view flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/Outlier.java @ 4173:7d4480c0e68e

Allow users to select the current relevant discharge table in historical discharge table calculattion. In addition to this, the discharge tables in the helper panel displayed in the client is ordered in time.
author Ingo Weinzierl <ingo.weinzierl@intevation.de>
date Thu, 18 Oct 2012 12:13:48 +0200
parents b136113dad53
children
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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 Outlier
{
    public static final double EPSILON = 1e-5;

    public static final double DEFAULT_ALPHA = 0.05;

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

    protected Outlier() {
    }

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

    public static Integer findOutlier(List<Double> values, double alpha) {
        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);
        }

        return maxZ > za
            ? Integer.valueOf(iv)
            : null;
    }
}
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