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TimeBench, a flexible, easy-to-use, and reusable software library written in Java that provides foundational data structures and algorithms for time- oriented data in Visual Analytics.
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package timeBench.R;
import java.util.Arrays;
import java.util.GregorianCalendar;
import java.util.SortedMap;
import java.util.TimeZone;
import org.rosuda.REngine.REXP;
import org.rosuda.REngine.REXPMismatchException;
import org.rosuda.REngine.REngine;
import org.rosuda.REngine.REngineException;
import timeBench.R.data.ACFDataObject;
import timeBench.calendar.Calendar;
import timeBench.calendar.CalendarFactory;
import timeBench.calendar.Granularity;
import timeBench.calendar.JavaDateCalendarManager;
import timeBench.data.TemporalDataException;
import timeBench.data.TemporalDataset;
import timeBench.data.TemporalElementStore;
import timeBench.data.TemporalObject;
public class RTemporalDatasetProvider {
REngine engine;
Granularity userSetGranularity = null;
public RTemporalDatasetProvider(REngine eng) {
engine = eng;
}
public void loadPackage(String lib) {
loadPackages(new String[]{lib});
}
public void loadPackages(String[] libs) {
for (String lib : libs) {
try {
engine.parseAndEval("library("+lib+")", null, false);
} catch (REngineException e) {
// TODO Auto-generated catch block
e.printStackTrace();
} catch (REXPMismatchException e) {
// TODO Auto-generated catch block
e.printStackTrace();
}
}
}
public void loadDataset(String dataset) {
loadDatasets(new String[]{dataset});
}
public void loadDatasets(String[] datasets) {
for (String dataset : datasets) {
try {
engine.parseAndEval("data("+dataset+")", null, false);
} catch (REngineException e) {
// TODO Auto-generated catch block
e.printStackTrace();
} catch (REXPMismatchException e) {
// TODO Auto-generated catch block
e.printStackTrace();
}
}
}
public TemporalDataset getTemporalDataset(
String name, Granularity granularity, String naHandling) throws REngineException, REXPMismatchException,
TemporalDataException {
userSetGranularity = granularity;
return getTemporalDataset(name, naHandling);
}
public TemporalDataset getTemporalDataset(
String name, String naHandling) throws REngineException, REXPMismatchException,
TemporalDataException {
// check R class
// re.parseAndEval(name + " <- zoo(" + name + ")",null, false);
REXP x = engine.parseAndEval("class(" + name + ")",null, true);
if (!x.isString())
throw new TemporalDataException("Unsupported R class: " + x);
// System.out.println(x.asString());
// ts ... simplest R time series class
if ("ts".equals(x.asString())) {
int[] start = engine
.parseAndEval("start(" + name + ")", null, true)
.asIntegers();
double frequency = engine.parseAndEval("frequency(" + name + ")",
null, true).asDouble();
double[] data = engine.parseAndEval("as.vector(" + name + ")",
null, true).asDoubles();
double[] missingEstimate = null;
if ((naHandling != null) && (naHandling.length() > 0)) {
missingEstimate = engine.parseAndEval("as.vector("+naHandling+"(" + name + "))",
null, true).asDoubles();
// missingEstimate = engine.parseAndEval("as.vector(adjustCVD)",
// null, true).asDoubles();
}
// logger.debug("ts with start: " + Arrays.toString(start)
// + ", frequency: " + frequency + ", obs: " + data.length);
// get calendar and granularity
// Calendar calendar = CalendarManagerFactory.getSingleton(
// CalendarManagers.JavaDate).getDefaultCalendar();
//JavaDateCalendarManager.Granularities.Quarter
// granularityContextId = JavaDateCalendarManager.Granularities.Month
// .toInt();
Calendar calendar = JavaDateCalendarManager.getSingleton().getDefaultCalendar();
Granularity granularity = null;
if (Math.abs(frequency - 1.0) < 0.005
|| Math.abs(frequency - 0.1) < 0.005)
granularity = CalendarFactory.getSingleton().getGranularity(calendar,"Year","Top");
else if (Math.abs(frequency - 4.0) < 0.005)
granularity = CalendarFactory.getSingleton().getGranularity(calendar,"Quarter","Top");
else if (Math.abs(frequency - 12.0) < 0.005)
granularity = CalendarFactory.getSingleton().getGranularity(calendar,"Month","Top");
else if (Math.abs(frequency - 52.0) < 0.005)
granularity = CalendarFactory.getSingleton().getGranularity(calendar,"Week","Top");
else
throw new TemporalDataException(
"Unknown granularity. frequency: " + frequency);
// System.out.println("Granularity ID: "+granularityId);
// prepare a calendar
GregorianCalendar cal = new GregorianCalendar(
TimeZone.getTimeZone("UTC"));
cal.setTimeInMillis(0);
cal.set(GregorianCalendar.MONTH, 0);
cal.set(GregorianCalendar.DAY_OF_MONTH, 1);
cal.set(GregorianCalendar.HOUR_OF_DAY, 0);
cal.set(GregorianCalendar.MINUTE, 0);
cal.set(GregorianCalendar.YEAR, start[0]);
if (frequency - 12.0 < 0.05 && start.length > 1) {
// GregorianCalendar.MONTH starts with 0
cal.set(GregorianCalendar.MONTH, start[1] - 1);
}
// relational
TemporalDataset tmpds = new timeBench.data.TemporalDataset();
tmpds.addDataColumn(name, double.class, null);
tmpds.addColumn("rindex", int.class, 0);
// tmpds.addDataColumn("minConf", double.class, null);
// tmpds.addDataColumn("maxConf", double.class, null);
// tmpds.addDataColumn("labels", String.class, null);
// time indices are only used in log file to check our code
// double[] time = new double[0];
// DateFormat df = null;
// if (logger.isTraceEnabled()) {
// time = re.parseAndEval(
// "as.vector(time(" + name + "))", null, true).asDoubles();
// df = DateFormat.getDateTimeInstance();
// }
for (int i = 0; i < data.length; i++) {
long inf = cal.getTimeInMillis();
if (Math.abs(frequency - 12.0) < 0.005)
cal.add(GregorianCalendar.MONTH, 1);
else if (Math.abs(frequency - 4.0) < 0.005)
cal.add(GregorianCalendar.MONTH, 3);
else if (Math.abs(frequency - 0.1) < 0.005)
cal.add(GregorianCalendar.YEAR, 10);
else
cal.add(GregorianCalendar.YEAR, 1);
//cal.add(GregorianCalendar.DAY_OF_YEAR, 1);
//cal.add(GregorianCalendar.YEAR, 1);
long sup = cal.getTimeInMillis() - 1;
// if (logger.isTraceEnabled())
// logger.trace("time from R: " + time[i] + " inf: "
// + df.format(new Date(inf)) + " sup: "
// + df.format(new Date(sup)) + " data: " + data[i]);
tmpds.addTemporalElement(
i,
inf,
sup,
granularity,
TemporalElementStore.PRIMITIVE_INTERVAL);
TemporalObject to = tmpds.addTemporalObject(i, i);
//to.set(name, data[i]);
to.setInt("rindex", i+1);
to.set(name, (double) (Math.round(data[i]*100.0)/100.0));
if ( data[i] == REngineConnection.R_NA_int) {
//if (Double.isNaN(data[i])){
to.setKind(name, 1);
if (missingEstimate != null && missingEstimate.length > i) {
double estimateValue = (double) (Math.round(missingEstimate[i]*100.0)/100.0);
to.set(name, (double) (Math.round(missingEstimate[i]*100.0)/100.0));
to.setMin(name, (double) estimateValue-100);
to.setMax(name, (double) estimateValue+100);
}
}
// if (Math.abs(data[i]-260) < 5) {
// to.set(name, Double.NaN);
//// to.setMin(name, (Double) (Math.round((data[i]-20.0)*100.0)/100.0));
//// to.setMax(name, (Double) (Math.round((data[i]+20.0)*100.0)/100.0));
// to.setKind(name, 1);
// } else {
// to.setKind(name, 0);
//// to.set("minConf", 0.0);
//// to.set("maxConf", 0.0);
// }
// to.set("minConf", 0.0);
// to.set("maxConf", 0.0);
// to.set("labels", new String(to.getDouble(name)+" | "+to.getDouble("minConf")+" - " + to.getDouble("maxConf")));
}
return tmpds;
} else if ("zoo".equals(x.asString())) {
// zoo ... feature-rich R time series class
String timeClass = engine.parseAndEval("class(time("+name+"))", null, true).asString();
// double start = re.parseAndEval(
// "as.numeric(start(" + name + "))", null, true).asDouble();
double[] data = engine.parseAndEval("coredata(" + name + ")", null,
true).asDoubles();
double[] time = engine.parseAndEval(
"as.numeric(time(" + name + "))", null, true).asDoubles();
// logger.debug("ts with start: " + start + ", obs: " + data.length);
// get calendar and granularity
// int granularityContextId = calM.getTopGranularityIdentifier();
// int granularityId = calM.getBottomGranularityIdentifier();
Calendar calendar = JavaDateCalendarManager.getSingleton().getDefaultCalendar();
Granularity granularity = null;
if (userSetGranularity != null) {
granularity = userSetGranularity;
} else {
if (timeClass.equals("Date")) {
granularity = CalendarFactory.getSingleton().getGranularity(calendar,"Day","Top");
} else {
granularity = CalendarFactory.getSingleton().getGranularity(calendar,"Millisecond","Top");
}
}
// granularityId = JavaDateCalendarManager.Granularities.Quarter.toInt();
// relational
TemporalDataset tmpds = new timeBench.data.TemporalDataset();
tmpds.addDataColumn(name, double.class, null);
// time indices are only used in log file to check our code
// DateFormat df = null;
// if (logger.isTraceEnabled()) {
// df = DateFormat.getDateTimeInstance();
// }
for (int i = 0; i < data.length; i++) {
// year * 365 * 24 * 60 * 60 * 1000
long inf = 0;
if (timeClass.equals("Date")) {
inf = Math.round(time[i] * 24 * 60 * 60 * 1000);
}
if (timeClass.equals("POSIXct")) {
inf = Math.round(time[i] * 1000);
}
// if (logger.isTraceEnabled())
// logger.trace("time from R: " + time[i] + " inf: "
// + df.format(new Date(inf)) + " data: " + data[i]);
tmpds.addTemporalElement(
i,
inf,
inf,
granularity,
TemporalElementStore.PRIMITIVE_INSTANT);
TemporalObject to = tmpds.addTemporalObject(i, i);
to.set(name, data[i]);
if (Double.isNaN(data[i])) {
to.setKind(name, 3);
to.setMin(name, 0);
to.setMax(name, 0);
}
// if (Double.isNaN(data[i])) {
// System.out.println("DATA: "+data[i]);
// to.set(name, data[i-1]);
// to.setKind(name, 3);
// to.setMin(name, data[i-1]-2);
// to.setMax(name, data[i-1]+2);
// } else to.set(name, data[i]);
}
return tmpds;
} else
throw new TemporalDataException("Unsupported R class: "
+ x.asString());
}
public TemporalDataset getForecast(
String name) throws REngineException, REXPMismatchException,
TemporalDataException {
// check R class
REXP x = engine.parseAndEval("class(" + name + "$mean)",null, true);
if (!x.isString())
throw new TemporalDataException("Unsupported R class: " + x);
// ts ... simplest R time series class
if ("ts".equals(x.asString())) {
int[] start = engine
.parseAndEval("start(" + name + "$mean)", null, true)
.asIntegers();
double frequency = engine.parseAndEval("frequency(" + name + "$mean)",
null, true).asDouble();
double[] data = engine.parseAndEval("as.vector(" + name + "$mean)",
null, true).asDoubles();
double[] upperBounds = engine.parseAndEval(name + "$upper[,1]",
null, true).asDoubles();
double[] lowerBounds = engine.parseAndEval(name + "$upper[,1]",
null, true).asDoubles();
Calendar calendar = JavaDateCalendarManager.getSingleton().getDefaultCalendar();
Granularity granularity = null;
if (Math.abs(frequency - 1.0) < 0.005
|| Math.abs(frequency - 0.1) < 0.005)
granularity = CalendarFactory.getSingleton().getGranularity(calendar,"Year","Top");
else if (Math.abs(frequency - 4.0) < 0.005)
granularity = CalendarFactory.getSingleton().getGranularity(calendar,"Quarter","Top");
else if (Math.abs(frequency - 12.0) < 0.005)
granularity = CalendarFactory.getSingleton().getGranularity(calendar,"Month","Top");
else if (Math.abs(frequency - 52.0) < 0.005)
granularity = CalendarFactory.getSingleton().getGranularity(calendar,"Week","Top");
else
throw new TemporalDataException(
"Unknown granularity. frequency: " + frequency);
// System.out.println("Granularity ID: "+granularityId);
// prepare a calendar
GregorianCalendar cal = new GregorianCalendar(
TimeZone.getTimeZone("UTC"));
cal.setTimeInMillis(0);
cal.set(GregorianCalendar.MONTH, 0);
cal.set(GregorianCalendar.DAY_OF_MONTH, 1);
cal.set(GregorianCalendar.HOUR_OF_DAY, 0);
cal.set(GregorianCalendar.MINUTE, 0);
cal.set(GregorianCalendar.YEAR, start[0]);
if (frequency - 12.0 < 0.05 && start.length > 1) {
// GregorianCalendar.MONTH starts with 0
cal.set(GregorianCalendar.MONTH, start[1] - 1);
}
// relational
TemporalDataset tmpds = new timeBench.data.TemporalDataset();
tmpds.addDataColumn(name, double.class, null);
tmpds.addColumn("rindex", int.class, 0);
for (int i = 0; i < data.length; i++) {
long inf = cal.getTimeInMillis();
if (Math.abs(frequency - 12.0) < 0.005)
cal.add(GregorianCalendar.MONTH, 1);
else if (Math.abs(frequency - 4.0) < 0.005)
cal.add(GregorianCalendar.MONTH, 3);
else if (Math.abs(frequency - 0.1) < 0.005)
cal.add(GregorianCalendar.YEAR, 10);
else
cal.add(GregorianCalendar.YEAR, 1);
long sup = cal.getTimeInMillis() - 1;
tmpds.addTemporalElement(
i,
inf,
sup,
granularity,
TemporalElementStore.PRIMITIVE_INTERVAL);
TemporalObject to = tmpds.addTemporalObject(i, i);
to.setInt("rindex", i+1);
to.set(name, (double) (Math.round(data[i]*100.0)/100.0));
to.setMin(name, lowerBounds[i]);
to.setMax(name, upperBounds[i]);
}
return tmpds;
} else
throw new TemporalDataException("Unsupported R class: "
+ x.asString());
}
public String forecastSARIMA(String sarimaModel, Object key, int n_forecast) {
String resultName = "forecast"+Integer.toHexString(key.hashCode());
try {
engine.parseAndEval("library(forecast)");
REXP result = engine.parseAndEval(resultName + " <- forecast("+sarimaModel+", h= "+String.valueOf(n_forecast)+")", null, true);
if (result.isNull()) {
return null;
}
} catch (REXPMismatchException e) {
e.printStackTrace();
} catch (REngineException e) {
e.printStackTrace();
}
return resultName;
}
public String generateLowerAndUpperBoundsForecast(String name) {
String upper = "upper"+name;
String lower = "lower"+name;
try {
REXP result = engine.parseAndEval(lower + " <- ts("+name+"$lower[,1], start=start("+name+
"$mean), frequency=frequency("+name+"$mean))", null, true);
if (result.isNull()) {
return null;
}
result = engine.parseAndEval(upper + " <- ts("+name+"$upper[,1], start=start("+name+
"$mean), frequency=frequency("+name+"$mean))", null, true);
if (result.isNull()) {
return null;
}
} catch (REXPMismatchException e) {
e.printStackTrace();
} catch (REngineException e) {
e.printStackTrace();
}
return name;
}
private String getACF_PACF(String name, int diff, int seasondiff, int seasonFrequency, int maxlag, String cmd) throws REngineException, REXPMismatchException {
String r_command_lag = "";
String r_command_all = name;
String na_action = ", na.action = na.pass";
if (maxlag > 0)
r_command_lag = ", lag.max="+maxlag;
if (diff > 0)
r_command_all = "diff("+name+",differences="+diff+")";
if (seasondiff > 0)
r_command_all = "diff("+r_command_all+", lag="+seasonFrequency+", differences="+seasondiff+")";
return " <- "+cmd+"("+r_command_all+", plot=FALSE"+r_command_lag+na_action + ")";
}
public ACFDataObject getAutocorrelationFunction(String name, int diff, int seasondiff, int seasonFrequency, int maxlag) throws REngineException, REXPMismatchException {
String lags_id = "acflags"+diff+maxlag;
engine.parseAndEval(lags_id + getACF_PACF(name, diff, seasondiff, seasonFrequency, maxlag, "acf"), null, true);
ACFDataObject ret = new ACFDataObject("acf", engine.parseAndEval(lags_id+"$lag[-1]",null, true).asDoubles(),
engine.parseAndEval(lags_id+"$acf[-1]",null, true).asDoubles(),
engine.parseAndEval("2/sqrt(length("+name+"))",null, true).asDouble());
return ret;
}
public ACFDataObject getPartialAutocorrelationFunction(String name, int diff, int seasondiff, int seasonFrequency, int maxlag) throws REngineException, REXPMismatchException {
String lags_id = "pacflags"+diff+maxlag;
engine.parseAndEval(lags_id + getACF_PACF(name, diff, seasondiff, seasonFrequency, maxlag, "pacf"), null, true);
ACFDataObject ret = new ACFDataObject("pacf", engine.parseAndEval(lags_id+"$lag",null, true).asDoubles(),
engine.parseAndEval(lags_id+"$acf",null, true).asDoubles(),
engine.parseAndEval("2/sqrt(length("+name+"))",null, true).asDouble());
return ret;
}
public String setDatasetToR(SortedMap selectedDataset, int granularityID) {
double[] time = new double[selectedDataset.size()];
double[] data = new double[selectedDataset.size()];
int i = 0;
String name = "dataset"+Integer.toHexString(selectedDataset.hashCode());
for (Long key : selectedDataset.keySet()){
time[i] = key / 1000d;
data[i] = selectedDataset.get(key);
i++;
}
try {
if (!engine.parseAndEval(name, null, true).isNull()) {
return name;
}
// engine.assign(name + ".time", time);
engine.assign(name , data);
// engine.parseAndEval(name + " <- zooreg(" + name + ".data)");
System.out.println("time: "+Arrays.toString(time));
System.out.println("data: "+Arrays.toString(data));
// System.out.println("R CMD: "+name + " <- zoo(" + name + ".data)");
// System.out.println("Class: "+engine.parseAndEval("class("+name+")", null, true).asString());
// System.out.println("Length: "+engine.parseAndEval("length("+name+")", null, true).asInteger());
//
// System.out.println("Time: "+Arrays.toString(engine.parseAndEval("time("+name+")", null, true).asIntegers()));
// work around a possible timezone bug in as.POSIXct.numeric
// cp. http://stackoverflow.com/questions/2457129/converting-unix-seconds-in-milliseconds-to-posixct-posixlt
// this.exec("time(" + name + ") <- as.POSIXct(" + name +
// ".time, origin=\"1970-01-01 GMT\")");
// engine.parseAndEval("time(" + name + ") <- as.POSIXct(as.POSIXlt(" + name
// + ".time, origin=\"1970-01-01\"))");
// engine.parseAndEval("time(" + name + ") <- as.Date(" + name
// + ".time / (24*60*60))");
} catch (REngineException e) {
// TODO Auto-generated catch block
e.printStackTrace();
name = null;
} catch (REXPMismatchException e) {
// TODO Auto-generated catch block
e.printStackTrace();
name = null;
}
return name;
}
public void setTemporalDatasetToR(String name,
TemporalDataset tmpds, String dataField, Double missingIdent)
throws TemporalDataException, REngineException {
double[] time = new double[tmpds.getTemporalObjectCount()];
double[] data = new double[tmpds.getTemporalObjectCount()];
int i = 0;
// int dataCol = tmpds.getNodeTable().getColumnNumber(dataField);
int dataCol = tmpds.getDataColumnIndices()[0];
for (TemporalObject cur : tmpds.temporalObjects()) {
if (cur.getTemporalElement().isAnchored()) {
time[i] = ((double) cur.getTemporalElement().asGeneric()
.getInf()) / 1000.0d;
if (missingIdent == null || missingIdent != cur.getDouble(dataCol))
data[i] = cur.getDouble(dataCol);
else {
data[i] = Double.NaN;
}
i++;
}
}
if (i == 0)
throw new TemporalDataException(
"TemporalDataSet did not contain any anchored objects.");
// shorten arrays, if some temp.obj. were skipped
if (i < time.length || i < data.length) {
double[] temp = new double[i];
System.arraycopy(time, 0, temp, 0, i);
time = temp;
System.arraycopy(data, 0, temp, 0, i);
data = temp;
}
try {
engine.assign(name + ".time", time);
engine.assign(name + ".data", data);
engine.parseAndEval(name + " <- zoo(" + name + ".data)");
// work around a possible timezone bug in as.POSIXct.numeric
// cp. http://stackoverflow.com/questions/2457129/converting-unix-seconds-in-milliseconds-to-posixct-posixlt
// this.exec("time(" + name + ") <- as.POSIXct(" + name +
// ".time, origin=\"1970-01-01 GMT\")");
engine.parseAndEval("time(" + name + ") <- as.POSIXct(as.POSIXlt(" + name
+ ".time, origin=\"1970-01-01\"))");
} catch (REngineException e) {
e.printStackTrace();
} catch (REXPMismatchException e) {
e.printStackTrace();
}
}
}
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