
timeseries.models.MeanModel Maven / Gradle / Ivy
/*
* Copyright (c) 2016 Jacob Rachiele
*
* Permission is hereby granted, free of charge, to any person obtaining a copy of this software
* and associated documentation files (the "Software"), to deal in the Software without restriction
* including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense
* and/or sell copies of the Software, and to permit persons to whom the Software is furnished to
* do so, subject to the following conditions:
*
* The above copyright notice and this permission notice shall be included in all copies or
* substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED
* INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR
* PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
* LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
* TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE
* USE OR OTHER DEALINGS IN THE SOFTWARE.
*
* Contributors:
*
* Jacob Rachiele
*/
package timeseries.models;
import data.DoubleFunctions;
import timeseries.TimePeriod;
import timeseries.TimeSeries;
import java.time.OffsetDateTime;
/**
* A time series model that assumes no trend or seasonal factors are present, and that puts as much weight
* on early values of the series as it does on recent values.
*
* @author Jacob Rachiele
*/
public final class MeanModel implements Model {
private final TimeSeries timeSeries;
private final TimeSeries fittedSeries;
private final double mean;
public MeanModel(final TimeSeries observed) {
this.timeSeries = observed;
this.mean = this.timeSeries.mean();
this.fittedSeries = new TimeSeries(observed.timePeriod(), observed.observationTimes().get(0),
DoubleFunctions.fill(observed.n(), this.mean));
}
@Override
public Forecast forecast(final int steps, final double alpha) {
return new MeanForecast(this, steps, alpha);
}
@Override
public TimeSeries pointForecast(final int steps) {
int n = timeSeries.n();
TimePeriod timePeriod = timeSeries.timePeriod();
final double[] forecasted = DoubleFunctions.fill(steps, this.mean);
final OffsetDateTime startTime = timeSeries.observationTimes().get(n - 1)
.plus(timePeriod.periodLength() * timePeriod.timeUnit().unitLength(),
timePeriod.timeUnit().temporalUnit());
return new TimeSeries(timePeriod, startTime, forecasted);
}
@Override
public TimeSeries timeSeries() {
return this.timeSeries;
}
@Override
public TimeSeries fittedSeries() {
return this.fittedSeries;
}
@Override
public TimeSeries residuals() {
return this.timeSeries.minus(this.fittedSeries);
}
@Override
public String toString() {
return "timeSeries: " + timeSeries + "\nfittedSeries: " + fittedSeries + "\nmean: " + mean;
}
@Override
public boolean equals(Object o) {
if (this == o) return true;
if (o == null || getClass() != o.getClass()) return false;
MeanModel meanModel = (MeanModel) o;
if (Double.compare(meanModel.mean, mean) != 0) return false;
if (timeSeries != null ? !timeSeries.equals(meanModel.timeSeries) : meanModel.timeSeries != null) return false;
return fittedSeries != null ? fittedSeries.equals(meanModel.fittedSeries) : meanModel.fittedSeries == null;
}
@Override
public int hashCode() {
int result;
long temp;
result = timeSeries != null ? timeSeries.hashCode() : 0;
result = 31 * result + (fittedSeries != null ? fittedSeries.hashCode() : 0);
temp = Double.doubleToLongBits(mean);
result = 31 * result + (int) (temp ^ (temp >>> 32));
return result;
}
}
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