/*
* Encog(tm) Core v3.3 - Java Version
* http://www.heatonresearch.com/encog/
* https://github.com/encog/encog-java-core
* Copyright 2008-2014 Heaton Research, Inc.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
* For more information on Heaton Research copyrights, licenses
* and trademarks visit:
* http://www.heatonresearch.com/copyright
*/
package org.encog.app.analyst.csv;
import java.util.ArrayList;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import org.encog.app.analyst.AnalystError;
import org.encog.app.analyst.EncogAnalyst;
import org.encog.app.analyst.script.normalize.AnalystField;
import org.encog.util.EngineArray;
/**
* A utility used to breat data into time-series lead and lag.
*/
public class TimeSeriesUtil {
/**
* The lag depth.
*/
private final int lagDepth;
/**
* The lead depth.
*/
private final int leadDepth;
/**
* The total depth.
*/
private final int totalDepth;
/**
* The analyst to use.
*/
private final EncogAnalyst analyst;
/**
* The input size.
*/
private final int inputSize;
/**
* The output size.
*/
private final int outputSize;
/**
* The buffer to hold the time-series data.
*/
private final List<double[]> buffer = new ArrayList<double[]>();
/**
* The heading map.
*/
private final Map<String, Integer> headingMap
= new HashMap<String, Integer>();
/**
* Construct the time-series utility.
* @param theAnalyst The analyst to use.
* @param headings The column headings.
*/
public TimeSeriesUtil(final EncogAnalyst theAnalyst, boolean includeOutput,
final List<String> headings) {
this.analyst = theAnalyst;
this.lagDepth = analyst.getLagDepth();
this.leadDepth = analyst.getLeadDepth();
this.totalDepth = this.lagDepth + this.leadDepth + 1;
this.inputSize = includeOutput ? analyst.determineTotalColumns() : analyst.determineTotalInputFieldCount();
this.outputSize = analyst.determineInputCount()
+ analyst.determineOutputCount();
int headingIndex = 0;
for (final String column : headings) {
this.headingMap.put(column, headingIndex++);
}
}
/**
* @return the analyst
*/
public EncogAnalyst getAnalyst() {
return this.analyst;
}
/**
* @return the buffer
*/
public List<double[]> getBuffer() {
return this.buffer;
}
/**
* @return the headingMap
*/
public Map<String, Integer> getHeadingMap() {
return this.headingMap;
}
/**
* @return the inputSize
*/
public int getInputSize() {
return this.inputSize;
}
/**
* @return the lagDepth
*/
public int getLagDepth() {
return this.lagDepth;
}
/**
* @return the leadDepth
*/
public int getLeadDepth() {
return this.leadDepth;
}
/**
* @return the outputSize
*/
public int getOutputSize() {
return this.outputSize;
}
/**
* @return the totalDepth
*/
public int getTotalDepth() {
return this.totalDepth;
}
/**
* Process a row.
* @param input The input.
* @return The output.
*/
public double[] process(final double[] input) {
if (input.length != this.inputSize) {
throw new AnalystError("Invalid input size: " + input.length
+ ", should be " + this.inputSize);
}
this.buffer.add(0, EngineArray.arrayCopy(input));
// are we ready yet?
if (this.buffer.size() < this.totalDepth) {
return null;
}
// create output
final double[] output = new double[this.outputSize];
int outputIndex = 0;
for (final AnalystField field : this.analyst.getScript().getNormalize()
.getNormalizedFields()) {
if (!field.isIgnored()) {
if (!this.headingMap.containsKey(field.getName())) {
throw new AnalystError("Undefined field: "
+ field.getName());
}
final int headingIndex = this.headingMap.get(field.getName());
final int timeslice = translateTimeSlice(field.getTimeSlice());
final double[] row = this.buffer.get(timeslice);
final double d = row[headingIndex];
output[outputIndex++] = d;
}
}
// keep the buffer at a good size
while (this.buffer.size() > this.totalDepth) {
this.buffer.remove(this.buffer.size() - 1);
}
return output;
}
/**
* Translate a timeslice from a pos/neg number to a displacement
* into the buffer.
* @param index The index.
* @return The translated displacement.
*/
private int translateTimeSlice(final int index) {
return Math.abs(index - this.leadDepth);
}
}