CorrelationFunctions.hh
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/*
* To change this license header, choose License Headers in Project Properties.
* To change this template file, choose Tools | Templates
* and open the template in the editor.
*/
/*
* File: CorrelationFunctions.hh
* Author: hacene
*
* Created on September 27, 2021, 3:35 PM
*/
#ifndef CORRELATIONFUNCTIONS_HH
#define CORRELATIONFUNCTIONS_HH
#include "DicError.hh"
#include "AMDA_exception.hh"
#include "Parameter.hh"
#include "ParamData.hh"
#include "DataTypeMath.hh"
#include "Operation.hh"
#include <vector>
#include <iostream>
#include <iterator>
#include <c++/4.8.2/bits/stl_vector.h>
#include <c++/4.8.2/bits/stl_pair.h>
#include <list>
#include "Toolbox.hh"
#include "AbstractFunc.hh"
namespace AMDA {
namespace Parameters {
namespace StatisticFunctions {
#define AVERAGE_TIME 1200 // (seconds)
#define MAX_GAP_SIZE 3600 // (seconds)
enum COEFS {
COVARIANCE = 1,
PAERSON = 2,
SPEARMAN = 3,
KENDALL = 4,
};
static std::map<std::string, COEFS> coefsToStr = {
{"covariance", COEFS::COVARIANCE},
{"pearson", COEFS::PAERSON},
{"spearman", COEFS::SPEARMAN},
{"kendall", COEFS::KENDALL},
{"1", COEFS::COVARIANCE},
{"2", COEFS::PAERSON},
{"3", COEFS::SPEARMAN},
{"4", COEFS::KENDALL},
};
template <typename InputElemType, typename OutputElemType>
class AbstractCorrelationFunc : public AbstractFuncBase {
public:
/**
* @brief Constructor.
* @details Create the ParamData type of the input ParamData.
*/
AbstractCorrelationFunc(Process& pProcess, TimeIntervalListSPtr pTimeIntervalList, ParamDataSpec<InputElemType>& firstParamInput, ParamDataSpec<InputElemType>& secondParamInput, double windowtime, std::string correlationType)
: AbstractFuncBase(pProcess, pTimeIntervalList, windowtime),
_correlationType(correlationType),
_firstParamInput(firstParamInput),
_secondParamInput(secondParamInput),
_paramOutput(new ParamDataSpec<OutputElemType>) {
_paramDataOutput = _paramOutput;
}
virtual ~AbstractCorrelationFunc() {
}
virtual OutputElemType computeCorrelation(std::list<std::pair<double, std::pair<InputElemType, InputElemType>>>&mem, OutputElemType& nanVal, std::string type) = 0;
virtual void init() {
AbstractCorrelationFunc<InputElemType, OutputElemType>::setTarget(AbstractCorrelationFunc<InputElemType, OutputElemType>::getIntStartTime());
AbstractCorrelationFunc<InputElemType, OutputElemType>::setNeedInit(false);
}
virtual bool nextTarget() {
double target = AbstractCorrelationFunc<InputElemType, OutputElemType>::getTarget() + AbstractCorrelationFunc<InputElemType, OutputElemType>::getWindowTime();
bool res = AbstractCorrelationFunc<InputElemType, OutputElemType>::setTarget(target);
while (!_mem.empty() && !AbstractCorrelationFunc<InputElemType, OutputElemType>::inWindow(_mem.front().first)) {
_mem.pop_front();
}
return res;
}
virtual bool needToChangeTarget(double crtTime) {
return !AbstractCorrelationFunc<InputElemType, OutputElemType>::needInit() && !AbstractCorrelationFunc<InputElemType, OutputElemType>::inWindow(crtTime);
}
virtual double getSampling() {
return AbstractCorrelationFunc<InputElemType, OutputElemType>::getWindowTime();
}
virtual void pushData(double time, std::pair<InputElemType, InputElemType>& elem) {
_mem.push_back(std::make_pair(time, elem));
}
virtual void resetFunc() {
_mem.clear();
}
void pushSecondParamData(ParamDataIndexInfo &pParamDataIndexInfo) {
for (unsigned int _index = pParamDataIndexInfo._startIndex;
_index < pParamDataIndexInfo._startIndex + pParamDataIndexInfo._nbDataToProcess;
++_index) {
double time = _secondParamInput.getTime(_index);
InputElemType val_ = _secondParamInput.get(_index);
_secondParamInputData.push_back(std::pair<double, InputElemType> (time, val_));
}
}
virtual InputElemType getValue(std::vector<std::pair<double, InputElemType> >& input, double time) = 0;
/**
* @overload Operation::write(ParamDataIndexInfo &pParamDataIndexInfo)
*/
void write(ParamDataIndexInfo &pParamDataIndexInfo) {
if ((pParamDataIndexInfo._nbDataToProcess > 0)) {
if (pParamDataIndexInfo._startIndex == 0) {
_nanVal = _firstParamInput.get(0);
_nanVal << NotANumber();
}
for (unsigned int _index = pParamDataIndexInfo._startIndex;
_index < pParamDataIndexInfo._startIndex + pParamDataIndexInfo._nbDataToProcess;
++_index) {
double crtTime = _firstParamInput.getTime(_index);
InputElemType firstVal = _firstParamInput.get(_index);
// get the second element
InputElemType secondVal = getValue(_secondParamInputData, crtTime);
std::pair<InputElemType, InputElemType> crtVal(firstVal, secondVal);
if (needToChangeTarget(crtTime)) {
_paramOutput->pushTime(getTarget());
_paramOutput->push(compute());
pushData(crtTime, crtVal);
nextTarget();
bool skip = false;
while (!skip && needToChangeTarget(crtTime)) {
_paramOutput->pushTime(getTarget());
_paramOutput->push(compute());
skip = nextTarget();
}
} else {
pushData(crtTime, crtVal);
if (needInit()) {
init();
}
}
}
}
if (pParamDataIndexInfo._timeIntToProcessChanged || pParamDataIndexInfo._noMoreTimeInt) {
if (!needInit()) {
do {
if (inInt(getTarget())) {
_paramOutput->pushTime(getTarget());
_paramOutput->push(compute());
}
} while (nextTarget());
}
}
}
double getInputParamSampling() {
return _firstParamInput.getMinSampling();
}
OutputElemType compute() {
return computeCorrelation(_mem, AbstractCorrelationFunc<InputElemType, OutputElemType>::_nanVal, _correlationType);
}
protected:
OutputElemType _nanVal;
std::string _correlationType;
std::list<std::pair<double, std::pair<InputElemType, InputElemType>> > _mem;
private:
ParamDataSpec<InputElemType>& _firstParamInput;
ParamDataSpec<InputElemType>& _secondParamInput;
ParamDataSpec<OutputElemType>* _paramOutput;
std::vector<std::pair<double, InputElemType> > _secondParamInputData;
};
/**
*
* @param pProcess
* @param pTimeIntervalList
* @param firstParamInput
* @param secondParamInput
* @param windowtime
* @param type
*/
template <typename InputElemType, typename OutputElemType>
class Correlation : public AbstractCorrelationFunc<InputElemType, OutputElemType> {
public:
Correlation(Process & pProcess, TimeIntervalListSPtr pTimeIntervalList, ParamDataSpec<InputElemType>& firstParamInput,
ParamDataSpec<InputElemType>& secondParamInput, double windowtime, std::string correlationType) :
AbstractCorrelationFunc<InputElemType, OutputElemType> (pProcess, pTimeIntervalList, firstParamInput, secondParamInput, windowtime, correlationType) {
}
virtual ~Correlation() {
}
InputElemType getValue(std::vector<std::pair<double, InputElemType> >& input, double time) {
double min_t = time - AVERAGE_TIME / 2.;
double max_t = time + AVERAGE_TIME / 2.;
std::vector<std::pair<double, InputElemType> > values_for_mean;
InputElemType nanVal;
nanVal << NotANumber();
std::pair<double, InputElemType> prev_value(NAN, nanVal);
std::pair<double, InputElemType> next_value(NAN, nanVal);
InputElemType value = nanVal;
for (auto it = input.begin(); it != input.end(); ++it) {
if (it->first == time) {
value = it->second;
return value;
break;
} else if (isNAN(it->second))
continue;
else if (it->first > max_t) {
next_value = *it;
break;
} else if (it->first < min_t) {
prev_value = *it;
} else {
values_for_mean.push_back(*it);
}
}
if (!values_for_mean.empty()) {
//Compute mean
InputElemType sum = 0;
for (auto it = values_for_mean.begin(); it != values_for_mean.end(); ++it) {
sum += it->second;
}
value = sum / (InputElemType) values_for_mean.size();
} else {
if (!isNAN(prev_value.first) && !isNAN(next_value.first) && (next_value.first - prev_value.first <= MAX_GAP_SIZE)) {
//Compute interpolated value
value = prev_value.second + (time - prev_value.first) / (next_value.first - prev_value.first) * (next_value.second - prev_value.second);
}
}
return value;
}
OutputElemType computeCorrelation(std::list<std::pair<double, std::pair<InputElemType, InputElemType>>>&mem, OutputElemType& nanVal, std::string type) {
OutputElemType result = nanVal;
if (mem.empty()) {
return result;
}
std::list<std::pair<InputElemType, InputElemType>> list;
for (typename std::list<std::pair<double, std::pair < InputElemType, InputElemType>>>::iterator it = mem.begin(); it != mem.end(); ++it) {
list.push_back(it->second);
}
if (coefsToStr.find(type) == coefsToStr.end()) {
BOOST_THROW_EXCEPTION(AMDA::AMDA_exception() << AMDA::errno_code(AMDA_ERROR_UNKNOWN) << AMDA::ex_msg("StatisticFunctions::CorrelationFunction unknown correlation type " + type));
}
switch (coefsToStr[type]) {
case COEFS::COVARIANCE:
getCovariance(list, result);
break;
case COEFS::PAERSON:
getPearson(list, result);
break;
case COEFS::SPEARMAN:
getSpearman(list, result);
break;
case COEFS::KENDALL:
getKendall(list, result);
break;
default:
BOOST_THROW_EXCEPTION(AMDA::AMDA_exception() << AMDA::errno_code(AMDA_ERROR_UNKNOWN) << AMDA::ex_msg("StatisticFunctions::CorrelationFunction unknown correlation type :" + type));
}
return result;
}
};
template <typename InputElemType, typename OutputElemType, typename dataType>
class Correlation1D : public AbstractCorrelationFunc<InputElemType, OutputElemType> {
public:
Correlation1D(Process & pProcess, TimeIntervalListSPtr pTimeIntervalList, ParamDataSpec<InputElemType>& firstParamInput,
ParamDataSpec<InputElemType>& secondParamInput, double windowtime, std::string correlationType) :
AbstractCorrelationFunc<InputElemType, OutputElemType> (pProcess, pTimeIntervalList, firstParamInput, secondParamInput, windowtime, correlationType) {
}
virtual ~Correlation1D() {
}
InputElemType getValue(std::vector<std::pair<double, InputElemType> >& input, double time) {
double min_t = time - AVERAGE_TIME / 2.;
double max_t = time + AVERAGE_TIME / 2.;
std::vector<std::pair<double, InputElemType> > values_for_mean;
InputElemType nanVal;
nanVal << NotANumber();
std::pair<double, InputElemType> prev_value(NAN, nanVal);
std::pair<double, InputElemType> next_value(NAN, nanVal);
InputElemType value = nanVal;
for (auto it = input.begin(); it != input.end(); ++it) {
if (it->first == time) {
value = it->second;
return value;
break;
} else if (isNAN(it->second))
continue;
else if (it->first > max_t) {
next_value = *it;
break;
} else if (it->first < min_t) {
prev_value = *it;
} else {
values_for_mean.push_back(*it);
}
}
if (!values_for_mean.empty()) {
//Compute mean
InputElemType sum = values_for_mean[0].second;
for(int i= 0; i < sum.size();++i){
for (int j=1 ; j <values_for_mean.size(); ++j ){
sum[i] = sum[i] + values_for_mean[j].second[i];
}
value[i] = sum[i] / (float) values_for_mean.size();
}
} else {
if (!isNAN(prev_value.first) && !isNAN(next_value.first) && (next_value.first - prev_value.first <= MAX_GAP_SIZE)) {
//Compute interpolated value
for(int i= 0; i < prev_value.second.size();++i)
value[i] = prev_value.second[i] + (time - prev_value.first) / (next_value.first - prev_value.first) * (next_value.second[i] - prev_value.second[i]);
}
}
return value;
}
OutputElemType computeCorrelation(std::list<std::pair<double, std::pair<InputElemType, InputElemType>>>&mem, OutputElemType& nanVal, std::string type) {
OutputElemType result = nanVal;
if (mem.empty()) {
return result;
}
int n_ = mem.begin()->second.first.size();
for(int i = 0; i < n_; ++i){
std::list<std::pair<dataType, dataType>> list;
for (typename std::list<std::pair<double, std::pair < InputElemType, InputElemType>>>::iterator it = mem.begin(); it != mem.end(); ++it) {
list.push_back(std::make_pair(it->second.first[i], it->second.second[i]));
}
if (coefsToStr.find(type) == coefsToStr.end()) {
BOOST_THROW_EXCEPTION(AMDA::AMDA_exception() << AMDA::errno_code(AMDA_ERROR_UNKNOWN) << AMDA::ex_msg("StatisticFunctions::CorrelationFunction unknown correlation type " + type));
}
switch (coefsToStr[type]) {
case COEFS::COVARIANCE:
getCovariance(list, result[i]);
break;
case COEFS::PAERSON:
getPearson(list, result[i]);
break;
case COEFS::SPEARMAN:
getSpearman(list, result[i]);
break;
case COEFS::KENDALL:
getKendall(list, result[i]);
break;
default:
BOOST_THROW_EXCEPTION(AMDA::AMDA_exception() << AMDA::errno_code(AMDA_ERROR_UNKNOWN) << AMDA::ex_msg("StatisticFunctions::CorrelationFunction unknown correlation type :" + type));
}
list.clear();
}
return result;
}
};
}
}
}
#endif /* CORRELATIONFUNCTIONS_HH */