// please before call this fuction set 2 properties and then call generate method public MyTimeSeriForBestHybrid <T> generateForBestHybrid(int numberOfForecastTests) { MyTimeSeriForBestHybrid <T> tmp = new MyTimeSeriForBestHybrid <T>(); int leng = TimeSeri.Length - numberOfForecastTests; int l = 0; for (; l < leng / 2; l++) { tmp.part1.Add(TimeSeri[l]); } for (; l < leng; l++) { tmp.part2.Add(TimeSeri[l]); } for (; l < TimeSeri.Length; l++) { tmp.testCases.Add(TimeSeri[l]); } return(tmp); }
void Start() { var Et = new List <double>(); var Zt = new List <double>(); var Lt = new List <double>(); timeSeriGenerator = new TimeSeriGenerator <double>(); arimaLogger = new StreamWriter("Best_Hybrid_ArimaGALog.txt"); int numInp = 0; this.Dispatcher.Invoke(new Action(() => numInp = Int32.Parse(NumberOfInpTextBox.Text))); timeSeriGenerator.load(numInp); Dispatcher.Invoke(new Action(() => ActivityProgressBar.IsIndeterminate = true)); Dispatcher.Invoke(new Action(() => numberOfTests = Int32.Parse(OptimumTestTextBox.Text))); Dispatcher.Invoke(new Action(() => numberOfForecastTests = Int32.Parse(ForecastTestTextBox.Text))); MyTimeSeriForBestHybrid <double> myTimeSeriForBestHybrid = timeSeriGenerator.generateForBestHybrid(numberOfForecastTests); //maxGAIteretionInArima = 1000; //var train = new double[timeSeriGenerator.TimeSeri.Length - 5]; //var test = new double[5]; //for (int i = 0; i < train.Length; i++) //{ // train[i] = timeSeriGenerator.TimeSeri[i]; //} //for (int i = train.Length, j = 0; i < timeSeriGenerator.TimeSeri.Length; i++, j++) //{ // test[j] = timeSeriGenerator.TimeSeri[i]; //} //ArimaGA aga=new ArimaGA(); //aga.StartArima(train); //NumericalVariable timeSeriii = new NumericalVariable("timeSeriii", train); //arimaModel = new ArimaModel(timeSeriii, aga.bestP, aga.bestD, aga.bestQ); //arimaModel.Compute(); //var fv2 = arimaModel.Forecast(numberOfForecastTests); //double ea2 = MyErrorParameters.ERROR_Percent(fv2.ToArray(), test);) for (int i = 0; i < myTimeSeriForBestHybrid.part2.Count; i++) { StartArima(myTimeSeriForBestHybrid.part1.ToArray()); //// converting to double[] //double[] db = new double[myTimeSeriForBestHybrid.part1.Count]; //for (int j = 0; j < db.Length; j++) //{ // db[j] = myTimeSeriForBestHybrid.part1.ToArray()[j]; //} NumericalVariable timeSerii = new NumericalVariable("timeSerii", myTimeSeriForBestHybrid.part1.ToArray()); arimaModel = new ArimaModel(timeSerii, myBestP, myBestD, myBestQ); arimaModel.Compute(); var res = arimaModel.Forecast(1); float lt = (float)res[0]; Lt.Add(lt); double target = myTimeSeriForBestHybrid.part2[i]; double e = lt - target; Et.Add(e); myTimeSeriForBestHybrid.part1.Add(target); double mu = myTimeSeriForBestHybrid.part1.Average(); if (myBestD == 0) { Zt.Add(myTimeSeriForBestHybrid.part1[myTimeSeriForBestHybrid.part1.Count - 1] - mu); } else if (myBestD == 1) { Zt.Add(myTimeSeriForBestHybrid.part1[myTimeSeriForBestHybrid.part1.Count - 1] - myTimeSeriForBestHybrid.part1[myTimeSeriForBestHybrid.part1.Count - 2] - mu); } else { Zt.Add(myTimeSeriForBestHybrid.part1[myTimeSeriForBestHybrid.part1.Count - 1] - 2 * myTimeSeriForBestHybrid.part1[myTimeSeriForBestHybrid.part1.Count - 2] + myTimeSeriForBestHybrid.part1[myTimeSeriForBestHybrid.part1.Count - 3] - mu); } } ArimaModel EtArimaModel = new ArimaGA().GetBestModel(Et.ToArray()); ArimaModel ZtArimaModel = new ArimaGA().GetBestModel(Zt.ToArray()); int a = 0; SVM svm = new SVM(); //TimeSeriGenerator<double> gen = new TimeSeriGenerator<double>(); //gen.NumberOfInputVariables = Int32.Parse(NumberOfInpTextBox.Text); //gen.TimeSeri = Et.ToArray(); //var EtTimeSeries = gen.generate(); //gen = new TimeSeriGenerator<double>(); //gen.NumberOfInputVariables = Int32.Parse(NumberOfInpTextBox.Text); //gen.TimeSeri = Zt.ToArray(); //var ZtTimeSeries = gen.generate(); //// biaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa Pair <int> bestAB = CreateComplexHybridModel(Et.ToArray(), Lt.ToArray(), Zt.ToArray()); double minErr = SVMComplexModelForBestModel(bestAB.First, bestAB.Second, Et.ToArray(), Lt.ToArray(), Zt.ToArray()); MessageBox.Show(bestAB.First + " , " + bestAB.Second + "\nMinError In Training Is => " + minErr, "Now Best M & N Found", MessageBoxButton.OK, MessageBoxImage.Asterisk); // --------------------------------- now our complex hybrid model is created ----------------------------------------------------------------- double mse = 0; double errorPercent = 0; double sumTargets = 0; if (myTimeSeriForBestHybrid.part1.Count != timeSeriGenerator.TimeSeri.Length - numberOfForecastTests) { MessageBox.Show("Input For Arima Model Is Not Completed", "ERROR", MessageBoxButton.OK, MessageBoxImage.Error); } // << CHECK HERE >> (FOR CHECKING PURPOSE ONLY , COMMENT HERE LATER) var forecastedVector = arimaModel.Forecast(numberOfForecastTests); double eoa = MyErrorParameters.ERROR_Percent(forecastedVector.ToArray(), myTimeSeriForBestHybrid.testCases.ToArray()); MessageBox.Show("Error Of Arima Is => " + eoa, "Arima Error", MessageBoxButton.OK, MessageBoxImage.Information); //maxGAIteretionInArima = 1000; //StartArima(myTimeSeriForBestHybrid.part1.ToArray()); //double[] dbb = new double[myTimeSeriForBestHybrid.part1.Count]; //for (int j = 0; j < dbb.Length; j++) //{ // dbb[j] = myTimeSeriForBestHybrid.part1.ToArray()[j]; //} //NumericalVariable timeSeriTest = new NumericalVariable("timeSerii", dbb); //arimaModel = new ArimaModel(timeSeriTest, myBestP, myBestD, myBestQ); //arimaModel.Compute(); StreamWriter hybridWriter = new StreamWriter(OUTPUT_FILE_NAME); List <double> results = new List <double>(); //double errorOfArima = MyErrorParameters.ERROR_Percent(forcastedVector.ToArray(), myTimeSeriForBestHybrid.testCases.ToArray()); //MessageBox.Show("Error Of Arima Is => " + errorOfArima, "Arima Error", MessageBoxButton.OK, // MessageBoxImage.Information); // --------------------------------------------------------------- int numOfInp = bestAB.First + bestAB.Second + 1; int rows = Et.Count - Math.Max(bestAB.First, bestAB.Second); float[,] inps = new float[rows, numOfInp]; double[] targs = new double[rows]; int y = bestAB.First; int z = bestAB.Second; int ll = 0; for (int o = 0; o < rows; o++) { if (y > z) { for (int j = 0; j < y; j++) { inps[o, j] = (float)Et[ll + j]; } inps[o, y] = (float)Lt[ll + y]; for (int j = 0; j < z; j++) { inps[o, y + j + 1] = (float)Zt[ll + y - z + j]; } targs[o] = timeSeriGenerator.TimeSeri[ll + y]; } else { for (int j = 0; j < y; j++) { inps[o, j] = (float)Et[ll + z - y + j]; } inps[o, y] = (float)Lt[ll + z]; for (int j = 0; j < z; j++) { inps[o, j + y + 1] = (float)Zt[ll + j]; } targs[o] = timeSeriGenerator.TimeSeri[ll + z]; } ll++; } float[,] trainInputs = new float[rows - numberOfTests, numOfInp]; float[] trainTargets = new float[rows - numberOfTests]; float[,] testInputs = new float[numberOfTests, numOfInp]; float[] testTargets = new float[numberOfTests]; int t = 0; for (; t < rows - numberOfTests; t++) { for (int j = 0; j < numOfInp; j++) { trainInputs[t, j] = inps[t, j]; } trainTargets[t] = (float)targs[t]; } for (int o = 0; t < rows; o++, t++) { for (int j = 0; j < numOfInp; j++) { testInputs[o, j] = inps[t, j]; } testTargets[o] = (float)targs[t]; } svmModelHybrid = new SVM(); SVM_KERNEL_TYPE bestKernelType = SVM_KERNEL_TYPE.RBF; double bestEps = 0.001; SVMParams p; Matrix <float> trainData = new Matrix <float>(trainInputs); Matrix <float> trainClasses = new Matrix <float>(trainTargets); p = new SVMParams(); p.KernelType = bestKernelType; p.SVMType = Emgu.CV.ML.MlEnum.SVM_TYPE.EPS_SVR; // for regression p.C = 1; p.TermCrit = new MCvTermCriteria(100, bestEps); p.Gamma = 1; p.Degree = 1; p.P = 1; p.Nu = 0.1; bool _trained = svmModelHybrid.TrainAuto(trainData, trainClasses, null, null, p.MCvSVMParams, 10); // --------------------------------------------------------------- for (int i = 0; i < numberOfForecastTests; i++) { float[,] inpTest = new float[bestAB.First + bestAB.Second + 1, 1]; int l = 0; for (int j = 0; j < bestAB.First; j++, l++) { inpTest[l, 0] = (float)Et[Et.Count - bestAB.First + j]; } inpTest[l++, 0] = (float)forecastedVector[i]; for (int j = 0; j < bestAB.Second; j++, l++) { inpTest[l, 0] = (float)Zt[Zt.Count - bestAB.Second + j]; } // injaaaaaaaaaaaaaaaaaaaa float result = svmModelHybrid.Predict(new Matrix <float>(inpTest)); results.Add(result); hybridWriter.WriteLine(result); double target = myTimeSeriForBestHybrid.testCases[i]; // preparing for next use in this for loop double resi = target - (float)forecastedVector[i]; // float resi = target - result; << CHECK HERE IMPORTANT >> Et.Add(resi); myTimeSeriForBestHybrid.part1.Add(target); double mu = myTimeSeriForBestHybrid.part1.Average(); if (myBestD == 0) { Zt.Add(myTimeSeriForBestHybrid.part1[myTimeSeriForBestHybrid.part1.Count - 1] - mu); } else if (myBestD == 1) { Zt.Add(myTimeSeriForBestHybrid.part1[myTimeSeriForBestHybrid.part1.Count - 1] - myTimeSeriForBestHybrid.part1[myTimeSeriForBestHybrid.part1.Count - 2] - mu); } else //else if (bestD == 2) << CHECK HERE >> { Zt.Add(myTimeSeriForBestHybrid.part1[myTimeSeriForBestHybrid.part1.Count - 1] - 2 * myTimeSeriForBestHybrid.part1[myTimeSeriForBestHybrid.part1.Count - 2] + myTimeSeriForBestHybrid.part1[myTimeSeriForBestHybrid.part1.Count - 3] - mu); } } double _mse = MyErrorParameters.MSE(results.ToArray(), myTimeSeriForBestHybrid.testCases.ToArray()); double _errorPercent = MyErrorParameters.ERROR_Percent(results.ToArray(), myTimeSeriForBestHybrid.testCases.ToArray()); hybridWriter.WriteLine("\n\n\nMSE & ERROR% are =>\n\n{0} {1}", _mse, _errorPercent); hybridWriter.Flush(); hybridWriter.Close(); MessageBox.Show( String.Format( "Complex Hybrid Model Created File {0} For Output Successfully Now , Please Check It Out .", OUTPUT_FILE_NAME), "Hybrid SVM Arima Done", MessageBoxButton.OK, MessageBoxImage.Information); }