ch.epfl.gsn.utils.models.ModelFitting Maven / Gradle / Ivy
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/**
* Global Sensor Networks (GSN) Source Code
* Copyright (c) 2006-2016, Ecole Polytechnique Federale de Lausanne (EPFL)
*
* This file is part of GSN.
*
* GSN is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* GSN is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with GSN. If not, see load_doubles(String fileName) throws IOException {
File file = new File(fileName);
BufferedReader bufRdr = new BufferedReader(new FileReader(file));
String line = null;
int row = 0;
Vector v = new Vector();
while ((line = bufRdr.readLine()) != null) {
v.add(Double.parseDouble(line));
row++;
}
System.out.println("data rows => " + v.size());
bufRdr.close();
return v;
/*
array = new double[v.size()];
for (int i=0;i load_longs(String fileName) throws IOException {
File file = new File(fileName);
BufferedReader bufRdr = new BufferedReader(new FileReader(file));
String line = null;
int row = 0;
Vector v = new Vector();
while ((line = bufRdr.readLine()) != null) {
v.add(Long.parseLong(line));
row++;
}
System.out.println("timed rows => " + v.size());
bufRdr.close();
return v;
}
// data file, model, window, error, duration, rmse, anomalies
static void appendOutputFile(String outputFile,
String datafile, int model, int window, double error,
double rmse, long duration, long anomalies) throws IOException {
FileWriter fstream = new FileWriter(outputFile, true);
BufferedWriter out = new BufferedWriter(fstream);
StringBuilder sb = new StringBuilder();
sb.append("\"").append(datafile).append("\", ")
.append(model).append(", ").append(window).append(", ").append(error).append(", ")
.append(rmse).append(", ").append(duration).append(", ").append(anomalies).append("\n");
System.out.println(sb.toString());
out.write(sb.toString());
out.close();
}
public static void main(String[] argv) throws IOException {
//System.out.println(">>>>>>>> " + argv.length);
if (argv.length < 6) {
System.out.println("Usage :");
System.out.println(argv[0]);
System.exit(1);
}
String datafile = argv[0];
String timedfile = argv[1];
String str_model = argv[2];
String str_window = argv[3];
String str_error = argv[4];
String outfile = argv[5];
int model = Integer.parseInt(str_model);
int window = Integer.parseInt(str_window);
double error = Double.parseDouble(str_error);
System.out.println("data file => " + datafile);
System.out.println("timed file => " + timedfile);
System.out.println("model => " + model);
System.out.println("window => " + window);
System.out.println("error => " + error);
System.out.println("outfile => " + outfile);
boolean use_ARMA_GARCH = false;
if (model == ARMA_GARCH) {
use_ARMA_GARCH = true;
}
Vector v_stream = load_doubles(datafile);
Vector v_timestamps = load_longs(timedfile);
int stream_size = v_stream.size();
int cursor = 0;
int n_iterations = stream_size / window;
System.out.println("Iterations => " + n_iterations);
long startTime = System.currentTimeMillis();
double RMSE = 0;
long n_anomalies = 0;
for (long iteration = 0; iteration < n_iterations; iteration++) {
//System.out.println("Iteration: " + iteration);
//System.out.println(">> " + cursor);
double[] stream = new double[window];
long[] timestamps = new long[window];
for (int i = 0; i < window; i++) {
stream[i] = v_stream.get(cursor + i);
timestamps[i] = v_timestamps.get(cursor + i);
//System.out.println(i + " " + timestamps[i] + ":" + stream[i]);
}
double[] processed = new double[window];
double[] dirtyness = new double[window];
double[] quality = new double[window];
if (use_ARMA_GARCH)
FitAndMarkDirty(model, error, window - 1, stream, timestamps, processed, dirtyness, quality);
else
FitAndMarkDirty(model, error, window, stream, timestamps, processed, dirtyness, quality);
cursor += window;
for (int i = 0; i < processed.length; i++) {
RMSE += (stream[i] - processed[i]) * (stream[i] - processed[i]);
if (dirtyness[i] > 0)
n_anomalies++;
//System.out.println(i + " : " + stream[i] + " => " + processed[i] + "(" + dirtyness[i] + ")");
}
}
startTime = System.currentTimeMillis() - startTime;
RMSE = Math.sqrt(RMSE / stream_size);
System.out.println("Duration = " + startTime);
System.out.println("RMSE = " + RMSE);
System.out.println("Anomalies = " + n_anomalies);
appendOutputFile(outfile, datafile, model, window, error, RMSE, startTime, n_anomalies);
System.exit(0); // force exit, necessary for REngine
}
}