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First test fixes

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This commit is contained in:
Dennis Eichhorn 2017-01-06 14:05:33 +01:00
parent 40ee844dae
commit 44d0878bbc
1 changed files with 14 additions and 13 deletions
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27
Math/Finance/Forecasting/ExponentialSmoothing/Brown.php
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@ -13,8 +13,9 @@
* @version 1.0.0
* @link http://orange-management.com
*/
namespace phpOMS\Math\Finance\Forecasting;
namespace phpOMS\Math\Finance\Forecasting\ExponentialSmoothing;
use phpOMS\Math\Finance\Forecasting\SmoothingType;
use phpOMS\Math\Statistic\Average;
use phpOMS\Math\Statistic\Forecast\Error;
@ -76,11 +77,10 @@ class Brown
$seasonality = $this->getSeasonality($trendCycle);
$seasonalityIndexMap = $this->generateSeasonalityMap($this->cycle, $seasonality);
$adjustedSeasonalityIndexMap = $this->generateAdjustedSeasonalityMap($this->cycle, $seasonalityIndexMap);
$seasonalIndex = $this->getSeasonalIndex($this->cycle, $adjustedSeasonalityIndexMap);
$adjustedData = $this->getAdjustedData($this->cycle, $seasonalIndex);
$adjustedData = $this->getAdjustedData($this->cycle, $adjustedSeasonalityIndexMap);
$optimizedForecast = $this->getOptimizedForecast($future, $adjustedData);
return $this->getReseasonalized($optimizedForecast, $seasonalIndex);
return $this->getReseasonalized($this->cycle, $optimizedForecast, $adjustedSeasonalityIndexMap);
}
private function getTrendCycle(int $cycle) : array
@ -146,7 +146,7 @@ class Brown
$adjusted = [];
foreach ($this->data as $key => $value) {
$adjusted[$key] = $this->data[$key] / $seasonalIndex[$key];
$adjusted[$key] = $value / ($seasonalIndex[$key % $cycle] === 0 ? 1 : $seasonalIndex[$key % $cycle]);
}
return $adjusted;
@ -155,7 +155,8 @@ class Brown
private function forecast(int $future, float $alpha, array $data, array &$error) : array
{
$forecast = [];
$length = count($data) + $future;
$dataLength = count($data);
$length = $dataLength + $future;
$forecast[0] = $data[0];
$forecast[1] = $data[1];
@ -164,8 +165,8 @@ class Brown
$error[1] = $data[1] - $forecast[1];
for ($i = 2; $i < $length; $i++) {
$forecast[$i] = 2 * $data[$i - 1] - $data[$i - 2] - 2 * (1 - $alpha) * $error[$i - 1] + pow(1 - $alpha, 2) * $error[$i - 2];
$error[$i] = $data[$i] - $forecast[$i];
$forecast[$i] = 2 * ($data[$i - 1] ?? $forecast[$i - 1]) - ($data[$i - 2] ?? $forecast[$i - 2]) - 2 * (1 - $alpha) * $error[$i - 1] + pow(1 - $alpha, 2) * $error[$i - 2];
$error[$i] = $i < $dataLength ? $data[$i] - $forecast[$i] : 0;
}
return $forecast;
@ -173,14 +174,14 @@ class Brown
private function getOptimizedForecast(int $future, array $adjustedData) : array
{
$this->rmse = 0;
$this->rmse = PHP_INT_MAX;
$alpha = 0.00;
$forecast = [];
$error = [];
while ($alpha < 1) {
$error = [];
$tempForecast = $this->forecast($future, $alpha, $adjustedData, $error);
$alpha += 0.01;
$alpha += 0.001;
$tempRMSE = Error::getRootMeanSquaredError($error);
@ -198,12 +199,12 @@ class Brown
return $forecast;
}
private function getReseasonalized(array $forecast, array $seasonalIndex) : array
private function getReseasonalized(int $cycle, array $forecast, array $seasonalIndex) : array
{
$reSeasonalized = [];
foreach ($forecast as $key => $value) {
$reSeasonalized[$key] = $value * $seasonalIndex[$key];
$reSeasonalized[$key] = $value * ($seasonalIndex[$key % $cycle] === 0 ? 1 : $seasonalIndex[$key % $cycle]);
}
return $reSeasonalized;