TimeSeriesUtil.java

/*
 * Encog(tm) Core v3.4 - Java Version
 * http://www.heatonresearch.com/encog/
 * https://github.com/encog/encog-java-core
 
 * Copyright 2008-2016 Heaton Research, Inc.
 *
 * Licensed under the Apache 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.apache.org/licenses/LICENSE-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.
 *   
 * For more information on Heaton Research copyrights, licenses 
 * and trademarks visit:
 * http://www.heatonresearch.com/copyright
 */
package org.encog.app.analyst.csv;

import java.util.ArrayList;
import java.util.HashMap;
import java.util.List;
import java.util.Map;

import org.encog.app.analyst.AnalystError;
import org.encog.app.analyst.EncogAnalyst;
import org.encog.app.analyst.script.normalize.AnalystField;
import org.encog.util.EngineArray;

/**
 * A utility used to breat data into time-series lead and lag.
 */
public class TimeSeriesUtil {

	/**
	 * The lag depth.
	 */
	private final int lagDepth;
	
	/**
	 * The lead depth.
	 */
	private final int leadDepth;
	
	/**
	 * The total depth.
	 */
	private final int totalDepth;
	
	/**
	 * The analyst to use.
	 */
	private final EncogAnalyst analyst;
	
	/**
	 * The input size.
	 */
	private final int inputSize;
	
	/**
	 * The output size.
	 */
	private final int outputSize;
	
	/**
	 * The buffer to hold the time-series data.
	 */
	private final List<double[]> buffer = new ArrayList<double[]>();
	
	/**
	 * The heading map.
	 */
	private final Map<String, Integer> headingMap 
		= new HashMap<String, Integer>();

	/**
	 * Construct the time-series utility.
	 * @param theAnalyst The analyst to use.
	 * @param includeOutput whether the output columns will be included in input
	 * @param headings The column headings.
	 */
	public TimeSeriesUtil(final EncogAnalyst theAnalyst, boolean includeOutput,
			final List<String> headings) {
		this.analyst = theAnalyst;
		this.lagDepth = analyst.getLagDepth();
		this.leadDepth = analyst.getLeadDepth();
		this.totalDepth = this.lagDepth + this.leadDepth + 1;
		this.inputSize = includeOutput ? analyst.determineTotalColumns() : analyst.determineTotalInputFieldCount();
		this.outputSize = analyst.determineInputCount()
				+ analyst.determineOutputCount();

		int headingIndex = 0;
		for (final String column : headings) {
			this.headingMap.put(column, headingIndex++);
		}
	}

	/**
	 * @return the analyst
	 */
	public EncogAnalyst getAnalyst() {
		return this.analyst;
	}

	/**
	 * @return the buffer
	 */
	public List<double[]> getBuffer() {
		return this.buffer;
	}

	/**
	 * @return the headingMap
	 */
	public Map<String, Integer> getHeadingMap() {
		return this.headingMap;
	}

	/**
	 * @return the inputSize
	 */
	public int getInputSize() {
		return this.inputSize;
	}

	/**
	 * @return the lagDepth
	 */
	public int getLagDepth() {
		return this.lagDepth;
	}

	/**
	 * @return the leadDepth
	 */
	public int getLeadDepth() {
		return this.leadDepth;
	}

	/**
	 * @return the outputSize
	 */
	public int getOutputSize() {
		return this.outputSize;
	}

	/**
	 * @return the totalDepth
	 */
	public int getTotalDepth() {
		return this.totalDepth;
	}

	/**
	 * Process a row.
	 * @param input The input.
	 * @return The output.
	 */
	public double[] process(final double[] input) {
		if (input.length != this.inputSize) {
			throw new AnalystError("Invalid input size: " + input.length
					+ ", should be " + this.inputSize);
		}

		this.buffer.add(0, EngineArray.arrayCopy(input));

		// are we ready yet?
		if (this.buffer.size() < this.totalDepth) {
			return null;
		}

		// create output
		final double[] output = new double[this.outputSize];

		int outputIndex = 0;
		for (final AnalystField field : this.analyst.getScript().getNormalize()
				.getNormalizedFields()) {
			if (!field.isIgnored()) {
				if (!this.headingMap.containsKey(field.getName())) {
					throw new AnalystError("Undefined field: "
							+ field.getName());
				}
				final int headingIndex = this.headingMap.get(field.getName());
				final int timeslice = translateTimeSlice(field.getTimeSlice());
				final double[] row = this.buffer.get(timeslice);
				final double d = row[headingIndex];
				output[outputIndex++] = d;
			}
		}

		// keep the buffer at a good size
		while (this.buffer.size() > this.totalDepth) {
			this.buffer.remove(this.buffer.size() - 1);
		}

		return output;
	}

	/**
	 * Translate a timeslice from a pos/neg number to a displacement 
	 * into the buffer.
	 * @param index The index.
	 * @return The translated displacement.
	 */
	private int translateTimeSlice(final int index) {
		return Math.abs(index - this.leadDepth);
	}

}