Mercurial > dive4elements > river
annotate artifacts/src/main/java/org/dive4elements/river/artifacts/model/fixings/fitting/LinearLogLinearizedFitting.java @ 9646:0380717105ba
Implemented alternative fitting strategy for Log-Linear function.
author | Gernot Belger <g.belger@bjoernsen.de> |
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date | Mon, 02 Dec 2019 17:56:15 +0100 |
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rev | line source |
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9646
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1 /** Copyright (C) 2017 by Bundesanstalt für Gewässerkunde |
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2 * Software engineering by |
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3 * Björnsen Beratende Ingenieure GmbH |
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4 * Dr. Schumacher Ingenieurbüro für Wasser und Umwelt |
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5 * |
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6 * This file is Free Software under the GNU AGPL (>=v3) |
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7 * and comes with ABSOLUTELY NO WARRANTY! Check out the |
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8 * documentation coming with Dive4Elements River for details. |
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9 */ |
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10 package org.dive4elements.river.artifacts.model.fixings.fitting; |
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11 |
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12 import org.apache.commons.math3.optim.MaxEval; |
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13 import org.apache.commons.math3.optim.MaxIter; |
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14 import org.apache.commons.math3.optim.nonlinear.scalar.GoalType; |
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15 import org.apache.commons.math3.optim.univariate.BrentOptimizer; |
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16 import org.apache.commons.math3.optim.univariate.SearchInterval; |
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17 import org.apache.commons.math3.optim.univariate.UnivariateObjectiveFunction; |
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18 import org.apache.commons.math3.optim.univariate.UnivariatePointValuePair; |
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19 |
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20 /** |
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21 * Alternative solver for W = a * ln(b + m*Q) |
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22 * Basic approach is to optimize a, by locally solving b and m by linear regression within the error function. |
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23 * |
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24 * @author Gernot Belger |
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25 */ |
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26 public final class LinearLogLinearizedFitting { |
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27 |
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28 public static final class Result { |
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29 |
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30 private final double a; |
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31 |
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32 private final double b; |
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33 |
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34 private final double m; |
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35 |
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36 private final double error; |
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37 |
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38 private final int bestAindex; |
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39 |
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40 private final double chiSquare; |
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41 |
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42 public Result(final double a, final double b, final double m, final double error, final int bestAindex, final double chiSquare) { |
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43 this.a = a; |
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44 this.b = b; |
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45 this.m = m; |
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46 this.error = error; |
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47 this.bestAindex = bestAindex; |
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48 this.chiSquare = chiSquare; |
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49 } |
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50 |
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51 public double getA() { |
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52 return this.a; |
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53 } |
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54 |
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55 public double getB() { |
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56 return this.b; |
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57 } |
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58 |
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59 public double getM() { |
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60 return this.m; |
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61 } |
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62 |
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63 public double getError() { |
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64 return this.error; |
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65 } |
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66 |
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67 public int getBestAindex() { |
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68 return this.bestAindex; |
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69 } |
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70 |
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71 public double getChiSquare() { |
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72 return this.chiSquare; |
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73 } |
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74 |
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75 public Result withBestAIndex(final int i) { |
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76 return new Result(this.a, this.b, this.m, this.error, i, this.chiSquare); |
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77 } |
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78 } |
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79 |
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80 private final double[] obsDischarges; |
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81 private final double[] obsWaterlevels; |
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82 private final TargetFunction targetFunction; |
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83 private final LinearRegressionSqrtErrorFunction errorFunction; |
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84 |
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85 public LinearLogLinearizedFitting(final double[] obsDischarges, final double[] obsWaterlevels) { |
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86 this.obsDischarges = obsDischarges; |
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87 this.obsWaterlevels = obsWaterlevels; |
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88 |
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89 this.targetFunction = new TargetFunction(this.obsDischarges); |
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90 this.errorFunction = new LinearRegressionSqrtErrorFunction(this.obsDischarges, this.obsWaterlevels, this.targetFunction); |
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91 } |
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92 |
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93 public Result optimize() { |
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94 |
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95 return estimateALinear(); |
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96 } |
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97 |
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98 private Result estimateALinear() { |
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99 |
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100 double bestA = Double.NaN; |
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101 double leastError = Double.POSITIVE_INFINITY; |
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102 int bestAindex = -1; |
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103 |
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104 // FIXME: a sollte nicht so groß werden |
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105 for (int i = 0; i < 20; i++) { |
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106 |
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107 final double aLow = Math.pow(10, i - 1); |
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108 final double aStart = Math.pow(10, i); |
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109 final double aHigh = Math.pow(10, i + 1); |
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110 |
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111 final double[] result = linearOptimize(aLow, aHigh, aStart, this.errorFunction); |
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112 |
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113 final double a = result[0]; |
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114 final double error = result[1]; |
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115 |
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116 if (error < leastError) { |
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117 leastError = error; |
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118 bestA = a; |
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119 bestAindex = i; |
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120 } |
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121 } |
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122 |
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123 final double[] parameters = this.errorFunction.calc_parameters_trans(bestA); |
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124 final double b = parameters[0]; |
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125 final double m = parameters[1]; |
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126 |
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127 // FIXME: noch post-optimieren? |
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128 |
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129 /* calculate chi square */ |
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130 final ChiSquare chiSquareFunc = new ChiSquare(this.obsWaterlevels); |
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131 final double[] waterlevels = this.targetFunction.calc_stages(bestAindex, b, m); |
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132 final double chiSquare = chiSquareFunc.evaluate(waterlevels); |
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133 |
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134 return new Result(bestA, b, m, leastError, bestAindex, chiSquare); |
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135 } |
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136 |
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137 private static double[] linearOptimize(final double aLow, final double aHigh, final double aStart, final LinearRegressionSqrtErrorFunction errorFunction) { |
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138 |
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139 final BrentOptimizer optimizer = new BrentOptimizer(1e-10, 1e-12); |
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140 |
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141 final SearchInterval searchInterval = new SearchInterval(aLow, aHigh, aStart); |
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142 final UnivariateObjectiveFunction function = new UnivariateObjectiveFunction(errorFunction); |
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143 |
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144 final MaxEval maxEval = new MaxEval(Integer.MAX_VALUE); |
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145 final MaxIter maxIter = new MaxIter(Integer.MAX_VALUE); |
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146 |
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147 final UnivariatePointValuePair result = optimizer.optimize(searchInterval, function, GoalType.MINIMIZE, maxEval, maxIter); |
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148 |
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149 final double aEstimation = result.getPoint(); |
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150 final double error = result.getValue(); |
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151 |
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152 return new double[] { aEstimation, error }; |
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153 } |
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154 } |