public int CommonCount(FixedTimeStepSeries Other)
{
double[] val1;
double[] val2;
AlignRemoveDeletevalues(Other, out val1, out val2);
return(val1.Count());
}
/// <summary>
/// Returns a timestampseries at the required timestep
/// Returns a new empty timestampseries if no data exists.
/// </summary>
/// <param name="TimeStep"></param>
/// <returns></returns>
public FixedTimeStepSeries GetTs(TimeStepUnit TimeStep)
{
FixedTimeStepSeries toreturn;
if (!data.TryGetValue(TimeStep, out toreturn))
{
if (data.Count == 0)
{
toreturn = new FixedTimeStepSeries()
{
TimeStepSize = TimeStep, Name = Name + "_" + TimeStep.ToString()
};
}
if (data.ContainsKey(TimeStepUnit.Day))
{
toreturn = TSTools.ChangeZoomLevel(data[TimeStepUnit.Day], TimeStep, Accumulate);
}
else if (data.ContainsKey(TimeStepUnit.Month))
{
toreturn = TSTools.ChangeZoomLevel(data[TimeStepUnit.Month], TimeStep, Accumulate);
}
data.Add(TimeStep, toreturn);
}
return(toreturn);
}
public static FixedTimeStepSeries Substract(FixedTimeStepSeries ts1, FixedTimeStepSeries ts2)
{
FixedTimeStepSeries ToReturn = new FixedTimeStepSeries();
ToReturn.TimeStepSize = ts1.TimeStepSize;
ToReturn.DeleteValue = ts1.DeleteValue;
ToReturn.StartTime = ts1.StartTime;
DateTime End = ts1.EndTime;
if (ts1.StartTime > ts2.StartTime)
{
ToReturn.StartTime = ts2.StartTime;
}
if (ts1.EndTime > ts2.EndTime)
{
End = ts2.EndTime;
}
var val1 = ts1.GetValues(ToReturn.StartTime, End);
var val2 = ts2.GetValues(ToReturn.StartTime, End);
for (int i = 0; i < val1.Count(); i++)
{
if (val1[i] == ts1.DeleteValue || val2[i] == ts2.DeleteValue)
{
ToReturn.Add(ToReturn.DeleteValue);
}
else
{
ToReturn.Add(val1[i] - val2[i]);
}
}
return(ToReturn);
}
/// <summary>
/// Returns the FBAL-value
/// </summary>
/// <param name="Other"></param>
/// <returns></returns>
public double?FBAL(FixedTimeStepSeries Other)
{
double[] val1;
double[] val2;
AlignRemoveDeletevalues(Other, out val1, out val2);
int c = val1.Count();
if (c > 0)
{
return((val1.Average() - val2.Average()) / val1.Average());
}
return(null);
}
/// <summary>
/// Returns the R-squared value
/// </summary>
/// <param name="Other"></param>
/// <returns></returns>
public double?R2(FixedTimeStepSeries Other)
{
double[] val1;
double[] val2;
AlignRemoveDeletevalues(Other, out val1, out val2);
int c = val1.Count();
if (c > 0)
{
return(TSTools.R2(val1, val2));
}
return(null);
}
/// <summary>
/// Returns the RMSE value
/// </summary>
/// <param name="Other"></param>
/// <returns></returns>
public double?RMSE(FixedTimeStepSeries Other)
{
double[] val1;
double[] val2;
AlignRemoveDeletevalues(Other, out val1, out val2);
int c = val1.Count();
if (c > 0)
{
double me = 0;
for (int i = 0; i < c; i++)
{
me += Math.Pow(val1[i] - val2[i], 2);
}
return(Math.Pow(me / c, 0.5));
}
return(null);
}
public double?MAE(FixedTimeStepSeries Other)
{
double[] val1;
double[] val2;
AlignRemoveDeletevalues(Other, out val1, out val2);
int c = val1.Count();
if (c > 0)
{
double mae = 0;
for (int i = 0; i < c; i++)
{
mae += Math.Abs(val1[i] - val2[i]);
}
return(mae / c);
}
return(null);
}
public void AlignRemoveDeletevalues(FixedTimeStepSeries Other, out double[] val1, out double[] val2)
{
List <double> var1 = new List <double>();
List <double> var2 = new List <double>();
if (Other.TimeStepSize == TimeStepSize & Other.TimeStepMultiplier == TimeStepMultiplier)
{
if (Other.StartTime == StartTime)
{
for (int i = 0; i < Math.Min(this.Count, Other.Count); i++)
{
if (Items[i].Value != DeleteValue & Other.Items[i].Value != Other.DeleteValue)
{
var1.Add(Items[i].Value);
var2.Add(Other.Items[i].Value);
}
}
}
}
val1 = var1.ToArray();
val2 = var2.ToArray();
}
public void SetTs(FixedTimeStepSeries ts)
{
data.Clear();
data.Add(ts.TimeStepSize, ts);
}
/// <summary>
/// Gets a fixedtimestepseries at another zoom level.
/// </summary>
/// <param name="Data"></param>
/// <param name="NewZoomLevel"></param>
/// <param name="Accumulate"></param>
/// <returns></returns>
public static FixedTimeStepSeries ChangeZoomLevel(FixedTimeStepSeries Data, TimeStepUnit NewZoomLevel, bool Accumulate)
{
if (Data.TimeStepSize <= NewZoomLevel)
{
return(null);
}
FixedTimeStepSeries ToReturn = new FixedTimeStepSeries();
ToReturn.DeleteValue = Data.DeleteValue;
ToReturn.TimeStepSize = NewZoomLevel;
ToReturn.StartTime = GetTimeOfFirstTimeStep(Data.StartTime, NewZoomLevel);
ToReturn.OffSetStartTime = Data.OffSetStartTime;
ToReturn.OffSetEndTime = Data.OffSetEndTime;
List <double> newvalues = new List <double>();
int localcount = 0;
int counter = 0;
switch (NewZoomLevel)
{
case TimeStepUnit.Year:
{
int currentyear = -1;
foreach (var v in Data.Items)
{
if (Data.GetTime(counter).Year == currentyear)
{
if (v.Value != Data.DeleteValue)
{
newvalues[newvalues.Count - 1] += v.Value;
}
}
else
{
currentyear = Data.GetTime(counter).Year;
if (!Accumulate & newvalues.Count > 0)
{
newvalues[newvalues.Count - 1] /= localcount;
}
localcount = 0;
newvalues.Add(v.Value);
}
localcount++;
counter++;
}
if (localcount != 12) //only use complete years
{
newvalues.RemoveAt(newvalues.Count - 1);
}
else
{
if (!Accumulate)
{
newvalues[newvalues.Count - 1] /= localcount;
}
}
}
break;
case TimeStepUnit.Month:
int currentmonth = Data.StartTime.Month;
newvalues.Add(0);
foreach (var v in Data.Items)
{
if (Data.GetTime(counter).Month == currentmonth)
{
if (v.Value != Data.DeleteValue)
{
newvalues[newvalues.Count - 1] += v.Value;
}
}
else
{
currentmonth = Data.GetTime(counter).Month;
if (!Accumulate)
{
newvalues[newvalues.Count - 1] /= localcount;
}
localcount = 0;
newvalues.Add(v.Value);
}
localcount++;
counter++;
}
if (!Accumulate)
{
newvalues[newvalues.Count - 1] /= localcount;
}
break;
case TimeStepUnit.Day:
int currentday = Data.StartTime.Day;
newvalues.Add(0);
foreach (var v in Data.Items)
{
if (Data.GetTime(counter).Day == currentday)
{
if (v.Value != Data.DeleteValue)
{
newvalues[newvalues.Count - 1] += v.Value;
}
}
else
{
currentday = Data.GetTime(counter).Day;
if (!Accumulate)
{
newvalues[newvalues.Count - 1] /= localcount;
}
localcount = 0;
newvalues.Add(v.Value);
}
localcount++;
counter++;
}
if (!Accumulate)
{
newvalues[newvalues.Count - 1] /= localcount;
}
break;
case TimeStepUnit.Hour:
int currenthour = Data.StartTime.Hour;
newvalues.Add(0);
foreach (var v in Data.Items)
{
if (Data.GetTime(counter).Hour == currenthour)
{
if (v.Value != Data.DeleteValue)
{
newvalues[newvalues.Count - 1] += v.Value;
}
}
else
{
currenthour = Data.GetTime(counter).Hour;
if (!Accumulate)
{
newvalues[newvalues.Count - 1] /= localcount;
}
localcount = 0;
newvalues.Add(v.Value);
}
localcount++;
counter++;
}
if (!Accumulate)
{
newvalues[newvalues.Count - 1] /= localcount;
}
break;
case TimeStepUnit.Minute:
int currentminute = Data.StartTime.Minute;
newvalues.Add(0);
foreach (var v in Data.Items.Where(vv => vv.Value != Data.DeleteValue))
{
if (Data.GetTime(counter).Minute == currentminute)
{
newvalues[newvalues.Count - 1] += v.Value;
}
else
{
currentminute = Data.GetTime(counter).Minute;
if (!Accumulate)
{
newvalues[newvalues.Count - 1] /= localcount;
}
localcount = 0;
newvalues.Add(v.Value);
}
localcount++;
counter++;
}
if (!Accumulate)
{
newvalues[newvalues.Count - 1] /= localcount;
}
break;
case TimeStepUnit.Second:
break;
case TimeStepUnit.None:
break;
default:
break;
}
ToReturn.AddRange(newvalues.Select(n => new ValueDouble(n)));
return(ToReturn);
}