ts-aggregator/project_template/AicWeights.cpp

#include "StdAfx.h"
#include <iostream>
#include <math.h>
#include "AicWeights.h"

using namespace std;

AicWeights::AicWeights(){
	delta = 0.5;
	N = 0.5;
}

AicWeights::~AicWeights(){
}

double AicWeights::getMinValue(vector<double> AicValues){
	double res = AicValues[0];
	for (int i = 0; i < AicValues.size(); i++){
		if (AicValues[i] < res){
			res = AicValues[i];
		}
	}
	return res;
}

vector<double> AicWeights::calculateWeights(vector<double> AicValues){
	vector<double> diffs;
	double minWeight = getMinValue(AicValues);
	double sum = 0;
	for (int i = 0; i < AicValues.size(); i++){
		diffs.push_back(AicValues[i] - minWeight);
		sum += exp(-0.5 * (AicValues[i] - minWeight));
	}
	vector<double> res;
	for (int i = 0; i < AicValues.size(); i++){
		res.push_back(exp(-0.5 *diffs[i]) / sum);
	}
	double check = 0;
	for (int i = 0; i < res.size(); i++){
		check += res[i];
	}
	return res;
}

//timeSeria -  Real process time seria value vector.
//forecastedSeries - Vector of vectors of the forecasted values. 
//Inner vectors must have the same length that timeSeria. Usually need cut timeSeria.
double AicWeights::alpha(vector<double> timeSeria, vector<vector<double>> forecastedSeries){
	double alphaRes = abs(timeSeria[0] - forecastedSeries[0][0]);
	for (int j = 0; j < forecastedSeries.size(); j++){
		for (int i = 0; i < forecastedSeries[j].size(); i++){
			if (alphaRes < abs(timeSeria[i] - forecastedSeries[j][i])){
				alphaRes = abs(timeSeria[i] - forecastedSeries[j][i]);
			}
		}
	}
	return alphaRes;
}

double AicWeights::beta(vector<double> timeSeria, vector<vector<double>> forecastedSeries){
	double betaRes = abs(timeSeria[0] - forecastedSeries[0][0]);
	for (int j = 0; j < forecastedSeries.size(); j++){
		for (int i = 0; i < forecastedSeries[j].size(); i++){
			if (betaRes > abs(timeSeria[i] - forecastedSeries[j][i])){
				betaRes = abs(timeSeria[i] - forecastedSeries[j][i]);
			}
		}
	}
	return betaRes;
}

double AicWeights::grayBasicWeight(double relativeError, vector<double> timeSeria, vector<vector<double>> forecastedSeries){
	return (alpha(timeSeria, forecastedSeries) + beta(timeSeria, forecastedSeries) * delta) / abs(relativeError)
		+ beta(timeSeria, forecastedSeries) * delta;
}

double AicWeights::grayTendency(double forecastedTendency, vector<double> timeSeria, vector<vector<double>> forecastedSeries){

	return (alpha(timeSeria, forecastedSeries) + beta(timeSeria, forecastedSeries) * delta) / abs(forecastedTendency)
		+ beta(timeSeria, forecastedSeries) * delta;
}

double AicWeights::delta;
double AicWeights::N;
//e(i)
double AicWeights::relativeError(double value, double forecastedValue){
	return (value - forecastedValue) / value;
}

//c(i)
double AicWeights::forecastedTendency(vector<double> realSeria){
	double sum = 0;
	for (int i = 0; i < realSeria.size() - 1; i++){
		sum += realSeria[i];
	}
	return (realSeria[realSeria.size() - 1] - (1 / (realSeria.size() - 2)) * sum) / realSeria[realSeria.size() - 1];
}

//n -  positive number,usually n = 0.5
//i - forecasted value number
double AicWeights::adaptiveControlCoefficient(int i){
	double acc = 0;
	acc = 1 - pow(((i - 1) / i), N);
	return acc;
}

vector<double> AicWeights::calculateFuzzyAdaptiveWeights(vector<double> timeSeria, vector<vector<double>> forecastedSeries){
	vector<double> fweights;
	for (int i = 0; i < forecastedSeries.size(); i++){
		fweights.push_back(adaptiveControlCoefficient(timeSeria.size())* grayBasicWeight(relativeError(timeSeria[timeSeria.size() - 1], forecastedSeries[i][forecastedSeries[i].size() - 1]), timeSeria, forecastedSeries)
			+ (1 - adaptiveControlCoefficient(timeSeria.size())) * grayTendency(forecastedTendency(timeSeria), timeSeria, forecastedSeries));
	}
	//normalization
	double sum = 0;
	for (int i = 0; i < fweights.size(); i++){
		sum += fweights[i];
	}
	for (int i = 0; i < fweights.size(); i++){
		fweights[i] = fweights[i] / sum;
	}
	double check = 0;
	for (int i = 0; i < fweights.size(); i++){
		check += fweights[i];
	}
	return fweights;
}