示例#1
0
        List <int> MoveWindowFunc(double[] samples, int width, int interval)//滑窗法进行筛选
        {
            int        index = 0;
            List <int> list  = new List <int>();

            do
            {
                double[] temp_samp   = new double[width];//临时样本
                bool     isQualified = false;
                for (int i = 0; i < width; i++)
                {
                    temp_samp[i] = samples[index + i];
                }
                double means = temp_samp.Mean();
                for (int i = 0; i < width; i++)
                {
                    temp_samp[i] -= means;
                }

                ParaVec paraVec = ComputeParaVec(temp_samp);
                if (paraVec.tao1 < -1.95)//-1.95   -2.89   -3.45
                {
                    isQualified = true;
                }
                if (index >= 300)
                {
                    ;
                }
                if (isQualified)///如果窗口合格
                {
                    for (int j = 0; j < width; j++)
                    {
                        if (!list.Contains(j + index))
                        {
                            list.Add(j + index);
                        }
                    }
                }

                index += interval;
                if (index + width > samples.Count())
                {
                    break;
                }
            }while (true);
            return(list);
        }
示例#2
0
        private void OnCompute(object sender, RoutedEventArgs args)
        {
            try
            {
                ParaList = ReadXml(@"..\..\ParaXml.xml");                          //读取xml文档
                FileStream   file   = new FileStream("file.txt", FileMode.Create); ///创建文件用于存放稳态工况数据
                StreamWriter writer = new StreamWriter(file);
                writer.WriteLine("创建日期" + DateTime.Now.ToString());
                writer.Flush();

                List <DateTime> timeList = new List <DateTime>();                                     //存放稳态工况的时间点
                string          strStart = ((DateTime)StartDate.SelectedDate).ToString("yyyy-MM-dd"); ///开始时间字符串
                string          strEnd   = ((DateTime)EndDate.SelectedDate).ToString("yyyy-MM-dd");   //结束时间字符串
                DateTime        loopTime = (DateTime)StartDate.SelectedDate;                          ///开始时间,用于循环
                DateTime        EndTime  = (DateTime)EndDate.SelectedDate;                            //结束时间
                ////从参数表中取出参数详细信息
                DataTable measure_dt = QueryData("select id,name,saveindex from tb_nx_measure");
                string    strSql     = "select cytime";
                foreach (ParameterSetting childParameter in ParaList)///查找存储索引并构建字符串
                {
                    var re = from h in measure_dt.AsEnumerable()
                             where h.Field <string>("name") == childParameter.name
                             select Convert.ToInt32(h.Field <object>("saveindex"));

                    if (re == null)
                    {
                        throw new Exception("结果为null");
                    }
                    if (re.Count() != 1)
                    {
                        throw new Exception("未找到指定参数");
                    }
                    foreach (int d in re)
                    {
                        childParameter.saveindex = d;
                        strSql += ",V";
                        strSql += d.ToString();
                    }
                }
                strSql = strSql + " from tb_nx_his_run where cytime between '" + strStart + "' and '" + strEnd + "'"; //完成对字符串的构建
                DataTable data_dt    = QueryData(strSql);                                                             ///查询指定时间内的数据
                TimeSpan  Windowspan = new TimeSpan(0, ParaList[0].time, 0);                                          ///窗口宽度/min
                TimeSpan  Scannspan  = new TimeSpan(0, int.Parse(扫描间隔.Text), 0);                                      ///扫描间隔/min

                do
                {
                    DateTime tempEndTime = loopTime + Windowspan;
                    var      re2         = from h in data_dt.AsEnumerable()
                                           let tempTime = Convert.ToDateTime(h.Field <string>("cytime"))
                                                          where tempTime >= loopTime && tempTime < tempEndTime
                                                          select h;
                    bool isQualified = true; //先假设该窗口合格
                                             //单纯的稳态判别方式
                                             //for(int index=0;index<ParaList.Count();index++)
                                             //{
                                             //    double max = re2.Max(x => Convert.ToDouble(x.Field<object>(index+1)));
                                             //    double min = re2.Min(x => Convert.ToDouble(x.Field<object>(index+1)));
                                             //    if(ParaList[index].type==0)
                                             //    {
                                             //        if (Math.Abs(max - min) > ParaList[index].value)
                                             //        {
                                             //            isQualified = false;
                                             //            break;
                                             //        }
                                             //    }
                                             //    if (ParaList[index].type == 1)
                                             //    {
                                             //        if (Math.Abs(max - min)/max > ParaList[index].value)
                                             //        {
                                             //            isQualified = false;
                                             //            break;
                                             //        }
                                             //    }
                                             //}


                    ///DF检验判别方式
                    double[] samples = new double[re2.Count()];//新建指定宽度窗口内的样本

                    for (int index = 0; index < re2.Count(); index++)
                    {
                        samples[index] = Convert.ToDouble(re2.ElementAt(index).Field <object>(1));
                    }
                    ParaVec paraVec = ComputeParaVec(GenerateDataFromData(samples));
                    if (paraVec.tao1 > -2.86)
                    {
                        isQualified = false;
                    }
                    if (isQualified)///如果窗口合格
                    {
                        foreach (var d in re2)
                        {
                            DateTime temp_time = Convert.ToDateTime(d.Field <string>("cytime"));
                            if (!timeList.Contains(temp_time))
                            {
                                timeList.Add(temp_time);
                            }
                        }
                    }
                    loopTime += Scannspan;                 ///将循环时间增加一个扫面时间间隔
                    if (loopTime > (EndTime - Windowspan)) ///如果循环时间不足以进行下一次的计算,则推出循环
                    {
                        break;
                    }
                }while (true);
                writer.WriteLine("共" + timeList.Count + "条记录,占比" + timeList.Count + "/" + data_dt.Rows.Count + "=" + ((double)timeList.Count / data_dt.Rows.Count));
                //foreach (DateTime date in timeList)
                //{
                //    var re3 = from h in data_dt.AsEnumerable()
                //              let tempTime = Convert.ToDateTime(h.Field<string>("cytime"))
                //              where tempTime == date
                //              select Convert.ToDouble(h.Field<object>(1));
                //    foreach (double d in re3)
                //    {
                //        writer.WriteLine(date.ToString("yyyy-MM-dd HH:mm:ss") + "\t" + d.ToString());
                //    }
                //}
                //writer.Flush();
                //writer.Close();
                //file.Close();
                foreach (DataRow row in data_dt.Rows)
                {
                    DateTime tempTime = Convert.ToDateTime(row.Field <string>("cytime"));//取出时间
                    string   temp_str = tempTime.ToString("yyyy-MM-dd HH:mm:ss");
                    for (int i = 1; i < data_dt.Columns.Count; i++)
                    {
                        temp_str = temp_str + "\t" + row.Field <object>(i).ToString();
                    }

                    if (timeList.Contains(tempTime))
                    {
                        writer.WriteLine(temp_str);
                    }
                    else
                    {
                        writer.WriteLine();
                    }
                    writer.Flush();
                }
                file.Close();
                MessageBox.Show("共" + timeList.Count + "条记录,占比" + timeList.Count + "/" + data_dt.Rows.Count + "=" + ((double)timeList.Count / data_dt.Rows.Count));
            }
            catch (Exception ex)
            {
                MessageBox.Show(ex.Message);
            }
        }
示例#3
0
        //一阶含常数无趋势自回归DF检验
        ParaVec ComputeParaVec(double[] samples)
        {
            int mCount = samples.Count();
            //定义矩阵系数
            double a11 = 0;
            double a12 = 0;
            double a13 = 0;
            double a21 = 0;
            double a22 = 0;
            double a23 = 0;
            double a31 = 0;
            double a32 = 0;
            double a33 = 0;
            ///定义向量
            double b1 = 0;
            double b2 = 0;
            double b3 = 0;
            ///定义解向量
            double c1 = 0;
            double c2 = 0;
            double c3 = 0;

            for (int index = 1; index < mCount; index++)
            {
                a11++;
                a12 += samples[index - 1];
                a13 += (index + 1);
                a22 += samples[index - 1] * samples[index - 1];
                a23 += (index + 1) * samples[index - 1];
                a33 += (index + 1) * (index + 1);

                b1 += samples[index];
                b3 += (index + 1) * samples[index];
                b2 += samples[index - 1] * samples[index];
            }
            a21 = a12;
            a31 = a13;
            a32 = a23;
            ParaVec paraVec = new ParaVec();//新建参数向量矩阵

            //情形1
            {
                double[,] aMatrix = new double[1, 1];
                aMatrix[0, 0]     = a22;
                double[] bMatrix = new double[1];
                bMatrix[0] = b2;
                double[] cMatrix = new double[1];
                cMatrix = Matrix.Multiply(aMatrix.Inverse(), bMatrix);//计算参数向量

                paraVec.fai1 = cMatrix[0];
                double squre = aMatrix.Inverse()[0, 0];
                double s2t   = 0;
                for (int index = 1; index < mCount; index++)
                {
                    paraVec.sigma21 += Math.Pow((samples[index] - paraVec.fai1 * samples[index - 1]), 2);
                }
                s2t              = paraVec.sigma21 + samples[0] * samples[0];
                paraVec.sigma21 /= mCount - 1;
                s2t             /= mCount - 1;
                paraVec.tao1     = (paraVec.fai1 - 1) / Math.Sqrt(s2t * squre);
                paraVec.rou1     = samples.Count() * (paraVec.fai1 - 1);
            }
            //情形2
            {
                double[,] aMatrix = new double[2, 2];
                aMatrix[0, 0]     = a11;
                aMatrix[0, 1]     = a12;
                aMatrix[1, 0]     = a21;
                aMatrix[1, 1]     = a22;
                double[] bMatrix = new double[2];
                bMatrix[0] = b1;
                bMatrix[1] = b2;
                double[] cMatrix = new double[2];
                cMatrix = Matrix.Multiply(aMatrix.Inverse(), bMatrix);//计算参数向量

                paraVec.miu2    = cMatrix[0];
                paraVec.fai2    = cMatrix[1];
                paraVec.sigma22 = 0;
                double[] xishu = new double[] { 0, 1 };
                double   squre = xishu.Multiply(aMatrix.Inverse()).Multiply(xishu.Transpose())[0];
                double   s2t   = 0;
                for (int index = 1; index < mCount; index++)
                {
                    paraVec.sigma22 += Math.Pow((samples[index] - paraVec.miu2 - paraVec.fai2 * samples[index - 1]), 2);
                    // squre += Math.Pow(samples[index - 1], 2);
                }
                s2t              = paraVec.sigma22 + (samples[0] - paraVec.miu2) * (samples[0] - paraVec.miu2);
                paraVec.sigma22 /= mCount - 1;
                s2t             /= mCount - 1;
                paraVec.tao2     = (paraVec.fai2 - 1) / Math.Sqrt(s2t * squre);
                paraVec.rou2     = samples.Count() * (paraVec.fai2 - 1);
            }
            //情形3
            {
                double[,] aMatrix = new double[3, 3];
                aMatrix[0, 0]     = a11;
                aMatrix[0, 1]     = a12;
                aMatrix[0, 2]     = a13;
                aMatrix[1, 0]     = a21;
                aMatrix[1, 1]     = a22;
                aMatrix[1, 2]     = a23;
                aMatrix[2, 0]     = a31;
                aMatrix[2, 1]     = a32;
                aMatrix[2, 2]     = a33;
                double[] bMatrix = new double[3];
                bMatrix[0] = b1;
                bMatrix[1] = b2;
                bMatrix[2] = b3;
                double[] cMatrix = new double[3];
                cMatrix = Matrix.Multiply(aMatrix.Inverse(), bMatrix);//计算参数向量

                paraVec.miu3  = cMatrix[0];
                paraVec.fai3  = cMatrix[1];
                paraVec.beta3 = cMatrix[2];

                double[] xishu = new double[] { 0, 1, 0 };
                double   squre = xishu.Multiply(aMatrix.Inverse()).Multiply(xishu.Transpose())[0];
                double   s2t   = 0;
                for (int index = 1; index < mCount; index++)
                {
                    paraVec.sigma23 += Math.Pow((samples[index] - paraVec.miu3 - paraVec.beta3 * (index + 1) - paraVec.fai3 * samples[index - 1]), 2);
                    //   squre += Math.Pow(samples[index - 1], 2);
                }
                s2t              = paraVec.sigma23 + (samples[0] - paraVec.miu3) * (samples[0] - paraVec.miu3);
                paraVec.sigma23 /= mCount - 1;
                s2t             /= mCount - 1;
                paraVec.tao3     = (paraVec.fai3 - 1) / Math.Sqrt(s2t * squre);
                paraVec.rou3     = samples.Count() * (paraVec.fai3 - 1);
            }
            return(paraVec);
        }