Changeset 1301 for applications/robust/main.cpp

Timestamp:

03/21/11 09:01:57 (13 years ago)

Author:

sindj

Message:

Dokoncovani mergovani polyhedronu a oprava chyb. Mergovani je skoro dokonceno, ale je tam nekde skryta chybka. JS

Files:

• applications/robust/main.cpp (modified) (9 diffs)

applications/robust/main.cpp

@@ -21 +21 @@
         
         /*
+        // EXPERIMENT: 100 AR model generated time series of length of 30 from y_t=0.95*y_(t-1)+0.05*y_(t-2)+0.2*e_t, 
+        // where e_t is normally, student(4) and cauchy distributed are tested using robust AR model, to obtain the 
+        // variance of location parameter estimators and compare it to the classical setup.
         vector<vector<vector<string>>> string_lists;
         string_lists.push_back(vector<vector<string>>());
@@ -55 +58 @@
         for(int j = 0;j<string_lists.size();j++)
         { 
-                /*
+                
                 for(int i = 0;i<string_lists[j].size()-1;i++)
                 {
                         vector<vec> conditions;
-                        emlig* emliga = new emlig(2);
+                        //emlig* emliga = new emlig(2);
+                        RARX* my_rarx = new RARX(2,30);
+
                         for(int k = 1;k<string_lists[j][i].size();k++)
                         {
@@ -81 +86 @@
                                         //cout << "modi:" << conditions[k-3] << endl;
 
-                                        emliga->add_condition(conditions[k-3]);
+                                        my_rarx->bayes(conditions[k-3]);
 
                                         
@@ -94 +99 @@
 
                         //emliga->step_me(0);
+                        /*
                         ofstream myfile;
                         myfile.open("c:\\robust_ar1.txt",ios::app);
-                        myfile << emliga->minimal_vertex->get_coordinates()[0] << ";";
+                        myfile << my_rarx->minimal_vertex->get_coordinates()[0] << ";";
                         myfile.close();
 
@@ -102 +108 @@
                         myfile << emliga->minimal_vertex->get_coordinates()[1] << ";";
                         myfile.close();
+                        
 
                         cout << "MaxLik coords:" << emliga->minimal_vertex->get_coordinates() << endl;
@@ -117 +124 @@
                 myfile << endl;
                 myfile.close();
-        }
-    */
-        
-        
-        emlig* emlig1 = new emlig(emlig_size);
-        emlig* emlig2 = new emlig(emlig_size);
+        }*/
+    
+        
+        // EXPERIMENT: A moving window estimation and prediction of RARX is tested on data generated from 
+    // y_t=0.95*y_(t-1)+0.05*y_(t-2)+0.2*e_t, where e_t is normally, student(4) and cauchy distributed. It
+    // can be compared to the classical setup.
+        
+
+        vector<vector<string>> strings;
+
+        char* file_strings[3] = {"c:\\ar_student_single.txt", "c:\\ar_cauchy_single.txt","c:\\ar_normal_single.txt"};
+
+        for(int i = 0;i<3;i++)
+        {                       
+                ifstream myfile(file_strings[i]);
+                if (myfile.is_open())
+                {                       
+                        string line;
+                        getline(myfile,line);
+                                
+                        vector<string> parsed_line;
+                        while(line.find(',') != string::npos)
+                        {
+                                int loc = line.find(',');
+                                parsed_line.push_back(line.substr(0,loc));
+                                line.erase(0,loc+1);                                    
+                        }                               
+
+                        strings.push_back(parsed_line);
+                        
+                        myfile.close();
+                }
+        }
+        
+        for(int j = 0;j<strings.size();j++)
+        {               
+                vector<vec> conditions;
+                //emlig* emliga = new emlig(2);
+                RARX* my_rarx = new RARX(2,0);
+
+                for(int k = 1;k<170;k++)
+                {
+                        vec condition;
+                        //condition.ins(0,1);                           
+                        condition.ins(0,strings[j][k]);                         
+                        conditions.push_back(condition);
+
+                        //cout << "orig:" << condition << endl;
+
+                        if(conditions.size()>1)
+                        {               
+                                conditions[k-2].ins(0,strings[j][k]);
+                                        
+                        }
+
+                        if(conditions.size()>2)
+                        {
+                                conditions[k-3].ins(0,strings[j][k]);
+
+                                // cout << "modi:" << conditions[k-3] << endl;
+
+                                my_rarx->bayes(conditions[k-3]);
+
+                                        
+                                
+                                if(k>5)
+                                {
+                                        cout << "MaxLik coords:" << my_rarx->posterior->minimal_vertex->get_coordinates() << endl;
+
+                                        ofstream myfile;
+                                        char fstring[80];
+                                        strcpy(fstring,file_strings[j]);
+                                        strcat(fstring,"_res.txt");
+
+                                        myfile.open(fstring,ios::app);
+                                        myfile << my_rarx->posterior->minimal_vertex->get_coordinates()[0];
+                                        if(k!=strings[j].size()-1)
+                                        {
+                                                myfile << ",";
+                                        }
+                                        else
+                                        {
+                                                myfile << endl;
+                                        }
+                                        myfile.close();
+                                }
+                                        
+                        }       
+                        
+                        //emliga->step_me(0);
+                        /*
+                        ofstream myfile;
+                        myfile.open("c:\\robust_ar1.txt",ios::app);
+                        myfile << my_rarx->minimal_vertex->get_coordinates()[0] << ";";
+                        myfile.close();
+
+                        myfile.open("c:\\robust_ar2.txt",ios::app);
+                        myfile << emliga->minimal_vertex->get_coordinates()[1] << ";";
+                        myfile.close();
+                        
+
+                        cout << "MaxLik coords:" << emliga->minimal_vertex->get_coordinates() << endl;
+                        cout << "Step: " << i << endl;*/
+                }
+        }
+                
+                /*
+                cout << "One experiment finished." << endl;
+
+                ofstream myfile;
+                myfile.open("c:\\robust_ar1.txt",ios::app);
+                myfile << endl;
+                myfile.close();
+
+                myfile.open("c:\\robust_ar2.txt",ios::app);
+                myfile << endl;
+                myfile.close();*/
+        
+
+        //emlig* emlig1 = new emlig(emlig_size);
+
+        //emlig1->step_me(0);
+        //emlig* emlig2 = new emlig(emlig_size);
         
         /*
@@ -142 +266 @@
         }*/
         
-        
+        /*
     vec condition5 = "1.0 1.0 1.01";//"-0.3 1.7 1.5";
 
         emlig1->add_condition(condition5);
-        
-        //vec condition1a = "1.0 1.0 1.01";
+        //emlig1->step_me(0);
+
+
+        vec condition1a = "-1.0 1.02 0.5";
         //vec condition1b = "1.0 1.0 1.01";
-        //emlig1->add_condition(condition1a);
+        emlig1->add_condition(condition1a);
         //emlig2->add_condition(condition1b);
 
-        //vec condition2a = "-1.0 1.0 1.0";
+        vec condition2a = "-0.3 1.7 1.5";
         //vec condition2b = "-1.0 1.0 1.0";
-        //emlig1->add_condition(condition2a);
+        emlig1->add_condition(condition2a);
         //emlig2->add_condition(condition2b);
 
-        //vec condition3a = "0.5 -1.01 1.0";
+        vec condition3a = "0.5 -1.01 1.0";
         //vec condition3b = "0.5 -1.01 1.0";
 
-        //emlig1->add_condition(condition3a);
+        emlig1->add_condition(condition3a);
         //emlig2->add_condition(condition3b);   
 
-        //vec condition4a = "-0.5 -1.0 1.0";
+        vec condition4a = "-0.5 -1.0 1.0";
         //vec condition4b = "-0.5 -1.0 1.0";    
 
-        //emlig1->add_condition(condition4a);
+        emlig1->add_condition(condition4a);
         //cout << "************************************************" << endl;
         //emlig2->add_condition(condition4b);
@@ -173 +299 @@
         //cout << emlig1->minimal_vertex->get_coordinates();
         
-        emlig1->remove_condition(condition5);
+        //emlig1->remove_condition(condition3a);
+        //emlig1->step_me(0);
+        //emlig1->remove_condition(condition2a);
+        //emlig1->remove_condition(condition1a);
+        //emlig1->remove_condition(condition5);
+        
 
         //emlig1->step_me(0);
@@ -183 +314 @@
 
         //emlig1->remove_condition(condition1);
-
-        
-
-        
-        /*
-        
+        
+        
+
+        
+        
+        /*
         for(int i = 0;i<100;i++)
         {