本文整理汇总了C++中TimeSeries::GetL方法的典型用法代码示例。如果您正苦于以下问题:C++ TimeSeries::GetL方法的具体用法?C++ TimeSeries::GetL怎么用?C++ TimeSeries::GetL使用的例子?那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类TimeSeries
的用法示例。
在下文中一共展示了TimeSeries::GetL方法的1个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的C++代码示例。
示例1: main
int main()
{
string fileName;
cout << "Enter the name of a text file containing a forecasting horizon followed by a real (univariate) time series (the provided examples are series1.txt, series2.txt and series3.txt):" << endl;
cout.flush();
cin >> fileName;
// Reads the input data from a file in the current directory
//ifstream is(string(_getcwd(NULL, 0)) + "/series1.txt");
ifstream is;
is.open(string(_getcwd(NULL, 0)) + "/" + fileName);
while (!is)
{
cout << endl << "The file name you entered is invalid. Type a valid file name (for instance, series1.txt):" << endl;
cin >> fileName;
is.open(string(_getcwd(NULL, 0)) + "/" + fileName);
}
// Stores the input data as a vector of double (the input is supposed to be
// a list of real numbers)
istream_iterator<double> start(is), end;
vector<double> temp(start, end);
// The first figure of the input data is the maximum forecasting horizon;
// that is, the algorithm will calculate forecasts for the horizons of 1, 2, ..., h periods
h = (int) temp[0];
cout << endl << endl << "Calculating the optimal parameters of the kNN algorithm and the forecasts for the " << h << " forecasting horizons . . . ";
try
{
// Eliminates the last h figures of the time series obtained from the file
// and converts the remaining time series into a TimeSeries object.
// These figures are supposed to be unknown for the forecasting algorithm,
// but they're used later for the evaluation of the forecasting errors
vector<double> temp2(&temp[1], &temp.at(temp.size()-h));
TimeSeries ts = TimeSeries(temp2);
// Stores the last h figures into the vector trueValue
vector<double> trueValue(&temp[temp.size()-h], &temp[temp.size()-1]);
trueValue.push_back(temp[temp.size()-1]);
// Procedure which selects the optimum k (the parameter of the k-Nearest Neighbors algorithm)
// and the optimum l (the length of the segment of the series which is used for forecasting).
// It takes most of the computation time of the program. The computation time can be ajusted
// through three constants defined in TimeSeries.cpp: ORDER_OF_MAGNITUDE_K, ORDER_OF_MAGNITUDE_L
// and PER_MIN_SIZE_TRAIN_SET
ts.CrossValidation();
cout << endl << endl << endl << endl << "For the kNN algorithm:" << endl << endl << "- The optimum k (the number of nearest neighbors) is " << ts.GetK() << endl << endl << "- The optimum l (the length of the segment of the series which is used for forecasting) is " << ts.GetL() << endl << endl << endl;
// Forecasts the last h figures using the optimum k and the optimum l
Forecasts forecasts = ts.GetForecasts(ts.GetK(), ts.GetL(), trueValue);
cout << "The true values of the last " << h << " observations (supposed unknown for the kNN algorithm) of the time series are:" << endl;
copy(forecasts.trueValue.begin(), forecasts.trueValue.end(), ostream_iterator<double>(cout, " "));
cout << endl << endl << endl;
cout << "The forecasts of the kNN algorithm for the observations presente above are: " << endl;
copy(forecasts.forecast.begin(), forecasts.forecast.end(), ostream_iterator<double>(cout, " "));
cout << endl << endl << endl;
cout << "The root mean square error associated with the forecasts is " << forecasts.RMSE << "." << endl << endl << endl;
cout << "The root mean square percentage error associated with the forecasts is " << forecasts.RMSPE*100.0 << "%" << "." << endl << endl << endl;
}
catch (...)
{
cout << "The value of h is too large. Try a new value." << endl;
}
system("pause");
return 0;
}