//---------------------------------------------------------------------------
//---------------------------------------------------------------------------
public qData revisionParam()
{
//для каждого Betta вычислить производную
//сформировать матрицы А и g
// нормировать матрицы А и g
// найти h
// вычислить поправки
//oooooooooooooooooooooooooooooo
//ofstream @out = new ofstream("tmpModArm.rpt");
//@out << "Вычисление параметров модели АРСС";
//@out << "\n";
//oooooooooooooooooooooooooooooo
double delta = 0.1;
double cf_P = 0.1;
// double cf_P = 2.0;
double cf_E = 0.0001;
double cf_F2 = 1.8;
int p;
int q;
int k;
int n;
List<double> Zdm = new List<double>(); // ряд исхлдный
p = this.Np;
q = this.Nq;
k = p + q;
// p = ModelAR.size();
// q = ModelMA.size();
// k = Model.size();
Zdm = this.ZDM.get();
n = Zdm.Count;
List<double> A0 = new List<double>(n);
List<double> Ab = new List<double>(n);
List<double> B0 = new List<double>();
List<double> Bd = new List<double>();
List<double> BZero = new List<double>();
BZero = this.Model.get();
B0 = delZero(BZero, Mask);
//Удалить 3 посл. значения - tetta0 SgmA2, M; //B0.pop_back(); B0.pop_back(); B0.pop_back();
//создал Х
//List<List<double> > X = new List<List<double> >(k, List<double> (n, 0));
List<List<double>> X = new List<List<double>>(k);
for (int i = 0; i < k; i++)
{
X[i] = new List<double>(n);
}
// матрицы
qMData MA = new qMData();
qMData MG = new qMData(); // MG.set( MG.clcMtrx( G, G.size() ) );
qMData MH = new qMData(); // MH.set( MH.clcMtrx( H, H.size() ) );
try
{
for (int c = 0; c <= 100; c++)
{
// заполнение Х-------------
BZero = addZero(B0, Mask);
this.forecast(BZero, Zdm, ref A0, 0);
for (int i = 0; i < k; i++)
{
Bd = B0;
Bd[i] = Bd[i] + delta;
BZero = addZero(Bd, Mask);
this.forecast(BZero, Zdm, ref Ab, 0);
for (int j = 0; j < n; j++)
{
X[i][j] = (A0[j] - Ab[j]) / delta;
}
}
// Заполнение А
//List<List<double> > A = new List<List<double> >(k, List<double> (k, 0));
List<List<double>> A = new List<List<double>>(k);
for (int i = 0; i < k; i++)
{
A[i] = new List<double>(k);
}
for (int i = 0; i < k; i++)
{
for (int j = 0; j < k; j++)
{
double S = 0;
for (int t = 0; t < n; t++)
{
S += X[i][t] * X[j][t];
}
A[i][j] = S;
}
}
// Заполнение G
List<double> G = new List<double>(k);
for (int i = 0; i < k; i++)
{
double S = 0;
for (int t = 0; t < n; t++)
{
S += X[i][t] * A0[t]; //+++++++++++++++++++++++
}
G[i] = S;
}
// нормирующие величины
List<double> D = new List<double>(k);
for (int i = 0; i < k; i++)
{
D[i] = Math.Sqrt(A[i][i]);
}
// модифицировать
for (int i = 0; i < k; i++)
{
for (int j = 0; j < k; j++)
{
if (i != j)
{
double delitel;
delitel = D[i] * D[j];
if (delitel != 0)
{
A[i][j] = A[i][j] / delitel;
}
}
else
{
A[i][j] = 1 + cf_P;
}
}
}
for (int i = 0; i < k; i++)
{
if (D[i] != 0)
{
G[i] = G[i] / D[i];
}
}
//решение ур-Ыния Ah = g // заполнить матр А и обратить // умножить на g: H = Аобр*G
MA.set(A);
MG.set(MG.clcMtrx(G, G.Count));
//MA = MA.clcPIMatrix(MA.get());
throw new System.NotImplementedException();
MH = MA * MG;
List<double> H = new List<double>(k);
H = MH.clcVctr(MH.get());
for (int i = 0; i < k; i++)
{
if (D[i] != 0)
{
H[i] = H[i] / D[i];
}
}
for (int i = 0; i < k; i++)
{
Bd[i] = B0[i] + H[i];
}
// оценка остаточных ошибок
double Sb = 0;
double S0 = 0;
BZero = addZero(Bd, Mask);
this.forecast(BZero, Zdm, ref Ab, 0);
qData tClc = new qData();
S0 = tClc.clcAmountSquare(ref A0);
Sb = tClc.clcAmountSquare(ref Ab);
/*
@out << "Итерация:";
@out << "\t";
@out << c;
@out << "\n";
@out << "Текущие параметры:";
@out << "\n";
for(int i = 0; i < k; i++)
{
@out << "K[";
@out << i;
@out << "]:\t";
@out << B0[i];
@out << "\n";
}
@out << "Var(a): ";
@out << S0;
@out << "\n";
@out << "Вычисленные параметры:";
@out << "\n";
for(int i = 0; i < k; i++)
{
@out << "K[";
@out << i;
@out << "]:\t";
@out << Bd[i];
@out << "\n";
}
@out << "Var(a): ";
@out << Sb;
@out << "\n";
@out << "k_p: ";
@out << cf_P;
@out << "\n";
@out << "k_d: ";
@out << delta;
@out << "\n";
*/
if (Sb < S0)
{
B0 = Bd;
//oooooooooooooooooooooooooooooo
//@out << "Параметры обновлены";
//@out << "\n";
//oooooooooooooooooooooooooooooo
// достигнута сходимость если: H[i] < e
bool flag = true;
for (int i = 0; i < k; i++)
{
if (!((H[i] > -cf_E) && (H[i] < cf_E)))
{
flag = false;
}
}
if (flag == true)
{
//++++++++++++++++
// запомнить А матрицу
// запомнить а для расчета автокорреляций
//ShowMessage("Число итераций:"+IntToStr(c));
break;
}
else
{
cf_P = cf_P / cf_F2;
if (cf_P < 0.001)
{
cf_P = 0.001;
}
//qwooooooooooooooooo
//delta = delta/cf_F2;
//if( delta < 0.001){
// delta = 0.001;
//}//qwooooooooooooooooo
}
}
else
{
cf_P = cf_P * cf_F2;
if (cf_P > 8)
{
//cf_P = 5;
break;
}
//qwooooooooooooooooo
//delta = delta*cf_F2;
//if( delta > 0.1){
// delta = 0.1;
//}//qwooooooooooooooooo
}
}
//------------------------------
}
catch
{
throw new System.ApplicationException("Исключение при уточнении параметров");
//oooooooooooooooooooooooooooooo
//@out.close();
//oooooooooooooooooooooooooooooo
return Model;
}
//------------------------
List<double> PPar = new List<double>();
List<double> QPar = new List<double>();
BZero = addZero(B0, Mask);
//PPar.AddRange(BZero.GetEnumerator(), BZero.GetEnumerator() + P);
//QPar.AddRange(BZero.GetEnumerator()+P, BZero.GetEnumerator() + P+Q);
throw new System.NotImplementedException();
ModelAR.set(PPar);
ModelMA.set(QPar);
//------------------------
//oooooooooooooooooooooooooooooo
//@out.close();
//oooooooooooooooooooooooooooooo
qData tData = new qData();
tData.set(BZero);
//C++ TO C# CONVERTER WARNING: The following line was determined to be a copy assignment (rather than a reference assignment) - this should be verified and a 'CopyFrom' method should be created if it does not yet exist:
//ORIGINAL LINE: Model = tData;
Model.set(tData);
return tData;
}
//---------------------------------------------------------------------------
//C++ TO C# CONVERTER WARNING: 'const' methods are not available in C#:
//ORIGINAL LINE: qData clcParamMAK(int ap, int aq, qData aF) const
private qData clcParamMAK(int ap, int aq, qData aF)
{
int p = ap;
int q = aq;
List<double> F = new List<double>();
F = aF.get();
List<double> newACov = new List<double>(q + 1);
//C++ TO C# CONVERTER WARNING: The following line was determined to be a copy constructor call - this should be verified and a copy constructor should be created if it does not yet exist:
//ORIGINAL LINE: newACov = clcNewCov(p,q,aF);
newACov = clcNewCov(p, q, new qData(aF));
/*
ofstream @out = new ofstream("tmpModArm.rpt");
@out << "Предварительные оценки параметров скользящего среднего";
@out << "\n";
@out << "Квадратически сходящийся процесс";
@out << "\n";
*/
//------------------------------ //------------------------------
//квадратически сходящийся процесс
//------------------------------ // newACov[0] = 1.25; // newACov[1] = -0.5;
List<double> Tau = new List<double>(q + 1);
Tau[0] = Math.Sqrt(newACov[0]); // Tau[0] = Sgm(a)
List<double> f = new List<double>(q + 1);
//List<List<double> > T1 = new List<List<double> >(q+1, List<double> (q+1,0));
List<List<double>> T1 = new List<List<double>>(q + 1);
for (int i = 0; i < q + 1; i++)
{
T1[i] = new List<double>(q + 1);
}
//List<List<double> > T2 = new List<List<double> >(q+1, List<double> (q+1,0));
List<List<double>> T2 = new List<List<double>>(q + 1);
for (int i = 0; i < q + 1; i++)
{
T2[i] = new List<double>(q + 1);
}
qMData TAU = new qMData();
TAU.set(TAU.clcMtrx(Tau, Tau.Count));
qMData t1 = new qMData();
qMData t2 = new qMData();
qMData T = new qMData();
qMData FF = new qMData();
//------------------------------
List<double> Tetta;
try
{
int MaxCount = 30;
for (int i = 0; i < MaxCount; i++)
{
//------------------------------
for (int j = 0; j <= q; j++)
{
double s = 0;
for (int k = 0; k <= q - j; k++)
{
s += Tau[k] * Tau[k + j];
}
f[j] = s - newACov[j];
}
FF.set(FF.clcMtrx(f, f.Count));
//------------------------------
//T1 = new List<List<double> > (q+1, List<double> (q+1,0));
T1 = new List<List<double>>(q + 1);
for (int j = 0; j < q + 1; j++)
{
T1[j] = new List<double>(q + 1);
}
//T2 = new List<List<double> > (q+1, List<double> (q+1,0));
T2 = new List<List<double>>(q + 1);
for (int j = 0; j < q + 1; j++)
{
T2[j] = new List<double>(q + 1);
}
for (int j = 0; j <= q; j++)
{
//std.copy(Tau.GetEnumerator()+j,Tau.end(), T1[j].GetEnumerator());
//std.copy(Tau.GetEnumerator(), Tau.end()-i,T2[j].GetEnumerator()+j);
throw new System.NotImplementedException();
;
}
t1.set(T1);
t2.set(T2);
T = t1 + t2;
//T = T.clcPIMatrix(T.get()); // T1 = T.get();//++++++++++++++
throw new System.NotImplementedException();
////T = T.clcInverseMatrix( T.get() ); // T1 = T.get();//++++++++++++++
//------------------------------
FF = T * FF; // h = FF // T1 = FF.get();//++++++++++++++
TAU = TAU - FF; // Tau = Tau - h // T1 = TAU.get();//++++++++++++++
Tau = TAU.clcVctr(TAU.get());
//------------------------------
/*
@out << "Итерация:";
@out << "\t";
@out << i;
@out << "\n";
*/
Tetta = new List<double>(q + 1);
for (int j = 1; j <= q; j++)
{
Tetta[j] = -(Tau[j] / Tau[0]);
/*
@out << "Тетта[";
@out << i;
@out << "]:\t";
@out << Tetta[i];
@out << "\n";
*/
}
//@out << "Var(a): ";
//@out << Tau[0]*Tau[0];
//@out << "\n";
//oooooooooooooooooooooooooooooo
bool flag = true;
for (int j = 0; j <= q; j++)
{
if (!((f[j] > -0.005) && (f[j] < 0.005)))
{
flag = false;
}
}
if (flag)
{
//ShowMessage("КСП число итераций:"+IntToStr(i)); ////////////////////////////
break;
}
if (i == MaxCount - 1)
{
throw new System.ApplicationException();
}
}
//------------------------------
}
catch
{
//ShowMessage("clcParamMAK исключение: квадратически сходящийся процесс");///
//oooooooooooooooooooooooooooooo
//@out.close();
//oooooooooooooooooooooooooooooo
//C++ TO C# CONVERTER WARNING: The following line was determined to be a copy constructor call - this should be verified and a copy constructor should be created if it does not yet exist:
//ORIGINAL LINE: return clcParamMAL2(p,q,aF);
return clcParamMAL2(p, q, new qData(aF));
}
//------------------------------ //------------------------------
Tetta = new List<double>(q + 1);
Tetta = new List<double>(q + 1);
for (int i = 1; i <= q; i++)
{
Tetta[i] = -(Tau[i] / Tau[0]);
}
//------------------------------ //------------------------------
//oooooooooooooooooooooooooooooo
//@out.close();
//oooooooooooooooooooooooooooooo
//C++ TO C# CONVERTER TODO TASK: There is no direct equivalent to the STL vector 'erase' method in C#:
Tetta.RemoveAt(0); // удалить Tetta0
qData tData = new qData(Tetta);
return tData;
}