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annotate flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/Outlier.java @ 3011:ab81ffd1343e

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FixA: Reactivated rewrite of the outlier checks. flys-artifacts/trunk@4576 c6561f87-3c4e-4783-a992-168aeb5c3f6f
author Sascha L. Teichmann <sascha.teichmann@intevation.de>
date Mon, 04 Jun 2012 16:44:56 +0000
parents c11da3540b70
children e01b9d1bc941
rev   line source
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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 :
http://dive4elements.wald.intevation.org