fix forecast by best model

src/main/java/ru/ulstu/controller/TimeSeriesController.java

@@ -21,6 +21,9 @@ import ru.ulstu.datamodel.ts.TimeSeries;
 import ru.ulstu.service.MethodParamBruteForce;
 import ru.ulstu.service.TimeSeriesService;
 
+import java.lang.reflect.InvocationTargetException;
+import java.util.concurrent.ExecutionException;
+
 @RestController
 @RequestMapping(ApiConfiguration.API_1_0)
 public class TimeSeriesController {
@@ -36,14 +39,14 @@ public class TimeSeriesController {
 
     @PostMapping("getForecast")
     @ApiOperation("Получить прогноз временного ряда")
-    public ResponseEntity<TimeSeries> getForecastTimeSeries(@RequestBody ForecastParams forecastParams) throws ModelingException {
+    public ResponseEntity<ModelingResult> getForecastTimeSeries(@RequestBody ForecastParams forecastParams) throws ExecutionException, InterruptedException, InvocationTargetException, NoSuchMethodException, InstantiationException, IllegalAccessException, ModelingException {
         return new ResponseEntity<>(timeSeriesService.getForecast(forecastParams.getOriginalTimeSeries(),
                 forecastParams.getCountForecast()), HttpStatus.OK);
     }
 
     @PostMapping("getSmoothed")
     @ApiOperation("Получить сглаженный временной ряд")
-    public ResponseEntity<ModelingResult> getSmoothedTimeSeries(@RequestBody TimeSeries timeSeries) throws ModelingException {
+    public ResponseEntity<ModelingResult> getSmoothedTimeSeries(@RequestBody TimeSeries timeSeries) throws ExecutionException, InterruptedException, InvocationTargetException, NoSuchMethodException, InstantiationException, IllegalAccessException {
         return new ResponseEntity<>(methodParamBruteForce.getSmoothedTimeSeries(timeSeries), HttpStatus.OK);
     }
 }

src/main/java/ru/ulstu/datamodel/ts/TimeSeriesValue.java

@@ -48,7 +48,10 @@ public class TimeSeriesValue {
 
     @Override
     public String toString() {
-        return value.toString();
+        return "TimeSeriesValue{" +
+                "date=" + date +
+                ", value=" + value +
+                '}';
     }
 
     @Override
@@ -64,4 +67,5 @@ public class TimeSeriesValue {
     public int hashCode() {
         return Objects.hash(date, value);
     }
+
 }

src/main/java/ru/ulstu/method/Method.java

@@ -7,6 +7,8 @@
 package ru.ulstu.method;
 
 import com.fasterxml.jackson.annotation.JsonIgnore;
+import org.slf4j.Logger;
+import org.slf4j.LoggerFactory;
 import ru.ulstu.TimeSeriesUtils;
 import ru.ulstu.datamodel.Model;
 import ru.ulstu.datamodel.exception.ForecastValidateException;
@@ -22,6 +24,8 @@ import java.util.List;
  * Наиболее общая логика моделировании и прогнозирования временных рядов
  */
 public abstract class Method {
+    private static final Logger LOGGER = LoggerFactory.getLogger(Method.class);
+
     @JsonIgnore
     public abstract List<MethodParameter> getAvailableParameters();
 
@@ -31,8 +35,7 @@ public abstract class Method {
      *
      * @return модель временного ряда
      */
-    protected abstract Model getModelOfValidTimeSeries(TimeSeries timeSeries,
+    protected abstract Model getModelOfValidTimeSeries(TimeSeries timeSeries, List<MethodParamValue> parameters);
-                                                       List<MethodParamValue> parameters) throws ModelingException;
 
     /**
      * Возвращает модельное представление временного ряда: для тех же точек времени что и в параметре timeSeries
@@ -58,9 +61,10 @@ public abstract class Method {
      */
     protected abstract TimeSeries getForecastWithValidParams(Model model, TimeSeries forecast) throws ModelingException;
 
-    public boolean canMakeForecast(TimeSeries timeSeries, int countPoints) {
+    public boolean canMakeForecast(TimeSeries timeSeries, List<MethodParamValue> parameters, int countPoints) {
         try {
             validateTimeSeries(timeSeries);
+            validateAdditionalParams(timeSeries, parameters);
             validateForecastParams(countPoints);
         } catch (ModelingException ex) {
             return false;
@@ -68,6 +72,16 @@ public abstract class Method {
         return true;
     }
 
+    public boolean canMakeModel(TimeSeries timeSeries, List<MethodParamValue> parameters) {
+        try {
+            validateTimeSeries(timeSeries);
+            validateAdditionalParams(timeSeries, parameters);
+        } catch (ModelingException ex) {
+            return false;
+        }
+        return true;
+    }
+
     /**
      * Выполняет построение модели и прогноза временного ряда. Даты спрогнозированных точек будут сгенерированы
      * по модельным точкам.

src/main/java/ru/ulstu/method/exponential/addtrendaddseason/AddTrendAddSeason.java

@@ -9,7 +9,6 @@ package ru.ulstu.method.exponential.addtrendaddseason;
 import org.springframework.stereotype.Component;
 import ru.ulstu.datamodel.Model;
 import ru.ulstu.datamodel.exception.ModelingException;
-import ru.ulstu.datamodel.exception.TimeSeriesValidateException;
 import ru.ulstu.datamodel.ts.TimeSeries;
 import ru.ulstu.method.Method;
 import ru.ulstu.method.MethodParamValue;
@@ -67,11 +66,10 @@ public class AddTrendAddSeason extends Method {
         for (MethodParamValue parameter : parameters) {
             if (parameter.getParameter() instanceof Season) {
                 if (ts.getLength() < parameter.getValue().intValue()) {
-                    throw new TimeSeriesValidateException("Период больше чем длина ряда");
+                    throw new ModelingException("Период больше чем длина ряда");
                 }
             }
         }
-
     }
 
     @Override
@@ -82,10 +80,10 @@ public class AddTrendAddSeason extends Method {
         List<Double> iComponent = currentModel.getSeasonComponent();
         for (int t = 1; t < forecast.getLength(); t++) {
             iComponent.add(currentModel.getGamma().getDoubleValue() * forecast.getNumericValue(t - 1) / sComponent.get(sComponent.size() - 1)
-                    + (1 - currentModel.getGamma().getDoubleValue()) * iComponent.get(t + model.getTimeSeriesModel().getLength() - currentModel.getSeason().getIntValue()));
+                    + (1 - currentModel.getGamma().getDoubleValue()) * iComponent.get(t + model.getTimeSeriesModel().getLength() - currentModel.getSeason().getIntValue() - 1));
 
             forecast.getValues().get(t).setValue((sComponent.get(sComponent.size() - 1) + tComponent.get(tComponent.size() - 1) * t)
-                    * iComponent.get(t + model.getTimeSeriesModel().getLength() - currentModel.getSeason().getIntValue()));
+                    * iComponent.get(t + model.getTimeSeriesModel().getLength() - currentModel.getSeason().getIntValue() - 1));
         }
         return forecast;
     }

src/main/java/ru/ulstu/page/IndexView.java

@@ -24,7 +24,9 @@ import javax.annotation.PostConstruct;
 import javax.faces.view.ViewScoped;
 import javax.inject.Named;
 import java.io.Serializable;
+import java.lang.reflect.InvocationTargetException;
 import java.time.format.DateTimeFormatter;
+import java.util.concurrent.ExecutionException;
 
 @Named
 @ViewScoped
@@ -41,12 +43,12 @@ public class IndexView implements Serializable {
     private String timeSeriesString;
 
     @PostConstruct
-    public void init() {
+    public void init() throws ExecutionException, InterruptedException, InvocationTargetException, NoSuchMethodException, InstantiationException, IllegalAccessException, ModelingException {
         timeSeriesString = utilService.getTimeSeriesToString(utilService.getRandomTimeSeries(50));
         createChart();
     }
 
-    private LineChartModel initLinearModel() {
+    private LineChartModel initLinearModel() throws ExecutionException, InterruptedException, InvocationTargetException, NoSuchMethodException, InstantiationException, IllegalAccessException, ModelingException {
         LineChartModel model = new LineChartModel();
 
         LineChartSeries series1 = new LineChartSeries();
@@ -60,20 +62,18 @@ public class IndexView implements Serializable {
         LineChartSeries series2 = new LineChartSeries();
         series2.setLabel("Сглаженный ряд");
         try {
-            for (TimeSeriesValue value : timeSeriesService.smoothTimeSeries(timeSeries).getValues()) {
+            TimeSeries smoothedTimeSeries = timeSeriesService.smoothTimeSeries(timeSeries);
+            for (TimeSeriesValue value : smoothedTimeSeries.getValues()) {
                 series2.set(DateTimeFormatter.ISO_LOCAL_DATE.format(value.getDate()), value.getValue());
             }
-        } catch (ModelingException ex) {
+        } catch (Exception ex) {
             LOG.warn(ex.getMessage());
         }
         LineChartSeries series3 = new LineChartSeries();
         series3.setLabel("Прогноз");
-        try {
+        TimeSeries forecast = timeSeriesService.getForecast(timeSeries, 20).getTimeSeries();
-            for (TimeSeriesValue value : timeSeriesService.getForecast(timeSeries, 20).getValues()) {
+        for (TimeSeriesValue value : forecast.getValues()) {
-                series3.set(DateTimeFormatter.ISO_LOCAL_DATE.format(value.getDate()), value.getValue());
+            series3.set(DateTimeFormatter.ISO_LOCAL_DATE.format(value.getDate()), value.getValue());
-            }
-        } catch (ModelingException ex) {
-            LOG.warn(ex.getMessage());
         }
         model.addSeries(series1);
         model.addSeries(series2);
@@ -81,7 +81,7 @@ public class IndexView implements Serializable {
         return model;
     }
 
-    public void createChart() {
+    public void createChart() throws ExecutionException, InterruptedException, InvocationTargetException, NoSuchMethodException, InstantiationException, IllegalAccessException, ModelingException {
         model = initLinearModel();
         model.setTitle("Сглаживание временного ряда");
         model.setLegendPosition("d");
@@ -95,7 +95,7 @@ public class IndexView implements Serializable {
         return model;
     }
 
-    public String getTimeSeriesString() {
+    public String getTimeSeriesString() throws ExecutionException, InterruptedException, InvocationTargetException, NoSuchMethodException, InstantiationException, IllegalAccessException, ModelingException {
         createChart();
         return timeSeriesString;
     }

src/main/java/ru/ulstu/score/ScoreMethod.java

@@ -33,6 +33,8 @@ public abstract class ScoreMethod {
                 .stream()
                 .filter(v -> v.getDate().equals(timeSeriesValueToFind.getDate()))
                 .findAny()
-                .orElseThrow(() -> new ModelingException("Значение модельного ряда не найдено в оригинальном ряде: " + timeSeriesValueToFind.getDate()));
+                .orElseThrow(() -> new ModelingException("Значение модельного ряда не найдено в оригинальном ряде: "
+                        + timeSeriesValueToFind.getDate()
+                        + " " + timeSeries));
     }
 }

src/main/java/ru/ulstu/service/MethodParamBruteForce.java

@@ -17,15 +17,18 @@ import ru.ulstu.method.MethodParameter;
 import ru.ulstu.score.ScoreMethod;
 import ru.ulstu.score.Smape;
 
+import java.lang.reflect.InvocationTargetException;
 import java.util.ArrayList;
 import java.util.Comparator;
 import java.util.List;
 import java.util.Map;
 import java.util.TreeMap;
 import java.util.concurrent.CopyOnWriteArrayList;
+import java.util.concurrent.ExecutionException;
 import java.util.concurrent.ExecutorService;
 import java.util.concurrent.Executors;
 import java.util.concurrent.Future;
+import java.util.stream.Collectors;
 
 @Service
 public class MethodParamBruteForce {
@@ -38,52 +41,69 @@ public class MethodParamBruteForce {
         this.methods = methods;
     }
 
-    public TimeSeries getForecast(TimeSeries timeSeries) {
+    public ModelingResult getForecast(TimeSeries timeSeries, int countPointsForecast) throws ExecutionException, InterruptedException, NoSuchMethodException, InvocationTargetException, InstantiationException, IllegalAccessException, ModelingException {
-        throw new RuntimeException("Not implemented");
+        List<Future<ModelingResult>> results = new ArrayList<>();
+        List<ModelingResult> results2 = new CopyOnWriteArrayList<>();
+        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());
+        for (Method method : methods) {
+            List<List<MethodParamValue>> availableParametersValues = getAvailableParametersValues(method.getAvailableParameters());
+            for (List<MethodParamValue> parametersValues : availableParametersValues) {
+                Method methodInstance = method.getClass().getDeclaredConstructor().newInstance();
+                if (methodInstance.canMakeForecast(reducedTimeSeries, parametersValues, countPoints)) {
+                    results.add(executors.submit(() -> {
+                        TimeSeries forecast = methodInstance.getForecast(reducedTimeSeries, parametersValues, countPoints);
+                        return new ModelingResult(forecast,
+                                parametersValues,
+                                scoreMethod.getScore(timeSeries, forecast),
+                                methodInstance);
+                    }));
+                }
+            }
+        }
+        for (Future<ModelingResult> futureModelingResult : results) {
+            results2.add(futureModelingResult.get());
+        }
+        ModelingResult bestResult = results2.stream()
+                .min(Comparator.comparing(modelingResult -> modelingResult.getScore().getDoubleValue()))
+                .orElse(null);
+        return new ModelingResult(bestResult.getTimeSeriesMethod().getForecast(timeSeries,
+                bestResult.getParamValues(),
+                countPoints),
+                bestResult.getParamValues(),
+                bestResult.getScore(),
+                bestResult.getTimeSeriesMethod());
     }
 
     public TimeSeries getForecastWithOptimalLength(TimeSeries timeSeries) {
         throw new RuntimeException("Not implemented");
     }
 
-    public ModelingResult getSmoothedTimeSeries(TimeSeries timeSeries) throws ModelingException {
+    public ModelingResult getSmoothedTimeSeries(TimeSeries timeSeries) throws ExecutionException, InterruptedException, NoSuchMethodException, InvocationTargetException, InstantiationException, IllegalAccessException {
         List<Future<ModelingResult>> results = new ArrayList<>();
         List<ModelingResult> results2 = new CopyOnWriteArrayList<>();
-        try {
+        for (Method method : methods) {
-            for (Method method : methods) {
+            List<List<MethodParamValue>> availableParametersValues = getAvailableParametersValues(method.getAvailableParameters());
-                List<List<MethodParamValue>> availableParametersValues = getAvailableParametersValues(method.getAvailableParameters());
+            for (List<MethodParamValue> parametersValues : availableParametersValues) {
-                for (List<MethodParamValue> parametersValues : availableParametersValues) {
+                Method methodInstance = method.getClass().getDeclaredConstructor().newInstance();
+                if (methodInstance.canMakeModel(timeSeries, parametersValues)) {
                     results.add(executors.submit(() -> {
-                        Method methodInstance = method.getClass().getDeclaredConstructor().newInstance();
+                        Model model = methodInstance.getModel(timeSeries, parametersValues);
-                        try {
+                        return new ModelingResult(model.getTimeSeriesModel(),
-                            Model model = methodInstance.getModel(timeSeries, parametersValues);
+                                parametersValues,
-                            return new ModelingResult(model.getTimeSeriesModel(),
+                                scoreMethod.getScore(timeSeries, model.getTimeSeriesModel()),
-                                    parametersValues,
+                                methodInstance);
-                                    scoreMethod.getScore(timeSeries, model.getTimeSeriesModel()),
-                                    methodInstance);
-                        } catch (ModelingException ex) {
-                            ex.printStackTrace();
-                            return null;
-                        }
                     }));
                 }
             }
-            results.forEach(modelingResultFuture -> {
-                try {
-                    modelingResultFuture.get();
-                } catch (Exception e) {
-                    e.printStackTrace();
-                }
-            });
-            for (Future<ModelingResult> futureModelingResult : results) {
-                results2.add(futureModelingResult.get());
-            }
-            return results2.stream()
-                    .min(Comparator.comparing(modelingResult -> modelingResult.getScore().getDoubleValue()))
-                    .orElse(null);
-        } catch (Exception e) {
-            throw new ModelingException(e.getMessage());
         }
+        for (Future<ModelingResult> futureModelingResult : results) {
+            results2.add(futureModelingResult.get());
+        }
+        return results2.stream()
+                .min(Comparator.comparing(modelingResult -> modelingResult.getScore().getDoubleValue()))
+                .orElse(null);
     }
 
     private List<List<MethodParamValue>> getAvailableParametersValues(List<MethodParameter> availableParameters) {

src/main/java/ru/ulstu/service/TimeSeriesService.java

@@ -9,12 +9,12 @@ package ru.ulstu.service;
 import org.slf4j.Logger;
 import org.slf4j.LoggerFactory;
 import org.springframework.stereotype.Service;
+import ru.ulstu.datamodel.ModelingResult;
 import ru.ulstu.datamodel.exception.ModelingException;
 import ru.ulstu.datamodel.ts.TimeSeries;
-import ru.ulstu.method.Method;
-import ru.ulstu.method.exponential.addtrendaddseason.AddTrendAddSeason;
 
-import java.util.Collections;
+import java.lang.reflect.InvocationTargetException;
+import java.util.concurrent.ExecutionException;
 
 
 @Service
@@ -26,13 +26,11 @@ public class TimeSeriesService {
         this.methodParamBruteForce = methodParamBruteForce;
     }
 
-    public TimeSeries getForecast(TimeSeries timeSeries, int countPoints) throws ModelingException {
+    public ModelingResult getForecast(TimeSeries timeSeries, int countPoints) throws ExecutionException, InterruptedException, InvocationTargetException, NoSuchMethodException, InstantiationException, IllegalAccessException, ModelingException {
-        Method method;
+        return methodParamBruteForce.getForecast(timeSeries, countPoints);
-        method = new AddTrendAddSeason();
-        return method.getForecast(timeSeries, Collections.emptyList(), countPoints);
     }
 
-    public TimeSeries smoothTimeSeries(TimeSeries timeSeries) throws ModelingException {
+    public TimeSeries smoothTimeSeries(TimeSeries timeSeries) throws ExecutionException, InterruptedException, InvocationTargetException, NoSuchMethodException, InstantiationException, IllegalAccessException {
         return methodParamBruteForce.getSmoothedTimeSeries(timeSeries).getTimeSeries();
     }
 }

src/main/resources/META-INF/resources/basicTemplate.xhtml

@@ -1,4 +1,10 @@
 <?xml version="1.0" encoding="UTF-8"?>
+<!--
+  - Copyright (C) 2021 Anton Romanov - All Rights Reserved
+  - You may use, distribute and modify this code, please write to: romanov73@gmail.com.
+  -
+  -->
+
 <!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN"
         "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
 <html xmlns="http://www.w3.org/1999/xhtml"
@@ -32,10 +38,18 @@
         <div class="ui-g-12">
             <p:outputPanel>
                 <div class="ui-g">
-                    <div class="ui-g-12 ui-md-12 ui-lg-4">Ulyanovsk State Technical University</div>
+                    <div class="ui-g-12 ui-md-12 ui-lg-3">Ulyanovsk State Technical University</div>
-                    <div class="ui-g-6 ui-md-6 ui-lg-4"><h:outputLink
+                    <div class="ui-g-6 ui-md-6 ui-lg-3">
-                            value="http://ulstu.ru">ulstu.ru</h:outputLink></div>
+                        <h:outputLink
-                    <div class="ui-g-6 ui-md-6 ui-lg-4">2020</div>
+                                value="http://ulstu.ru">ulstu.ru
+                        </h:outputLink>
+                    </div>
+                    <div class="ui-g-6 ui-md-6 ui-lg-3">
+                        <h:outputLink target="_blank"
+                                      value="/swagger-ui.html">api for developers
+                        </h:outputLink>
+                    </div>
+                    <div class="ui-g-6 ui-md-6 ui-lg-3">2020</div>
                 </div>
             </p:outputPanel>
         </div>