//create the CorrelatedFeatures List.
public void CreateCf(TimeSeries ts)
{
float biggestPearson;
CorrelatedFeatures currentStruct = new CorrelatedFeatures();
int i;
for (i = 0; i < ts.GetColumnSize(); i++)
{
currentStruct.Feature1 = ts.GetFeatures()[i];
currentStruct.Feature2 = "";
biggestPearson = Threshold; //minimum for correlation
for (int j = 0; j < ts.GetColumnSize(); j++)
{
if (j == i)
{
continue;
}
float absPearson = AnomalyDetectionUtil.Pearson(ts.GetColumn(currentStruct.Feature1).ToArray(),
ts.GetColumn(ts.GetFeatures()[j]).ToArray());
absPearson = absPearson > 0 ? absPearson : -absPearson;
if (absPearson >= biggestPearson)
{
biggestPearson = absPearson;
currentStruct.Feature2 = ts.GetFeatures()[j];
currentStruct.Correlation = biggestPearson;
}
}
if (currentStruct.Feature2 != "")
{
currentStruct.AllPoints = new List <Point>();
Cf.Add(currentStruct);
}
}
/* //for the last item
* i = ts.GetColumnSize() - 1;
* currentStruct.Feature1 = ts.GetFeatures()[i];
* currentStruct.Feature2 = "";
* biggestPearson = Threshold; //minimum for correlation
* for (int j = 0; j < i; j++)
* {
* float absPearson = AnomalyDetectionUtil.Pearson(ts.GetColumn(currentStruct.Feature1).ToArray(),
* ts.GetColumn(ts.GetFeatures()[j]).ToArray());
* absPearson = absPearson > 0 ? absPearson : -absPearson;
* if (absPearson >= biggestPearson)
* {
* biggestPearson = absPearson;
* currentStruct.Feature2 = ts.GetFeatures()[j];
* currentStruct.Correlation = biggestPearson;
* }
* }
*
* if (currentStruct.Feature2 != "")
* {
* currentStruct.AllPoints = new List<Point>();
* Cf.Add(currentStruct);
* }*/
}
//create the CorrelatedFeatures List.
private void CreateCf(TimeSeries ts)
{
var currentStruct = new CorrelatedFeatures();
int i;
for (i = 0; i < ts.GetColumnSize(); i++)
{
currentStruct.Feature1 = ts.GetFeatures()[i];
currentStruct.Feature2 = "";
var biggestPearson = _threshold;
for (var j = 0; j < ts.GetColumnSize(); j++)
{
if (j == i)
{
continue;
}
var absPearson = AnomalyDetectionUtil.Pearson(ts.GetColumn(currentStruct.Feature1).ToArray(),
ts.GetColumn(ts.GetFeatures()[j]).ToArray());
absPearson = absPearson > 0 ? absPearson : -absPearson;
if (!(absPearson >= biggestPearson))
{
continue;
}
biggestPearson = absPearson;
currentStruct.Feature2 = ts.GetFeatures()[j];
currentStruct.Correlation = biggestPearson;
}
if (currentStruct.Feature2 == "")
{
continue;
}
currentStruct.AllPoints = new List <Point>();
_cf.Add(currentStruct);
}
}
// create linear regression from Point[].
private static Line CreateCorrelativeForm(Point[] array)
{
return(AnomalyDetectionUtil.LinearReg(array));
}
