#2 -- fix seasonal model

This commit is contained in:
Anton Romanov 2020-11-07 14:13:56 +04:00
parent 5567f4d857
commit 9e3ecc1d31
14 changed files with 120 additions and 25 deletions

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@ -2,6 +2,7 @@ plugins {
id 'java'
id 'io.spring.dependency-management' version '1.0.9.RELEASE'
id 'org.springframework.boot' version '2.3.3.RELEASE'
id "org.sonarqube" version "2.7"
}
jar {

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@ -1,4 +1,4 @@
package ru.ulstu.configurations;
package ru.ulstu.configuration;
public class ApiConfiguration {
public static final String API_1_0 = "/api/1.0/";

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@ -1,4 +1,4 @@
package ru.ulstu.configurations;
package ru.ulstu.configuration;
import org.springframework.context.annotation.Bean;
import org.springframework.context.annotation.Configuration;

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@ -1,4 +1,4 @@
package ru.ulstu.configurations;
package ru.ulstu.configuration;
import org.springframework.context.annotation.Configuration;
import org.springframework.security.config.annotation.web.builders.HttpSecurity;

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@ -1,4 +1,4 @@
package ru.ulstu.configurations;
package ru.ulstu.configuration;
import com.google.common.base.Predicates;
import org.springframework.context.annotation.Bean;

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@ -9,7 +9,7 @@ import org.springframework.web.bind.annotation.RequestBody;
import org.springframework.web.bind.annotation.RequestMapping;
import org.springframework.web.bind.annotation.RequestParam;
import org.springframework.web.bind.annotation.RestController;
import ru.ulstu.configurations.ApiConfiguration;
import ru.ulstu.configuration.ApiConfiguration;
import ru.ulstu.models.ForecastParams;
import ru.ulstu.models.TimeSeries;
import ru.ulstu.models.exceptions.ModelingException;

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@ -24,10 +24,10 @@ import java.time.format.DateTimeFormatter;
public class IndexView implements Serializable {
private final static Logger LOG = LoggerFactory.getLogger(IndexView.class);
private LineChartModel model;
private String timeSeriesString = "1,2,3,4";
private String timeSeriesString = "1,2,3,2,1,2,3,2,1,2,3";
@Autowired
private TimeSeriesService timeSeriesService;
private transient TimeSeriesService timeSeriesService;
@PostConstruct
public void init() {
@ -57,7 +57,7 @@ public class IndexView implements Serializable {
LineChartSeries series3 = new LineChartSeries();
series3.setLabel("Прогноз");
try {
for (TimeSeriesValue value : timeSeriesService.getForecast(timeSeries, 5).getValues()) {
for (TimeSeriesValue value : timeSeriesService.getForecast(timeSeries, 20).getValues()) {
series3.set(DateTimeFormatter.ISO_LOCAL_DATE.format(value.getDate()), value.getValue());
}
} catch (ModelingException ex) {

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@ -7,7 +7,7 @@ import ru.ulstu.TimeSeriesUtils;
import ru.ulstu.models.TimeSeries;
import ru.ulstu.models.TimeSeriesValue;
import ru.ulstu.models.exceptions.ModelingException;
import ru.ulstu.tsMethods.exponential.AddTrendNoSeason;
import ru.ulstu.tsMethods.exponential.AddTrendAddSeason;
import ru.ulstu.tsMethods.exponential.ExponentialMethodParams;
import java.time.LocalDateTime;
@ -17,6 +17,8 @@ import java.util.stream.Collectors;
import static ru.ulstu.tsMethods.exponential.ExponentialParamName.ALPHA;
import static ru.ulstu.tsMethods.exponential.ExponentialParamName.BETA;
import static ru.ulstu.tsMethods.exponential.ExponentialParamName.GAMMA;
import static ru.ulstu.tsMethods.exponential.ExponentialParamName.SEASON;
@Service
@ -35,13 +37,15 @@ public class TimeSeriesService {
public TimeSeries getForecast(TimeSeries timeSeries, int countPoints) throws ModelingException {
//NoTrendNoSeason nn = new NoTrendNoSeason(ExponentialMethodParams.of(ExponentialParamName.ALPHA, 0.8));
AddTrendNoSeason an = new AddTrendNoSeason(timeSeries, ExponentialMethodParams.of(ALPHA, 0.8, BETA, 0.8));
AddTrendAddSeason an = new AddTrendAddSeason(timeSeries, ExponentialMethodParams.of(ALPHA, 0.0,
BETA, 1.0, GAMMA, 1.0, SEASON, 17.0));
return an.getForecast(countPoints);
}
public TimeSeries smoothTimeSeries(TimeSeries timeSeries) throws ModelingException {
//NoTrendNoSeason nn = new NoTrendNoSeason(timeSeries, ExponentialMethodParams.of(ExponentialParamName.ALPHA, 0.8));
AddTrendNoSeason an = new AddTrendNoSeason(timeSeries, ExponentialMethodParams.of(ALPHA, 0.8, BETA, 0.8));
AddTrendAddSeason an = new AddTrendAddSeason(timeSeries, ExponentialMethodParams.of(ALPHA, 0.0,
BETA, 1.0, GAMMA, 1.0, SEASON, 17.0));
return an.getModel();
}
@ -68,7 +72,7 @@ public class TimeSeriesService {
return timeSeries
.getValues()
.stream()
.map(v -> v.getValue().toString().replaceAll("\\.", ","))
.map(v -> v.getValue().toString().replace("\\.", ","))
.collect(Collectors.joining(";"));
}
}

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@ -49,7 +49,8 @@ public abstract class TimeSeriesMethod {
*/
public TimeSeries getForecastWithValidParams(int countPoints) throws ModelingException {
TimeSeries forecast = generateEmptyForecastPoints(originalTimeSeries, countPoints);
forecast.getFirstValue().setValue(getModel().getLastValue().getValue());
getModel();
forecast.getFirstValue().setValue(originalTimeSeries.getLastValue().getValue());
forecast = makeForecast(forecast);
return forecast;
}
@ -90,7 +91,7 @@ public abstract class TimeSeriesMethod {
}
}
private void validateTimeSeries() throws TimeSeriesValidateException {
protected void validateTimeSeries() throws ModelingException {
if (originalTimeSeries == null || originalTimeSeries.isEmpty()) {
throw new TimeSeriesValidateException("Временной ряд должен быть не пустым");
}
@ -103,6 +104,11 @@ public abstract class TimeSeriesMethod {
if (originalTimeSeries.getValues().stream().anyMatch(val -> val.getDate() == null)) {
throw new TimeSeriesValidateException("Временной ряд должен иметь отметки времени");
}
validateAdditionalParams();
}
protected void validateAdditionalParams() throws ModelingException {
}
public TimeSeries getModel() throws ModelingException {

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@ -0,0 +1,85 @@
package ru.ulstu.tsMethods.exponential;
import ru.ulstu.models.TimeSeries;
import ru.ulstu.models.exceptions.ModelingException;
import ru.ulstu.models.exceptions.TimeSeriesValidateException;
import ru.ulstu.tsMethods.TimeSeriesMethod;
import java.util.ArrayList;
import java.util.List;
import static ru.ulstu.tsMethods.exponential.ExponentialParamName.ALPHA;
import static ru.ulstu.tsMethods.exponential.ExponentialParamName.BETA;
import static ru.ulstu.tsMethods.exponential.ExponentialParamName.GAMMA;
import static ru.ulstu.tsMethods.exponential.ExponentialParamName.SEASON;
public class AddTrendAddSeason extends TimeSeriesMethod {
private final ExponentialMethodParams exponentialMethodParams;
private final List<Double> sComponent = new ArrayList<>();
private final List<Double> tComponent = new ArrayList<>();
private final List<Double> iComponent = new ArrayList<>();
public AddTrendAddSeason(TimeSeries timeSeries, ExponentialMethodParams exponentialMethodParams) throws ModelingException {
super(timeSeries);
this.exponentialMethodParams = exponentialMethodParams;
}
@Override
protected TimeSeries getModelOfValidTimeSeries() throws ModelingException {
sComponent.clear();
tComponent.clear();
iComponent.clear();
iComponent.add(1.0);
sComponent.add(originalTimeSeries.getFirstValue().getValue());
tComponent.add(0.0);
TimeSeries model = new TimeSeries("Model of " + originalTimeSeries.getName());
model.addValue(originalTimeSeries.getFirstValue());
//выполняется проход модели по сглаживанию
for (int t = 1; t < exponentialMethodParams.getValue(SEASON).intValue(); t++) {
sComponent.add(exponentialMethodParams.getValue(ALPHA) * originalTimeSeries.getNumericValue(t)
+ (1 - exponentialMethodParams.getValue(ALPHA))
* (sComponent.get(t - 1) + tComponent.get(t - 1)));
tComponent.add(exponentialMethodParams.getValue(BETA)
* (sComponent.get(t) - sComponent.get(t - 1))
+ (1 - exponentialMethodParams.getValue(BETA)) * tComponent.get(t - 1));
iComponent.add(exponentialMethodParams.getValue(GAMMA) * originalTimeSeries.getNumericValue(t) / sComponent.get(sComponent.size() - 1)
+ (1 - exponentialMethodParams.getValue(GAMMA)) * iComponent.get(0));
model.addValue(originalTimeSeries.getValues().get(t), sComponent.get(sComponent.size() - 1));
}
for (int t = exponentialMethodParams.getValue(SEASON).intValue();
t < originalTimeSeries.getValues().size(); t++) {
sComponent.add(exponentialMethodParams.getValue(ALPHA) * originalTimeSeries.getNumericValue(t)
/ iComponent.get(t - exponentialMethodParams.getValue(SEASON).intValue())
+ (1 - exponentialMethodParams.getValue(ALPHA))
* (sComponent.get(t - 1) + tComponent.get(t - 1)));
tComponent.add(exponentialMethodParams.getValue(BETA)
* (sComponent.get(t) - sComponent.get(t - 1))
+ (1 - exponentialMethodParams.getValue(BETA)) * tComponent.get(t - 1));
iComponent.add(exponentialMethodParams.getValue(GAMMA) * originalTimeSeries.getNumericValue(t) / sComponent.get(sComponent.size() - 1)
+ (1 - exponentialMethodParams.getValue(GAMMA)) * iComponent.get(t - exponentialMethodParams.getValue(SEASON).intValue()));
model.addValue(originalTimeSeries.getValues().get(t), sComponent.get(sComponent.size() - 1));
}
return model;
}
@Override
protected void validateAdditionalParams() throws ModelingException {
if (originalTimeSeries.getLength() < exponentialMethodParams.getValue(SEASON)) {
throw new TimeSeriesValidateException("Период больше чем длина ряда");
}
}
@Override
protected TimeSeries makeForecast(TimeSeries forecast) throws ModelingException {
for (int t = 1; t < forecast.getLength(); t++) {
iComponent.add(exponentialMethodParams.getValue(GAMMA) * forecast.getNumericValue(t - 1) / sComponent.get(sComponent.size() - 1)
+ (1 - exponentialMethodParams.getValue(GAMMA)) * iComponent.get(t + getModel().getLength() - exponentialMethodParams.getValue(SEASON).intValue()));
forecast.getValues().get(t).setValue((sComponent.get(sComponent.size() - 1) + tComponent.get(tComponent.size() - 1) * t)
* iComponent.get(t + getModel().getLength() - exponentialMethodParams.getValue(SEASON).intValue()));
}
return forecast;
}
}

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@ -43,17 +43,8 @@ public class AddTrendNoSeason extends TimeSeriesMethod {
}
@Override
protected TimeSeries makeForecast(TimeSeries forecast) throws ModelingException {
protected TimeSeries makeForecast(TimeSeries forecast) {
for (int t = 1; t < forecast.getLength(); t++) {
/*int indexOffsetForModel = t + getModel().getLength() - 2;
sComponent.add(exponentialMethodParams.getValue(ALPHA) * forecast.getNumericValue(t-1)
+ (1 - exponentialMethodParams.getValue(ALPHA))
* (sComponent.get(indexOffsetForModel) - tComponent.get(indexOffsetForModel - 1)));
tComponent.add(exponentialMethodParams.getValue(BETA)
* (sComponent.get(indexOffsetForModel) - sComponent.get(indexOffsetForModel - 1))
+ (1 - exponentialMethodParams.getValue(BETA)) * tComponent.get(indexOffsetForModel - 1));*/
forecast.getValues().get(t).setValue(sComponent.get(sComponent.size() - 1) + tComponent.get(tComponent.size() - 1) * t);
}
return forecast;

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@ -27,4 +27,12 @@ public class ExponentialMethodParams {
public static ExponentialMethodParams of(ExponentialParamName param1, Double value1, ExponentialParamName param2, Double value2) {
return new ExponentialMethodParams(ImmutableMap.of(param1, value1, param2, value2));
}
public static ExponentialMethodParams of(ExponentialParamName param1, Double value1, ExponentialParamName param2, Double value2, ExponentialParamName param3, Double value3) {
return new ExponentialMethodParams(ImmutableMap.of(param1, value1, param2, value2, param3, value3));
}
public static ExponentialMethodParams of(ExponentialParamName param1, Double value1, ExponentialParamName param2, Double value2, ExponentialParamName param3, Double value3, ExponentialParamName param4, Double value4) {
return new ExponentialMethodParams(ImmutableMap.of(param1, value1, param2, value2, param3, value3, param4, value4));
}
}

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@ -1,5 +1,5 @@
package ru.ulstu.tsMethods.exponential;
public enum ExponentialParamName {
ALPHA, BETA, GAMMA
ALPHA, BETA, GAMMA, SEASON
}