static void Main(string[] args)
{
//require R 2.15, package forecast on R
var envPath = Environment.GetEnvironmentVariable("PATH");
var rBinPath = GetRPath(); //C:\Program Files\R\R-2.15.1\bin\i386
Environment.SetEnvironmentVariable("PATH", envPath + Path.PathSeparator + rBinPath);
REngine engine = REngine.CreateInstance("RDotNet");
engine.Initialize();
string currentPath = Directory.GetCurrentDirectory();
string dataPath = currentPath + @"\data\paper.dat";
string readDataCommand = string.Format("predata <- read.table(\"{0}\", header=FALSE)", dataPath).Replace('\\', '/');
engine.Evaluate("library(forecast)");
engine.Evaluate(readDataCommand);
engine.Evaluate("data <- predata[,1]");
var model = engine.Evaluate("fit <- auto.arima(data)").AsList();
var coef = model["coef"].AsList();
int lengthData = engine.Evaluate("data").AsNumeric().Length;
double[] dataSeries = new double[lengthData];
double[] errorSeries = new double[lengthData];
engine.Evaluate("data").AsNumeric().CopyTo(dataSeries, lengthData);
model["residuals"].AsNumeric().CopyTo(errorSeries, lengthData);
//residuals
int arOrder = model["arma"].AsInteger().ElementAt(0);
int maOrder = model["arma"].AsInteger().ElementAt(1);
int arSeasonOrder = model["arma"].AsInteger().ElementAt(2);
int maSeasonOrder = model["arma"].AsInteger().ElementAt(3);
int seasonOrder = model["arma"].AsInteger().ElementAt(4);
int diffOrder = model["arma"].AsInteger().ElementAt(5);
int diffSeasonOrder = model["arma"].AsInteger().ElementAt(6);
double[] arCoef = new double[arOrder];
double[] maCoef = new double[maOrder];
double[] arSeasonCoef = new double[arSeasonOrder];
double[] maSeasonCoef = new double[maSeasonOrder];
double intercept = 0;
int n = model["coef"].AsNumeric().Length;
int start = 0;
model["coef"].AsNumeric().CopyTo(arCoef, arOrder, start, 0);
start += arOrder;
model["coef"].AsNumeric().CopyTo(maCoef, maOrder, start, 0);
start += maOrder;
model["coef"].AsNumeric().CopyTo(arSeasonCoef, arSeasonOrder, start, 0);
start += arSeasonOrder;
model["coef"].AsNumeric().CopyTo(maSeasonCoef, maSeasonOrder, start, 0);
start += maSeasonOrder;
if (n > start)
{
intercept = model["coef"].AsNumeric().ElementAt(start);
}
ArimaModel arimaModel = new ArimaModel(arCoef, maCoef, arSeasonCoef, maSeasonCoef, intercept, (uint)seasonOrder, (uint)diffOrder, (uint)diffSeasonOrder);
Polynomial arModel = arimaModel.ComputeARModel();
Polynomial maModel = arimaModel.ComputeMAModel();
double interceptModel = arimaModel.ComputeIntercept();
double test = arimaModel.ComputeValue(dataSeries, errorSeries, dataSeries.Length);
Console.WriteLine("Forecast");
Console.WriteLine(test);
Console.WriteLine("Model");
Console.WriteLine(interceptModel);
Console.WriteLine("Ar");
Console.WriteLine(arModel.ToString());
Console.WriteLine("Ma");
Console.WriteLine(maModel.ToString());
Console.ReadLine();
}
public void Test(HomeController controller)
{
//require R 2.15, package forecast on R
//var envPath = Environment.GetEnvironmentVariable("PATH");
//var rBinPath = GetRPath(); //C:\Program Files\R\R-2.15.1\bin\i386
//var BinPath = GetWinRegistryPath();
//var envPath = Environment.GetEnvironmentVariable("PATH");
// this statement not work under iis
//Environment.SetEnvironmentVariable("PATH", envPath + Path.PathSeparator + BinPath);
REngine engine = REngine.GetInstance();
engine.Initialize();
string currentPath = @"C:\Workspace\SAM\SAM\VisualAnalytics\bin"; //Directory.GetCurrentDirectory();
string dataPath = currentPath + @"\data\paper.dat";
string readDataCommand = string.Format("predata <- read.table(\"{0}\", header=FALSE)", dataPath).Replace('\\', '/');
//engine.Evaluate("install.packages(\"forecast\")");
engine.Evaluate("library(jsonlite)");
engine.Evaluate("library(forecast)");
String JsonData = @"http://localhost:25910/Home/getBigTable";//controller.getBigTable().Content;
log.Debug("JSON:" + JsonData);
string evaluate = string.Format("data <-fromJSON(\"{0}\")", JsonData);
log.Debug("evaluateString:" + evaluate);
engine.Evaluate(evaluate);
//log.Debug(engine.Evaluate("data"));
//engine.Evaluate("data <- predata[,1]");
var model = engine.Evaluate("fit <- auto.arima(data$Amount)").AsList();
foreach (var item in model)
{
log.Debug(item.ToString());
}
var coef = model["coef"].AsList();
int lengthData = engine.Evaluate("data$Amount").AsNumeric().Length;
double[] dataSeries = new double[lengthData];
double[] errorSeries = new double[lengthData];
engine.Evaluate("data$Amount").AsNumeric().CopyTo(dataSeries, lengthData);
model["residuals"].AsNumeric().CopyTo(errorSeries, lengthData);
//residuals
int arOrder = model["arma"].AsInteger().ElementAt(0);
int maOrder = model["arma"].AsInteger().ElementAt(1);
int arSeasonOrder = model["arma"].AsInteger().ElementAt(2);
int maSeasonOrder = model["arma"].AsInteger().ElementAt(3);
int seasonOrder = model["arma"].AsInteger().ElementAt(4);
int diffOrder = model["arma"].AsInteger().ElementAt(5);
int diffSeasonOrder = model["arma"].AsInteger().ElementAt(6);
double[] arCoef = new double[arOrder];
double[] maCoef = new double[maOrder];
double[] arSeasonCoef = new double[arSeasonOrder];
double[] maSeasonCoef = new double[maSeasonOrder];
double intercept = 0;
int n = model["coef"].AsNumeric().Length;
int start = 0;
model["coef"].AsNumeric().CopyTo(arCoef, arOrder, start, 0);
start += arOrder;
model["coef"].AsNumeric().CopyTo(maCoef, maOrder, start, 0);
start += maOrder;
model["coef"].AsNumeric().CopyTo(arSeasonCoef, arSeasonOrder, start, 0);
start += arSeasonOrder;
model["coef"].AsNumeric().CopyTo(maSeasonCoef, maSeasonOrder, start, 0);
start += maSeasonOrder;
if (n > start)
{
intercept = model["coef"].AsNumeric().ElementAt(start);
}
ArimaModel arimaModel = new ArimaModel(arCoef, maCoef, arSeasonCoef, maSeasonCoef, intercept, (uint)seasonOrder, (uint)diffOrder, (uint)diffSeasonOrder);
Polynomial arModel = arimaModel.ComputeARModel();
Polynomial maModel = arimaModel.ComputeMAModel();
double interceptModel = arimaModel.ComputeIntercept();
double test = arimaModel.ComputeValue(dataSeries, errorSeries, dataSeries.Length);
log.Info("Forecast");
log.Info(test);
log.Info("Model");
log.Info(interceptModel);
log.Info("Ar");
log.Info(arModel.ToString());
log.Info("Ma");
log.Info(maModel.ToString());
//Console.ReadLine();
}