/// <summary>
/// Get data between two points in raw form.
/// </summary>
/// <param name="desc">The data description.</param>
/// <param name="index">The index to get data from.</param>
/// <returns>The requested data.</returns>
private double GetDataRAW(TemporalDataDescription desc,
int index)
{
TemporalPoint point = this.points[index - 1];
return(point[desc.Index]);
}
/// <summary>
/// Create a temporal data point using a sequence number. They can also be
/// created using time. No two points should have the same sequence number.
/// </summary>
/// <param name="sequence">The sequence number.</param>
/// <returns>A new TemporalPoint object.</returns>
public virtual TemporalPoint CreatePoint(int sequence)
{
TemporalPoint point = new TemporalPoint(this.descriptions.Count);
point.Sequence = sequence;
this.points.Add(point);
return(point);
}
/// <summary>
/// Create a temporal point from a time. Using the grandularity each date is
/// given a unique sequence number. No two dates that fall in the same
/// grandularity should be specified.
/// </summary>
/// <param name="when">The time that this point should be created at.</param>
/// <returns>The point TemporalPoint created.</returns>
public virtual TemporalPoint CreatePoint(DateTime when)
{
int sequence = GetSequenceFromDate(when);
TemporalPoint point = new TemporalPoint(this.descriptions.Count);
point.Sequence = sequence;
this.points.Add(point);
return(point);
}
/// <summary>
/// Calculate the index to start at.
/// </summary>
/// <returns>The starting point.</returns>
public virtual int CalculateStartIndex()
{
for (int i = 0; i < this.points.Count; i++)
{
TemporalPoint point = this.points[i];
if (this.IsPointInRange(point))
{
return(i);
}
}
return(-1);
}
/// <summary>
/// Get data between two points in delta form.
/// </summary>
/// <param name="desc">The data description.</param>
/// <param name="index">The index to get data from.</param>
/// <returns>The requested data.</returns>
private double GetDataDeltaChange(TemporalDataDescription desc,
int index)
{
if (index == 0)
{
return(0.0);
}
TemporalPoint point = this.points[index];
TemporalPoint previousPoint = this.points[index - 1];
return(point[desc.Index]
- previousPoint[desc.Index]);
}
/// <summary>
/// Get data between two points in percent form.
/// </summary>
/// <param name="desc">The data description.</param>
/// <param name="index">The index to get data from.</param>
/// <returns>The requested data.</returns>
private double GetDataPercentChange(TemporalDataDescription desc,
int index)
{
if (index == 0)
{
return(0.0);
}
TemporalPoint point = this.points[index];
TemporalPoint previousPoint = this.points[index - 1];
double currentValue = point[desc.Index];
double previousValue = previousPoint[desc.Index];
return((currentValue - previousValue) / previousValue);
}
/// <summary>
/// Is the specified point within the range. If a point is in the selection
/// range, then the point will be used to generate the training sets.
/// </summary>
/// <param name="point">The point to consider.</param>
/// <returns>True if the point is within the range.</returns>
public virtual bool IsPointInRange(TemporalPoint point)
{
return((point.Sequence >= this.LowSequence) && (point.Sequence <= this.HighSequence));
}
