CorrelationFunctions.hh
14.1 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
/*
* 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 "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 "AbstractFunc.hh"
namespace AMDA {
namespace Parameters {
namespace StatisticFunctions {
#define AVERAGE_TIME 1200 // (seconds)
#define MAX_GAP_SIZE 3600 // (seconds)
class CorrelationBase {
public:
CorrelationBase() {
}
virtual ~CorrelationBase() {
}
void virtual pushSecondParamData(ParamDataIndexInfo &pParamDataIndexInfo) = 0;
};
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)
: AbstractFuncBase(pProcess, pTimeIntervalList, windowtime),
_firstParamInput(firstParamInput),
_secondParamInput(secondParamInput),
_paramOutput(new ParamDataSpec<OutputElemType>) {
_paramDataOutput = _paramOutput;
}
virtual ~AbstractCorrelationFunc() {
}
virtual void pushData(double time, std::pair<InputElemType, InputElemType>& elem) = 0;
virtual OutputElemType compute() = 0;
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();
}
private:
ParamDataSpec<InputElemType>& _firstParamInput;
ParamDataSpec<InputElemType>& _secondParamInput;
ParamDataSpec<OutputElemType>* _paramOutput;
std::vector<std::pair<double, InputElemType> > _secondParamInputData;
protected:
OutputElemType _nanVal;
};
/**
*
* @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), _correlationType(correlationType) :
AbstractCorrelationFunc<InputElemType, OutputElemType> (pProcess, pTimeIntervalList, firstParamInput, secondParamInput, windowtime) {
}
virtual ~Correlation() {
}
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();
}
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 = input[0]->second;
nanVal << NotANumber();
std::pair<double, InputElemType> prev_value(NAN, nanVal);
std::pair<double, InputElemType> next_value(NAN, nanVal);
for (std::vector<std::pair<double, InputElemType> >::iterator it = input.begin(); it != input.end(); ++it) {
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);
}
}
InputElemType value = nanVal;
if (!values_for_mean.empty()) {
//Compute mean
InputElemType sum = 0;
for (std::vector<std::pair<double, InputElemType> >::iterator 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 compute() {
return computeCorrelation(ClassicAbstractFunc<InputElemType, OutputElemType>::_mem, ClassicAbstractFunc<InputElemType, OutputElemType>::_nanVal, _correlationType);
}
/**
template <typename Type>
std::pair<Type, Type> getMean(std::list<std::pair<Type, Type>> &list) {
std::pair<Type, Type> result(0, 0);
std::pair<int, int> counter(0,0);
for (int i = 0; i < 2; i++) {
for (auto elt : list) {
if (!isNan(std::get<i>(elt))) {
std::get<i>(result) += std::get<i>(elt);
std::get<i>(counter) += 1;
}
}
if(std::get<i>(counter) != 0)
std::get<i>(result) /= std::get<i>(counter);
return result;
}
}
template <typename Type>
std::pair<Type, Type> getStd(std::list<std::pair<Type, Type>> &list) {
std::pair<Type, Type> mean = getMean(list);
std::pair<Type, Type> result(0, 0);
int counter1 = 0;
int counter2 = 0;
for (auto elt : list) {
if (!isNan(elt->first)) {
result.first += (elt->first - mean.first)*(elt->first - mean.first);
counter1 += 1;
}
if (!isNan(elt->second)) {
result.second += (elt->second - mean.second)*(elt->second - mean.second);
counter2 += 1;
}
}
if (counter1 != 0) {
result.first /= counter1;
} else {
result.first << NotANumber();
}
if (counter2 != 0) {
result.second /= counter2;
} else {
result.second << NotANumber();
}
return result;
}
template <typename Type>
bool getCovariance(std::list<std::pair<Type, Type>> list, std::pair<Type, Type> &result) {
if (list.empty()) {
return false;
}
std::pair<Type, Type> mean = getMean(list);
return true;
}
*/
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);
}
// getCovariance(list, result);
return result;
}
protected:
std::string _correlationType;
std::list<std::pair<double, std::pair<InputElemType, InputElemType>> > _mem;
};
}
}
}
#endif /* CORRELATIONFUNCTIONS_HH */