92 lines
4.4 KiB
Java
92 lines
4.4 KiB
Java
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 ru.ulstu.tsMethods.exponential.param.*;
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import java.util.ArrayList;
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import java.util.List;
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public class AddTrendAddSeason extends TimeSeriesMethod {
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private final TimeSeriesMethodParamValue<Alpha> alpha;
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private final TimeSeriesMethodParamValue<Beta> beta;
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private final TimeSeriesMethodParamValue<Gamma> gamma;
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private final TimeSeriesMethodParamValue<Season> season;
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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,
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TimeSeriesMethodParamValue<Alpha> alpha,
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TimeSeriesMethodParamValue<Beta> beta,
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TimeSeriesMethodParamValue<Gamma> gamma,
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TimeSeriesMethodParamValue<Season> season) throws ModelingException {
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super(timeSeries);
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this.alpha = alpha;
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this.beta = beta;
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this.gamma = gamma;
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this.season = season;
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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 < season.getValue().intValue(); t++) {
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sComponent.add(alpha.getDoubleValue() * originalTimeSeries.getNumericValue(t)
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+ (1 - alpha.getDoubleValue())
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* (sComponent.get(t - 1) + tComponent.get(t - 1)));
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tComponent.add(beta.getDoubleValue()
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* (sComponent.get(t) - sComponent.get(t - 1))
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+ (1 - beta.getDoubleValue()) * tComponent.get(t - 1));
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iComponent.add(gamma.getDoubleValue() * originalTimeSeries.getNumericValue(t) / sComponent.get(sComponent.size() - 1)
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+ (1 - gamma.getDoubleValue()) * 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 = season.getIntValue();
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t < originalTimeSeries.getValues().size(); t++) {
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sComponent.add(alpha.getDoubleValue() * originalTimeSeries.getNumericValue(t)
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/ iComponent.get(t - season.getIntValue())
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+ (1 - alpha.getDoubleValue())
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* (sComponent.get(t - 1) + tComponent.get(t - 1)));
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tComponent.add(beta.getDoubleValue()
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* (sComponent.get(t) - sComponent.get(t - 1))
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+ (1 - beta.getDoubleValue()) * tComponent.get(t - 1));
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iComponent.add(gamma.getDoubleValue() * originalTimeSeries.getNumericValue(t) / sComponent.get(sComponent.size() - 1)
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+ (1 - gamma.getDoubleValue()) * iComponent.get(t - season.getIntValue()));
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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() < season.getIntValue()) {
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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(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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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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}
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return forecast;
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}
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}
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