view flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/GrubbsOutlier.java @ 5645:696d710470f5

flys/issue1077: Show loads as step line, therefore transform data in SedimentLoadFacet to stretch as in the measurement stations bounds. Deal with this new kind of data in the Generator.
author Felix Wolfsteller <felix.wolfsteller@intevation.de>
date Wed, 10 Apr 2013 09:35:07 +0200
parents a7d080347ac3
children
line wrap: on
line source
package de.intevation.flys.artifacts.math;

import java.util.List;

import org.apache.commons.math.MathException;

import org.apache.commons.math.distribution.TDistributionImpl;

import org.apache.commons.math.stat.descriptive.moment.Mean;
import org.apache.commons.math.stat.descriptive.moment.StandardDeviation;

import org.apache.log4j.Logger;

public class GrubbsOutlier
{
    public static final double EPSILON = 1e-5;

    public static final double DEFAULT_ALPHA = 0.05;

    private static Logger log = Logger.getLogger(GrubbsOutlier.class);

    protected GrubbsOutlier() {
    }

    public static Integer findOutlier(List<Double> values) {
        return findOutlier(values, DEFAULT_ALPHA, null);
    }

    public static Integer findOutlier(
        List<Double> values,
        double alpha,
        double[] stdDevResult
    ) {
        boolean debug = log.isDebugEnabled();

        if (debug) {
            log.debug("outliers significance: " + alpha);
        }

        alpha = 1d - alpha;

        int N = values.size();

        if (debug) {
            log.debug("Values to check: " + N);
        }

        if (N < 3) {
            return null;
        }

        Mean mean = new Mean();
        StandardDeviation std = new StandardDeviation();

        for (Double value: values) {
            double v = value.doubleValue();
            mean.increment(v);
            std .increment(v);
        }

        double m = mean.getResult();
        double s = std.getResult();

        if (debug) {
            log.debug("mean: " + m);
            log.debug("std dev: " + s);
        }

        double maxZ = -Double.MAX_VALUE;
        int iv = -1;
        for (int i = N-1; i >= 0; --i) {
            double v = values.get(i).doubleValue();
            double z = Math.abs(v - m);
            if (z > maxZ) {
                maxZ = z;
                iv = i;
            }
        }

        if (Math.abs(s) < EPSILON) {
            return null;
        }

        maxZ /= s;

        TDistributionImpl tdist = new TDistributionImpl(N-2);

        double t;

        try {
            t = tdist.inverseCumulativeProbability(alpha/(N+N));
        }
        catch (MathException me) {
            log.error(me);
            return null;
        }

        t *= t;

        double za = ((N-1)/Math.sqrt(N))*Math.sqrt(t/(N-2d+t));

        if (debug) {
            log.debug("max: " + maxZ + " crit: " + za);
        }
        if (stdDevResult != null) {
            stdDevResult[0] = std.getResult();
        }
        return maxZ > za
            ? Integer.valueOf(iv)
            : null;
    }
}
// vim:set ts=4 sw=4 si et sta sts=4 fenc=utf8 :

http://dive4elements.wald.intevation.org