public void Search_OneNodeAndKis3AndNis10_3Nodes()
{
var util = new TestDataUtils();
var crf = new ChangeRatioFinder();
var search = new BeamLikeSearch();
var series = util.GetSvcData(util.FTSEFilePath, new DateTime(2010, 12, 18), new DateTime(2011, 12, 18));
var ratios = crf.GetMaximumChangeRatios(series);
var population = new double[1][]
{
series[series.Length]
};
var k = 3;
var n = 10;
var numberOfIterations = 10;
var model = (HiddenMarkovModelMixtureDistribution)HiddenMarkovModelFactory.GetModel(new ModelCreationParameters <Mixture <IMultivariateDistribution> >()
{
NumberOfComponents = _NumberOfComponents, NumberOfStates = _NumberOfStates
});
model.Normalized = true;
model.Train(series, _NumberOfIterations, _LikelihoodTolerance);
var result = search.Search(population, k, n, numberOfIterations, ratios, model);
Assert.IsNull(result);
}
public void ExpandCurrentPopulation_OneNodeAndPopulationLengthOfTen_LengthTenPopulationWithExactValues()
{
var crf = new ChangeRatioFinder();
var result = crf.GetMaximumChangeRatios(_trainingSet);
var search = new BeamLikeSearch();
var population = new double[1][]
{
_node
};
var current = search.ExpandCurrentPopulation(population, 10, result.Down, result.Up);
Assert.AreEqual(1406.22, Math.Round(current[0][3], 2));
Assert.AreEqual(1410.76, Math.Round(current[1][3], 2));
Assert.AreEqual(1415.31, Math.Round(current[2][3], 2));
Assert.AreEqual(1419.85, Math.Round(current[3][3], 2));
Assert.AreEqual(1424.40, Math.Round(current[4][3], 2));
Assert.AreEqual(1428.94, Math.Round(current[5][3], 2));
Assert.AreEqual(1433.49, Math.Round(current[6][3], 2));
Assert.AreEqual(1438.04, Math.Round(current[7][3], 2));
Assert.AreEqual(1442.58, Math.Round(current[8][3], 2));
Assert.AreEqual(1447.13, Math.Round(current[9][3], 2));
}
public void ExpandCurrentPopulation_OneNodeAndPopulationLengthOfTen_LengthTenPopulation()
{
var crf = new ChangeRatioFinder();
var result = crf.GetMaximumChangeRatios(_trainingSet);
var search = new BeamLikeSearch();
var population = new double[1][]
{
_node
};
var current = search.ExpandCurrentPopulation(population, 10, result.Down, result.Up);
Assert.AreEqual(10, current.Length);
}
public void GetMaximumChangeRatios_10ElementsArray_RatiosFound()
{
var array = new double[10][]
{
new [] { 1353.36, 1362.03, 1343.35, 1359.88 },
new [] { 1355.41, 1360.62, 1348.05, 1353.33 },
new [] { 1374.64, 1380.13, 1352.5, 1355.49 },
new [] { 1380.03, 1388.81, 1371.39, 1374.53 },
new [] { 1379.86, 1384.87, 1377.19, 1380 },
new [] { 1377.55, 1391.39, 1373.03, 1379.85 },
new [] { 1394.53, 1401.23, 1377.51, 1377.51 },
new [] { 1428.27, 1428.27, 1388.14, 1394.53 },
new [] { 1417.26, 1433.38, 1417.26, 1428.39 },
new [] { 1414.02, 1419.9, 1408.13, 1417.26 }
};
var crf = new ChangeRatioFinder();
var result = crf.GetMaximumChangeRatios(array);
Assert.AreEqual(2.43, Math.Round(result.Up, 2));
Assert.AreEqual(0.78, Math.Round(result.Down, 2));
}