15,10 @@ public abstract class MethodParameter implements Comparable {
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return name;
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}
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public abstract List<Number> getAvailableValues();
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public abstract List<Number> getAvailableValues(TimeSeries timeSeries);
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@Override
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public int compareTo(Object o) {
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return this.name.compareTo(((MethodParameter) o).getName());
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public int compareTo(MethodParameter o) {
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return this.name.compareTo(o.getName());
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}
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}
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@ -1,5 +1,6 @@
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package ru.ulstu.method.exponential.addtrendaddseason;
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import ru.ulstu.datamodel.Model;
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import ru.ulstu.datamodel.ts.TimeSeries;
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import ru.ulstu.method.MethodParamValue;
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import ru.ulstu.method.MethodParameter;
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@ -13,7 +14,7 @@ import java.util.ArrayList;
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import java.util.Arrays;
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import java.util.List;
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public class AddTrendAddSeasonModel extends ru.ulstu.datamodel.Model {
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public class AddTrendAddSeasonModel extends Model {
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private final ExponentialMethodParamValue<Alpha> alpha = new ExponentialMethodParamValue<>(Alpha.getInstance(), 0.5);
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private final ExponentialMethodParamValue<Beta> beta = new ExponentialMethodParamValue<>(Beta.getInstance(), 0.5);
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private final ExponentialMethodParamValue<Gamma> gamma = new ExponentialMethodParamValue<>(Gamma.getInstance(), 0.5);
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@ -1,5 +1,6 @@
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package ru.ulstu.method.exponential.addtrendnoseason;
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import ru.ulstu.datamodel.Model;
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import ru.ulstu.datamodel.ts.TimeSeries;
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import ru.ulstu.method.MethodParamValue;
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import ru.ulstu.method.MethodParameter;
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@ -11,7 +12,7 @@ import java.util.ArrayList;
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import java.util.Arrays;
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import java.util.List;
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public class AddTrendNoSeasonModel extends ru.ulstu.datamodel.Model {
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public class AddTrendNoSeasonModel extends Model {
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private final ExponentialMethodParamValue<Alpha> alpha = new ExponentialMethodParamValue<>(Alpha.getInstance(), 0.5);
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private final ExponentialMethodParamValue<Beta> beta = new ExponentialMethodParamValue<>(Beta.getInstance(), 0.5);
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private final List<Double> smoothedComponent = new ArrayList<>();
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@ -1,5 +1,6 @@
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package ru.ulstu.method.exponential.notrendnoseason;
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import ru.ulstu.datamodel.Model;
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import ru.ulstu.datamodel.ts.TimeSeries;
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import ru.ulstu.method.MethodParamValue;
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import ru.ulstu.method.MethodParameter;
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@ -10,7 +11,7 @@ import java.util.ArrayList;
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import java.util.Collections;
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import java.util.List;
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public class NoTrendNoSeasonModel extends ru.ulstu.datamodel.Model {
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public class NoTrendNoSeasonModel extends Model {
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private final ExponentialMethodParamValue<Alpha> alpha = new ExponentialMethodParamValue<>(Alpha.getInstance(), 0.5);
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private final List<Double> smoothedComponent = new ArrayList<>();
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@ -1,6 +1,7 @@
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package ru.ulstu.method.exponential.parameter;
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import com.fasterxml.jackson.annotation.JsonIgnore;
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import ru.ulstu.datamodel.ts.TimeSeries;
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import ru.ulstu.method.MethodParameter;
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import java.util.ArrayList;
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@ -35,7 +36,7 @@ public abstract class ExponentialMethodParameter extends MethodParameter {
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@Override
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@JsonIgnore
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public List<Number> getAvailableValues() {
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public List<Number> getAvailableValues(TimeSeries timeSeries) {
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List<Number> values = new ArrayList<>();
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for (double i = minValue.doubleValue(); i <= maxValue.doubleValue(); i += optimizationStep.doubleValue()) {
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values.add(i);
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57
src/main/java/ru/ulstu/method/ftransform/AComponent.java
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57
src/main/java/ru/ulstu/method/ftransform/AComponent.java
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@ -0,0 +1,57 @@
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package ru.ulstu.method.ftransform;
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/**
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* Треугольная функция принадлежности
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*/
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public class AComponent {
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private int start; // левая граница треугольника
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private int end; // правая граница треугольника
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private int top; // вершина треугольника
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public int getStart() {
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return start;
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}
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public AComponent() {
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}
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public AComponent(int start, int top, int end) {
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this.start = start;
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this.top = top;
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this.end = end;
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}
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public void setStart(int start) {
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this.start = start;
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}
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public int getEnd() {
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return end;
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}
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public void setEnd(int end) {
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this.end = end;
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}
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public int getTop() {
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return top;
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}
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public void setTop(int top) {
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this.top = top;
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}
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public double getValueAtPoint(int pointIndex) {
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if (pointIndex == this.getTop()) {
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return 1;
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} else if ((pointIndex >= this.getEnd()) || (pointIndex <= this.getStart())) {
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return 0;
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} else if (pointIndex < this.getTop()) {
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return (double) (pointIndex - this.getStart()) / (this.getTop() - this.getStart());
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} else if (pointIndex > this.getTop()) {
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return (double) -(pointIndex - this.getEnd()) / (this.getEnd() - this.getTop());
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}
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return 0;
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}
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}
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87
src/main/java/ru/ulstu/method/ftransform/FTransform.java
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87
src/main/java/ru/ulstu/method/ftransform/FTransform.java
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@ -0,0 +1,87 @@
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package ru.ulstu.method.ftransform;
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import org.springframework.stereotype.Component;
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import ru.ulstu.datamodel.Model;
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import ru.ulstu.datamodel.ts.TimeSeries;
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import ru.ulstu.method.Method;
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import ru.ulstu.method.MethodParamValue;
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import ru.ulstu.method.MethodParameter;
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import java.util.List;
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@Component
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public class FTransform extends Method {
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@Override
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protected FTransformModel getModelOfValidTimeSeries(TimeSeries ts,
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List<MethodParamValue> parameters) {
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FTransformModel model = new FTransformModel(ts, parameters);
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List<AComponent> aComponents = generateAComponents(ts, model.getNumberOfCoveredPoints().getIntValue(), model.getAComponents());
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;
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TimeSeries piecewiseLinearTrend = model.getPiecewiseLinearTrend();
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TimeSeries tsModel = model.getTimeSeriesModel();
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for (AComponent aComponent : aComponents) {
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double sum1 = 0;
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double sum2 = 0;
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for (int j = 0; j < ts.getLength(); j++) {
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double membership = aComponent.getValueAtPoint(j);
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sum1 += membership * ts.getNumericValue(j);
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sum2 += membership;
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}
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piecewiseLinearTrend.addValue(ts.getValue(aComponent.getTop()), sum1 / sum2);
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tsModel.addValue(ts.getValue(aComponent.getTop()), sum1 / sum2);
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}
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return model;
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}
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private List<AComponent> generateAComponents(TimeSeries ts, int numberOfCoveredPoints, List<AComponent> piecewiseLinearTrend) {
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long deltaForTriangle = Math.round(numberOfCoveredPoints / 2.0);
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int currentPoint = 0;
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while (currentPoint < ts.getLength()) {
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int startPoint = (currentPoint == 0)
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? 0
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: piecewiseLinearTrend.get(piecewiseLinearTrend.size() - 1).getTop();
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AComponent bf = new AComponent(startPoint, currentPoint, currentPoint + numberOfCoveredPoints / 2);
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if (bf.getStart() < 0) {
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bf.setStart(0);
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}
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if (bf.getEnd() > ts.getLength() - 1) {
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bf.setEnd(ts.getLength() - 1);
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}
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if (bf.getTop() > ts.getLength() - 1) {
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bf.setTop(ts.getLength() - 1);
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}
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piecewiseLinearTrend.add(bf);
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currentPoint += deltaForTriangle;
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}
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if (piecewiseLinearTrend.get(piecewiseLinearTrend.size() - 1).getEnd() != piecewiseLinearTrend.get(piecewiseLinearTrend.size() - 1).getTop()) {
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AComponent bf = new AComponent(piecewiseLinearTrend.get(piecewiseLinearTrend.size() - 1).getTop(),
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piecewiseLinearTrend.get(piecewiseLinearTrend.size() - 1).getEnd(),
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piecewiseLinearTrend.get(piecewiseLinearTrend.size() - 1).getEnd());
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piecewiseLinearTrend.add(bf);
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}
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return piecewiseLinearTrend;
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}
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@Override
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protected TimeSeries getForecastWithValidParams(Model model, TimeSeries forecast) {
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FTransformModel fTransformModel = (FTransformModel) model;
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for (int t = 1; t < forecast.getLength(); t++) {
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forecast.getValues().get(t).setValue(fTransformModel.getPiecewiseLinearTrend().getLastValue().getValue());
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}
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return forecast;
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}
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@Override
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public List<MethodParameter> getAvailableParameters() {
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return FTransformModel.getAvailableParameters();
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}
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@Override
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public String getName() {
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return "F - преобразование";
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}
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}
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@ -0,0 +1,43 @@
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package ru.ulstu.method.ftransform;
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import ru.ulstu.datamodel.Model;
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import ru.ulstu.datamodel.ts.TimeSeries;
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import ru.ulstu.method.MethodParamValue;
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import ru.ulstu.method.MethodParameter;
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import ru.ulstu.method.ftransform.parameter.NumberOfCoveredPoints;
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import java.util.ArrayList;
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import java.util.Collections;
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import java.util.List;
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public class FTransformModel extends Model {
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private final MethodParamValue numberOfCoveredPoints = new MethodParamValue(NumberOfCoveredPoints.getInstance(), 3);
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private final List<AComponent> aComponents = new ArrayList<>();
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private final TimeSeries piecewiseLinearTrend;
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public FTransformModel(TimeSeries ts, List<MethodParamValue> parameters) {
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super(ts);
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piecewiseLinearTrend = new TimeSeries("Piecewise linear trend of ", ts.getKey());
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for (MethodParamValue parameter : parameters) {
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if (parameter.getParameter() instanceof NumberOfCoveredPoints) {
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numberOfCoveredPoints.setValue(parameter.getValue());
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}
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}
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}
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public TimeSeries getPiecewiseLinearTrend() {
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return piecewiseLinearTrend;
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}
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public List<AComponent> getAComponents() {
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return aComponents;
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}
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public MethodParamValue getNumberOfCoveredPoints() {
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return numberOfCoveredPoints;
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}
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public static List<MethodParameter> getAvailableParameters() {
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return Collections.singletonList(NumberOfCoveredPoints.getInstance());
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}
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}
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@ -0,0 +1,29 @@
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package ru.ulstu.method.ftransform.parameter;
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import ru.ulstu.datamodel.ts.TimeSeries;
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import ru.ulstu.method.MethodParameter;
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import java.util.ArrayList;
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import java.util.List;
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public class NumberOfCoveredPoints extends MethodParameter {
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private final static int MIN_NUMBER_OF_COVERED_POINTS = 3;
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private final static int MIN_INCREASING_STEP_OF_NUMBER_OF_COVERED_POINTS = 2;
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public NumberOfCoveredPoints() {
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super("Number of covered points");
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}
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public static NumberOfCoveredPoints getInstance() {
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return new NumberOfCoveredPoints();
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}
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@Override
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public List<Number> getAvailableValues(TimeSeries timeSeries) {
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List<Number> values = new ArrayList<>();
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for (double i = MIN_NUMBER_OF_COVERED_POINTS; i <= (timeSeries.getLength() < 10 ? 7 : timeSeries.getLength() / 3.0); i += MIN_INCREASING_STEP_OF_NUMBER_OF_COVERED_POINTS) {
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values.add(i);
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}
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return values;
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}
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}
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@ -48,7 +48,7 @@ class MethodParamBruteForce {
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.collect(Collectors.toMap(TimeSeriesValue::getDate, TimeSeriesValue::getValue));
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for (Method method : methods) {
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List<List<MethodParamValue>> availableParametersValues = getAvailableParametersValues(method.getAvailableParameters());
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List<List<MethodParamValue>> availableParametersValues = getAvailableParametersValues(timeSeries, method.getAvailableParameters());
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for (List<MethodParamValue> parametersValues : availableParametersValues) {
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Method methodInstance = method.getClass().getDeclaredConstructor().newInstance();
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if (methodInstance.canMakeForecast(reducedTimeSeries, parametersValues, countPoints)) {
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@ -119,7 +119,7 @@ class MethodParamBruteForce {
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}
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*/
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public ModelingResult getSmoothedTimeSeries(TimeSeries timeSeries) throws ExecutionException, InterruptedException, NoSuchMethodException, InvocationTargetException, InstantiationException, IllegalAccessException {
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public ModelingResult getSmoothedTimeSeries(TimeSeries timeSeries, List<Method> methods) throws ExecutionException, InterruptedException, NoSuchMethodException, InvocationTargetException, InstantiationException, IllegalAccessException {
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List<Future<ModelingResult>> results = new ArrayList<>();
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List<ModelingResult> results2 = new CopyOnWriteArrayList<>();
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@ -127,7 +127,7 @@ class MethodParamBruteForce {
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.collect(Collectors.toMap(TimeSeriesValue::getDate, TimeSeriesValue::getValue));
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for (Method method : methods) {
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List<List<MethodParamValue>> availableParametersValues = getAvailableParametersValues(method.getAvailableParameters());
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List<List<MethodParamValue>> availableParametersValues = getAvailableParametersValues(timeSeries, method.getAvailableParameters());
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for (List<MethodParamValue> parametersValues : availableParametersValues) {
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Method methodInstance = method.getClass().getDeclaredConstructor().newInstance();
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if (methodInstance.canMakeModel(timeSeries, parametersValues)) {
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@ -150,13 +150,25 @@ class MethodParamBruteForce {
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.orElse(null);
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}
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private List<List<MethodParamValue>> getAvailableParametersValues(List<MethodParameter> availableParameters) {
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public ModelingResult getSmoothedTimeSeries(TimeSeries timeSeries, String methodClassName) throws ExecutionException, InterruptedException, NoSuchMethodException, InvocationTargetException, InstantiationException, IllegalAccessException, ModelingException {
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Method method = methods.stream()
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.filter(m -> m.getClass().getSimpleName().equals(methodClassName))
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.findAny()
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.orElseThrow(() -> new ModelingException("Неизвестный метод прогнозирования"));
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return getSmoothedTimeSeries(timeSeries, List.of(method));
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}
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public ModelingResult getSmoothedTimeSeries(TimeSeries timeSeries) throws ExecutionException, InterruptedException, NoSuchMethodException, InvocationTargetException, InstantiationException, IllegalAccessException {
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return getSmoothedTimeSeries(timeSeries, methods);
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}
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private List<List<MethodParamValue>> getAvailableParametersValues(TimeSeries timeSeries, List<MethodParameter> availableParameters) {
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List<List<MethodParamValue>> result = new ArrayList<>();
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Map<MethodParameter, Integer> parameterOffset = new TreeMap<>();
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Map<MethodParameter, List<Number>> parameterValues = new TreeMap<>();
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for (MethodParameter methodParameter : availableParameters) {
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parameterOffset.put(methodParameter, 0);
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parameterValues.put(methodParameter, methodParameter.getAvailableValues());
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parameterValues.put(methodParameter, methodParameter.getAvailableValues(timeSeries));
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}
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while (isNotAllParameterValuesUsed(parameterOffset, parameterValues)) {
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List<MethodParamValue> resultRow = new ArrayList<>();
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@ -35,6 +35,10 @@ public class TimeSeriesService {
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return methodParamBruteForce.getSmoothedTimeSeries(timeSeries);
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}
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public ModelingResult smoothTimeSeries(TimeSeries timeSeries, String methodClassName) throws ExecutionException, InterruptedException, InvocationTargetException, NoSuchMethodException, InstantiationException, IllegalAccessException, ModelingException {
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return methodParamBruteForce.getSmoothedTimeSeries(timeSeries, methodClassName);
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}
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public List<Method> getAvailableMethods() {
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return methodParamBruteForce.getAvailableMethods();
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}
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