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annotate flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/Outlier.java @ 3565:b136113dad53

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FixA: Only evict only one(!) data point as outlier before recalculating the function. flys-artifacts/trunk@5163 c6561f87-3c4e-4783-a992-168aeb5c3f6f
author Sascha L. Teichmann <sascha.teichmann@intevation.de>
date Tue, 31 Jul 2012 16:46:36 +0000
parents e01b9d1bc941
children
rev   line source
2645
4f7d1ea38404 Added simple Grubb's outlier test.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents:
diff changeset
1 package de.intevation.flys.artifacts.math;
4f7d1ea38404 Added simple Grubb's outlier test.
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parents:
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2
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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
3 import java.util.List;
b136113dad53 FixA: Only evict only one(!) data point as outlier before recalculating the function.
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parents: 3564
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4
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c11da3540b70 Checked in out dated version of outlier test.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents: 2645
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5 import org.apache.commons.math.MathException;
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6
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parents: 3564
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7 import org.apache.commons.math.distribution.TDistributionImpl;
b136113dad53 FixA: Only evict only one(!) data point as outlier before recalculating the function.
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parents: 3564
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8
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parents:
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9 import org.apache.commons.math.stat.descriptive.moment.Mean;
4f7d1ea38404 Added simple Grubb's outlier test.
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10 import org.apache.commons.math.stat.descriptive.moment.StandardDeviation;
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12 import org.apache.log4j.Logger;
c11da3540b70 Checked in out dated version of outlier test.
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13
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14 public class Outlier
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15 {
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parents: 3011
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16 public static final double EPSILON = 1e-5;
e01b9d1bc941 FixA: Corrected the formulas of Grubbs' test for outliers. Still a bit broken.
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parents: 3011
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17
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ab81ffd1343e FixA: Reactivated rewrite of the outlier checks.
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parents: 2646
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18 public static final double DEFAULT_ALPHA = 0.05;
ab81ffd1343e FixA: Reactivated rewrite of the outlier checks.
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parents: 2646
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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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parents: 3564
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22 protected Outlier() {
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23 }
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24
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parents: 3564
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25 public static Integer findOutlier(List<Double> values) {
b136113dad53 FixA: Only evict only one(!) data point as outlier before recalculating the function.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents: 3564
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26 return findOutlier(values, DEFAULT_ALPHA);
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ab81ffd1343e FixA: Reactivated rewrite of the outlier checks.
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parents: 2646
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27 }
ab81ffd1343e FixA: Reactivated rewrite of the outlier checks.
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parents: 2646
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28
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b136113dad53 FixA: Only evict only one(!) data point as outlier before recalculating the function.
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parents: 3564
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29 public static Integer findOutlier(List<Double> values, double alpha) {
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e01b9d1bc941 FixA: Corrected the formulas of Grubbs' test for outliers. Still a bit broken.
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parents: 3011
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30 boolean debug = log.isDebugEnabled();
e01b9d1bc941 FixA: Corrected the formulas of Grubbs' test for outliers. Still a bit broken.
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parents: 3011
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31
e01b9d1bc941 FixA: Corrected the formulas of Grubbs' test for outliers. Still a bit broken.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents: 3011
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32 if (debug) {
e01b9d1bc941 FixA: Corrected the formulas of Grubbs' test for outliers. Still a bit broken.
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parents: 3011
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33 log.debug("outliers significance: " + alpha);
e01b9d1bc941 FixA: Corrected the formulas of Grubbs' test for outliers. Still a bit broken.
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parents: 3011
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34 }
e01b9d1bc941 FixA: Corrected the formulas of Grubbs' test for outliers. Still a bit broken.
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parents: 3011
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35
e01b9d1bc941 FixA: Corrected the formulas of Grubbs' test for outliers. Still a bit broken.
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parents: 3011
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36 alpha = 1d - alpha;
e01b9d1bc941 FixA: Corrected the formulas of Grubbs' test for outliers. Still a bit broken.
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parents: 3011
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37
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parents: 3564
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38 int N = values.size();
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e01b9d1bc941 FixA: Corrected the formulas of Grubbs' test for outliers. Still a bit broken.
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parents: 3011
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39
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b136113dad53 FixA: Only evict only one(!) data point as outlier before recalculating the function.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents: 3564
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40 if (debug) {
b136113dad53 FixA: Only evict only one(!) data point as outlier before recalculating the function.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents: 3564
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41 log.debug("Values to check: " + N);
b136113dad53 FixA: Only evict only one(!) data point as outlier before recalculating the function.
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parents: 3564
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42 }
2646
c11da3540b70 Checked in out dated version of outlier test.
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parents: 2645
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43
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parents: 3564
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44 if (N < 3) {
b136113dad53 FixA: Only evict only one(!) data point as outlier before recalculating the function.
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parents: 3564
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45 return null;
b136113dad53 FixA: Only evict only one(!) data point as outlier before recalculating the function.
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parents: 3564
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46 }
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e01b9d1bc941 FixA: Corrected the formulas of Grubbs' test for outliers. Still a bit broken.
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parents: 3011
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47
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parents: 3564
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48 Mean mean = new Mean();
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parents: 3564
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49 StandardDeviation std = new StandardDeviation();
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parents: 3011
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50
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parents: 3564
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51 for (Double value: values) {
b136113dad53 FixA: Only evict only one(!) data point as outlier before recalculating the function.
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parents: 3564
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52 double v = value.doubleValue();
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parents: 3564
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53 mean.increment(v);
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parents: 3564
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54 std .increment(v);
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parents: 3564
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55 }
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parents: 3564
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56
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parents: 3564
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57 double m = mean.getResult();
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parents: 3564
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58 double s = std.getResult();
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parents: 3564
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59
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parents: 3564
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60 if (debug) {
b136113dad53 FixA: Only evict only one(!) data point as outlier before recalculating the function.
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parents: 3564
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61 log.debug("mean: " + m);
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parents: 3564
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62 log.debug("std dev: " + s);
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parents: 3564
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63 }
b136113dad53 FixA: Only evict only one(!) data point as outlier before recalculating the function.
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parents: 3564
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64
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parents: 3564
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65 double maxZ = -Double.MAX_VALUE;
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66 int iv = -1;
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parents: 3564
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67 for (int i = N-1; i >= 0; --i) {
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parents: 3564
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68 double v = values.get(i).doubleValue();
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parents: 3564
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69 double z = Math.abs(v - m);
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parents: 3564
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70 if (z > maxZ) {
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parents: 3564
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71 maxZ = z;
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parents: 3564
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72 iv = i;
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parents: 2645
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73 }
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parents:
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74 }
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75
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76 if (Math.abs(s) < EPSILON) {
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parents: 3564
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77 return null;
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parents: 3564
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78 }
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parents:
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79
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parents: 3564
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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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parents: 3564
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86 try {
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parents: 3564
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87 t = tdist.inverseCumulativeProbability(alpha/(N+N));
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parents: 3564
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88 }
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parents: 3564
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89 catch (MathException me) {
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parents: 3564
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90 log.error(me);
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parents: 3564
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91 return null;
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parents: 3564
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92 }
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parents: 3564
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93
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parents: 3564
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94 t *= t;
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parents: 3564
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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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parents: 3564
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98 if (debug) {
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parents: 3564
diff changeset
99 log.debug("max: " + maxZ + " crit: " + za);
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parents: 3564
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100 }
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101
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102 return maxZ > za
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parents: 3564
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103 ? Integer.valueOf(iv)
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parents: 3564
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104 : null;
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105 }
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parents:
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106 }
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parents:
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107 // vim:set ts=4 sw=4 si et sta sts=4 fenc=utf8 :
http://dive4elements.wald.intevation.org