EvaluationEngine.cpp

/*
Copyright 2012 Eugen Hristev Licensed under the
Educational Community License, Version 2.0 (the "License"); you may
not use this file except in compliance with the License. You may
obtain a copy of the License at

http://www.osedu.org/licenses/ECL-2.0

Unless required by applicable law or agreed to in writing,
software distributed under the License is distributed on an "AS IS"
BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express
or implied. See the License for the specific language governing
permissions and limitations under the License.
*/

#include "EvaluationEngine.h"
#include "qmath.h"
#include "narx_util.h"


EvaluationEngine::EvaluationEngine(int slen)
{
    series_len = slen;
    series = new double[slen];
    predicted = new double[slen];
    curlen = 0;
}


EvaluationEngine::~EvaluationEngine(void)
{
    delete [] series;
    delete [] predicted;
}

void EvaluationEngine::insertvalue(double target, double pred)
{
    series[curlen] = target;
    predicted[curlen] = pred;
    FLOG(QString("series:%1,predicted:%2\n").arg(target).arg(pred).toStdString().c_str());
    curlen++;
}

double EvaluationEngine::F1()
{
    double ret = 0;

    for(int i = 0; i < curlen; i++) {
        ret += qPow(series[i] - predicted[i], 2);
        //FLOG(QString(":%1,%2\n").arg(series[i]).arg(predicted[i]).toStdString().c_str());
    }

    return (ret);
}

double EvaluationEngine::F2()
{
    return qSqrt(F1() / (curlen));
}

double EvaluationEngine::F3()
{
    double ret = 0;
    double sum = 0;

    for(int i = 0; i < curlen; i++) {
        sum += qAbs(series[i]);
    }

    return F2() / sum * curlen;
}

double EvaluationEngine::F4()
{
    double s1 = 0;
    double s2 = 0;
    double avg = 0;

    for(int i = 0; i < curlen; i++) {
        avg += qAbs(series[i]);
    }

    avg /= curlen;

    for(int i = 0; i < curlen; i++) {
        s1 += qPow(series[i] - predicted[i], 2);
        s2 += qPow(series[i] - avg, 2);
    }

    //char test[256];
    //	sprintf(test, "aa %f %f\n", s1, s2);
    //FLOG(test);
    return qSqrt(s1 / s2);
}


double EvaluationEngine::Fd(double val)
{
    double c = 0;

    for(int i = 0; i < curlen; i++)
        if(series[i] <= val) {
            c++;
        }

    return c / curlen;
}

double EvaluationEngine::Fy(double val)
{
    double c = 0;

    for(int i = 0; i < curlen; i++)
        if(predicted[i] <= val) {
            c++;
        }

    return c / curlen;
}

double EvaluationEngine::KS1()
{
    double max = 0;

    for(int i = 0; i < curlen; i++) {
        double t = qAbs(Fd(series[i]) - Fy(series[i]));

        if(max < t) {
            max = t;
        }
    }

    return max;
}

double EvaluationEngine::KS2()
{
    double max = 0;

    for(int i = 0; i < curlen; i++) {
        double t = qAbs(Fd(predicted[i]) - Fy(predicted[i]));

        if(max < t) {
            max = t;
        }
    }

    return max;
}

double EvaluationEngine::KS12()
{
    double max = 0;

    for(int i = 0; i < curlen; i++) {
        double t = qAbs(Fd(series[i]) - Fy(predicted[i]));

        if(max < t) {
            max = t;
        }
    }

    return max;
}

double EvaluationEngine::DA()
{
    double ret = 0;

    for(int i = 0; i < curlen; i++) {
        if(Fd(predicted[i]) != 0 && Fd(predicted[curlen - 1 - i]) != 0) {
            ret += (2 * i + 1) / curlen * ( qLn(Fd(predicted[i])) + qLn(Fd(predicted[curlen - 1 - i])));
        }

        //char test[256];
        //sprintf(test, "aa %f %f %f\n", Fd(predicted[i]),(2*i+1)/curlen * ( qLn(Fd(predicted[i])) + qLn(Fd(predicted[curlen-1-i])))
        //	,ret
        //	);
        //FLOG(test);
    }

    return - curlen - ret;
}

void EvaluationEngine::reset()
{
    //for( int i=0;i<series_len;i++)
    //	series[i]=predicted[i]=0;
    //FLOG(QString("curlen:%1\n").arg(curlen).toStdString().c_str());
    curlen = 0;
}