/// <summary>
/// Generates the Mackey-Glass time series
/// </summary>
/// <param name="length">The required length.</param>
/// <param name="tau">The tau (backward deepness 2-18).</param>
/// <param name="b">The b coefficient.</param>
/// <param name="c">The c coefficient.</param>
public static List <double> GenMackeyGlassTimeSeries(int length, int tau = 18, double b = 0.1, double c = 0.2)
{
MackeyGlassGeneratorSettings settings = new MackeyGlassGeneratorSettings(tau, b, c);
MackeyGlassGenerator generator = new MackeyGlassGenerator(settings);
return(GenTimeSeries(generator, length));
}
//Methods
public void Run()
{
MackeyGlassGeneratorSettings modSettings = new MackeyGlassGeneratorSettings(18, 0.1, 0.2);
IGenerator generator = new MackeyGlassGenerator(modSettings);
int steps = 100;
for (int i = 0; i < steps; i++)
{
Console.WriteLine(generator.Next());
}
Console.ReadLine();
generator.Reset();
for (int i = 0; i < steps; i++)
{
Console.WriteLine(generator.Next());
}
Console.ReadLine();
///*
SimpleIFSettings settings = new SimpleIFSettings(1,
new RandomValueSettings(15, 15),
new RandomValueSettings(0.05, 0.05),
new RandomValueSettings(5, 5),
new RandomValueSettings(20, 20),
0
);
IActivationFunction af = ActivationFactory.Create(settings, new Random(0));
//*/
TestActivation(af, 800, 0.15, 10, 600);
return;
}
private void GenSteadyPatternedMGData(int minTau, int maxTau, int tauSamples, int patternLength, double verifyRatio, string path)
{
CsvDataHolder trainingData = new CsvDataHolder(DelimitedStringValues.DefaultDelimiter);
CsvDataHolder verificationData = new CsvDataHolder(DelimitedStringValues.DefaultDelimiter);
int verifyBorderIdx = (int)(tauSamples * verifyRatio);
for (int tau = minTau; tau <= maxTau; tau++)
{
MackeyGlassGenerator mgg = new MackeyGlassGenerator(new MackeyGlassGeneratorSettings(tau));
int neededDataLength = 1 + patternLength + (tauSamples - 1);
double[] mggData = new double[neededDataLength];
for (int i = 0; i < neededDataLength; i++)
{
mggData[i] = mgg.Next();
}
for (int i = 0; i < tauSamples; i++)
{
DelimitedStringValues patternData = new DelimitedStringValues();
//Steady data
patternData.AddValue(tau.ToString(CultureInfo.InvariantCulture));
//Varying data
for (int j = 0; j < patternLength; j++)
{
patternData.AddValue(mggData[i + j].ToString(CultureInfo.InvariantCulture));
}
//Desired data 1
patternData.AddValue(mggData[i + patternLength].ToString(CultureInfo.InvariantCulture));
//Desired data 2
patternData.AddValue(mggData[i + patternLength].ToString(CultureInfo.InvariantCulture));
//Add to a collections
if (i < verifyBorderIdx)
{
trainingData.DataRowCollection.Add(patternData);
}
else
{
verificationData.DataRowCollection.Add(patternData);
}
}
}
//Save files
trainingData.Save(Path.Combine(path, "SteadyMG_train.csv"));
verificationData.Save(Path.Combine(path, "SteadyMG_verify.csv"));
return;
}
//Methods
public void Run()
{
//Linear algebra test
double[] flatData =
{
0.2, 5, 17.3, 1.01, 54, 7,
2.2, 5.5, 12.13, 11.57, 5.71, -85,
-70.1, 15, -18.3, 0.3, 42, -6.25,
0.042, 1, 7.75, -81.01, -21.29, 5.44,
0.1, 4, -4.3, 18.01, 7.12, -3.14,
-80.1, 24.4, 4.3, 12.03, 2.789, -13
};
Matrix testM = new Matrix(6, 6, flatData);
/*
* //Inversion test
* Matrix resultM = new Matrix(testM);
* resultM.SingleThreadInverse();
*/
/*
* //Transpose test
* Matrix resultM = testM.Transpose();
*/
/*
* //Multiply test
* Matrix resultM = Matrix.Multiply(testM, testM);
* for (int i = 0; i < resultM.NumOfRows; i++)
* {
* Console.WriteLine($"{resultM.Data[i][0]}; {resultM.Data[i][1]}; {resultM.Data[i][2]}; {resultM.Data[i][3]}; {resultM.Data[i][4]}; {resultM.Data[i][5]}");
* }
*/
;
int numOfweights = 4;
int xIdx, dIdx = 0;
double[][] data = new double[5][];
data[dIdx] = new double[numOfweights];
xIdx = -1;
data[dIdx][++xIdx] = 1; //Bias
data[dIdx][++xIdx] = 2;
data[dIdx][++xIdx] = 1;
data[dIdx][++xIdx] = 3;
++dIdx;
data[dIdx] = new double[numOfweights];
xIdx = -1;
data[dIdx][++xIdx] = 1; //Bias
data[dIdx][++xIdx] = 1;
data[dIdx][++xIdx] = 3;
data[dIdx][++xIdx] = -3;
++dIdx;
data[dIdx] = new double[numOfweights];
xIdx = -1;
data[dIdx][++xIdx] = 1; //Bias
data[dIdx][++xIdx] = -2;
data[dIdx][++xIdx] = 4;
data[dIdx][++xIdx] = 4;
++dIdx;
data[dIdx] = new double[numOfweights];
xIdx = -1;
data[dIdx][++xIdx] = 1; //Bias
data[dIdx][++xIdx] = -5;
data[dIdx][++xIdx] = 7;
data[dIdx][++xIdx] = 6;
++dIdx;
data[dIdx] = new double[numOfweights];
xIdx = -1;
data[dIdx][++xIdx] = 1; //Bias
data[dIdx][++xIdx] = 1;
data[dIdx][++xIdx] = 12;
data[dIdx][++xIdx] = 5;
Matrix M = new Matrix(data, true);
Vector desired = new Vector(5);
dIdx = -1;
desired.Data[++dIdx] = 8;
desired.Data[++dIdx] = 13;
desired.Data[++dIdx] = 5;
desired.Data[++dIdx] = 7;
desired.Data[++dIdx] = 10;
Vector weights = Matrix.RidgeRegression(M, desired, 0);
//Display results
for (int i = 0; i < data.Length; i++)
{
double result = 0;
for (int j = 0; j < weights.Length; j++)
{
result += data[i][j] * weights[j];
}
Console.WriteLine($"Computed {result}, Desired {desired.Data[i]}");
}
for (int i = 0; i < weights.Length; i++)
{
Console.WriteLine($"Weight[{i}] = {weights[i]}");
}
Console.WriteLine();
//QRD
QRD decomposition = new QRD(M);
Matrix B = new Matrix(desired.Length, 1, desired.Data);
Matrix W = decomposition.Solve(B);
//Display results
for (int i = 0; i < data.Length; i++)
{
double result = 0;
for (int j = 0; j < W.Data.Length; j++)
{
result += data[i][j] * W.Data[j][0];
}
Console.WriteLine($"Computed {result}, Desired {desired.Data[i]}");
}
for (int i = 0; i < W.Data.Length; i++)
{
Console.WriteLine($"Weight[{i}] = {W.Data[i][0]}");
}
;
//TimeSeriesGenerator.SaveTimeSeriesToCsvFile("MackeyGlass_big.csv", "Value", TimeSeriesGenerator.GenMackeyGlassTimeSeries(16000), CultureInfo.InvariantCulture);
MackeyGlassGeneratorSettings modSettings = new MackeyGlassGeneratorSettings(18, 0.1, 0.2);
IGenerator generator = new MackeyGlassGenerator(modSettings);
int steps = 100;
for (int i = 0; i < steps; i++)
{
Console.WriteLine(generator.Next());
}
Console.ReadLine();
generator.Reset();
for (int i = 0; i < steps; i++)
{
Console.WriteLine(generator.Next());
}
Console.ReadLine();
///*
SimpleIFSettings settings = new SimpleIFSettings(1,
new RandomValueSettings(15, 15),
new RandomValueSettings(0.05, 0.05),
new RandomValueSettings(5, 5),
new RandomValueSettings(20, 20),
0
);
IActivationFunction af = ActivationFactory.Create(settings, new Random(0));
//*/
TestActivation(af, 800, 0.15, 10, 600);
return;
}
