view flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/Outlier.java @ 4174:eaf83d4ae6b1

Sorted gauges for reference gauge selection in historical discharge calculation based on their name. Now, Gauge implements the Java Comparable interface and takes its name into account.
author Ingo Weinzierl <ingo.weinzierl@intevation.de>
date Thu, 18 Oct 2012 13:12:24 +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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