public void CreateCorrectRegressionEquation()
{
IRegressionEquationFactory factory = new RegressionEquationFactory();
var targetDate = new DateTime(2017, 1, 17);
var samples = new List <DataPoint2D>
{
new DataPoint2D(1, 3.04359m),
new DataPoint2D(2, 2.945926m),
new DataPoint2D(3, 2.893866m),
new DataPoint2D(4, 2.854589m),
new DataPoint2D(5, 2.970913m),
new DataPoint2D(6, 2.925991m),
new DataPoint2D(7, 2.990882m),
new DataPoint2D(8, 2.944941m),
new DataPoint2D(9, 2.970704m),
new DataPoint2D(10, 3.089218m),
new DataPoint2D(11, 3.284672m),
new DataPoint2D(12, 3.503773m)
};
var expectedSlope = 0.035m;
var expectedIntercept = 2.807m;
// Actions
RegressionEquation regressionEquation = factory.Create(samples);
// Asse
regressionEquation.Should().NotBeNull();
regressionEquation.Intercept
.AlmostEquals(expectedIntercept, 3)
.Should().BeTrue();
regressionEquation.Slope
.AlmostEquals(expectedSlope, 3)
.Should().BeTrue();
}
private static int indexOutlier(List<double> x, List<double> y, RegressionEquation regression)
{
double worstCase = 0;
int worstCaseIndex = 0;
double difference = 0;
for (int i = 0; i <= x.Count - 1; i++)
{
difference = System.Math.Abs(y[i] - regression.intercept * System.Math.Pow(regression.growth, x[i]));
if (difference > worstCase)
{
worstCase = difference;
worstCaseIndex = i;
}
}
return worstCaseIndex;
}
public static double getAdjustedExponentialGrowthRate(List<double> x, List<double> y)
{
var firstRegression = new RegressionEquation(x, y);
RegressionEquation secondGrowthRate = null;
RegressionEquation thirdGrowthRate = null;
int worstCaseIndex = 0;
//get furthest away point
firstRegression.calculateExponentialRegressionLine();
worstCaseIndex = indexOutlier(x, y, firstRegression);
//remove it
x.RemoveAt(worstCaseIndex);
y.RemoveAt(worstCaseIndex);
//get second furthest away point
secondGrowthRate = new RegressionEquation(x, y);
secondGrowthRate.calculateExponentialRegressionLine();
worstCaseIndex = indexOutlier(x, y, secondGrowthRate);
//remove it
x.RemoveAt(worstCaseIndex);
y.RemoveAt(worstCaseIndex);
thirdGrowthRate = new RegressionEquation(x, y);
thirdGrowthRate.calculateExponentialRegressionLine();
//take the average
return ((firstRegression.growth + secondGrowthRate.growth + thirdGrowthRate.growth - 3) * 100) / 3;
}
