Mercurial > dive4elements > river
annotate flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/Outlier.java @ 4420:45d310b41c23
Add javadoc comment about RiverInfoServiceImpl
author | Björn Ricks <bjoern.ricks@intevation.de> |
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date | Tue, 06 Nov 2012 13:30:04 +0100 |
parents | b136113dad53 |
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1 package de.intevation.flys.artifacts.math; |
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2 |
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3 import java.util.List; |
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4 |
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5 import org.apache.commons.math.MathException; |
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6 |
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7 import org.apache.commons.math.distribution.TDistributionImpl; |
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8 |
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9 import org.apache.commons.math.stat.descriptive.moment.Mean; |
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10 import org.apache.commons.math.stat.descriptive.moment.StandardDeviation; |
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11 |
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12 import org.apache.log4j.Logger; |
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13 |
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14 public class Outlier |
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15 { |
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16 public static final double EPSILON = 1e-5; |
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17 |
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18 public static final double DEFAULT_ALPHA = 0.05; |
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19 |
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20 private static Logger log = Logger.getLogger(Outlier.class); |
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21 |
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22 protected Outlier() { |
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23 } |
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24 |
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25 public static Integer findOutlier(List<Double> values) { |
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26 return findOutlier(values, DEFAULT_ALPHA); |
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27 } |
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28 |
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29 public static Integer findOutlier(List<Double> values, double alpha) { |
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30 boolean debug = log.isDebugEnabled(); |
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31 |
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32 if (debug) { |
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33 log.debug("outliers significance: " + alpha); |
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34 } |
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35 |
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36 alpha = 1d - alpha; |
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37 |
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38 int N = values.size(); |
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39 |
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40 if (debug) { |
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41 log.debug("Values to check: " + N); |
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42 } |
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43 |
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44 if (N < 3) { |
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45 return null; |
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46 } |
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47 |
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48 Mean mean = new Mean(); |
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49 StandardDeviation std = new StandardDeviation(); |
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50 |
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51 for (Double value: values) { |
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52 double v = value.doubleValue(); |
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53 mean.increment(v); |
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54 std .increment(v); |
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55 } |
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56 |
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57 double m = mean.getResult(); |
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58 double s = std.getResult(); |
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59 |
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60 if (debug) { |
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61 log.debug("mean: " + m); |
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62 log.debug("std dev: " + s); |
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63 } |
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64 |
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65 double maxZ = -Double.MAX_VALUE; |
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66 int iv = -1; |
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67 for (int i = N-1; i >= 0; --i) { |
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68 double v = values.get(i).doubleValue(); |
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69 double z = Math.abs(v - m); |
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70 if (z > maxZ) { |
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71 maxZ = z; |
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72 iv = i; |
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73 } |
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74 } |
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75 |
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76 if (Math.abs(s) < EPSILON) { |
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77 return null; |
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78 } |
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79 |
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80 maxZ /= s; |
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81 |
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82 TDistributionImpl tdist = new TDistributionImpl(N-2); |
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83 |
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84 double t; |
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85 |
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86 try { |
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87 t = tdist.inverseCumulativeProbability(alpha/(N+N)); |
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88 } |
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89 catch (MathException me) { |
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90 log.error(me); |
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91 return null; |
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92 } |
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93 |
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94 t *= t; |
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95 |
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96 double za = ((N-1)/Math.sqrt(N))*Math.sqrt(t/(N-2d+t)); |
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97 |
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98 if (debug) { |
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99 log.debug("max: " + maxZ + " crit: " + za); |
b136113dad53
FixA: Only evict only one(!) data point as outlier before recalculating the function.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents:
3564
diff
changeset
|
100 } |
b136113dad53
FixA: Only evict only one(!) data point as outlier before recalculating the function.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents:
3564
diff
changeset
|
101 |
b136113dad53
FixA: Only evict only one(!) data point as outlier before recalculating the function.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents:
3564
diff
changeset
|
102 return maxZ > za |
b136113dad53
FixA: Only evict only one(!) data point as outlier before recalculating the function.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents:
3564
diff
changeset
|
103 ? Integer.valueOf(iv) |
b136113dad53
FixA: Only evict only one(!) data point as outlier before recalculating the function.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents:
3564
diff
changeset
|
104 : null; |
2645
4f7d1ea38404
Added simple Grubb's outlier test.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents:
diff
changeset
|
105 } |
4f7d1ea38404
Added simple Grubb's outlier test.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents:
diff
changeset
|
106 } |
4f7d1ea38404
Added simple Grubb's outlier test.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents:
diff
changeset
|
107 // vim:set ts=4 sw=4 si et sta sts=4 fenc=utf8 : |