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annotate flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/Outlier.java @ 2646:c11da3540b70

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Checked in out dated version of outlier test. flys-artifacts/trunk@4301 c6561f87-3c4e-4783-a992-168aeb5c3f6f
author Sascha L. Teichmann <sascha.teichmann@intevation.de>
date Wed, 25 Apr 2012 16:04:37 +0000
parents 4f7d1ea38404
children ab81ffd1343e
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.List;
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11 import java.util.ArrayList;
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12
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13 import org.apache.log4j.Logger;
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14
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15 public class Outlier
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16 {
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17 private static Logger log = Logger.getLogger(Outlier.class);
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18
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19 public static class IndexedValue {
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20 protected int index;
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21 protected double value;
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22
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23 public IndexedValue() {
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24 }
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25
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26 public IndexedValue(int index, double value) {
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27 this.index = index;
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28 this.value = value;
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29 }
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30
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31 public int getIndex() {
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32 return index;
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33 }
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34
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35 public void setIndex(int index) {
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36 this.index = index;
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37 }
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38
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39 public double getValue() {
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40 return value;
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41 }
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42
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43 public void setValue(double value) {
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44 this.value = value;
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45 }
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46 } // class IndexedValue
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47
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48 public Outlier() {
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49 }
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50
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51 public static List<IndexedValue> findOutliers(
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52 List<IndexedValue> inputValues,
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53 double alpha
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54 ) {
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55 ArrayList<IndexedValue> outliers = new ArrayList<IndexedValue>();
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56
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57 ArrayList<IndexedValue> values =
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58 new ArrayList<IndexedValue>(inputValues);
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59
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60 for (;;) {
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61 int N = values.size();
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62
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63 if (N < 4) {
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64 break;
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65 }
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66
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67 Mean mean = new Mean();
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68 StandardDeviation std = new StandardDeviation();
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69
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70 for (IndexedValue value: values) {
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71 mean.increment(value.getValue());
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72 std.increment(value.getValue());
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73 }
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74
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75 double m = mean.getResult();
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76 double s = std.getResult();
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77
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78 double maxZ = -Double.MAX_VALUE;
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79 int iv = -1;
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80 for (int i = N-1; i >= 0; --i) {
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81 IndexedValue v = values.get(i);
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82 double z = Math.abs(m - v.getValue())/s;
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83 if (z > maxZ) {
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84 maxZ = z;
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85 iv = i;
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86 }
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87 }
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88
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89 double t = Math.sqrt((N*(N-2)*maxZ*maxZ)
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90 /((N-1)*(N-1) - N*maxZ*maxZ));
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91
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92 TDistributionImpl tdist = new TDistributionImpl(N-2);
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93
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94 try {
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95 double p = tdist.cumulativeProbability(t);
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96
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97 if (p < alpha) {
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98 outliers.add(values.get(iv));
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99 values.remove(iv);
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100 }
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101 }
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102 catch (MathException me) {
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103 log.error(me);
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104 }
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105 }
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106
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107
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108 return outliers;
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109 }
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110 }
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111 // vim:set ts=4 sw=4 si et sta sts=4 fenc=utf8 :
http://dive4elements.wald.intevation.org