public void DetectModelChange()
{
// change underlying model and see if it adapts
var model = new ARModel(0, new double[] { 0.5 });
var detector = new TournamentArtifactDetector(3, 1000, 1, 1);
var r = new Random(12345);
var last = 10 * r.NextDouble();
// extra 2 to ensure underlying ARArtifactDetector is primed
for (int i = 0; i < 1002; i++)
{
Assert.False(detector.Detect(last));
last = model.Predict(last) + 10 * r.NextDouble();
}
model = new ARModel(100, new double[] { 0.5 });
for (int i = 0; i < 1000; i++)
{
detector.Detect(last);
last = model.Predict(last) + 10 * r.NextDouble();
}
for (int i = 0; i < 100; i++)
{
Assert.False(detector.Detect(last));
last = model.Predict(last) + 10 * r.NextDouble();
}
}
public void ARModelPredict()
{
var ar1 = new ARModel(0, new double[] { 0.5 });
var X = new double[] {
1,
1,
1.0 * 0.5,
1.0 * 0.5 * 0.5,
1.0 * 0.5 * 0.5 * 0.5,
1.0 * 0.5 * 0.5 * 0.5 * 0.5,
};
for (int i = 0; i < X.Length - 1; i++)
{
Assert.AreEqual(X[i + 1], ar1.Predict(X[i]));
}
var ar2 = new ARModel(0, new double[] { 0.3, 0.3 });
X = new double[] {
1,
1,
1,
0.6,
0.48,
0.324,
0.2412,
0.16956,
};
for (int i = 0; i < X.Length - 1; i++)
{
IsWithinThreshold(X[i + 1], ar2.Predict(X[i]));
}
}
public void DetectNormal()
{
var model = new ARModel(0, new double[] { 0.5 });
var detector = new TournamentArtifactDetector(1, 1000, 1, 100);
var r = new Random(12345);
var last = r.NextDouble();
// prime detector
for (int i = 0; i < 1005; i++)
{
detector.Detect(last);
last = model.Predict(last) + r.NextDouble();
}
//last = model.Predict(last) + r.NextDouble();
for (int i = 0; i < 10; i++)
{
Assert.False(detector.Detect(last));
last = model.Predict(last) + r.NextDouble();
}
}
public void DetectNormal()
{
var generator = new ARModel(0, new double[] { 1 });
var arDetector = new ARArtifactDetector(generator);
double last = 1.0;
for (int i = 0; i < 1000; i++)
{
var next = generator.Predict(last);
Assert.False(arDetector.Detect(next));
last = next;
}
}
public void DetectArtifact()
{
var model = new ARModel(0, new double[] { 0.5 });
var detector = new TournamentArtifactDetector(1, 1000, 1, 1);
var r = new Random(12345);
var last = 10 * r.NextDouble();
// extra 2 to ensure underlying ARArtifactDetector is primed
for (int i = 0; i < 1002; i++)
{
Assert.False(detector.Detect(last));
last = model.Predict(last) + 10 * r.NextDouble();
}
// high-amplitude artifact for 100 samples
for (int i = 0; i < 100; i++)
{
Assert.True(detector.Detect(last + 1000));
}
}