/// <summary>
/// Normalizes all values in the sample data bundle
/// </summary>
/// <param name="bundle">Sample data bundle</param>
public void Normalize(TimeSeriesBundle bundle)
{
AdjustNormalizers(bundle);
NormalizeInputVectorCollection(bundle.InputVectorCollection);
NormalizeOutputVectorCollection(bundle.OutputVectorCollection);
return;
}
/// <summary>
/// Creates PredictionBundle from the vector collection
/// </summary>
/// <param name="vectorCollection">Collection of vectors</param>
/// <param name="normalize">Specifies whether to normalize data in the created bundle</param>
/// <param name="bundle">Created bundle</param>
/// <returns>The last unused vector</returns>
public double[] CreateBundleFromVectorCollection(List <double[]> vectorCollection,
bool normalize,
out TimeSeriesBundle bundle
)
{
CheckStructure();
if (vectorCollection[0].Length != _fieldNameTypeCollection.Count)
{
throw new ArgumentException($"Inconsistent number of fields ({vectorCollection[0].Length}) in vectorCollection and number of defined fields ({_fieldNameTypeCollection.Count}).", "vectorCollection");
}
//Input field indexes
int[] inputFieldIdxs = new int[_inputFieldNameCollection.Count];
for (int i = 0; i < _inputFieldNameCollection.Count; i++)
{
inputFieldIdxs[i] = _fieldNameCollection.IndexOf(_inputFieldNameCollection[i]);
}
//Output field indexes
int[] outputFieldIdxs = new int[_outputFieldNameCollection.Count];
for (int i = 0; i < _outputFieldNameCollection.Count; i++)
{
outputFieldIdxs[i] = _fieldNameCollection.IndexOf(_outputFieldNameCollection[i]);
}
double[] remainingInputVector = null;
bundle = new TimeSeriesBundle();
for (int row = 0; row < vectorCollection.Count; row++)
{
//Input vector
double[] inputVector = new double[inputFieldIdxs.Length];
for (int i = 0; i < inputFieldIdxs.Length; i++)
{
inputVector[i] = vectorCollection[row][inputFieldIdxs[i]];
}
if (row < vectorCollection.Count - 1)
{
bundle.InputVectorCollection.Add(inputVector);
}
else
{
remainingInputVector = inputVector;
}
//Output vector
if (row > 0)
{
double[] outputVector = new double[outputFieldIdxs.Length];
for (int i = 0; i < outputFieldIdxs.Length; i++)
{
outputVector[i] = vectorCollection[row][outputFieldIdxs[i]];
}
bundle.OutputVectorCollection.Add(outputVector);
}
}
//Normalization ?
if (normalize)
{
Normalize(bundle);
NormalizeInputVector(remainingInputVector);
}
return(remainingInputVector);
}
/// <summary>
/// Adjusts internal normalizers
/// </summary>
/// <param name="bundle">Sample data bundle</param>
public void AdjustNormalizers(TimeSeriesBundle bundle)
{
ResetNormalizers();
foreach (double[] inputVector in bundle.InputVectorCollection)
{
AdjustInputNormalizers(inputVector);
}
foreach (double[] outputVector in bundle.OutputVectorCollection)
{
AdjustOutputNormalizers(outputVector);
}
return;
}
/// <summary>
/// Naturalizes all values in the sample data bundle
/// </summary>
/// <param name="bundle">Sample data bundle</param>
public void Naturalize(TimeSeriesBundle bundle)
{
NaturalizeInputVectorCollection(bundle.InputVectorCollection);
NaturalizeOutputVectorCollection(bundle.OutputVectorCollection);
return;
}
/// <summary>
/// Loads the data and prepares PredictionBundle.
/// The first line of the csv file must be field names. These field names must
/// match the names of the input and output fields.
/// </summary>
/// <param name="fileName">
/// Data file name
/// </param>
/// <param name="inputFieldNameCollection">
/// Input fields
/// </param>
/// <param name="outputFieldNameCollection">
/// Output fields
/// </param>
/// <param name="normRange">
/// Range of normalized values
/// </param>
/// <param name="normReserveRatio">
/// Reserve held by a normalizer to cover cases where future data exceeds a known range of sample data.
/// </param>
/// <param name="dataStandardization">
/// Specifies whether to apply data standardization
/// </param>
/// <param name="singleNormalizer">
/// Use true if all input and output fields are about the same range of values.
/// </param>
/// <param name="bundleNormalizer">
/// Returned initialized instance of BundleNormalizer.
/// </param>
/// <param name="remainingInputVector">
/// Returned the last input vector unused in the bundle.
/// </param>
public static TimeSeriesBundle Load(string fileName,
List <string> inputFieldNameCollection,
List <string> outputFieldNameCollection,
Interval normRange,
double normReserveRatio,
bool dataStandardization,
bool singleNormalizer,
out BundleNormalizer bundleNormalizer,
out double[] remainingInputVector
)
{
TimeSeriesBundle bundle = null;
bundleNormalizer = new BundleNormalizer(normRange, normReserveRatio, dataStandardization, normReserveRatio, dataStandardization);
using (StreamReader streamReader = new StreamReader(new FileStream(fileName, FileMode.Open)))
{
List <int> fieldIndexes = new List <int>();
List <double[]> allData = new List <double[]>();
//First row contains column names (data fields)
string delimitedColumnNames = streamReader.ReadLine();
//What data delimiter is used?
char csvDelimiter = DelimitedStringValues.RecognizeDelimiter(delimitedColumnNames);
//Split column names
DelimitedStringValues columnNames = new DelimitedStringValues(csvDelimiter);
columnNames.LoadFromString(delimitedColumnNames);
//Check if the recognized data delimiter works properly
if (columnNames.NumOfStringValues < inputFieldNameCollection.Count)
{
throw new FormatException("1st row of the file doesn't contain delimited column names or the value delimiter was not properly recognized.");
}
//Define fields
foreach (string name in inputFieldNameCollection)
{
if (!bundleNormalizer.IsFieldDefined(name))
{
bundleNormalizer.DefineField(name, singleNormalizer ? "COMMON" : name);
fieldIndexes.Add(columnNames.IndexOf(name));
}
bundleNormalizer.DefineInputField(name);
}
foreach (string name in outputFieldNameCollection)
{
if (!bundleNormalizer.IsFieldDefined(name))
{
bundleNormalizer.DefineField(name, singleNormalizer ? "COMMON" : name);
fieldIndexes.Add(columnNames.IndexOf(name));
}
bundleNormalizer.DefineOutputField(name);
}
//Finalize structure
bundleNormalizer.FinalizeStructure();
//Load all relevant data
DelimitedStringValues dataRow = new DelimitedStringValues(csvDelimiter);
while (!streamReader.EndOfStream)
{
dataRow.LoadFromString(streamReader.ReadLine());
double[] vector = new double[fieldIndexes.Count];
for (int i = 0; i < fieldIndexes.Count; i++)
{
vector[i] = dataRow.GetValue(fieldIndexes[i]).ParseDouble(true, $"Can't parse double value {dataRow.GetValue(fieldIndexes[i])}.");
}
allData.Add(vector);
}
//Create data bundle
remainingInputVector = bundleNormalizer.CreateBundleFromVectorCollection(allData, true, out bundle);
}
return(bundle);
} //Load
//Static methods
/// <summary>
/// Loads the data and prepares TimeSeriesBundle.
/// The first line of the csv file must be field names. These field names must
/// match the names of the input and output fields.
/// </summary>
/// <param name="fileName"> Data file name </param>
/// <param name="inputFieldNameCollection"> Input field names </param>
/// <param name="outputFieldNameCollection"> Output field names </param>
/// <param name="outputFieldTaskCollection">
/// Neural task related to output field.
/// Classification task means the output field contains binary value so data
/// standardization and normalizer reserve are suppressed.
/// </param>
/// <param name="normRange"> Range of normalized values </param>
/// <param name="normReserveRatio">
/// Reserve held by a normalizer to cover cases where future data exceeds a known range of sample data.
/// </param>
/// <param name="dataStandardization"> Specifies whether to apply data standardization </param>
/// <param name="bundleNormalizer"> Returned initialized instance of BundleNormalizer </param>
/// <param name="remainingInputVector"> Returned the last input vector unused in the bundle </param>
public static TimeSeriesBundle LoadFromCsv(string fileName,
List <string> inputFieldNameCollection,
List <string> outputFieldNameCollection,
List <CommonEnums.TaskType> outputFieldTaskCollection,
Interval normRange,
double normReserveRatio,
bool dataStandardization,
out BundleNormalizer bundleNormalizer,
out double[] remainingInputVector
)
{
TimeSeriesBundle bundle = null;
remainingInputVector = null;
bundleNormalizer = new BundleNormalizer(normRange);
using (StreamReader streamReader = new StreamReader(new FileStream(fileName, FileMode.Open)))
{
List <int> inputFieldIndexes = new List <int>();
List <int> outputFieldIndexes = new List <int>();
//First row contains column names (data fields)
string delimitedColumnNames = streamReader.ReadLine();
//What data delimiter is used?
char csvDelimiter = DelimitedStringValues.RecognizeDelimiter(delimitedColumnNames);
//Split column names
DelimitedStringValues columnNames = new DelimitedStringValues(csvDelimiter);
columnNames.LoadFromString(delimitedColumnNames);
//Check if the recognized data delimiter works properly
if (columnNames.NumOfStringValues < inputFieldNameCollection.Count)
{
throw new FormatException("1st row of the file doesn't contain delimited column names or the value delimiter was not properly recognized.");
}
//Define fields
foreach (string name in inputFieldNameCollection)
{
if (!bundleNormalizer.IsFieldDefined(name))
{
bundleNormalizer.DefineField(name, name, normReserveRatio, dataStandardization);
inputFieldIndexes.Add(columnNames.IndexOf(name));
}
bundleNormalizer.DefineInputField(name);
}
for (int i = 0; i < outputFieldNameCollection.Count; i++)
{
if (!bundleNormalizer.IsFieldDefined(outputFieldNameCollection[i]))
{
bundleNormalizer.DefineField(outputFieldNameCollection[i],
outputFieldNameCollection[i],
outputFieldTaskCollection[i] == CommonEnums.TaskType.Classification ? 0 : normReserveRatio,
outputFieldTaskCollection[i] == CommonEnums.TaskType.Classification ? false : dataStandardization
);
}
outputFieldIndexes.Add(columnNames.IndexOf(outputFieldNameCollection[i]));
bundleNormalizer.DefineOutputField(outputFieldNameCollection[i]);
}
//Finalize structure
bundleNormalizer.FinalizeStructure();
//Load full data in string form
List <DelimitedStringValues> fullData = new List <DelimitedStringValues>();
while (!streamReader.EndOfStream)
{
DelimitedStringValues row = new DelimitedStringValues(csvDelimiter);
row.LoadFromString(streamReader.ReadLine());
fullData.Add(row);
}
//Prepare input and output vectors
List <double[]> inputVectorCollection = new List <double[]>(fullData.Count);
List <double[]> outputVectorCollection = new List <double[]>(fullData.Count);
for (int i = 0; i < fullData.Count; i++)
{
//Input vector
double[] inputVector = new double[inputFieldIndexes.Count];
for (int j = 0; j < inputFieldIndexes.Count; j++)
{
inputVector[j] = fullData[i].GetValue(inputFieldIndexes[j]).ParseDouble(true, $"Can't parse double value {fullData[i].GetValue(inputFieldIndexes[j])}.");
}
if (i < fullData.Count - 1)
{
//Within the bundle
inputVectorCollection.Add(inputVector);
}
else
{
//remaining input vector out of the bundle
remainingInputVector = inputVector;
}
if (i > 0)
{
//Output vector
double[] outputVector = new double[outputFieldIndexes.Count];
for (int j = 0; j < outputFieldIndexes.Count; j++)
{
outputVector[j] = fullData[i].GetValue(outputFieldIndexes[j]).ParseDouble(true, $"Can't parse double value {fullData[i].GetValue(outputFieldIndexes[j])}.");
}
outputVectorCollection.Add(outputVector);
}
}
//Create bundle
bundle = new TimeSeriesBundle(inputVectorCollection, outputVectorCollection);
//Normalize bundle and remaining input vector
bundleNormalizer.Normalize(bundle);
bundleNormalizer.NormalizeInputVector(remainingInputVector);
}
return(bundle);
} //LoadFromCsv