54 lines
1.1 KiB
C
54 lines
1.1 KiB
C
|
#ifndef VOVK_H
|
||
|
|
#define VOVK_H
|
||
|
|
#include "Method.h"
|
||
|
|
#include "Preparator.h"
|
||
|
|
struct AggModel {
|
||
|
|
|
||
|
|
char * name;
|
||
|
|
double weight;
|
||
|
|
double value;
|
||
|
|
Method* expert;
|
||
|
|
|
||
|
|
};
|
||
|
|
|
||
|
|
using namespace std;
|
||
|
|
class Vovk {
|
||
|
|
|
||
|
|
private:
|
||
|
|
/*int expertsCount = 0;
|
||
|
|
int activeExpertsCount = 0;
|
||
|
|
double beta = 0.5;
|
||
|
|
int step = 0;
|
||
|
|
double forecast = 0;
|
||
|
|
double addWeightFromSleepEx = 0.0;*/
|
||
|
|
int expertsCount;
|
||
|
|
int activeExpertsCount;
|
||
|
|
double beta;
|
||
|
|
int step;
|
||
|
|
double forecast;
|
||
|
|
double addWeightFromSleepEx;
|
||
|
|
vector<double> timeSeria;
|
||
|
|
Method** models;
|
||
|
|
void getNewExpertsValues();
|
||
|
|
void checkExperts();
|
||
|
|
//ret - log(beta, sum(1..n) weight * pow(beta, L))
|
||
|
|
double recalculateWeights(double nextRealValue);
|
||
|
|
//double timeSeriaDiff = 0;
|
||
|
|
double timeSeriaDiff;
|
||
|
|
Preparator *prep;
|
||
|
|
void calculateTimeSeriaDiff(vector<double> timeSeria);
|
||
|
|
public:
|
||
|
|
void setBeta(double beta);
|
||
|
|
bool useSingleTrashhold ;
|
||
|
|
double forecastHorizont;
|
||
|
|
double singleTrashhold;
|
||
|
|
bool useModelTrashhold;
|
||
|
|
double modelTrashhold;
|
||
|
|
Vovk(vector<double>, int, Method**);
|
||
|
|
~Vovk();
|
||
|
|
double getForecast();
|
||
|
|
void updateTS(double nextRealValue);
|
||
|
|
void addMethod(AggModel);
|
||
|
|
};
|
||
|
|
#endif
|