jdplus.toolkit.desktop.plugin.components.tools.PeriodogramView Maven / Gradle / Ivy
/*
* Copyright 2013 National Bank of Belgium
*
* Licensed under the EUPL, Version 1.1 or – as soon they will be approved
* by the European Commission - subsequent versions of the EUPL (the "Licence");
* You may not use this work except in compliance with the Licence.
* You may obtain a copy of the Licence at:
*
* http://ec.europa.eu/idabc/eupl
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the Licence is distributed on an "AS IS" basis,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the Licence for the specific language governing permissions and
* limitations under the Licence.
*/
package jdplus.toolkit.desktop.plugin.components.tools;
import jdplus.toolkit.base.api.data.DoubleSeq;
import jdplus.toolkit.base.api.stats.ProbabilityType;
import ec.util.chart.ColorScheme.KnownColor;
import java.awt.BasicStroke;
import java.awt.Stroke;
import javax.swing.JPopupMenu;
import jdplus.toolkit.base.core.data.analysis.Periodogram;
import jdplus.toolkit.base.core.dstats.Chi2;
import org.jfree.data.xy.XYSeries;
/**
*
* @author Demortier Jeremy
*/
public class PeriodogramView extends ARPView {
// CONSTANTS
private static final Stroke LIMIT_STROKE = new BasicStroke(2.0f);
// PROPERTIES DEFINITIONS
public static final String LIMIT_VISIBLE_PROPERTY = "limitVisible";
public static final String WINDOW_LENGTH_PROPERTY = "windowLength";
public static final String LOG_PROPERTY = "logTransformation";
public static final String DIFF_PROPERTY = "differencing";
public static final String DIFF_LAG_PROPERTY = "differencingLag";
public static final String LASTYEARS_PROPERTY = "lastYears";
public static final String FULL_PROPERTY = "fullYears";
public static final String MEAN_PROPERTY = "meanCorrection";
public static final String DB_PROPERTY = "decibels";
// DEFAULT PROPERTIES
private static final boolean DEFAULT_LIMIT_VISIBLE = true;
private static final int DEFAULT_WINDOW_LENGTH = 1;
private static final boolean DEFAULT_LOG = false;
private static final int DEFAULT_DIFF = 1;
private static final int DEFAULT_DIFF_LAG = 1;
private static final boolean DEFAULT_FULL = true;
private static final boolean DEFAULT_MEAN = true;
private static final boolean DEFAULT_DB = false;
// PROPERTIES
protected boolean limitVisible;
protected int windowLength;
private int del;
private int lag;
private boolean log;
private int lastYears;
private boolean full;
private boolean mean;
private boolean db;
public PeriodogramView() {
this.limitVisible = DEFAULT_LIMIT_VISIBLE;
this.windowLength = DEFAULT_WINDOW_LENGTH;
this.del = DEFAULT_DIFF;
this.lag = DEFAULT_DIFF_LAG;
this.log = DEFAULT_LOG;
this.lastYears = 0;
this.full = DEFAULT_FULL;
this.mean = DEFAULT_MEAN;
this.db = DEFAULT_DB;
initComponents();
}
private void initComponents() {
onColorSchemeChange();
onComponentPopupMenuChange();
enableProperties();
}
private void enableProperties() {
addPropertyChangeListener(evt -> {
switch (evt.getPropertyName()) {
case LIMIT_VISIBLE_PROPERTY:
onLimitVisibleChange();
break;
case WINDOW_LENGTH_PROPERTY:
onWindowLengthChange();
break;
case LOG_PROPERTY:
onLogChange();
break;
case DIFF_PROPERTY:
onDiffChange();
break;
case DIFF_LAG_PROPERTY:
onDiffChange();
break;
case LASTYEARS_PROPERTY:
onLastYearsChange();
break;
case FULL_PROPERTY:
onFullChange();
break;
case MEAN_PROPERTY:
onMeanChange();
break;
case DB_PROPERTY:
onDbChange();
break;
case "componentPopupMenu":
onComponentPopupMenuChange();
break;
}
});
}
//
protected void onLimitVisibleChange() {
getPlot().clearRangeMarkers();
if (limitVisible) {
Chi2 chi = new Chi2(2);
double val = chi.getProbabilityInverse(.005, ProbabilityType.Upper);
if (db) {
val = Math.log(val);
}
ExtValueMarker limitMarker = new ExtValueMarker(val, KnownColor.GREEN);
limitMarker.setStroke(LIMIT_STROKE);
getPlot().addRangeMarker(limitMarker);
}
}
protected void onWindowLengthChange() {
onARPDataChange();
}
protected void onLogChange() {
onARPDataChange();
}
protected void onDiffChange() {
onARPDataChange();
}
protected void onLastYearsChange() {
onARPDataChange();
}
protected void onFullChange() {
onARPDataChange();
}
protected void onMeanChange() {
onARPDataChange();
}
protected void onDbChange() {
onARPDataChange();
}
@Override
protected void onARPDataChange() {
super.onARPDataChange();
if (data == null) {
return;
}
onColorSchemeChange();
onLimitVisibleChange();
}
private void onComponentPopupMenuChange() {
JPopupMenu popupMenu = getComponentPopupMenu();
chartPanel.setComponentPopupMenu(popupMenu != null ? popupMenu : buildMenu().getPopupMenu());
}
//
//
public boolean isLogTransformation() {
return log;
}
public void setLogTransformation(final boolean log) {
boolean old = this.log;
this.log = log;
firePropertyChange(LOG_PROPERTY, old, this.log);
}
public int getDifferencingOrder() {
return del;
}
public void setDifferencingOrder(int order) {
if (order < 0) {
throw new IllegalArgumentException("Differencing order should be >=0.");
}
int old = del;
del = order;
firePropertyChange(DIFF_PROPERTY, old, this.del);
}
public boolean isDb() {
return db;
}
public void setDb(boolean f) {
boolean old = db;
db = f;
firePropertyChange(DB_PROPERTY, old, this.db);
}
public boolean isFullYears() {
return full;
}
public void setFullYears(boolean f) {
boolean old = full;
full = f;
firePropertyChange(FULL_PROPERTY, old, this.full);
}
public boolean isMeanCorrection() {
return mean;
}
public void setMeanCorrection(boolean f) {
boolean old = mean;
mean = f;
firePropertyChange(MEAN_PROPERTY, old, this.mean);
}
public int getDifferencingLag() {
return lag;
}
public void setDifferencingLag(final int lag) {
if (lag <= 0) {
throw new IllegalArgumentException("Lag order should be >0.");
}
int old = this.lag;
this.lag = lag;
firePropertyChange(DIFF_LAG_PROPERTY, old, this.lag);
}
public int getLastYears() {
return lastYears;
}
public void setLastYears(int length) {
if (length < 0) {
throw new IllegalArgumentException("Last years should be >=0.");
}
int old = lastYears;
lastYears = length;
firePropertyChange(DIFF_PROPERTY, old, lastYears);
}
public boolean isLimitVisible() {
return limitVisible;
}
public void setLimitVisible(boolean limitVisible) {
boolean old = this.limitVisible;
this.limitVisible = limitVisible;
firePropertyChange(LIMIT_VISIBLE_PROPERTY, old, this.limitVisible);
}
public int getWindowLength() {
return windowLength;
}
public void setWindowLength(int windowLength) {
int old = this.windowLength;
this.windowLength = windowLength > 0 ? windowLength : DEFAULT_WINDOW_LENGTH;
firePropertyChange(WINDOW_LENGTH_PROPERTY, old, this.windowLength);
}
//
@Override
protected XYSeries computeSeries() {
XYSeries result = new XYSeries(data.getName());
DoubleSeq val = data.getValues();
if (log) {
val = val.log();
}
if (del > 0) {
val = val.delta(lag, del);
}
if (lastYears > 0 && data.getFreq() != 0) {
int nmax = (int) (lastYears * data.getFreq());
int nbeg = val.length() - nmax;
if (nbeg > 0) {
val = val.drop(nbeg, 0);
}
} else if (full && data.getFreq() > 0) {
// Keep full years
int nvals = val.length();
int np = (int) (nvals / data.getFreq());
int nbeg = nvals - (int) (np * data.getFreq());
if (nbeg > 0) {
val = val.drop(nbeg, 0);
}
}
if (mean) {
double mu = val.averageWithMissing();
val = val.fastOp(z -> z - mu);
}
Periodogram periodogram = Periodogram.of(val);
double[] yp = periodogram.getP();
for (int i = 0; i < yp.length; ++i) {
result.add(i * TWO_PI / val.length(), db ? Math.log(yp[i]) : yp[i]);
}
return result;
}
}
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