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Show all versions of timeseriesForecasting Show documentation
Provides a time series forecasting environment for Weka. Includes a wrapper for Weka regression schemes that automates the process of creating lagged variables and date-derived periodic variables and provides the ability to do closed-loop forecasting. New evaluation routines are provided by a special evaluation module and graphing of predictions/forecasts are provided via the JFreeChart library. Includes both command-line and GUI user interfaces. Sample time series data can be found in ${WEKA_HOME}/packages/timeseriesForecasting/sample-data.
/*
* This program 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.
*
* This program 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 this program. If not, see m_targetFieldNames;
/**
* Gets a list of known evaluation modules.
*
* @return a list of known evaluation modules
*/
public static List getModuleList() {
List result = new ArrayList();
result.add(new ErrorModule()); result.add(new MAEModule());
result.add(new MSEModule()); result.add(new RMSEModule());
result.add(new MAPEModule()); result.add(new DACModule());
result.add(new RAEModule()); result.add(new RRSEModule());
return result;
}
/**
* Factory method for obtaining a named evaluation module. If the
* name does not match any of the known modules, then this method
* will assume it is fully qualified and try to instantiate it.
*
* @param moduleName the name of the module to obtain
* @return the named module
* @throws IllegalArgumentException if the supplied module
* name is unknown and can't be instantiated.
*/
public static TSEvalModule getModule(String moduleName)
throws IllegalArgumentException {
if (moduleName.equalsIgnoreCase("Error")) {
return new ErrorModule();
} else if (moduleName.equalsIgnoreCase("MAE")) {
return new MAEModule();
} else if (moduleName.equalsIgnoreCase("MSE")) {
return new MSEModule();
} else if (moduleName.equalsIgnoreCase("RMSE")) {
return new RMSEModule();
} else if (moduleName.equalsIgnoreCase("MAPE")) {
return new MAPEModule();
} else if (moduleName.equalsIgnoreCase("DAC")) {
return new DACModule();
} else if (moduleName.equalsIgnoreCase("RAE")) {
return new RAEModule();
} else if (moduleName.equalsIgnoreCase("RRSE")) {
return new RRSEModule();
} else {
// assume a fully qualified class name and try to instantiate
try {
Object candidateModule = Class.forName(moduleName).newInstance();
if (candidateModule instanceof TSEvalModule) {
return (TSEvalModule)candidateModule;
}
} catch (InstantiationException e) {
throw new IllegalArgumentException("Unable to instantiate " + moduleName);
} catch (IllegalAccessException e) {
throw new IllegalArgumentException("Unknown evaluation moduel " + moduleName);
} catch (ClassNotFoundException e) {
throw new IllegalArgumentException("Unable to instantiate " + moduleName);
}
}
throw new IllegalArgumentException("Unknown evaluation moduel " + moduleName);
}
/**
* Reset the module
*/
public abstract void reset();
/**
* Return the short identifying name of this evaluation module
*
* @return the short identifying name of this evaluation module
*/
public abstract String getEvalName();
/**
* Return the longer (single sentence) description
* of this evaluation module
*
* @return the longer description of this module
*/
public abstract String getDescription();
/**
* Return the mathematical formula that this
* evaluation module computes.
*
* @return the mathematical formula that this module
* computes.
*/
public abstract String getDefinition();
/**
* Evaluate the given forecast(s) with respect to the given
* test instance. Targets with missing values are ignored.
*
* @param forecasts a List of forecasted values. Each element
* corresponds to one of the targets and is assumed to be in the same
* order as the list of targets supplied to the setTargetFields() method.
* @throws Exception if the evaluation can't be completed for some
* reason.
*/
public abstract void evaluateForInstance(List forecasts, Instance inst)
throws Exception;
/**
* 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 abstract double[] calculateMeasure() throws Exception;
/**
* Return the summary description of the computed measure for
* each target.
*
* @return the summary string description of the computed measure.
* @throws Exception if the measure can't be computed for some reason.
*/
public abstract String toSummaryString() throws Exception;
/**
* Set a list of target field names. This list must
* be the same as that provided to the TSForecaster
* via TSForecast.setFieldsToForecast()
*
* @param targets a List of target field names
*/
public void setTargetFields(List targets) {
m_targetFieldNames = targets;
reset();
}
/**
* Get the list of target field names.
*
* @return the list of target field names.
*/
public List getTargetFields() {
return m_targetFieldNames;
}
/**
* Get the value of the named target attribute from
* the supplied instance.
*
* @param targetName the name of the target attribute to get the
* value of
* @param inst the instance to retrieve the target value from
* @return
*/
protected double getTargetValue(String targetName, Instance inst) {
if (inst == null) {
return Utils.missingValue();
}
int targetIndex = inst.dataset().attribute(targetName).index();
return inst.value(targetIndex);
}
}