#2 -- fix seasonal model
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5567f4d857
commit
9e3ecc1d31
@ -2,6 +2,7 @@ plugins {
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id 'java'
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id 'io.spring.dependency-management' version '1.0.9.RELEASE'
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id 'org.springframework.boot' version '2.3.3.RELEASE'
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id "org.sonarqube" version "2.7"
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}
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jar {
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@ -1,4 +1,4 @@
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package ru.ulstu.configurations;
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package ru.ulstu.configuration;
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public class ApiConfiguration {
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public static final String API_1_0 = "/api/1.0/";
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@ -1,4 +1,4 @@
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package ru.ulstu.configurations;
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package ru.ulstu.configuration;
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import org.springframework.context.annotation.Bean;
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import org.springframework.context.annotation.Configuration;
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@ -1,4 +1,4 @@
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package ru.ulstu.configurations;
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package ru.ulstu.configuration;
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import org.springframework.context.annotation.Configuration;
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import org.springframework.security.config.annotation.web.builders.HttpSecurity;
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@ -1,4 +1,4 @@
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package ru.ulstu.configurations;
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package ru.ulstu.configuration;
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import com.google.common.base.Predicates;
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import org.springframework.context.annotation.Bean;
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@ -9,7 +9,7 @@ import org.springframework.web.bind.annotation.RequestBody;
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import org.springframework.web.bind.annotation.RequestMapping;
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import org.springframework.web.bind.annotation.RequestParam;
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import org.springframework.web.bind.annotation.RestController;
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import ru.ulstu.configurations.ApiConfiguration;
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import ru.ulstu.configuration.ApiConfiguration;
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import ru.ulstu.models.ForecastParams;
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import ru.ulstu.models.TimeSeries;
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import ru.ulstu.models.exceptions.ModelingException;
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@ -24,10 +24,10 @@ import java.time.format.DateTimeFormatter;
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public class IndexView implements Serializable {
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private final static Logger LOG = LoggerFactory.getLogger(IndexView.class);
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private LineChartModel model;
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private String timeSeriesString = "1,2,3,4";
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private String timeSeriesString = "1,2,3,2,1,2,3,2,1,2,3";
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@Autowired
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private TimeSeriesService timeSeriesService;
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private transient TimeSeriesService timeSeriesService;
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@PostConstruct
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public void init() {
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@ -57,7 +57,7 @@ public class IndexView implements Serializable {
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LineChartSeries series3 = new LineChartSeries();
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series3.setLabel("Прогноз");
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try {
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for (TimeSeriesValue value : timeSeriesService.getForecast(timeSeries, 5).getValues()) {
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for (TimeSeriesValue value : timeSeriesService.getForecast(timeSeries, 20).getValues()) {
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series3.set(DateTimeFormatter.ISO_LOCAL_DATE.format(value.getDate()), value.getValue());
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}
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} catch (ModelingException ex) {
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@ -7,7 +7,7 @@ import ru.ulstu.TimeSeriesUtils;
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import ru.ulstu.models.TimeSeries;
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import ru.ulstu.models.TimeSeriesValue;
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import ru.ulstu.models.exceptions.ModelingException;
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import ru.ulstu.tsMethods.exponential.AddTrendNoSeason;
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import ru.ulstu.tsMethods.exponential.AddTrendAddSeason;
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import ru.ulstu.tsMethods.exponential.ExponentialMethodParams;
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import java.time.LocalDateTime;
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@ -17,6 +17,8 @@ import java.util.stream.Collectors;
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import static ru.ulstu.tsMethods.exponential.ExponentialParamName.ALPHA;
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import static ru.ulstu.tsMethods.exponential.ExponentialParamName.BETA;
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import static ru.ulstu.tsMethods.exponential.ExponentialParamName.GAMMA;
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import static ru.ulstu.tsMethods.exponential.ExponentialParamName.SEASON;
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@Service
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@ -35,13 +37,15 @@ public class TimeSeriesService {
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public TimeSeries getForecast(TimeSeries timeSeries, int countPoints) throws ModelingException {
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//NoTrendNoSeason nn = new NoTrendNoSeason(ExponentialMethodParams.of(ExponentialParamName.ALPHA, 0.8));
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AddTrendNoSeason an = new AddTrendNoSeason(timeSeries, ExponentialMethodParams.of(ALPHA, 0.8, BETA, 0.8));
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AddTrendAddSeason an = new AddTrendAddSeason(timeSeries, ExponentialMethodParams.of(ALPHA, 0.0,
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BETA, 1.0, GAMMA, 1.0, SEASON, 17.0));
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return an.getForecast(countPoints);
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}
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public TimeSeries smoothTimeSeries(TimeSeries timeSeries) throws ModelingException {
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//NoTrendNoSeason nn = new NoTrendNoSeason(timeSeries, ExponentialMethodParams.of(ExponentialParamName.ALPHA, 0.8));
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AddTrendNoSeason an = new AddTrendNoSeason(timeSeries, ExponentialMethodParams.of(ALPHA, 0.8, BETA, 0.8));
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AddTrendAddSeason an = new AddTrendAddSeason(timeSeries, ExponentialMethodParams.of(ALPHA, 0.0,
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BETA, 1.0, GAMMA, 1.0, SEASON, 17.0));
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return an.getModel();
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}
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@ -68,7 +72,7 @@ public class TimeSeriesService {
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return timeSeries
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.getValues()
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.stream()
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.map(v -> v.getValue().toString().replaceAll("\\.", ","))
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.map(v -> v.getValue().toString().replace("\\.", ","))
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.collect(Collectors.joining(";"));
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}
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}
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@ -49,7 +49,8 @@ public abstract class TimeSeriesMethod {
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*/
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public TimeSeries getForecastWithValidParams(int countPoints) throws ModelingException {
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TimeSeries forecast = generateEmptyForecastPoints(originalTimeSeries, countPoints);
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forecast.getFirstValue().setValue(getModel().getLastValue().getValue());
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getModel();
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forecast.getFirstValue().setValue(originalTimeSeries.getLastValue().getValue());
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forecast = makeForecast(forecast);
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return forecast;
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}
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@ -90,7 +91,7 @@ public abstract class TimeSeriesMethod {
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}
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}
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private void validateTimeSeries() throws TimeSeriesValidateException {
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protected void validateTimeSeries() throws ModelingException {
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if (originalTimeSeries == null || originalTimeSeries.isEmpty()) {
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throw new TimeSeriesValidateException("Временной ряд должен быть не пустым");
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}
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@ -103,6 +104,11 @@ public abstract class TimeSeriesMethod {
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if (originalTimeSeries.getValues().stream().anyMatch(val -> val.getDate() == null)) {
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throw new TimeSeriesValidateException("Временной ряд должен иметь отметки времени");
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}
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validateAdditionalParams();
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}
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protected void validateAdditionalParams() throws ModelingException {
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}
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public TimeSeries getModel() throws ModelingException {
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@ -0,0 +1,85 @@
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package ru.ulstu.tsMethods.exponential;
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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.TimeSeriesValidateException;
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import ru.ulstu.tsMethods.TimeSeriesMethod;
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import java.util.ArrayList;
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import java.util.List;
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import static ru.ulstu.tsMethods.exponential.ExponentialParamName.ALPHA;
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import static ru.ulstu.tsMethods.exponential.ExponentialParamName.BETA;
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import static ru.ulstu.tsMethods.exponential.ExponentialParamName.GAMMA;
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import static ru.ulstu.tsMethods.exponential.ExponentialParamName.SEASON;
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public class AddTrendAddSeason extends TimeSeriesMethod {
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private final ExponentialMethodParams exponentialMethodParams;
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private final List<Double> sComponent = new ArrayList<>();
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private final List<Double> tComponent = new ArrayList<>();
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private final List<Double> iComponent = new ArrayList<>();
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public AddTrendAddSeason(TimeSeries timeSeries, ExponentialMethodParams exponentialMethodParams) throws ModelingException {
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super(timeSeries);
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this.exponentialMethodParams = exponentialMethodParams;
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}
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@Override
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protected TimeSeries getModelOfValidTimeSeries() throws ModelingException {
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sComponent.clear();
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tComponent.clear();
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iComponent.clear();
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iComponent.add(1.0);
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sComponent.add(originalTimeSeries.getFirstValue().getValue());
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tComponent.add(0.0);
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TimeSeries model = new TimeSeries("Model of " + originalTimeSeries.getName());
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model.addValue(originalTimeSeries.getFirstValue());
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//выполняется проход модели по сглаживанию
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for (int t = 1; t < exponentialMethodParams.getValue(SEASON).intValue(); t++) {
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sComponent.add(exponentialMethodParams.getValue(ALPHA) * originalTimeSeries.getNumericValue(t)
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+ (1 - exponentialMethodParams.getValue(ALPHA))
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* (sComponent.get(t - 1) + tComponent.get(t - 1)));
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tComponent.add(exponentialMethodParams.getValue(BETA)
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* (sComponent.get(t) - sComponent.get(t - 1))
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+ (1 - exponentialMethodParams.getValue(BETA)) * tComponent.get(t - 1));
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iComponent.add(exponentialMethodParams.getValue(GAMMA) * originalTimeSeries.getNumericValue(t) / sComponent.get(sComponent.size() - 1)
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+ (1 - exponentialMethodParams.getValue(GAMMA)) * iComponent.get(0));
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model.addValue(originalTimeSeries.getValues().get(t), sComponent.get(sComponent.size() - 1));
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}
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for (int t = exponentialMethodParams.getValue(SEASON).intValue();
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t < originalTimeSeries.getValues().size(); t++) {
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sComponent.add(exponentialMethodParams.getValue(ALPHA) * originalTimeSeries.getNumericValue(t)
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/ iComponent.get(t - exponentialMethodParams.getValue(SEASON).intValue())
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+ (1 - exponentialMethodParams.getValue(ALPHA))
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* (sComponent.get(t - 1) + tComponent.get(t - 1)));
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tComponent.add(exponentialMethodParams.getValue(BETA)
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* (sComponent.get(t) - sComponent.get(t - 1))
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+ (1 - exponentialMethodParams.getValue(BETA)) * tComponent.get(t - 1));
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iComponent.add(exponentialMethodParams.getValue(GAMMA) * originalTimeSeries.getNumericValue(t) / sComponent.get(sComponent.size() - 1)
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+ (1 - exponentialMethodParams.getValue(GAMMA)) * iComponent.get(t - exponentialMethodParams.getValue(SEASON).intValue()));
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model.addValue(originalTimeSeries.getValues().get(t), sComponent.get(sComponent.size() - 1));
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}
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return model;
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}
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@Override
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protected void validateAdditionalParams() throws ModelingException {
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if (originalTimeSeries.getLength() < exponentialMethodParams.getValue(SEASON)) {
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throw new TimeSeriesValidateException("Период больше чем длина ряда");
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}
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}
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@Override
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protected TimeSeries makeForecast(TimeSeries forecast) throws ModelingException {
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for (int t = 1; t < forecast.getLength(); t++) {
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iComponent.add(exponentialMethodParams.getValue(GAMMA) * forecast.getNumericValue(t - 1) / sComponent.get(sComponent.size() - 1)
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+ (1 - exponentialMethodParams.getValue(GAMMA)) * iComponent.get(t + getModel().getLength() - exponentialMethodParams.getValue(SEASON).intValue()));
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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() - exponentialMethodParams.getValue(SEASON).intValue()));
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}
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return forecast;
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}
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}
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@ -43,17 +43,8 @@ public class AddTrendNoSeason extends TimeSeriesMethod {
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}
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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) {
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for (int t = 1; t < forecast.getLength(); t++) {
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/*int indexOffsetForModel = t + getModel().getLength() - 2;
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sComponent.add(exponentialMethodParams.getValue(ALPHA) * forecast.getNumericValue(t-1)
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+ (1 - exponentialMethodParams.getValue(ALPHA))
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* (sComponent.get(indexOffsetForModel) - tComponent.get(indexOffsetForModel - 1)));
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tComponent.add(exponentialMethodParams.getValue(BETA)
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* (sComponent.get(indexOffsetForModel) - sComponent.get(indexOffsetForModel - 1))
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+ (1 - exponentialMethodParams.getValue(BETA)) * tComponent.get(indexOffsetForModel - 1));*/
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forecast.getValues().get(t).setValue(sComponent.get(sComponent.size() - 1) + tComponent.get(tComponent.size() - 1) * t);
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}
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return forecast;
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@ -27,4 +27,12 @@ public class ExponentialMethodParams {
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public static ExponentialMethodParams of(ExponentialParamName param1, Double value1, ExponentialParamName param2, Double value2) {
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return new ExponentialMethodParams(ImmutableMap.of(param1, value1, param2, value2));
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}
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public static ExponentialMethodParams of(ExponentialParamName param1, Double value1, ExponentialParamName param2, Double value2, ExponentialParamName param3, Double value3) {
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return new ExponentialMethodParams(ImmutableMap.of(param1, value1, param2, value2, param3, value3));
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}
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public static ExponentialMethodParams of(ExponentialParamName param1, Double value1, ExponentialParamName param2, Double value2, ExponentialParamName param3, Double value3, ExponentialParamName param4, Double value4) {
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return new ExponentialMethodParams(ImmutableMap.of(param1, value1, param2, value2, param3, value3, param4, value4));
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}
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}
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@ -1,5 +1,5 @@
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package ru.ulstu.tsMethods.exponential;
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public enum ExponentialParamName {
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ALPHA, BETA, GAMMA
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ALPHA, BETA, GAMMA, SEASON
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}
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