Mercurial > dive4elements > river
annotate flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/Outlier.java @ 3082:9e03960b3ab8
FixA: Lowered log level in parameter interpolation.
flys-artifacts/trunk@4678 c6561f87-3c4e-4783-a992-168aeb5c3f6f
author | Sascha L. Teichmann <sascha.teichmann@intevation.de> |
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date | Mon, 18 Jun 2012 08:10:44 +0000 |
parents | ab81ffd1343e |
children | e01b9d1bc941 |
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1 package de.intevation.flys.artifacts.math; |
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2 |
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3 import org.apache.commons.math.MathException; |
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4 |
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5 import org.apache.commons.math.stat.descriptive.moment.Mean; |
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6 import org.apache.commons.math.stat.descriptive.moment.StandardDeviation; |
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7 |
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8 import org.apache.commons.math.distribution.TDistributionImpl; |
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9 |
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10 import java.util.Collections; |
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11 import java.util.List; |
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12 import java.util.ArrayList; |
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13 |
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14 import org.apache.log4j.Logger; |
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15 |
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16 public class Outlier |
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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 public static class IndexedValue |
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23 implements Comparable<IndexedValue> |
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24 { |
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25 protected int index; |
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26 protected double value; |
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27 |
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28 public IndexedValue() { |
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29 } |
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30 |
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31 public IndexedValue(int index, double value) { |
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32 this.index = index; |
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33 this.value = value; |
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34 } |
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35 |
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36 public int getIndex() { |
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37 return index; |
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38 } |
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39 |
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40 public void setIndex(int index) { |
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41 this.index = index; |
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42 } |
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43 |
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44 public double getValue() { |
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45 return value; |
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46 } |
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47 |
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48 public void setValue(double value) { |
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49 this.value = value; |
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50 } |
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51 |
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52 @Override |
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53 public int compareTo(IndexedValue other) { |
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54 int diff = index - other.index; |
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55 if (index < 0) return -1; |
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56 return index > 0 ? +1 : 0; |
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57 } |
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58 } // class IndexedValue |
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59 |
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60 public static class Outliers { |
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61 |
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62 protected List<IndexedValue> retained; |
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63 protected List<IndexedValue> removed; |
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64 |
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65 public Outliers() { |
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66 } |
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67 |
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68 public Outliers( |
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69 List<IndexedValue> retained, |
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70 List<IndexedValue> removed |
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71 ) { |
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72 this.retained = retained; |
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73 this.removed = removed; |
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74 } |
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75 |
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76 public boolean hasOutliers() { |
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77 return !removed.isEmpty(); |
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78 } |
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79 |
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80 public List<IndexedValue> getRetained() { |
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81 return retained; |
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82 } |
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83 |
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84 public void setRetained(List<IndexedValue> retained) { |
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85 this.retained = retained; |
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86 } |
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87 |
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88 public List<IndexedValue> getRemoved() { |
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89 return removed; |
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90 } |
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91 |
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92 public void setRemoved(List<IndexedValue> removed) { |
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93 this.removed = removed; |
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94 } |
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95 } // class Outliers |
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96 |
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97 public Outlier() { |
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98 } |
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99 |
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100 public static Outliers findOutliers(List<IndexedValue> inputValues) { |
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101 return findOutliers(inputValues, DEFAULT_ALPHA); |
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102 } |
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103 |
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104 public static Outliers findOutliers( |
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105 List<IndexedValue> inputValues, |
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106 double alpha |
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107 ) { |
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108 ArrayList<IndexedValue> outliers = new ArrayList<IndexedValue>(); |
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109 |
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110 ArrayList<IndexedValue> values = |
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111 new ArrayList<IndexedValue>(inputValues); |
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112 |
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113 for (;;) { |
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114 int N = values.size(); |
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115 |
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116 if (N < 4) { |
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117 break; |
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118 } |
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119 |
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120 Mean mean = new Mean(); |
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121 StandardDeviation std = new StandardDeviation(); |
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122 |
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123 for (IndexedValue value: values) { |
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124 mean.increment(value.getValue()); |
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125 std .increment(value.getValue()); |
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126 } |
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127 |
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128 double m = mean.getResult(); |
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129 double s = std.getResult(); |
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130 |
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131 double maxZ = -Double.MAX_VALUE; |
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132 int iv = -1; |
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133 for (int i = N-1; i >= 0; --i) { |
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134 IndexedValue v = values.get(i); |
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135 double z = Math.abs(m - v.getValue())/s; |
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136 if (z > maxZ) { |
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137 maxZ = z; |
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138 iv = i; |
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139 } |
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140 } |
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141 |
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142 double t = Math.sqrt((N*(N-2)*maxZ*maxZ) |
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143 /((N-1)*(N-1) - N*maxZ*maxZ)); |
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144 |
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145 TDistributionImpl tdist = new TDistributionImpl(N-2); |
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146 |
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147 try { |
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148 double p = tdist.cumulativeProbability(t); |
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149 |
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150 if (p < alpha) { |
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151 outliers.add(values.get(iv)); |
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152 values.remove(iv); |
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153 } |
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154 else { |
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155 break; |
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156 } |
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157 } |
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158 catch (MathException me) { |
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159 log.error(me); |
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160 } |
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161 } |
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162 |
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163 Collections.sort(outliers); |
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164 |
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165 return new Outliers(values, outliers); |
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166 } |
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167 } |
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168 // vim:set ts=4 sw=4 si et sta sts=4 fenc=utf8 : |