/// <summary>
/// Test with a linear series differenced
/// </summary>
/// <remarks> This series continually extends its range.
/// D1fferencing produces more accurate results.
/// This is also an interesting test because all the differences are the same.
/// It thus represents an extreme set of cirumstances that must be handled.</remarks>
public void TestPredictLinearDifferenced()
{
double[] linear = new double[1000];
linear[0] = 0.1;
for (int n = 1; n < 1000; n++)
{
linear[n] = linear[n - 1] + 1.0;
}
ChaosAnalysis analysis = new ChaosAnalysis();
analysis.differencing = true;
TimeSpan sampleTime = new TimeSpan(0, 0, 1);
analysis.LoadSampledData(linear, DateTime.Now, sampleTime);
Assert.IsTrue(analysis.CalculateMeasures(true, false, true));
linear[0] = linear[linear.Length - 1];
double error = 0.0;
for (int n = 1; n < 1000; n++)
{
linear[n] = linear[n - 1] + 1.0;
double[] result = analysis.Predict(1, analysis.latest);
analysis.AddDataPointRelative(linear[n], sampleTime);
//we're predicting the difference, so relative to last
double diff = linear[n] - (result[0] + linear[n - 1]);
error += diff * diff;
}
error = Math.Sqrt(error / 1000);
Assert.AreEqual(0.0, error, 0.01);
}
public void TestPredictLogisticWithPredictNext()
{
double[] logistic = new double[1000];
logistic[0] = 0.1;
for (int n = 1; n < 1000; n++)
{
logistic[n] = 4.0 * logistic[n - 1] * (1.0 - logistic[n - 1]);
}
ChaosAnalysis analysis = new ChaosAnalysis();
TimeSpan sampleTime = new TimeSpan(0, 0, 1);
analysis.LoadSampledData(logistic, DateTime.Now, sampleTime);
Assert.IsTrue(analysis.CalculateMeasures(true, false, true));
logistic[0] = logistic[logistic.Length - 1];
double error = 0.0;
for (int n = 1; n < 1000; n++)
{
logistic[n] = 4.0 * logistic[n - 1] * (1.0 - logistic[n - 1]);
double[] result;
if (n == 1)
{
result = analysis.Predict(1, analysis.latest);
}
else
{
result = analysis.PredictNext(1, analysis.latest);
}
analysis.AddDataPointRelative(logistic[n], sampleTime);
double diff = logistic[n] - result[0];
error += diff * diff;
}
error = Math.Sqrt(error / 1000);
Assert.AreEqual(0.00403954, error, 0.001);
}
