ts-aggregator/project_template/Fuzzy.cpp

#include "StdAfx.h"
#include "Fuzzy.h"
#include <iostream>
#include "Param.h"
#include <time.h>

Fuzzy::Fuzzy(string trendType, string seasonType, vector<double> timeSeries, int countPointForecast){
	this->countPointForecast	= countPointForecast;
	this->trendType				= trendType;
	this->seasonType			= seasonType;
	this->x						= timeSeries;
	this->partition();
}

Fuzzy::~Fuzzy(void) {
}

void Fuzzy::init() {
	defineUniversum();
	fuzzyTs.clear();
}

// îïðåäåëèòü óíèâåðñóì äëÿ âðåìåííîãî ðÿäà
// èùåì ìàêñèìóì, ìèíèìóì, ïðîèçâîäèì ðàçáèåíèå íà çàäàííûå èíòåðâàëû
void Fuzzy::defineUniversum() {
	this->universumMax	= x[0];
	this->universumMin	= x[0];
	for (int i = 1; i < x.size(); i++) {
		if (universumMax < x[i]) {
			universumMax = x[i];
		}
		if (universumMin > x[i]) {
			universumMin = x[i];
		}
	}

	// ñîçäàåì ôóíêöèè ïðèíàäëåæíîñòè
	// ïðèíèìàåì ïî óìîë÷àíèþ, ÷òî ñîñåäíèå ïåðåêðûâàþòñÿ íà ïîëîâèíó ìåæäó ñîáîé
	// ðàç åñòü êîëè÷åñòâî èíòåðâàëîâ, òî âû÷èñëÿåì ðàçìåð îñíîâàíèÿ òðåóãîëüíèêà
	double baseSize = (universumMax - universumMin) / countFuzzyParts; 
	a.resize(countFuzzyParts + 1);
	for (int i=0; i < countFuzzyParts + 1;i++){
		a[i] = (A(universumMin + (i-1) * baseSize, universumMin + (i+1)*baseSize));
	}
}

// ôàççèôèöèðîâàòü òîëüêî îäíó òî÷êó
// âîçâðàùàåò èíäåêñ ôóíêöèè ïðèíàäëåæíîñòè ñ ìàêñèìàëüíûì çíà÷åíèåì
int Fuzzy::fuzzyfication(double value) {
	// ïåðåáèðàåì âñå ôóíêöèè ïðèíàäëåæíîñòè, 
	// åñëè íàøëè íàèáîëüøóþ ñòåïåíü ïðèíàäëåæíîñòè, òî ôèêñèðóåì èíäåêñ ôóíêöèè
	int indMax = 0;
	double max = a[0].getValue(value);
	for (int j =0; j < a.size(); j++) {
		if (a[j].getValue(value) > max) {
			indMax = j;
			max = a[j].getValue(value);
		}
	}
	return indMax;
}

void Fuzzy::createRules() {
	rulesIn.clear();
	rulesIn.resize(fuzzyTs.size() - countRulesIn);
	rulesOut.clear();
	rulesOut.resize(fuzzyTs.size() - countRulesIn);
	for (int i=0; i < fuzzyTs.size() - countRulesIn; i ++) {
		vector<int> v;
		v.resize(countRulesIn);
		for (int j=i; j < i + countRulesIn; j++) {	
			v[j-i] = fuzzyTs[j];
		}
		rulesIn[i] = v;
		rulesOut[i] = fuzzyTs[i+countRulesIn];
	}
}


vector<int> Fuzzy::searchRules(vector<int> inPart) {
	vector<int> res(rulesOut.size());
	int countRes = 0;
	for (int i = 0; i < rulesIn.size(); i++) {
		bool isRuleFound = true;
		for (int j = 0; j < rulesIn[i].size(); j++) {	
			if (rulesIn[i][j] != inPart[j]) {
				isRuleFound = false;
			}
		}
		if (isRuleFound) {
			res[countRes++] = rulesOut[i];
		}
	}
	res.resize(countRes);
	return res;
}

vector<int> Fuzzy::searchRulesForSeason(int index) {
	vector<int> res;
	int i =index - p;
	while (i > 0) {
		res.push_back(fuzzyfication(x[i]));
		i -= p;
	}
	return res;
}


void Fuzzy::createModelForEstimation() {
	init();
	fuzzyTs.resize(xLearning.size());
	for (int t = 0; t < xLearning.size(); t++) {
		fuzzyTs[t] = fuzzyfication(xLearning[t]);
	}
	createRules();

	forecast.clear();
	forecast.resize(fuzzyTs.size()+countPointForecast);
	for (int i=0; i < fuzzyTs.size();i++) {
		forecast[i] = defuzzyfication(fuzzyTs[i]);
	}
	int k = fuzzyTs.size();


	for (int i=0; i < countPointForecast;i++) {
		vector<int> lastPoints;
		lastPoints.resize(countRulesIn);
		for (int j = countRulesIn; j > 0; j--) {
			lastPoints[countRulesIn -j] = (fuzzyTs[fuzzyTs.size() - j]);
		}
		vector<int> foundFuncs = searchRules(lastPoints);
		if (foundFuncs.size() == 0) {
			foundFuncs.push_back(fuzzyTs[fuzzyTs.size()-1]);
		}
		double sum = 0;

		for (int j =0; j < foundFuncs.size(); j++) {
			sum += a[foundFuncs[j]].getValueAtTop();	
		}
		// òðåíäîâàÿ ñîñòàâëÿþùàÿ
		double globInfo = sum / foundFuncs.size();
		A at = this->a[fuzzyTs[fuzzyTs.size()-1]];
		A atPrev = this->a[fuzzyTs[fuzzyTs.size()-2]];
		double localInfo = at.getLeft() + (at.getRight() - at.getLeft())/2 + (at.getValueAtTop() - atPrev.getValueAtTop()) / (at.getValueAtTop() + atPrev.getValueAtTop());
		
		// ñåçîííàÿ êîìïîíåíòà
		vector<int> foundSeasonFuncs = searchRulesForSeason(fuzzyTs.size());

		sum = 0;
		for (int j =0; j < foundSeasonFuncs.size(); j++) {
			sum += a[foundSeasonFuncs[j]].getValueAtTop();	
		}
		double valueAtSeason = sum / foundSeasonFuncs.size();

		if (trendType.compare("None") == 0) {
			if (seasonType.compare("None") == 0) {
				forecast[i+k] = (localInfo);
			} else if (seasonType.compare("Add") == 0) {
				forecast[i+k] = (gamma * localInfo + (1-gamma) * valueAtSeason);
			}
		} else if (trendType.compare("Add") == 0) {
			if (seasonType.compare("None") == 0) {
				forecast[i+k] = (delta * localInfo + (1-delta) * globInfo);
			} else if (seasonType.compare("Add") == 0) {
				forecast[i+k] = (gamma * delta * localInfo + (1-gamma) * valueAtSeason + (1-delta) * globInfo);
			}
		}
		int index = fuzzyfication(forecast[i+k]);
		// äîáàâèòü ïðîãíîçóþ òî÷êó â êîíåö ðÿäà
		fuzzyTs.push_back(index);
		xLearning.push_back(forecast[i+k]);
		createRules();
	}
	for (int i=0; i < countPointForecast;i++) {
		fuzzyTs.pop_back();
		rulesIn.pop_back();
		rulesOut.pop_back();
		xLearning.pop_back();
	}

}


// ôàççèèêàöèÿ, ñîçäàòü ñïèñîê ôóíêöèé ïðèíàäëåæíîñòè ïî âñåìó ðÿäó
void Fuzzy::createModel() {
	init();
	fuzzyTs.resize(x.size());
	for (int i = 0; i < x.size(); i++) {
		fuzzyTs[i] = fuzzyfication(x[i]);
	}
	createRules();

	forecast.clear();
	forecast.resize(fuzzyTs.size()+countPointForecast);
	for (int i=0; i < fuzzyTs.size();i++) {
		forecast[i] = defuzzyfication(fuzzyTs[i]);
	}
	int k = fuzzyTs.size();

	for (int i=0; i < countPointForecast;i++) {
		vector<int> lastPoints;
		lastPoints.resize(countRulesIn);
		for (int j = countRulesIn; j > 0; j--) {
			lastPoints[countRulesIn -j] = (fuzzyTs[fuzzyTs.size() - j]);
		}
		vector<int> foundFuncs = searchRules(lastPoints);
		if (foundFuncs.size() == 0) {
			foundFuncs.push_back(fuzzyTs[fuzzyTs.size()-1]);
		}
		double sum = 0;

		for (int j =0; j < foundFuncs.size(); j++) {
			sum += a[foundFuncs[j]].getValueAtTop();	
		}
		// òðåíäîâàÿ ñîñòàâëÿþùàÿ
		double globInfo = sum / foundFuncs.size();
		A at = this->a[fuzzyTs[fuzzyTs.size()-1]];
		A atPrev = this->a[fuzzyTs[fuzzyTs.size()-2]];
		double localInfo = at.getLeft() + (at.getRight() - at.getLeft())/2 + (at.getValueAtTop() - atPrev.getValueAtTop()) / (at.getValueAtTop() + atPrev.getValueAtTop());
		
		// ñåçîííàÿ êîìïîíåíòà
		vector<int> foundSeasonFuncs = searchRulesForSeason(fuzzyTs.size());

		sum = 0;
		for (int j =0; j < foundSeasonFuncs.size(); j++) {
			sum += a[foundSeasonFuncs[j]].getValueAtTop();	
		}
		double valueAtSeason = sum / foundSeasonFuncs.size();

		if (trendType.compare("None") == 0) {
			if (seasonType.compare("None") == 0) {
				forecast[i+k] = (localInfo);
			} else if (seasonType.compare("Add") == 0) {
				forecast[i+k] = (gamma * localInfo + (1-gamma) * valueAtSeason);
			}
		} else if (trendType.compare("Add") == 0) {
			if (seasonType.compare("None") == 0) {
				forecast[i+k] = (delta * localInfo + (1-delta) * globInfo);
			} else if (seasonType.compare("Add") == 0) {
				forecast[i+k] = (gamma * delta * localInfo + (1-gamma) * valueAtSeason + (1-delta) * globInfo);
			}
		}
		int index = fuzzyfication(forecast[i+k]);
		// äîáàâèòü ïðîãíîçóþ òî÷êó â êîíåö ðÿäà
		fuzzyTs.push_back(index);
		x.push_back(forecast[i+k]);
		createRules();
	}
	for (int i=0; i < countPointForecast;i++) {
		fuzzyTs.pop_back();
		rulesIn.pop_back();
		rulesOut.pop_back();
		x.pop_back();
	}
}



vector<double> Fuzzy::getForecast() {
	vector<double> result;
	for (unsigned int i = forecast.size() - countPointForecast; i < forecast.size(); i++) {
		result.push_back(forecast[i]);
	}
	return forecast;
}

double Fuzzy::defuzzyfication(int index) {
	return this->a[index].getValueAtTop();
}

void Fuzzy::setParam(string paramName, double value) {
	if (paramName.compare("countFuzzyParts") == 0) {
		this->countFuzzyParts = value;
	} else if (paramName.compare("countRulesIn") == 0) {
		if (this->xLearning.size() < value) {
			this->countRulesIn = this->xLearning.size();
		} else {
			this->countRulesIn = value;
		}
	} else if (paramName.compare("p") == 0) {
		this->p = value;
	} else if (paramName.compare("gamma") == 0) {
		this->gamma = value;
	} else if (paramName.compare("delta") == 0) {
		this->delta = value;
	}
	if (paramName.compare("0") == 0) {
		this->countFuzzyParts = value * 100;
	} else if (paramName.compare("1") == 0) {
		if (this->xLearning.size() < value * 5) {
			this->countRulesIn = this->xLearning.size();
		} else {
			this->countRulesIn = value * 5;
		}
	} else if (paramName.compare("2") == 0) {
		this->gamma = value;
	} else if (paramName.compare("3") == 0) {
		this->delta = value;
	}
}


// ìåòîä ïîëó÷åíèÿ îöåíêè ìîäåëè
double Fuzzy::calcEstimation(Aic *aic) {
	return aic->getValue(3, this->xEstimation, this->forecast);
}

// ìåòîä ïîëó÷åíèÿ îïòèìèçèðîâàííîãî çíà÷åíèÿ îäíîãî ïàðàìåòðà
// TODO: ðåàëèçîâàòü
Param* Fuzzy::optimize(Estimation *est) {
	Param *optimal = new Param();
	double minSmape = 99999;
	for (double gam = 0; gam < 1; gam+= 0.1) {
		cout << "fuzzy " << gam << " èç 1" <<"\n";;
			for (double del = 0; del < 1;del+= 0.1) {
				for (double cri = 1; cri < 5;cri+= 1) {
					for (double cfp = 2; cfp < 50;cfp+= 2) {
				this->setParam("gamma", gam);
				this->setParam("delta", del);
				this->setParam("countRulesIn", cri);
				this->setParam("countFuzzyParts", cfp);
				double smapeValue = 0;
				int maxShift = 5;
				if (maxShift > this->countPointForecast) {
					maxShift = this->countPointForecast-1;
				}
				this->countPointForecast -= maxShift;
				for (int shift=0; shift <= maxShift; shift++) {
					this->partition();
					this->createModelForEstimation();
					smapeValue += est->getValue(x, getForecast());
					this->countPointForecast++;
				}
				this->countPointForecast--;
				smapeValue = smapeValue / maxShift;
				if (minSmape > smapeValue) {
					minSmape = smapeValue;
					optimal->gamma = gam;
					optimal->delta = del;
					optimal->estim = smapeValue;
					optimal->countFuzzyParts = cfp;
					optimal->countRulesIn = cri;
					}
				}
			}
		}
	}
	return optimal;
}


int	Fuzzy::getNamberParam() {
	return 4;
}