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annotate artifacts/src/main/java/org/dive4elements/river/artifacts/model/fixings/fitting/LinearizedFittingTest.java @ 9646:0380717105ba

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Implemented alternative fitting strategy for Log-Linear function.
author Gernot Belger <g.belger@bjoernsen.de>
date Mon, 02 Dec 2019 17:56:15 +0100
parents
children
rev   line source
9646
0380717105ba Implemented alternative fitting strategy for Log-Linear function.
Gernot Belger <g.belger@bjoernsen.de>
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1 /** Copyright (C) 2017 by Bundesanstalt für Gewässerkunde
0380717105ba Implemented alternative fitting strategy for Log-Linear function.
Gernot Belger <g.belger@bjoernsen.de>
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2 * Software engineering by
0380717105ba Implemented alternative fitting strategy for Log-Linear function.
Gernot Belger <g.belger@bjoernsen.de>
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3 * Björnsen Beratende Ingenieure GmbH
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Gernot Belger <g.belger@bjoernsen.de>
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4 * Dr. Schumacher Ingenieurbüro für Wasser und Umwelt
0380717105ba Implemented alternative fitting strategy for Log-Linear function.
Gernot Belger <g.belger@bjoernsen.de>
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5 *
0380717105ba Implemented alternative fitting strategy for Log-Linear function.
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6 * This file is Free Software under the GNU AGPL (>=v3)
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Gernot Belger <g.belger@bjoernsen.de>
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7 * and comes with ABSOLUTELY NO WARRANTY! Check out the
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Gernot Belger <g.belger@bjoernsen.de>
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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 java.io.BufferedInputStream;
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13 import java.io.IOException;
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14 import java.io.InputStreamReader;
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15 import java.math.BigDecimal;
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16 import java.util.ArrayList;
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17 import java.util.List;
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18 import java.util.Map.Entry;
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19 import java.util.NavigableMap;
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20 import java.util.TreeMap;
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21
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22 import org.apache.commons.lang.StringUtils;
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23 import org.apache.commons.math3.analysis.MultivariateFunction;
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24 import org.apache.commons.math3.optim.InitialGuess;
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25 import org.apache.commons.math3.optim.MaxEval;
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26 import org.apache.commons.math3.optim.MaxIter;
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27 import org.apache.commons.math3.optim.PointValuePair;
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28 import org.apache.commons.math3.optim.SimpleBounds;
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29 import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;
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30 import org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction;
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31 import org.apache.commons.math3.optim.nonlinear.scalar.noderiv.BOBYQAOptimizer;
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32 import org.apache.commons.math3.util.Pair;
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33 import org.dive4elements.river.artifacts.model.fixings.fitting.LinearLogLinearizedFitting.Result;
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34
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35 import au.com.bytecode.opencsv.CSVReader;
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36
0380717105ba Implemented alternative fitting strategy for Log-Linear function.
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37 /**
0380717105ba Implemented alternative fitting strategy for Log-Linear function.
Gernot Belger <g.belger@bjoernsen.de>
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38 * @author Gernot Belger
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39 */
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40 public class LinearizedFittingTest {
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41
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42 public static void main(final String[] args) throws IOException {
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43
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44 // read test data
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45 final NavigableMap<BigDecimal, List<Pair<BigDecimal, BigDecimal>>> testData = readTestData();
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46
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47 for (final Entry<BigDecimal, List<Pair<BigDecimal, BigDecimal>>> entry : testData.entrySet()) {
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48
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49 final BigDecimal station = entry.getKey();
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50 final List<Pair<BigDecimal, BigDecimal>> testSample = entry.getValue();
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51 optimizeA(station, testSample);
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52 }
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53 }
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54
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55 private static void optimizeA(final BigDecimal station, final List<Pair<BigDecimal, BigDecimal>> testSample) {
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56
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57 /* extrakt observations */
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58 final double[] obsDischarges = new double[testSample.size()];
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59 final double[] obsWaterlevels = new double[testSample.size()];
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60 for (int i = 0; i < obsWaterlevels.length; i++) {
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61 obsDischarges[i] = testSample.get(i).getKey().doubleValue();
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62 obsWaterlevels[i] = testSample.get(i).getValue().doubleValue();
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63 }
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64
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65 final TargetFunction targetFunction = new TargetFunction(obsDischarges);
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66 final SqrtErrorFunction sqrtErrorFunction = new SqrtErrorFunction(obsWaterlevels, targetFunction);
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67
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68 final Result directEstimation = estimateADirect(sqrtErrorFunction);
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69 final Result linearEstimation = new LinearLogLinearizedFitting(obsDischarges, obsWaterlevels).optimize();
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70
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71 final Result directPostEstimation = postOptimize(directEstimation, sqrtErrorFunction);
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72 final Result linearPostEstimation = postOptimize(linearEstimation, sqrtErrorFunction);
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73
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74 printResult(station, testSample, directEstimation);
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75 printResult(station, testSample, linearEstimation);
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76 printResult(station, testSample, directPostEstimation);
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77 printResult(station, testSample, linearPostEstimation);
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78 }
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79
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80 private static Result postOptimize(final Result estimation, final SqrtErrorFunction errorFunction) {
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81
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82 final double a = estimation.getA();
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83 final double b = estimation.getB();
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84 final double m = estimation.getM();
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85 // final double error = estimation.getError();
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86 final double aIndex = estimation.getBestAindex();
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87
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88 final double aLow = Math.pow(10, aIndex - 1);
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89 final double aHigh = Math.pow(10, aIndex + 1);
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90
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91 return directOptimize(aLow, aHigh, a, b, m, errorFunction);
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92 }
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93
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94 private static void printResult(final BigDecimal station, final List<Pair<BigDecimal, BigDecimal>> testSample, final Result optimize) {
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95
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96 final double a = optimize.getA();
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97 final double b = optimize.getB();
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98 final double m = optimize.getM();
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99 final double error = optimize.getError();
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100
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101 System.out.format("%s %.10f %.10f %.10f %.10f", station, a, b, m, error);
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102
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103 for (final Pair<BigDecimal, BigDecimal> entry : testSample) {
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104
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105 final BigDecimal waterlevel = entry.getSecond();
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106 System.out.print(' ');
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107 System.out.print(waterlevel);
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108 }
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109 System.out.println();
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110 }
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111
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112 private static Result estimateADirect(final SqrtErrorFunction sqrtErrorFunction) {
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113
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114 Result best = null;
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115 double leastError = Double.POSITIVE_INFINITY;
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116
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117 // iteration über a von 10^^0 bis 10^^20
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118 for (int i = 0; i < 20; i++) {
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119
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120 final double aStart = Math.pow(10, i);
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121 final double aLow = Math.pow(10, i - 1);
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122 final double aHigh = Math.pow(10, i + 1);
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123
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124 final Result result = directOptimize(aLow, aHigh, aStart, 1, 1, sqrtErrorFunction);
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125 final double error = result.getError();
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126
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127 if (error < leastError) {
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128 leastError = error;
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129 best = result.withBestAIndex(i);
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130 }
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131 }
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132
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133 return best;
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134 }
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135
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136 private static Result directOptimize(final double aLow, final double aHigh, final double a, final double b, final double m,
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137 final SqrtErrorFunction sqrtErrorFunction) {
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138
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139 // n = 3
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140 // [n+2, (n+1)(n+2)/2]
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141 // --> [5, 10]
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142 final int interpolationPoints = 10;
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143 final BOBYQAOptimizer optimizer = new BOBYQAOptimizer(interpolationPoints);
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144
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145 /* optimization data */
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146 final MultivariateFunction function = new MultivariateFunction() {
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147
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148 @Override
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149 public double value(final double[] point) {
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150 return sqrtErrorFunction.value(point[0], point[1], point[2]);
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151 }
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152 };
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153
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154 final MaxEval maxEval = new MaxEval(Integer.MAX_VALUE);
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155 final MaxIter maxIter = new MaxIter(Integer.MAX_VALUE);
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156
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157 final SimpleBounds bounds = new SimpleBounds(new double[] { aLow, -1e3, 0 }, new double[] { aHigh, 1e3, 1e3 });
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158 final double[] startValues = new double[] { a, b, m };
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159 final PointValuePair result = optimizer.optimize(GoalType.MINIMIZE, new ObjectiveFunction(function), new InitialGuess(startValues), bounds, maxEval,
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160 maxIter);
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161
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162 final Double error = result.getValue();
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163 final double[] point = result.getPoint();
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164
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165 final double aEstimation = point[0];
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166 final double bEstimation = point[1];
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167 final double mEstimation = point[2];
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168
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169 return new Result(aEstimation, bEstimation, mEstimation, error, -1, Double.NaN);
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170 }
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171
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172 private static NavigableMap<BigDecimal, List<Pair<BigDecimal, BigDecimal>>> readTestData() throws IOException {
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173
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174 final NavigableMap<BigDecimal, List<Pair<BigDecimal, BigDecimal>>> data = new TreeMap<>();
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175
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176 try (final CSVReader reader = new CSVReader(new InputStreamReader(new BufferedInputStream(LinearizedFittingTest.class.getResourceAsStream("testdata.txt"))),
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177 '\t')) {
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178
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179 final String[] header = reader.readNext();
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180 if (header == null)
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181 throw new IllegalStateException();
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182
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183 if (header.length < 2)
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184 throw new IllegalStateException();
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185
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186 while (true) {
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187 final String[] line = reader.readNext();
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188 if (line == null)
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189 break;
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190
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191 if (line.length != header.length)
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192 throw new IllegalStateException();
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193
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194 final BigDecimal discharge = parseDecimal(line[0]);
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195 if (discharge == null)
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196 continue;
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197
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198 for (int column = 1; column < line.length; column++) {
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199
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200 final BigDecimal station = parseDecimal(header[column]);
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201 if (station == null)
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202 continue;
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203
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204 if (!data.containsKey(station))
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205 data.put(station, new ArrayList<Pair<BigDecimal, BigDecimal>>());
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206 final List<Pair<BigDecimal, BigDecimal>> points = data.get(station);
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207
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208 final BigDecimal waterlevel = parseDecimal(line[column]);
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209 if (waterlevel != null)
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210 points.add(Pair.create(discharge, waterlevel));
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211 }
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212 }
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213 }
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214
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215 return data;
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216 }
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217
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218 private static BigDecimal parseDecimal(final String token) {
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219
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220 if (StringUtils.isBlank(token))
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221 return null;
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222
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223 if ("nan".equalsIgnoreCase(token))
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224 return null;
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225
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226 return new BigDecimal(token);
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227 }
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228 }
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