/*
* Copyright (c) 2010 Pentaho Corporation. All rights reserved.
* This software was developed by Pentaho Corporation and is provided under the terms
* of the GNU Lesser General Public License, Version 2.1. You may not use
* this file except in compliance with the license. If you need a copy of the license,
* please go to http://www.gnu.org/licenses/lgpl-2.1.txt. The Original Code is Time Series
* Forecasting. The Initial Developer is Pentaho Corporation.
*
* Software distributed under the GNU Lesser Public License is distributed on an "AS IS"
* basis, WITHOUT WARRANTY OF ANY KIND, either express or implied. Please refer to
* the license for the specific language governing your rights and limitations.
*/
/*
* AbstractTimeSeriesFilter.java
* Copyright (C) 2011 Pentaho Corporation
*/
package weka.classifiers.timeseries.core;
import java.util.Enumeration;
import java.util.LinkedList;
import java.util.Vector;
import weka.core.Instance;
import weka.core.Instances;
import weka.core.Option;
import weka.core.OptionHandler;
import weka.core.Range;
import weka.core.Utils;
import weka.filters.Filter;
import weka.filters.UnsupervisedFilter;
/**
* Re-written version of weka.filters.unsupervised.attribute.AbstractTimeSeriesFilter
* that adds new methods and uses java.utils collection classes.
*
* @author Mark Hall (mhall{[at]}pentaho{[dot]}com)
* @version $Revision: 49983 $
*
*/
public abstract class AbstractTimeSeriesFilter extends Filter
implements UnsupervisedFilter, OptionHandler {
/** for serialization */
private static final long serialVersionUID = -3795656792078022357L;
/** Stores which columns to copy */
protected Range m_SelectedCols = new Range();
/**
* True if missing values should be used rather than removing instances
* where the translated value is not known (due to border effects).
*/
protected boolean m_FillWithMissing = true;
/**
* The number of instances forward to translate values between.
* A negative number indicates taking values from a past instance.
*/
protected int m_InstanceRange = -1;
/** Stores the historical instances to copy values between */
protected LinkedList<Instance> m_History;
/**
* Returns an enumeration describing the available options.
*
* @return an enumeration of all the available options.
*/
public Enumeration listOptions() {
Vector newVector = new Vector(4);
newVector.addElement(new Option(
"\tSpecify list of columns to translate in time. First and\n"
+ "\tlast are valid indexes. (default none)",
"R", 1, "-R <index1,index2-index4,...>"));
newVector.addElement(new Option(
"\tInvert matching sense (i.e. calculate for all non-specified columns)",
"V", 0, "-V"));
newVector.addElement(new Option(
"\tThe number of instances forward to translate values\n"
+ "\tbetween. A negative number indicates taking values from\n"
+ "\ta past instance. (default -1)",
"I", 1, "-I <num>"));
newVector.addElement(new Option(
"\tFor instances at the beginning or end of the dataset where\n"
+ "\tthe translated values are not known, remove those instances\n"
+ "\t(default is to use missing values).",
"M", 0, "-M"));
return newVector.elements();
}
/**
* Parses a given list of options controlling the behaviour of this object.
* Valid options are:<p>
*
* -R index1,index2-index4,...<br>
* Specify list of columns to copy. First and last are valid indexes.
* (default none)<p>
*
* -V<br>
* Invert matching sense (i.e. calculate for all non-specified columns)<p>
*
* -I num <br>
* The number of instances forward to translate values between.
* A negative number indicates taking values from a past instance.
* (default -1) <p>
*
* -M <br>
* For instances at the beginning or end of the dataset where the translated
* values are not known, remove those instances (default is to use missing
* values). <p>
*
* @param options the list of options as an array of strings
* @throws Exception if an option is not supported
*/
public void setOptions(String[] options) throws Exception {
String copyList = Utils.getOption('R', options);
if (copyList.length() != 0) {
setAttributeIndices(copyList);
} else {
setAttributeIndices("");
}
setInvertSelection(Utils.getFlag('V', options));
setFillWithMissing(!Utils.getFlag('M', options));
String instanceRange = Utils.getOption('I', options);
if (instanceRange.length() != 0) {
setInstanceRange(Integer.parseInt(instanceRange));
} else {
setInstanceRange(-1);
}
if (getInputFormat() != null) {
setInputFormat(getInputFormat());
}
}
/**
* Gets the current settings of the filter.
*
* @return an array of strings suitable for passing to setOptions
*/
public String [] getOptions() {
String [] options = new String [6];
int current = 0;
if (!getAttributeIndices().equals("")) {
options[current++] = "-R"; options[current++] = getAttributeIndices();
}
if (getInvertSelection()) {
options[current++] = "-V";
}
options[current++] = "-I"; options[current++] = "" + getInstanceRange();
if (!getFillWithMissing()) {
options[current++] = "-M";
}
while (current < options.length) {
options[current++] = "";
}
return options;
}
/**
* Sets the format of the input instances.
*
* @param instanceInfo an Instances object containing the input instance
* structure (any instances contained in the object are ignored - only the
* structure is required).
* @return true if the outputFormat may be collected immediately
* @throws Exception if the format couldn't be set successfully
*/
public boolean setInputFormat(Instances instanceInfo) throws Exception {
super.setInputFormat(instanceInfo);
resetHistory();
m_SelectedCols.setUpper(instanceInfo.numAttributes() - 1);
return false;
}
/**
* Input an instance for filtering. Ordinarily the instance is processed
* and made available for output immediately. Some filters require all
* instances be read before producing output.
*
* @param instance the input instance
* @return true if the filtered instance may now be
* collected with output().
* @throws Exception if the input instance was not of the correct
* format or if there was a problem with the filtering.
*/
public boolean input(Instance instance) throws Exception {
if (getInputFormat() == null) {
throw new NullPointerException("No input instance format defined");
}
if (m_NewBatch) {
resetQueue();
m_NewBatch = false;
resetHistory();
}
Instance newInstance = historyInput(instance);
if (newInstance != null) {
push(newInstance);
return true;
} else {
return false;
}
}
/**
* Input a single instance for filtering without placing it into
* the history queue. Also does not push the transformed instance
* onto the output queue. This method can be called to see how an
* instance will be transformed based on the current status of the
* history.
*
* @param instance the instance to be transformed
* @return the transformed instance or null if no instance can
* be output at this stage
* @throws Exception if something goes wrong during filtering
*/
public Instance inputOneTemporarily(Instance instance) throws Exception {
if (getInputFormat() == null) {
throw new NullPointerException("No input instance format defined");
}
if (m_NewBatch) {
resetQueue();
m_NewBatch = false;
resetHistory();
}
Instance newInstance = historyInput(instance, true);
return newInstance;
}
/**
* Signifies that this batch of input to the filter is finished. If the
* filter requires all instances prior to filtering, output() may now
* be called to retrieve the filtered instances.
*
* @return true if there are instances pending output
* @throws IllegalStateException if no input structure has been defined
*/
public boolean batchFinished() {
if (getInputFormat() == null) {
throw new IllegalStateException("No input instance format defined");
}
if (getFillWithMissing() && (m_InstanceRange > 0)) {
while (!m_History.isEmpty()) {
push(mergeInstances(null, (Instance) m_History.pop()));
}
}
flushInput();
m_NewBatch = true;
m_FirstBatchDone = true;
return (numPendingOutput() != 0);
}
/**
* Returns the tip text for this property
* @return tip text for this property suitable for
* displaying in the explorer/experimenter gui
*/
public String fillWithMissingTipText() {
return "For instances at the beginning or end of the dataset where the translated "
+ "values are not known, use missing values (default is to remove those "
+ "instances)";
}
/**
* Gets whether missing values should be used rather than removing instances
* where the translated value is not known (due to border effects).
*
* @return true if so
*/
public boolean getFillWithMissing() {
return m_FillWithMissing;
}
/**
* Sets whether missing values should be used rather than removing instances
* where the translated value is not known (due to border effects).
*
* @param newFillWithMissing true if so
*/
public void setFillWithMissing(boolean newFillWithMissing) {
m_FillWithMissing = newFillWithMissing;
}
/**
* Returns the tip text for this property
* @return tip text for this property suitable for
* displaying in the explorer/experimenter gui
*/
public String instanceRangeTipText() {
return "The number of instances forward/backward to merge values between. "
+ "A negative number indicates taking values from a past instance.";
}
/**
* Gets the number of instances forward to translate values between.
* A negative number indicates taking values from a past instance.
*
* @return Value of InstanceRange.
*/
public int getInstanceRange() {
return m_InstanceRange;
}
/**
* Sets the number of instances forward to translate values between.
* A negative number indicates taking values from a past instance.
*
* @param newInstanceRange Value to assign to InstanceRange.
*/
public void setInstanceRange(int newInstanceRange) {
m_InstanceRange = newInstanceRange;
}
/**
* Returns the tip text for this property
* @return tip text for this property suitable for
* displaying in the explorer/experimenter gui
*/
public String invertSelectionTipText() {
return "Invert matching sense. ie calculate for all non-specified columns.";
}
/**
* Get whether the supplied columns are to be removed or kept
*
* @return true if the supplied columns will be kept
*/
public boolean getInvertSelection() {
return m_SelectedCols.getInvert();
}
/**
* Set whether selected columns should be removed or kept. If true the
* selected columns are kept and unselected columns are copied. If false
* selected columns are copied and unselected columns are kept.
*
* @param invert the new invert setting
*/
public void setInvertSelection(boolean invert) {
m_SelectedCols.setInvert(invert);
}
/**
* Returns the tip text for this property
*
* @return tip text for this property suitable for
* displaying in the explorer/experimenter gui
*/
public String attributeIndicesTipText() {
return "Specify range of attributes to act on."
+ " This is a comma separated list of attribute indices, with"
+ " \"first\" and \"last\" valid values. Specify an inclusive"
+ " range with \"-\". E.g: \"first-3,5,6-10,last\".";
}
/**
* Get the current range selection
*
* @return a string containing a comma separated list of ranges
*/
public String getAttributeIndices() {
return m_SelectedCols.getRanges();
}
/**
* Set which attributes are to be copied (or kept if invert is true)
*
* @param rangeList a string representing the list of attributes. Since
* the string will typically come from a user, attributes are indexed from
* 1. <br>
* eg: first-3,5,6-last
*/
public void setAttributeIndices(String rangeList) {
m_SelectedCols.setRanges(rangeList);
}
/**
* Set which attributes are to be copied (or kept if invert is true)
*
* @param attributes an array containing indexes of attributes to select.
* Since the array will typically come from a program, attributes are indexed
* from 0.
*/
public void setAttributeIndicesArray(int [] attributes) {
setAttributeIndices(Range.indicesToRangeList(attributes));
}
/** Clears any instances from the history queue. */
protected void resetHistory() {
if (m_History == null) {
m_History = new LinkedList<Instance>();
} else {
m_History.clear();
}
}
/**
* Adds an instance to the history buffer. If enough instances are in
* the buffer, a new instance may be output, with selected attribute
* values copied from one to another.
*
* @param instance the input instance
* @return a new instance with translated values, or null if no
* output instance is produced
*/
protected Instance historyInput(Instance instance, boolean temporarily) {
Instance result = null;
m_History.add(instance);
if (m_History.size() <= Math.abs(m_InstanceRange)) {
if (getFillWithMissing() && (m_InstanceRange < 0)) {
// return mergeInstances(null, instance);
result = mergeInstances(null, instance);
} else {
// return null;
result = null;
}
} else {
if (m_InstanceRange < 0) {
// return mergeInstances((Instance) m_History.pop(), instance);
result = mergeInstances((Instance) m_History.pop(), instance);
} else {
// return mergeInstances(instance, (Instance) m_History.pop());
result = mergeInstances(instance, (Instance) m_History.pop());
}
}
if (temporarily) {
// take the instance back off the list
m_History.pollLast();
}
return result;
}
/**
* Adds an instance to the history buffer. If enough instances are in
* the buffer, a new instance may be output, with selected attribute
* values copied from one to another.
*
* @param instance the input instance
* @return a new instance with translated values, or null if no
* output instance is produced
*/
protected Instance historyInput(Instance instance) {
return historyInput(instance, false);
}
/**
* Creates a new instance the same as one instance (the "destination")
* but with some attribute values copied from another instance
* (the "source")
*
* @param source the source instance
* @param dest the destination instance
* @return the new merged instance
*/
protected abstract Instance mergeInstances(Instance source, Instance dest);
}