fix season
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65fa782b10
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50fb79670d
@ -1,8 +1,6 @@
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/*
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/*
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*
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* Copyright (C) 2021 Anton Romanov - All Rights Reserved
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* * Copyright (C) 2021 Anton Romanov - All Rights Reserved
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* You may use, distribute and modify this code, please write to: romanov73@gmail.com.
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* * You may use, distribute and modify this code, please write to: romanov73@gmail.com.
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*
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*
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*
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*/
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*/
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@ -26,10 +24,11 @@ import java.util.TreeMap;
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import java.util.concurrent.CopyOnWriteArrayList;
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import java.util.concurrent.CopyOnWriteArrayList;
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import java.util.concurrent.ExecutorService;
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import java.util.concurrent.ExecutorService;
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import java.util.concurrent.Executors;
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import java.util.concurrent.Executors;
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import java.util.concurrent.Future;
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@Service
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@Service
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public class MethodParamBruteForce {
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public class MethodParamBruteForce {
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private final int DEFAULT_THREAD_COUNT = 10;
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private final int DEFAULT_THREAD_COUNT = 50;
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private final List<TimeSeriesMethod> methods;
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private final List<TimeSeriesMethod> methods;
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private final ScoreMethod scoreMethod = new Smape();
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private final ScoreMethod scoreMethod = new Smape();
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private final ExecutorService executors = Executors.newFixedThreadPool(DEFAULT_THREAD_COUNT);
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private final ExecutorService executors = Executors.newFixedThreadPool(DEFAULT_THREAD_COUNT);
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@ -47,45 +46,37 @@ public class MethodParamBruteForce {
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}
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}
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public ModelingResult getSmoothedTimeSeries(TimeSeries timeSeries) throws ModelingException {
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public ModelingResult getSmoothedTimeSeries(TimeSeries timeSeries) throws ModelingException {
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//List<Future<ModelingResult>> results = new ArrayList<>();
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List<Future<ModelingResult>> results = new ArrayList<>();
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List<ModelingResult> results2 = new CopyOnWriteArrayList<>();
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List<ModelingResult> results2 = new CopyOnWriteArrayList<>();
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try {
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for (TimeSeriesMethod method : methods) {
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for (TimeSeriesMethod method : methods) {
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List<List<TimeSeriesMethodParamValue>> availableParametersValues = getAvailableParametersValues(method.getAvailableParameters());
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List<List<TimeSeriesMethodParamValue>> availableParametersValues = getAvailableParametersValues(method.getAvailableParameters());
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for (List<TimeSeriesMethodParamValue> parametersValues : availableParametersValues) {
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for (List<TimeSeriesMethodParamValue> parametersValues : availableParametersValues) {
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/*results.add(executors.submit(() -> {
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results.add(executors.submit(() -> {
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TimeSeries model = method.createFor(timeSeries)
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TimeSeriesMethod methodInstance = method.getClass().getDeclaredConstructor().newInstance();
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TimeSeries model = methodInstance.createFor(timeSeries)
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.setAvailableParameters(parametersValues)
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.setAvailableParameters(parametersValues)
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.getModel();
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.getModel();
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return new ModelingResult(model, parametersValues, scoreMethod.getScore(timeSeries, model));
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return new ModelingResult(model, parametersValues, scoreMethod.getScore(timeSeries, model), methodInstance);
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}));*/
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}));
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TimeSeries model = method.createFor(timeSeries)
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.setAvailableParameters(parametersValues)
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.getModel();
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results2.add(new ModelingResult(model,
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parametersValues,
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scoreMethod.getScore(timeSeries, model),
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method));
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}
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}
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}
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}
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try {
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results.forEach(modelingResultFuture -> {
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/*results.forEach(modelingResultFuture -> {
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try {
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try {
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modelingResultFuture.get();
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modelingResultFuture.get();
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} catch (Exception e) {
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} catch (Exception e) {
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e.printStackTrace();
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e.printStackTrace();
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}
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}
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});
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});
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for (Future<ModelingResult> futureModelingResult: results) {
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for (Future<ModelingResult> futureModelingResult : results) {
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results2.add(futureModelingResult.get());
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results2.add(futureModelingResult.get());
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}*/
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}
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return results2.stream()
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return results2.stream()
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.min(Comparator.comparing(modelingResult -> modelingResult.getScore().getDoubleValue()))
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.min(Comparator.comparing(modelingResult -> modelingResult.getScore().getDoubleValue()))
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.orElse(null);
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.orElse(null);
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} catch (Exception e) {
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} catch (Exception e) {
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e.printStackTrace();
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throw new ModelingException(e.getMessage());
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}
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}
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return null;
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}
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}
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private List<List<TimeSeriesMethodParamValue>> getAvailableParametersValues(List<MethodParameter> availableParameters) {
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private List<List<TimeSeriesMethodParamValue>> getAvailableParametersValues(List<MethodParameter> availableParameters) {
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@ -116,7 +107,7 @@ public class MethodParamBruteForce {
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if (parameterOffset.get(parameters.get(i)) == parameterValues.get(parameters.get(i)).size() - 1) {
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if (parameterOffset.get(parameters.get(i)) == parameterValues.get(parameters.get(i)).size() - 1) {
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parameterOffset.put(parameters.get(i), 0);
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parameterOffset.put(parameters.get(i), 0);
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i++;
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i++;
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//continue;
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continue;
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}
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}
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if (parameterOffset.get(parameters.get(i)) < parameterValues.get(parameters.get(i)).size()) {
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if (parameterOffset.get(parameters.get(i)) < parameterValues.get(parameters.get(i)).size()) {
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parameterOffset.put(parameters.get(i), parameterOffset.get(parameters.get(i)) + 1);
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parameterOffset.put(parameters.get(i), parameterOffset.get(parameters.get(i)) + 1);
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@ -1,13 +1,12 @@
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/*
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/*
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*
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* Copyright (C) 2021 Anton Romanov - All Rights Reserved
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* * Copyright (C) 2021 Anton Romanov - All Rights Reserved
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* You may use, distribute and modify this code, please write to: romanov73@gmail.com.
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* * You may use, distribute and modify this code, please write to: romanov73@gmail.com.
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*
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*
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*
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*/
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*/
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package ru.ulstu.tsMethods.exponential;
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package ru.ulstu.tsMethods.exponential;
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import org.springframework.stereotype.Component;
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import ru.ulstu.models.TimeSeries;
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import ru.ulstu.models.TimeSeries;
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import ru.ulstu.models.exceptions.ModelingException;
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import ru.ulstu.models.exceptions.ModelingException;
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import ru.ulstu.models.exceptions.TimeSeriesValidateException;
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import ru.ulstu.models.exceptions.TimeSeriesValidateException;
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@ -24,6 +23,7 @@ import java.util.ArrayList;
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import java.util.Arrays;
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import java.util.Arrays;
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import java.util.List;
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import java.util.List;
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@Component
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public class AddTrendAddSeason extends TimeSeriesMethod {
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public class AddTrendAddSeason extends TimeSeriesMethod {
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private ExponentialMethodParamValue<Alpha> alpha = new ExponentialMethodParamValue<>(Alpha.getInstance(), 0.5);
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private ExponentialMethodParamValue<Alpha> alpha = new ExponentialMethodParamValue<>(Alpha.getInstance(), 0.5);
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private ExponentialMethodParamValue<Beta> beta = new ExponentialMethodParamValue<>(Beta.getInstance(), 0.5);
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private ExponentialMethodParamValue<Beta> beta = new ExponentialMethodParamValue<>(Beta.getInstance(), 0.5);
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@ -107,12 +107,13 @@ public class AddTrendAddSeason extends TimeSeriesMethod {
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@Override
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@Override
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protected TimeSeries makeForecast(TimeSeries forecast) throws ModelingException {
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protected TimeSeries makeForecast(TimeSeries forecast) throws ModelingException {
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TimeSeries model = getModel();
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for (int t = 1; t < forecast.getLength(); t++) {
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for (int t = 1; t < forecast.getLength(); t++) {
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iComponent.add(gamma.getDoubleValue() * forecast.getNumericValue(t - 1) / sComponent.get(sComponent.size() - 1)
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iComponent.add(gamma.getDoubleValue() * forecast.getNumericValue(t - 1) / sComponent.get(sComponent.size() - 1)
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+ (1 - gamma.getDoubleValue()) * iComponent.get(t + getModel().getLength() - season.getIntValue()));
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+ (1 - gamma.getDoubleValue()) * iComponent.get(t + model.getLength() - season.getIntValue()));
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forecast.getValues().get(t).setValue((sComponent.get(sComponent.size() - 1) + tComponent.get(tComponent.size() - 1) * t)
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forecast.getValues().get(t).setValue((sComponent.get(sComponent.size() - 1) + tComponent.get(tComponent.size() - 1) * t)
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* iComponent.get(t + getModel().getLength() - season.getIntValue()));
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* iComponent.get(t + model.getLength() - season.getIntValue()));
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}
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}
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return forecast;
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return forecast;
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}
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}
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@ -1,13 +1,12 @@
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/*
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/*
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*
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* Copyright (C) 2021 Anton Romanov - All Rights Reserved
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* * Copyright (C) 2021 Anton Romanov - All Rights Reserved
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* You may use, distribute and modify this code, please write to: romanov73@gmail.com.
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* * You may use, distribute and modify this code, please write to: romanov73@gmail.com.
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*
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*
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*
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*/
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*/
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package ru.ulstu.tsMethods.exponential;
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package ru.ulstu.tsMethods.exponential;
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import org.springframework.stereotype.Component;
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import ru.ulstu.models.TimeSeries;
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import ru.ulstu.models.TimeSeries;
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import ru.ulstu.tsMethods.MethodParameter;
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import ru.ulstu.tsMethods.MethodParameter;
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import ru.ulstu.tsMethods.TimeSeriesMethod;
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import ru.ulstu.tsMethods.TimeSeriesMethod;
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@ -19,7 +18,7 @@ import java.util.ArrayList;
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import java.util.Collections;
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import java.util.Collections;
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import java.util.List;
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import java.util.List;
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@Component
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public class NoTrendNoSeason extends TimeSeriesMethod {
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public class NoTrendNoSeason extends TimeSeriesMethod {
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private ExponentialMethodParamValue<Alpha> alpha = new ExponentialMethodParamValue<>(Alpha.getInstance(), 0.5);
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private ExponentialMethodParamValue<Alpha> alpha = new ExponentialMethodParamValue<>(Alpha.getInstance(), 0.5);
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private final List<Double> sComponent = new ArrayList<>();
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private final List<Double> sComponent = new ArrayList<>();
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@ -1,8 +1,6 @@
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/*
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/*
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*
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* Copyright (C) 2021 Anton Romanov - All Rights Reserved
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* * Copyright (C) 2021 Anton Romanov - All Rights Reserved
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* You may use, distribute and modify this code, please write to: romanov73@gmail.com.
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* * You may use, distribute and modify this code, please write to: romanov73@gmail.com.
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*
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*
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*
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*/
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*/
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@ -12,7 +10,7 @@ public class Season extends ExponentialMethodParameter {
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private final static int DEFAULT_SEASON_OPTIMIZATION_STEP = 1;
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private final static int DEFAULT_SEASON_OPTIMIZATION_STEP = 1;
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public Season() {
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public Season() {
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super("Сезонность", 0, 12, DEFAULT_SEASON_OPTIMIZATION_STEP);
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super("Сезонность", 1, 12, DEFAULT_SEASON_OPTIMIZATION_STEP);
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}
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}
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public static Season getInstance() {
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public static Season getInstance() {
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