public void LinearHurstTest()
{
Console.WriteLine("LinearHurstTest");
LoggerInitialization.SetThreshold(typeof(hurst_tests), LogLevel.Debug);
LoggerInitialization.SetThreshold(typeof(TrajectoryTransformer_Hurst), LogLevel.Debug);
double m = 0.1;
double b = 0.0;
ITrajectory traj = new Trajectory("data", 1.0, 0.0, 0.0);
double INC = 1.0;
for (double x = 0.0; x < WINDOW; x += INC)
{
double NOISE_SCALE = 0.0001;
double noise = 2.0 * NOISE_SCALE * SingletonRandomGenerator.Instance.NextDouble() - NOISE_SCALE;
double y = m * INC + noise;
traj.add(x, y);
}
ITrajectoryTransformer tx = new TrajectoryTransformer_Hurst(WINDOW, 1.0);
ITrajectory trajHurst = tx.eval(traj);
SingletonLogger.Instance().DebugLog(typeof(hurst_tests), "Hurst of y = " + m + " x + " + b + "\n");
SingletonLogger.Instance().DebugLog(typeof(hurst_tests), "" + trajHurst.ToStringLong());
}
public void RandomWalkTest()
{
Console.WriteLine("RandomWalkTest");
LoggerInitialization.SetThreshold(typeof(hurst_tests), LogLevel.Debug);
LoggerInitialization.SetThreshold(typeof(TrajectoryTransformer_Hurst), LogLevel.Info);
double y = 0.0;
ITrajectory traj = new Trajectory("data", 1.0, 0.0, 0.0);
for (double x = 0.0; x < WINDOW; x += 1.0)
{
double STEP;
if (SingletonRandomGenerator.Instance.NextDouble() <= 0.5)
{
STEP = 0.1;
}
else
{
STEP = -0.1;
}
y = y + STEP;
// traj.add(x,y);
traj.add(x, STEP);
}
ITrajectoryTransformer tx = new TrajectoryTransformer_Hurst(WINDOW, 1.0);
ITrajectory trajHurst = tx.eval(traj);
SingletonLogger.Instance().DebugLog(typeof(hurst_tests), "Hurst of RandomWalk\n");
SingletonLogger.Instance().DebugLog(typeof(hurst_tests), "" + trajHurst.ToStringLong());
}
public void RandomBinaryTest()
{
Console.WriteLine("RandomBinaryTest");
LoggerInitialization.SetThreshold(typeof(hurst_tests), LogLevel.Debug);
LoggerInitialization.SetThreshold(typeof(TrajectoryTransformer_Hurst), LogLevel.Debug);
double y = 0.0;
ITrajectory traj = new Trajectory("data", 1.0, 0.0, 0.0);
bool pos = true;
for (double x = 0.0; x < WINDOW; x += 1.0)
{
if (pos)
{
y = 1.0;
traj.add(x, y);
pos = false;
}
else
{
y = -1.0;
traj.add(x, y);
pos = true;
}
}
ITrajectoryTransformer tx = new TrajectoryTransformer_Hurst(WINDOW, 1.0);
ITrajectory trajHurst = tx.eval(traj);
SingletonLogger.Instance().DebugLog(typeof(hurst_tests), "Hurst of Random Alternating\n");
SingletonLogger.Instance().DebugLog(typeof(hurst_tests), "" + trajHurst.ToStringLong());
}
public void ZeroTest()
{
Console.WriteLine("ZeroTest");
LoggerInitialization.SetThreshold(typeof(hurst_tests), LogLevel.Debug);
LoggerInitialization.SetThreshold(typeof(TrajectoryTransformer_Hurst), LogLevel.Info);
double y = 0.0;
ITrajectory traj = new Trajectory("data", 1.0, 0.0, 0.0);
for (double x = 0.0; x < WINDOW; x += 1.0)
{
y = 0.005 * SingletonRandomGenerator.Instance.NextDouble();
traj.add(x, y);
}
ITrajectoryTransformer tx = new TrajectoryTransformer_Hurst(WINDOW, 1.0);
ITrajectory trajHurst = tx.eval(traj);
SingletonLogger.Instance().DebugLog(typeof(hurst_tests), "Hurst of Zero\n");
SingletonLogger.Instance().DebugLog(typeof(hurst_tests), "" + trajHurst.ToStringLong());
}
