public void ActivationTemporal()
{
var temporal = new TemporalMLDataSet(5, 1);
temporal.AddDescription(new TemporalDataDescription(new ActivationTANH(), TemporalDataDescription.Type.Raw,
true, false));
temporal.AddDescription(new TemporalDataDescription(new ActivationTANH(), TemporalDataDescription.Type.Raw,
true, false));
temporal.AddDescription(new TemporalDataDescription(new ActivationTANH(), TemporalDataDescription.Type.Raw,
false, true));
for (int i = 0; i < 10; i++)
{
TemporalPoint tp = temporal.CreatePoint(i);
tp[0] = 1.0 + (i * 3);
tp[1] = 2.0 + (i * 3);
tp[2] = 3.0 + (i * 3);
}
temporal.Generate();
IEnumerator <IMLDataPair> itr = temporal.GetEnumerator();
// set 0
itr.MoveNext();
IMLDataPair pair = itr.Current;
Assert.AreEqual(10, pair.Input.Count);
Assert.AreEqual(1, pair.Ideal.Count);
Assert.AreEqual(0.75, Math.Round(pair.Input[0] * 4.0) / 4.0);
Assert.AreEqual(1.0, Math.Round(pair.Input[1] * 4.0) / 4.0);
Assert.AreEqual(1.0, Math.Round(pair.Input[2] * 4.0) / 4.0);
Assert.AreEqual(1.0, Math.Round(pair.Input[3] * 4.0) / 4.0);
}
/// <summary>
/// Get data between two points in raw form.
/// </summary>
/// <param name="desc">The data description.</param>
/// <param name="index">The index to get data from.</param>
/// <returns>The requested data.</returns>
private double GetDataRaw(TemporalDataDescription desc,
int index)
{
TemporalPoint point = _points[index - 1];
return(point[desc.Index]);
}
/// <summary>
/// Create a temporal data point using a sequence number. They can also be
/// created using time. No two points should have the same sequence number.
/// </summary>
/// <param name="sequence">The sequence number.</param>
/// <returns>A new TemporalPoint object.</returns>
public virtual TemporalPoint CreatePoint(int sequence)
{
var point = new TemporalPoint(_descriptions.Count)
{
Sequence = sequence
};
_points.Add(point);
return(point);
}
/// <summary>
/// Get data between two points in raw form.
/// </summary>
/// <param name="desc">The data description.</param>
/// <param name="index">The index to get data from.</param>
/// <returns>The requested data.</returns>
private double GetDataRaw(TemporalDataDescription desc,
int index)
{
// Note: The reason that we subtract 1 from the index is because we are always one ahead.
// This allows the DELTA change formatter to work. DELTA change requires two timeslices,
// so we have to be one ahead. RAW only requires one, so we shift backwards.
TemporalPoint point = _points[index - 1];
return(point[desc.Index]);
}
/// <summary>
/// Create a temporal point from a time. Using the grandularity each date is
/// given a unique sequence number. No two dates that fall in the same
/// grandularity should be specified.
/// </summary>
/// <param name="when">The time that this point should be created at.</param>
/// <returns>The point TemporalPoint created.</returns>
public virtual TemporalPoint CreatePoint(DateTime when)
{
int sequence = GetSequenceFromDate(when);
var point = new TemporalPoint(_descriptions.Count)
{
Sequence = sequence
};
_points.Add(point);
return(point);
}
/// <summary>
/// Calculate the index to start at.
/// </summary>
/// <returns>The starting point.</returns>
public virtual int CalculateStartIndex()
{
for (int i = 0; i < _points.Count; i++)
{
TemporalPoint point = _points[i];
if (IsPointInRange(point))
{
return(i);
}
}
return(-1);
}
/// <summary>
/// Get data between two points in delta form.
/// </summary>
/// <param name="desc">The data description.</param>
/// <param name="index">The index to get data from.</param>
/// <returns>The requested data.</returns>
private double GetDataDeltaChange(TemporalDataDescription desc,
int index)
{
if (index == 0)
{
return(0.0);
}
TemporalPoint point = _points[index];
TemporalPoint previousPoint = _points[index - 1];
return(point[desc.Index]
- previousPoint[desc.Index]);
}
/// <summary>
/// Get data between two points in percent form.
/// </summary>
/// <param name="desc">The data description.</param>
/// <param name="index">The index to get data from.</param>
/// <returns>The requested data.</returns>
private double GetDataPercentChange(TemporalDataDescription desc,
int index)
{
if (index == 0)
{
return(0.0);
}
TemporalPoint point = _points[index];
TemporalPoint previousPoint = _points[index - 1];
double currentValue = point[desc.Index];
double previousValue = previousPoint[desc.Index];
return((currentValue - previousValue) / previousValue);
}
public void HiLowTemporal()
{
var temporal = new TemporalMLDataSet(5, 1);
temporal.AddDescription(new TemporalDataDescription(TemporalDataDescription.Type.Raw, true, false));
temporal.AddDescription(new TemporalDataDescription(TemporalDataDescription.Type.Raw, true, false));
temporal.AddDescription(new TemporalDataDescription(TemporalDataDescription.Type.Raw, false, true));
for (int i = 0; i < 10; i++)
{
TemporalPoint tp = temporal.CreatePoint(i);
tp[0] = 1.0 + (i * 3);
tp[1] = 2.0 + (i * 3);
tp[2] = 3.0 + (i * 3);
}
temporal.HighSequence = 8;
temporal.LowSequence = 2;
temporal.Generate();
Assert.AreEqual(10, temporal.InputNeuronCount);
Assert.AreEqual(1, temporal.OutputNeuronCount);
Assert.AreEqual(7, temporal.CalculateActualSetSize());
IEnumerator <IMLDataPair> itr = temporal.GetEnumerator();
itr.MoveNext();
// set 0
IMLDataPair pair = itr.Current;
Assert.AreEqual(10, pair.Input.Count);
Assert.AreEqual(1, pair.Ideal.Count);
Assert.AreEqual(7.0, pair.Input[0]);
Assert.AreEqual(8.0, pair.Input[1]);
Assert.AreEqual(10.0, pair.Input[2]);
Assert.AreEqual(11.0, pair.Input[3]);
Assert.AreEqual(13.0, pair.Input[4]);
Assert.AreEqual(14.0, pair.Input[5]);
Assert.AreEqual(16.0, pair.Input[6]);
Assert.AreEqual(17.0, pair.Input[7]);
Assert.AreEqual(19.0, pair.Input[8]);
Assert.AreEqual(20.0, pair.Input[9]);
Assert.AreEqual(24.0, pair.Ideal[0]);
}
public void FormatTemporal()
{
var temporal = new TemporalMLDataSet(5, 1);
temporal.AddDescription(new TemporalDataDescription(TemporalDataDescription.Type.DeltaChange, true, false));
temporal.AddDescription(new TemporalDataDescription(TemporalDataDescription.Type.PercentChange, true, false));
temporal.AddDescription(new TemporalDataDescription(TemporalDataDescription.Type.Raw, false, true));
for (int i = 0; i < 10; i++)
{
TemporalPoint tp = temporal.CreatePoint(i);
tp[0] = 1.0 + (i * 3);
tp[1] = 2.0 + (i * 3);
tp[2] = 3.0 + (i * 3);
}
temporal.Generate();
IEnumerator <IMLDataPair> itr = temporal.GetEnumerator();
itr.MoveNext();
// set 0
IMLDataPair pair = itr.Current;
Assert.AreEqual(10, pair.Input.Count);
Assert.AreEqual(1, pair.Ideal.Count);
Assert.AreEqual(3.0, pair.Input[0]);
Assert.AreEqual(1.5, pair.Input[1]);
Assert.AreEqual(3.0, pair.Input[2]);
Assert.AreEqual(0.6, pair.Input[3]);
Assert.AreEqual(3.0, pair.Input[4]);
Assert.AreEqual(0.375, pair.Input[5]);
Assert.AreEqual(3.0, pair.Input[6]);
Assert.AreEqual(0.25, Math.Round(pair.Input[7] * 4.0) / 4.0);
Assert.AreEqual(3.0, pair.Input[8]);
Assert.AreEqual(0.25, Math.Round(pair.Input[9] * 4.0) / 4.0);
Assert.AreEqual(18.0, pair.Ideal[0]);
}
/// <summary>
/// Is the specified point within the range. If a point is in the selection
/// range, then the point will be used to generate the training sets.
/// </summary>
/// <param name="point">The point to consider.</param>
/// <returns>True if the point is within the range.</returns>
public virtual bool IsPointInRange(TemporalPoint point)
{
return((point.Sequence >= LowSequence) && (point.Sequence <= HighSequence));
}
public void BasicTemporal()
{
var temporal = new TemporalMLDataSet(5, 1);
temporal.AddDescription(new TemporalDataDescription(TemporalDataDescription.Type.Raw, true, false));
temporal.AddDescription(new TemporalDataDescription(TemporalDataDescription.Type.Raw, true, false));
temporal.AddDescription(new TemporalDataDescription(TemporalDataDescription.Type.Raw, false, true));
for (int i = 0; i < 10; i++)
{
TemporalPoint tp = temporal.CreatePoint(i);
tp.Data[0] = 1.0 + (i * 3);
tp.Data[1] = 2.0 + (i * 3);
tp.Data[2] = 3.0 + (i * 3);
}
temporal.Generate();
Assert.AreEqual(10, temporal.InputNeuronCount);
Assert.AreEqual(1, temporal.OutputNeuronCount);
Assert.AreEqual(10, temporal.CalculateActualSetSize());
IEnumerator <IMLDataPair> itr = temporal.GetEnumerator();
itr.MoveNext();
// set 0
IMLDataPair pair = itr.Current;
Assert.AreEqual(10, pair.Input.Count);
Assert.AreEqual(1, pair.Ideal.Count);
Assert.AreEqual(1.0, pair.Input.Data[0]);
Assert.AreEqual(2.0, pair.Input.Data[1]);
Assert.AreEqual(4.0, pair.Input.Data[2]);
Assert.AreEqual(5.0, pair.Input.Data[3]);
Assert.AreEqual(7.0, pair.Input.Data[4]);
Assert.AreEqual(8.0, pair.Input.Data[5]);
Assert.AreEqual(10.0, pair.Input.Data[6]);
Assert.AreEqual(11.0, pair.Input.Data[7]);
Assert.AreEqual(13.0, pair.Input.Data[8]);
Assert.AreEqual(14.0, pair.Input.Data[9]);
Assert.AreEqual(18.0, pair.Ideal[0]);
// set 1
itr.MoveNext();
pair = itr.Current;
Assert.AreEqual(10, pair.Input.Count);
Assert.AreEqual(1, pair.Ideal.Count);
Assert.AreEqual(4.0, pair.Input.Data[0]);
Assert.AreEqual(5.0, pair.Input.Data[1]);
Assert.AreEqual(7.0, pair.Input.Data[2]);
Assert.AreEqual(8.0, pair.Input.Data[3]);
Assert.AreEqual(10.0, pair.Input.Data[4]);
Assert.AreEqual(11.0, pair.Input.Data[5]);
Assert.AreEqual(13.0, pair.Input.Data[6]);
Assert.AreEqual(14.0, pair.Input.Data[7]);
Assert.AreEqual(16.0, pair.Input.Data[8]);
Assert.AreEqual(17.0, pair.Input.Data[9]);
Assert.AreEqual(21.0, pair.Ideal.Data[0]);
// set 2
itr.MoveNext();
pair = itr.Current;
Assert.AreEqual(10, pair.Input.Count);
Assert.AreEqual(1, pair.Ideal.Count);
Assert.AreEqual(7.0, pair.Input.Data[0]);
Assert.AreEqual(8.0, pair.Input.Data[1]);
Assert.AreEqual(10.0, pair.Input.Data[2]);
Assert.AreEqual(11.0, pair.Input.Data[3]);
Assert.AreEqual(13.0, pair.Input.Data[4]);
Assert.AreEqual(14.0, pair.Input.Data[5]);
Assert.AreEqual(16.0, pair.Input.Data[6]);
Assert.AreEqual(17.0, pair.Input.Data[7]);
Assert.AreEqual(19.0, pair.Input.Data[8]);
Assert.AreEqual(20.0, pair.Input.Data[9]);
Assert.AreEqual(24.0, pair.Ideal.Data[0]);
// set 3
itr.MoveNext();
pair = itr.Current;
Assert.AreEqual(10, pair.Input.Count);
Assert.AreEqual(1, pair.Ideal.Count);
Assert.AreEqual(10.0, pair.Input.Data[0]);
Assert.AreEqual(11.0, pair.Input.Data[1]);
Assert.AreEqual(13.0, pair.Input.Data[2]);
Assert.AreEqual(14.0, pair.Input.Data[3]);
Assert.AreEqual(16.0, pair.Input.Data[4]);
Assert.AreEqual(17.0, pair.Input.Data[5]);
Assert.AreEqual(19.0, pair.Input.Data[6]);
Assert.AreEqual(20.0, pair.Input.Data[7]);
Assert.AreEqual(22.0, pair.Input.Data[8]);
Assert.AreEqual(23.0, pair.Input.Data[9]);
Assert.AreEqual(27.0, pair.Ideal.Data[0]);
}
