RMSEModule.java

/*
 * 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.
 */

/*
 *    RMSEModule.java
 *    Copyright (C) 2010 Pentaho Corporation
 */

package weka.classifiers.timeseries.eval;

import weka.core.Utils;

/**
 * An evaluation module that computes the root mean squared error
 * of forecasted values.
 * 
 * @author Mark Hall (mhall{[at]}pentaho{[dot]}com)
 * @version $Revision: 49983 $
 */
public class RMSEModule extends MSEModule {
  
  /**
   * Return the short identifying name of this evaluation module
   * 
   * @return the short identifying name of this evaluation module
   */
  public String getEvalName() {
    return "RMSE";
  }

  /**
   * Return the longer (single sentence) description
   * of this evaluation module
   * 
   * @return the longer description of this module
   */
  public String getDescription() {
    return "Root mean squared error";
  }
  
  /**
   * Return the mathematical formula that this
   * evaluation module computes.
   * 
   * @return the mathematical formula that this module
   * computes.
   */
  public String getDefinition() {
    return "sqrt(sum((predicted - actual)^2) / N)";
  }
  
  /**
   * Calculate the measure that this module represents.
   * 
   * @return the value of the measure for this module for each
   * of the target(s).
   * @throws Exception if the measure can't be computed for some reason.
   */
  public double[] calculateMeasure() throws Exception {
    double[] result = super.calculateMeasure();
    
    for (int i = 0; i < result.length; i++) {
      if (!Utils.isMissingValue(result[i])) {
        result[i] = Math.sqrt(result[i]);
      }
    }
    
    return result;
  }
}