/// <summary>
/// Instantiates a normalizer
/// </summary>
/// <param name="reserveRatio">
/// Reserve held by a normalizer to cover cases where future data exceeds a known range of sample data.
/// </param>
/// <param name="standardize">
/// Specifies whether to apply data standardization
/// </param>
public Normalizer(double reserveRatio, bool standardize = true)
{
_standardization = standardize;
_normRange = new Interval(DefaultNormRangeMin, DefaultNormRangeMax);
_samplesStat = new BasicStat();
_reserveRatio = reserveRatio;
return;
}
/// <summary>
/// Constructs normalizer
/// </summary>
/// <param name="normRange">
/// Range of normalized values
/// </param>
/// <param name="reserveRatio">
/// Reserve held by a normalizer to cover cases where future data exceeds a known range of sample data.
/// </param>
/// <param name="standardize">
/// Specifies whether to apply data standardization
/// </param>
public Normalizer(Interval normRange, double reserveRatio, bool standardize = true)
{
_standardization = standardize;
_normRange = new Interval(normRange);
_samplesStat = new BasicStat();
_reserveRatio = reserveRatio;
return;
}
/// <summary>
/// Constructs normalizer
/// </summary>
/// <param name="normRange">
/// Range of normalized values
/// </param>
/// <param name="reserveRatio">
/// Reserve held by a normalizer to cover cases where future data exceeds a known range of sample data.
/// </param>
/// <param name="standardize">
/// Specifies whether to apply data standardization
/// </param>
/// <param name="threadSafe">Specifies if to create thread safe instance</param>
public Normalizer(Interval normRange, double reserveRatio, bool standardize = true, bool threadSafe = false)
{
Standardization = standardize;
NormRange = new Interval(normRange, threadSafe);
SamplesStat = new BasicStat(threadSafe);
ReserveRatio = reserveRatio;
return;
}
//Constructors
/// <summary>
/// A deep copy constructor
/// </summary>
/// <param name="source">Source instance</param>
public Normalizer(Normalizer source)
{
_standardization = source._standardization;
_reserveRatio = source._reserveRatio;
_samplesStat = new BasicStat(source._samplesStat);
_normRange = new Interval(source._normRange);
return;
}
//Constructors
/// <summary>
/// A deep copy constructor
/// </summary>
/// <param name="source">Source instance</param>
/// <param name="threadSafe">Specifies if to create thread safe instance</param>
public Normalizer(Normalizer source, bool threadSafe = false)
{
Standardization = source.Standardization;
ReserveRatio = source.ReserveRatio;
SamplesStat = new BasicStat(source.SamplesStat, threadSafe);
NormRange = new Interval(source.NormRange, threadSafe);
return;
}
/// <summary>
/// Adopts data from the source normalizer
/// </summary>
public void Adopt(Normalizer source)
{
Standardization = source.Standardization;
ReserveRatio = source.ReserveRatio;
SamplesStat = new BasicStat(source.SamplesStat);
NormRange = new Interval(source.NormRange);
return;
}
//Constructors
/// <summary>
/// Creates an uninitialized instance.
/// </summary>
/// <param name="binBorder">The binary border. A value less than this border is considered as the 0. The 1 otherwise.</param>
public BinErrStat(double binBorder)
{
BinBorder = binBorder;
BinValErrStat = new BasicStat[2];
BinValErrStat[0] = new BasicStat();
BinValErrStat[1] = new BasicStat();
TotalErrStat = new BasicStat();
return;
}
/// <summary>
/// The deep copy constructor.
/// </summary>
/// <param name="source">The source instance.</param>
public BinErrStat(BinErrStat source)
{
BinBorder = source.BinBorder;
BinValErrStat = new BasicStat[2];
BinValErrStat[0] = new BasicStat(source.BinValErrStat[0]);
BinValErrStat[1] = new BasicStat(source.BinValErrStat[1]);
TotalErrStat = new BasicStat(source.TotalErrStat);
return;
}
//Constructors
/// <summary>
/// Creates an uninitialized instance
/// </summary>
/// <param name="refBinValDistr">Reference distribution of 0/1 values</param>
public BinErrStat(BinDistribution refBinValDistr)
{
RefBinValDistr = refBinValDistr.DeepClone();
ThisBinValDistr = new BinDistribution(RefBinValDistr.BinBorder);
BinValErrStat = new BasicStat[2];
BinValErrStat[0] = new BasicStat();
BinValErrStat[1] = new BasicStat();
TotalErrStat = new BasicStat();
return;
}
/// <summary>
/// Deep copy constructor
/// </summary>
/// <param name="source">Source instance</param>
public BinErrStat(BinErrStat source)
{
RefBinValDistr = source.RefBinValDistr.DeepClone();
ThisBinValDistr = source.ThisBinValDistr.DeepClone();
BinValErrStat = new BasicStat[2];
BinValErrStat[0] = new BasicStat(source.BinValErrStat[0]);
BinValErrStat[1] = new BasicStat(source.BinValErrStat[1]);
TotalErrStat = new BasicStat(source.TotalErrStat);
return;
}
/// <summary>
/// Returns statistics of data samples currently stored in the internal sliding window
/// </summary>
/// <param name="latestFirst">Specifies logical order (latest..oldest or oldest..latest)</param>
/// <param name="reqNumOfSamples">Number of requiered samples</param>
public BasicStat GetDataStat(bool latestFirst = false, int reqNumOfSamples = -1)
{
int numOfSamplesToBeProcessed = reqNumOfSamples == -1 ? _dataWindow.Count : reqNumOfSamples;
BasicStat stat = new BasicStat();
for (int i = 0; i < numOfSamplesToBeProcessed; i++)
{
stat.AddSampleValue(_dataWindow.GetElementAt(i, latestFirst));
}
return(stat);
}
/// <summary>
/// Computes the statistics of the differences of the data in the window.
/// </summary>
/// <param name="reqNumOfSamples">The requiered mumber of samples (-1 means all).</param>
public BasicStat GetDataDiffStat(int reqNumOfSamples = -1)
{
int numOfSamplesToBeProcessed = reqNumOfSamples == -1 ? _dataQueue.Count : reqNumOfSamples;
CheckReadyness(numOfSamplesToBeProcessed);
BasicStat stat = new BasicStat();
for (int i = numOfSamplesToBeProcessed - 2; i >= 0; i--)
{
stat.AddSample(_dataQueue.GetElementAt(i, true) - _dataQueue.GetElementAt(i + 1, true));
}
return(stat);
}
/// <summary>
/// Copies all internal attribute values from the source instance into this instance
/// </summary>
/// <param name="source">The source instance</param>
public void CopyFrom(BasicStat source)
{
if (_threadSafe)
{
lock (source._lock)
{
CopyFromInternal(source);
}
}
else
{
CopyFromInternal(source);
}
return;
}
/// <summary>
/// Computes error statistics of Y values (computedY - sampleY)
/// </summary>
public BasicStat ComputeRegressionErrStat()
{
ComputeRegression();
BasicStat errStat = new BasicStat();
if (_pointCollection.Count > 0)
{
foreach (Point2D point in _pointCollection)
{
double regrY = _a * point._x + _b;
errStat.AddSampleValue(Math.Abs(regrY - point._y));
}
}
return(errStat);
}
private void CopyFromInternal(BasicStat source)
{
_sum = source._sum;
_sumOfSquares = source._sumOfSquares;
_min = source._min;
_max = source._max;
_numOfSamples = source._numOfSamples;
_numOfNonzeroSamples = source._numOfNonzeroSamples;
_recompute = source._recompute;
_arithAvg = source._arithAvg;
_rootMeanSquare = source._rootMeanSquare;
_variance = source._variance;
_stdDev = source._stdDev;
_spanDev = source._spanDev;
return;
}
/// <summary>
/// Copies all internal attribute values from the source instance into this instance
/// </summary>
/// <param name="source">The source instance</param>
public void CopyFrom(BasicStat source)
{
lock (_lock)
{
_sum = source._sum;
_sumOfSquares = source._sumOfSquares;
_min = source._min;
_max = source._max;
_numOfSamples = source._numOfSamples;
_numOfNonzeroSamples = source._numOfNonzeroSamples;
_recompute = source._recompute;
_arithAvg = source._arithAvg;
_rootMeanSquare = source._rootMeanSquare;
_variance = source._variance;
_stdDev = source._stdDev;
_spanDev = source._spanDev;
}
return;
}
/// <summary>
/// The copy constructor
/// </summary>
/// <param name="source">Source instance</param>
/// <param name="threadSafe">Specifies whether to create thread safe instance</param>
public BasicStat(BasicStat source, bool threadSafe = false)
: this(threadSafe)
{
CopyFrom(source);
return;
}
/// <summary>
/// The copy constructor
/// </summary>
public BasicStat(BasicStat source)
{
CopyFrom(source);
return;
}
