88 lines
2.1 KiB
C
88 lines
2.1 KiB
C
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#ifndef TCS_H
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#define TCS_H
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#include "math.h"
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#include <iostream>
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#include <map>
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using namespace std;
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class TrackingControlSignal {
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private:
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map<double, double> Quant;
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double AlphaQuant(double alpha){
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return alpha;
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}
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double Eps;
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double Eps1;
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double Eps2;
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double alpha; // 0~1
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double gamma; //0.05 ~ 0.1
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bool estimateTCS(double TCS){
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return ((-1.2 * AlphaQuant(alpha / 2) * sqrt(gamma / (2 - gamma)) < TCS) &&
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(1.2 * AlphaQuant(1 - alpha / 2) * sqrt(gamma / (2 - gamma)) > TCS));
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}
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public:
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TrackingControlSignal::TrackingControlSignal(){
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}
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bool TrackingControlSignal::calcTCS(double realData, double forecastedData){
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//calcEps
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Eps = realData - forecastedData;
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//eps^ n eps~
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Eps1 = gamma * Eps + (1 - gamma) * Eps1;
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Eps2 = gamma * fabs(Eps) + (1 - gamma) * Eps2;
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return estimateTCS(Eps1 / Eps2);
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}
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vector<bool> TrackingControlSignal::HistoricalExpertControl(Method** values, double tsdiffval, int expertsCount){
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//init
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double diff = 0.0;
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vector<bool> res;
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vector<double> diffs;
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int activeExperts = expertsCount;
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for (int i = 0; i < expertsCount; i++){
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res.push_back(true);
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diffs.push_back(0.0);
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}
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int indMaxDiff = 0;
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bool isExcluded = true;
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//main algo
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while (isExcluded){
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//set exit flag
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isExcluded = false;
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//calc diffs between experts
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for (int i = 0; i < expertsCount; i++){
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for (int j = 0; j < expertsCount; j++){
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if ((i != j) && res[i] && res[j]){
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diffs[j] += fabs(values[j]->value - values[i]->value);
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if (diffs[j] > diffs[indMaxDiff]){
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indMaxDiff = j;
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}
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}
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}
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}
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//check max diff on trashhold
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if ((diffs[indMaxDiff] / activeExperts - 1) > tsdiffval){
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res[indMaxDiff] = false;
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isExcluded = true;
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activeExperts--;
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for (int i = 0; i < expertsCount; i++){
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diffs[i] = 0.0;
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}
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}
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if (activeExperts - 1 == 0){
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cout << "Something went wrong, all experts exept one was filltered." << endl;
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cout << "Hight probability that last expert wasn't correct!" << endl;
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cout << "See logs" << endl;
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return res;
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}
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}
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return res;
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}
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};
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#endif
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