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Merge branch 'develop' of https://github.com/Orange-Management/phpOMS into develop

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Dennis Eichhorn 2016-07-20 17:09:10 +02:00
commit d915ea7329
13 changed files with 715 additions and 157 deletions
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131
Math/Finance/Forecasting/ARIMA.php
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@ -1 +1,132 @@
<?php
class ARIMA {
public function __construct(array $data, int $order = 12) {
if($order !== 12 && $order !== 4) {
throw new \Exceptions('ARIMA only supports quarterly and monthly decomposition');
}
}
public function getDecomposition() : array {
$iteration1 = $this->getIteration($this->data);
$iteration2 = $this->getIteration($iteration1);
$iteration3 = $this->getIteration($iteration2);
return $iteration3;
}
private function getIteration(array $data) : array {
$multiplicativeDecomposition = new ClassicalDecomposition($data, $this->order, ClassicalDecomposition::MULTIPLICATIVE);
$tempDecomposition = $multiplicativeDecomposition->getDecomposition();
// 1
$trendCycleComponent = ClassicalDecomposition::computeTrendCycle($data, $this->order);
$centeredRatios = ClassicalDecomposition::computeDetrendedSeries($this->data, $trendCycleComponent, ClassicalDecomposition::MULTIPLICATIVE);
$prelimSeasonalComponent = Average::totalMovingAverage(Average::totalMovingAverage($centeredRatios, 3, null, true), 3, null, true);
$prelimRemainder = $this->getPrelimRemainder($centeredRatios, $prelimSeasonalComponent);
$modifiedRemainder = $this->removeOutliers($prelimRemainder, 0.5);
$modifiedCenteredRatios = $this->getModifiedCenteredRatios($prelimSeasonalComponent, $modifiedRemainder);
$revisedSeasonalComponent = Average::totalMovingAverage(Average::totalMovingAverage($modifiedCenteredRatios, 3, null, true), 3, null, true);
$prelimSeasonalAdjustedSeries = $this->getPrelimSeasonalAdjustedSeries($revisedSeasonalComponent);
$trendCycleComponent = $this->getTrendCycleEstimation($prelimSeasonalAdjustedSeries);
// 2
$centeredRatios = ClassicalDecomposition::computeDetrendedSeries($this->data, $trendCycleComponent, ClassicalDecomposition::MULTIPLICATIVE);
$prelimSeasonalComponent = Average::totalMovingAverage(Average::totalMovingAverage($centeredRatios, 5, null, true), 3, null, true);
$prelimRemainder = $this->getPrelimRemainder($centeredRatios, $prelimSeasonalComponent);
$modifiedRemainder = $this->removeOutliers($prelimRemainder, 0.5);
$modifiedCenteredRatios = $this->getModifiedCenteredRatios($prelimSeasonalComponent, $modifiedRemainder);
$revisedSeasonalComponent = Average::totalMovingAverage(Average::totalMovingAverage($modifiedCenteredRatios, 5, null, true), 3, null, true);
$seasonalAdjustedSeries = $this->getSeasonalAdjustedSeries($revisedSeasonalComponent);
$remainder = $this->getRemainder($seasonalAdjustedSeries, $trendCycleComponent);
$modifiedRemainder = $this->removeOutliers($remainder, 0.5);
$modifiedData = $this->getModifiedData($trendCycleComponent, $seasonalAdjustedSeries, $modifiedRemainder);
return $modifiedData;
}
private function getPrelimRemainder(array $centeredRatios, array $prelimSeasonalComponent) : array {
$remainder = [];
$count = count($prelimSeasonalComponent);
for($i = 0; $i < $count; $i++) {
// +1 since 3x3 MA
$remainder[] = $centeredRatios[$i+1] / $prelimSeasonalComponent[$i];
}
return $remainder;
}
private function removeOutliers(array $data, float $deviation = 0.5) : array {
$avg = AVerage::arithmeticMean($data);
foreach($data as $key => $value) {
if($value / $avg - 1 > $deviation) {
$data[$key] = $avg;
}
}
return $data;
}
private function getModifiedCenteredRatios(array $seasonal, array $remainder) : array {
$centeredRatio = [];
$count = count($seasonal);
for($i = 0; $i < $count; $i++) {
// +1 since 3x3 MA
$centeredRatio[] = $remainder[$i+1] * $seasonal[$i];
}
return $centeredRatio;
}
private function getSeasonalAdjustedSeries(array $seasonal) : array {
$adjusted = [];
$count = count($seasonal);
$start = ClassicalDecomposition::getStartOfDecomposition(count($this->data), $count);
for($i = 0; $i < $count; $i++) {
$adjusted[] = $this->data[$start + $i] / $seasonal[$i];
}
return $adjusted;
}
private function getTrendCycleEstimation(array $seasonal) : array {
$count = count($seasonal);
if($count >= 12) {
$weight = Average::MAH23;
} elseif($count >= 6) {
$weight = Average::MAH13;
} else {
$weight = Average::MAH9;
}
// todo: implement
return $seasonal;
}
private function getRemainder(array $seasonal, array $trendCycle) {
$remainder = [];
foreach($seasonal as $key => $e) {
$remainder = $e / $trendCycle[$key];
}
return $remainder;
}
private function getModifiedData(array $trendCycleComponent, array $seasonalAdjustedSeries, array $remainder) : array {
$data = [];
$count = count($trendCycleComponent);
for($i = 0; $i < $count; $i++) {
$data[] = $trendCycleComponent[$i] * $seasonalAdjustedSeries[$i] * $remainder[$i];
}
return $data;
}
}

87
Math/Finance/Forecasting/ClassicalDecomposition.php Normal file
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@ -0,0 +1,87 @@
<?php
class ClassicalDecomposition {
const ADDITIVE = 0;
const MULTIPLICATIVE = 1;
private $mode = self::ADDITIVE;
private $data = [];
private $order = 0;
private $dataSize = 0;
public function __construct(array $data, int $order, int $mode = self::ADDITIVE) {
$this->mode = $mode;
$this->data = $data;
$this->order = $this->order;
$this->dataSize = count($data);
}
public function getDecomposition() : array {
$trendCycleComponent = self::computeTrendCycle($this->data, $this->order);
$detrendedSeries = self::computeDetrendedSeries($this->data, $trendCycleComponent, $this->mode);
$seasonalComponent = $this->computeSeasonalComponent($detrended, $this->order);
$remainderComponent = $this->computeRemainderComponent($trendCycleComponent, $seasonalComponent);
return [
'trendCycleComponent' => $trendCycleComponent,
'detrendedSeries' => $detrendedSeries,
'seasonalComponent' => $seasonalComponent,
'remainderComponent' => $remainderComponent,
];
}
public static function computeTrendCycle(array $data, int $order) : array {
$mMA = Average::totalMovingAverage($data, $order, null true);
return $this->order % 2 === 0 ? Average::totalMovingAverage($mMa, 2, null, true) : $mMA;
}
public static function computeDetrendedSeries(array $data, array $trendCycleComponent, int $mode) : array {
$detrended = [];
$count = count($trendCycleComponent);
$start = self::getStartOfDecomposition(count($data), $count);
for($i = 0; $i < $count; $i++) {
$detrended[] = $mode === self::ADDITIVE ? $data[$start + $i] - $trendCycleComponent[$i] : $data[$start + $i] / $trendCycleComponent[$i];
}
return $detrended;
}
/**
* Moving average can't start at index 0 since it needs to go m indices back for average -> can only start at m
*/
public static function getStartOfDecomposition(int $dataSize, int $trendCycleComponents) : int {
return ($dataSize - $trendCycleComponents) / 2;
}
private function computeSeasonalComponent() : array {
$seasonalComponent = [];
for($i = 0; $i < $this->orderSize; $i++) {
$temp = [];
for($j = $i * $this->order; $j < $count; $j += $this->order) {
$temp[] = $this->data[$j];
}
$seasonalComponent[] = Average::arithmeticMean($temp);
}
return $seasonalComponent;
}
public static function computeRemainderComponent(array $trendCycleComponent, array $seasonalComponent) : array {
$remainderComponent = [];
$count = count($trendedCycleComponent);
$start = self::getStartOfDecomposition($this->dataSize, $count);
$seasons = count($seasonalComponent);
for($i = 0; $i < $count; $i++) {
$remainderComponent[] = $this->mode === self::ADDITIVE ? $this->data[$start + $i] - $trendCycleComponent[$i] - $seasonalComponent[$i % $seasons] : $this->data[$start + $i] / ($trendCycleComponent[$i] * $seasonalComponent[$i % $seasons]);
}
return $remainderComponent;
}
}

1
Math/Finance/Forecasting/Regression.php
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@ -1 +0,0 @@

95
Math/Statistic/Average.php
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@ -30,6 +30,18 @@ namespace phpOMS\Math\Statistic;
class Average
{
const MA3 = [1/3, 1/3];
const MA5 = [0.2, 0.2, 0.2];
const MA2x12 = [5/6, 5/6, 5/6, 5/6, 5/6, 5/6, 0.42];
const MA3x3 = [1/3, 2/9, 1/9];
const MA3x5 = [0.2, 0.2, 2/15, 4/6];
const MAS15 = [0.231, 0.209, 0.144, 2/3, 0.009, -0.016, -0.019, -0.009]
const MAS21 = [0.171, 0.163, 0.134, 0.37, 0.51, 0.017, -0.006, -0.014, -0.014, -0.009, -0.003];
const MAH5 = [0.558, 0.294, -0.73];
const MAH9 = [0.330, 0.267, 0.119, -0.010, -0.041];
const MAH13 = [0.240, 0.214, 0.147, 0.66, 0, -0.028, -0.019];
const MAH23 = [0.148, 0.138, 0.122, 0.097, 0.068, 0.039, 0.013, -0.005, -0.015, -0.016, -0.011, -0.004];
/**
* Calculate weighted average.
*
@ -80,6 +92,56 @@ class Average
return $x[$count - 1] + $h * ($x[$count - 1] - $x[0]) / ($count - 1);
}
/**
* Moving average or order m.
*
* @param array $x Dataset
* @param int $t Current period
* @param int $periods Periods to use for average
*
* @return float
*
* @todo: allow counter i also to go into the future... required for forecast how? should be doable!
*
* @throws
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function movingAverage(array $x, int $t, int $order, array $weight = null, bool $symmetric = false) : float {
$periods = (int) ($order / 2);
if($t < $periods || ($count = count($x)) < $periods) || ($symmetric && $t + $periods < $count)) {
throw new \Exception('Periods');
}
$end = $symmetric ? $periods - 1 : 0;
$end = $order % 2 === 0 ? $end - 1 : $end;
$start = $t - 1 -($periods - 2);
if(isset($weight)) {
return self::weightedAverage(array_slice($x, $start, $end-$start), array_slice($weight, $start, $end-$start));
} else {
return self::arithmeticMean(array_slice($x, $start, $end-$start));
}
}
/**
* t = 3 and p = 3 means -1 0 +1, t = 4 and p = 2 means -1 0
* periods should be replaced with order than it's possible to test for even or odd m
* todo: maybe floor()?
*/
public static function totalMovingAverage(array $x, int $order, array $weight = null, bool $symmetric = false) : array {
$periods = (int) ($order / 2);
$count = count($x) - ($symmetric ? $periods : 0);
$avg = [];
for($i = $periods; $i < $count; $i++) {
$avg[] = self::movingAverage($x, $i, $order, $weight, $symmetric);
}
return $avg;
}
/**
* Calculate the mode.
*
@ -135,7 +197,6 @@ class Average
* Example: ([1, 2, 2, 3, 4, 4, 2])
*
* @param array $values Values
* @param int $offset Offset for outlier
*
* @return float
*
@ -144,14 +205,8 @@ class Average
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function arithmeticMean(array $values, int $offset = 0)
public static function arithmeticMean(array $values)
{
sort($values);
if ($offset > 0) {
$values = array_slice($values, $offset, -$offset);
}
$count = count($values);
if ($count === 0) {
@ -178,12 +233,6 @@ class Average
*/
public static function geometricMean(array $values, int $offset = 0)
{
sort($values);
if ($offset > 0) {
$values = array_slice($values, $offset, -$offset);
}
$count = count($values);
if ($count === 0) {
@ -210,18 +259,6 @@ class Average
*/
public static function harmonicMean(array $values, int $offset = 0)
{
sort($values);
if ($offset > 0) {
$values = array_slice($values, $offset, -$offset);
}
$count = count($values);
$sum = 0.0;
foreach ($values as $value) {
if ($value === 0) {
throw new \Exception('Division zero');
}
$sum += 1 / $value;
@ -245,12 +282,6 @@ class Average
*/
public static function angleMean($angles, int $offset = 0)
{
sort($angles);
if ($offset > 0) {
$angles = array_slice($angles, $offset, -$offset);
}
$y = $x = 0;
$size = count($angles);

81
Math/Statistic/Forecast/Error.php
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@ -139,6 +139,87 @@ class Error
return sqrt(Average::arithmeticMean(self::square($errors)));
}
/**
* Goodness of fit.
*
* Evaluating how well the observed data fit the linear regression model
*
* @param array $observed Obersved y values
* @param array $forecasted Forecasted y values
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getCoefficientOfDetermination(array $observed, array $forecasted) : float
{
$countO = count($observed);
$countF = count($forecasted);
$sum1 = 0;
$sum2 = 0;
$meanY = Average::arithmeticMean($observed);
for ($i = 0; $i < $countF; $i++) {
$sum1 += ($forecasted[$i] - $meanY) ** 2;
}
for ($i = 0; $i < $countO; $i++) {
$sum2 += ($observed[$i] - $meanY) ** 2;
}
return $sum1 / $sum2;
}
/**
* Get sum squared error (SSE).
*
* @param array $errors Errors
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getSumSquaredError(array $errors) : float {
$error = 0.0;
foreach($errors as $e) {
$error += $e*$e;
}
return $error;
}
public static function getRBarSquared(float $R, int $observations, int $predictors) : float {
return 1 - (1 - $R * ($observations - 1) / ($observations - $predictors - 1);
}
/**
* Get Aike's information criterion (AIC)
*
*/
public static function getAkaikeInformationCriterion(float $sse, int $observations, int $predictors) : float {
return $observations * log($sse / $observations) + 2 * ($predictors + 2);
}
/**
* Get corrected Aike's information criterion (AIC)
*
* Correction for small amount of observations
*/
public static function getCorrectedAkaikeInformationCriterion(float aic, int $observations, int $predictors) : float {
return $aic + (2*($predictors +2)*($predictors + 3)) / ($observations - $predictors - 3);
}
/**
* Get Bayesian information criterion (BIC)
*
*/
public static function getSchwarzBayesianInformationCriterion(float $sse, int $observations, int $predictors) : float {
return $observations * log($sse / $observations) + ($predictors +2)*log($observations);
}
/**
* Get mean absolute percentage error (MAPE).
*

43
Math/Statistic/Forecast/Regression/LevelLevelRegression.php Normal file
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@ -0,0 +1,43 @@
<?php
/**
* Orange Management
*
* PHP Version 7.0
*
* @category TBD
* @package TBD
* @author OMS Development Team <dev@oms.com>
* @author Dennis Eichhorn <d.eichhorn@oms.com>
* @copyright 2013 Dennis Eichhorn
* @license OMS License 1.0
* @version 1.0.0
* @link http://orange-management.com
*/
namespace phpOMS\Math\Statistic\Forecast\Regression;
use phpOMS\Math\Statistic\Average;
use phpOMS\Math\Statistic\Forecast\ForecastIntervalMultiplier;
use phpOMS\Math\Statistic\MeasureOfDispersion;
/**
* Regression class.
*
* @category Framework
* @package phpOMS\DataStorage\Database
* @author OMS Development Team <dev@oms.com>
* @author Dennis Eichhorn <d.eichhorn@oms.com>
* @license OMS License 1.0
* @link http://orange-management.com
* @since 1.0.0
*/
class LevelLevelRegression extends RegressionAbstract
{
public static function getSlope(float $b1, float $y, float $x) : float {
return $b1;
}
public static function getElasticity(float $b1, float $y, float $x): float {
return $b1 * $y / $x;
}
}

70
Math/Statistic/Forecast/Regression/LevelLogRegression.php Normal file
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@ -0,0 +1,70 @@
<?php
/**
* Orange Management
*
* PHP Version 7.0
*
* @category TBD
* @package TBD
* @author OMS Development Team <dev@oms.com>
* @author Dennis Eichhorn <d.eichhorn@oms.com>
* @copyright 2013 Dennis Eichhorn
* @license OMS License 1.0
* @version 1.0.0
* @link http://orange-management.com
*/
namespace phpOMS\Math\Statistic\Forecast\Regression;
use phpOMS\Math\Statistic\Average;
use phpOMS\Math\Statistic\Forecast\ForecastIntervalMultiplier;
use phpOMS\Math\Statistic\MeasureOfDispersion;
/**
* Regression class.
*
* @category Framework
* @package phpOMS\DataStorage\Database
* @author OMS Development Team <dev@oms.com>
* @author Dennis Eichhorn <d.eichhorn@oms.com>
* @license OMS License 1.0
* @link http://orange-management.com
* @since 1.0.0
*/
class LevelLogRegression extends RegressionAbstract
{
/**
* Get linear regression based on scatter plot.
*
* y = b0 + b1 * x
*
* @param array $x Obersved x values
* @param array $y Observed y values
*
* @return array [b0 => ?, b1 => ?]
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getRegression(array $x, array $y) : array
{
if(($c = count($x)) != count($y)) {
throw new \Exception('Dimension');
}
for($i = 0; $i < $c; $i++) {
$x[$i] = log($x[i]);
}
return parent::getRegression($x, $y);
}
public static function getSlope(float $b1, float $y, float $x) : float {
return $b1 / $x;
}
public static function getElasticity(float $b1, float $y, float $x): float {
return $b1 / $x;
}
}

70
Math/Statistic/Forecast/Regression/LogLevelRegression.php Normal file
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@ -0,0 +1,70 @@
<?php
/**
* Orange Management
*
* PHP Version 7.0
*
* @category TBD
* @package TBD
* @author OMS Development Team <dev@oms.com>
* @author Dennis Eichhorn <d.eichhorn@oms.com>
* @copyright 2013 Dennis Eichhorn
* @license OMS License 1.0
* @version 1.0.0
* @link http://orange-management.com
*/
namespace phpOMS\Math\Statistic\Forecast\Regression;
use phpOMS\Math\Statistic\Average;
use phpOMS\Math\Statistic\Forecast\ForecastIntervalMultiplier;
use phpOMS\Math\Statistic\MeasureOfDispersion;
/**
* Regression class.
*
* @category Framework
* @package phpOMS\DataStorage\Database
* @author OMS Development Team <dev@oms.com>
* @author Dennis Eichhorn <d.eichhorn@oms.com>
* @license OMS License 1.0
* @link http://orange-management.com
* @since 1.0.0
*/
class LogLevelRegression extends RegressionAbstract
{
/**
* Get linear regression based on scatter plot.
*
* y = b0 + b1 * x
*
* @param array $x Obersved x values
* @param array $y Observed y values
*
* @return array [b0 => ?, b1 => ?]
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getRegression(array $x, array $y) : array
{
if(($c = count($x)) != count($y)) {
throw new \Exception('Dimension');
}
for($i = 0; $i < $c; $i++) {
$y[$i] = log($y[i]);
}
return parent::getRegression($x, $y);
}
public static function getSlope(float $b1, float $y, float $x) : float {
return $b1 * $y;
}
public static function getElasticity(float $b1, float $y, float $x): float {
return $b1 * $x;
}
}

71
Math/Statistic/Forecast/Regression/LogLogRegression.php Normal file
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@ -0,0 +1,71 @@
<?php
/**
* Orange Management
*
* PHP Version 7.0
*
* @category TBD
* @package TBD
* @author OMS Development Team <dev@oms.com>
* @author Dennis Eichhorn <d.eichhorn@oms.com>
* @copyright 2013 Dennis Eichhorn
* @license OMS License 1.0
* @version 1.0.0
* @link http://orange-management.com
*/
namespace phpOMS\Math\Statistic\Forecast\Regression;
use phpOMS\Math\Statistic\Average;
use phpOMS\Math\Statistic\Forecast\ForecastIntervalMultiplier;
use phpOMS\Math\Statistic\MeasureOfDispersion;
/**
* Regression class.
*
* @category Framework
* @package phpOMS\DataStorage\Database
* @author OMS Development Team <dev@oms.com>
* @author Dennis Eichhorn <d.eichhorn@oms.com>
* @license OMS License 1.0
* @link http://orange-management.com
* @since 1.0.0
*/
class LogLogRegression extends RegressionAbstract
{
/**
* Get linear regression based on scatter plot.
*
* y = b0 + b1 * x
*
* @param array $x Obersved x values
* @param array $y Observed y values
*
* @return array [b0 => ?, b1 => ?]
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getRegression(array $x, array $y) : array
{
if(($c = count($x)) != count($y)) {
throw new \Exception('Dimension');
}
for($i = 0; $i < $c; $i++) {
$x[$i] = log($x[i]);
$y[$i] = log($y[i]);
}
return parent::getRegression($x, $y);
}
public static function getSlope(float $b1, float $y, float $x) : float {
return $b1 * $y / $x;
}
public static function getElasticity(float $b1, float $y, float $x): float {
return $b1;
}
}

19
Math/Statistic/Forecast/Regression/MultipleLinearRegression.php Normal file
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@ -0,0 +1,19 @@
<?php
class MultipleLinearRegression {
public static function getRegression(array $x, array $y) : array {
$X = new Matrix(count($x), count($x[0]));
$X->setArray($x);
$XT = $X->transpose();
$Y = new Matrix(count($y));
$Y->setArray($y);
return $XT->mult($X)->inverse()->mult($XT)->mult($Y)->toArray();
}
public static function getVariance() : float {}
public static function getPredictionInterval() : array {}
}

176
Math/Statistic/Forecast/LinearRegression.php → Math/Statistic/Forecast/Regression/RegressionAbstract.php
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@ -1,38 +1,6 @@
<?php
/**
* Orange Management
*
* PHP Version 7.0
*
* @category TBD
* @package TBD
* @author OMS Development Team <dev@oms.com>
* @author Dennis Eichhorn <d.eichhorn@oms.com>
* @copyright 2013 Dennis Eichhorn
* @license OMS License 1.0
* @version 1.0.0
* @link http://orange-management.com
*/
<?php
namespace phpOMS\Math\Forecast\Statistic;
use phpOMS\Math\Statistic\Average;
use phpOMS\Math\Statistic\Forecast\ForecastIntervalMultiplier;
use phpOMS\Math\Statistic\MeasureOfDispersion;
/**
* Regression class.
*
* @category Framework
* @package phpOMS\DataStorage\Database
* @author OMS Development Team <dev@oms.com>
* @author Dennis Eichhorn <d.eichhorn@oms.com>
* @license OMS License 1.0
* @link http://orange-management.com
* @since 1.0.0
*/
class LinearRegression
{
class RegressionAbstract {
/**
* Get linear regression based on scatter plot.
*
@ -46,90 +14,17 @@ class LinearRegression
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getLinearRegresseion(array $x, array $y) : array
public static function getRegression(array $x, array $y) : array
{
if(count($x) != count($y)) {
throw new \Exception('Dimension');
}
$b1 = self::getBeta1($x, $y);
return ['b0' => self::getBeta0($x, $y, $b1), 'b1' => $b1];
}
/**
* Get linear regression parameter beta 1.
*
* @param array $x Obersved x values
* @param array $y Observed y values
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
private static function getBeta1(array $x, array $y) : float
{
$count = count($x);
$meanX = Average::arithmeticMean($x);
$meanY = Average::arithmeticMean($y);
$sum1 = 0;
$sum2 = 0;
for ($i = 0; $i < $count; $i++) {
$sum1 += ($y[$i] - $meanY) * ($x[$i] - $meanX);
$sum2 += ($x[$i] - $meanX) ** 2;
}
return $sum1 / $sum2;
}
/**
* Get linear regression parameter beta 0.
*
* @param array $x Obersved x values
* @param array $y Observed y values
* @param float $b1 Beta 1
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
private static function getBeta0(array $x, array $y, float $b1) : float
{
return Average::arithmeticMean($y) - $b1 * Average::arithmeticMean($x);
}
/**
* Goodness of fit.
*
* Evaluating how well the observed data fit the linear regression model
*
* @param array $observed Obersved y values
* @param array $forecasted Forecasted y values
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getGoodnessOfFit(array $observed, array $forecasted) : float
{
$countO = count($observed);
$countF = count($forecasted);
$sum1 = 0;
$sum2 = 0;
$meanY = Average::arithmeticMean($observed);
for ($i = 0; $i < $countF; $i++) {
$sum1 += ($forecasted[$i] - $meanY) ** 2;
}
for ($i = 0; $i < $countO; $i++) {
$sum2 += ($observed[$i] - $meanY) ** 2;
}
return $sum1 / $sum2;
}
/**
* Standard error of the regression.
*
@ -182,4 +77,59 @@ class LinearRegression
return [$forecasted - $interval, $forecasted + $interval];
}
/**
* Get linear regression parameter beta 1.
*
* @param array $x Obersved x values
* @param array $y Observed y values
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
private static function getBeta1(array $x, array $y) : float
{
$count = count($x);
$meanX = Average::arithmeticMean($x);
$meanY = Average::arithmeticMean($y);
$sum1 = 0;
$sum2 = 0;
for ($i = 0; $i < $count; $i++) {
$sum1 += ($y[$i] - $meanY) * ($x[$i] - $meanX);
$sum2 += ($x[$i] - $meanX) ** 2;
}
return $sum1 / $sum2;
}
/**
* Get linear regression parameter beta 0.
*
* @param array $x Obersved x values
* @param array $y Observed y values
* @param float $b1 Beta 1
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
private static function getBeta0(array $x, array $y, float $b1) : float
{
return Average::arithmeticMean($y) - $b1 * Average::arithmeticMean($x);
}
abstract public static function getRegression(array $x, array $y) : array;
abstract public static function getSlope(float $b1, float $y, float $x) : float;
abstract public static function getElasticity(float $b1, float $y, float $x): float;
abstract public static function getBeta0(array $x, array $y, float b1) : float;
abstract public static function getBeta1(array $x, array $y) : float;
}

16
Module/InstallerAbstract.php
View File

@ -150,9 +150,15 @@ class InstallerAbstract
*/
private static function initRoutes(InfoManager $info)
{
self::installRoutes(ROOT_PATH . '/Web/Routes.php', ROOT_PATH . '/Modules/' . $info->getDirectory() . '/Admin/Routes/http.php');
self::installRoutes(ROOT_PATH . '/Socket/Routes.php', ROOT_PATH . '/Modules/' . $info->getDirectory() . '/Admin/Routes/socket.php');
self::installRoutes(ROOT_PATH . '/Console/Routes.php', ROOT_PATH . '/Modules/' . $info->getDirectory() . '/Admin/Routes/console.php');
$directories = new Directory(ROOT_PATH . '/Modules/' . $info->getDirectory() . '/Admin/Routes');
foreach($directories as $key => $subdir) {
if($subdir instanceOf Directory) {
foreach($subdir as $key2 => $file) {
self::installRoutes(ROOT_PATH . '/' . $subdir->getName() . '/' . $file->getName() . '/Routes.php', $file->getPath());
}
}
}
}
/**
@ -170,6 +176,10 @@ class InstallerAbstract
*/
private static function installRoutes(string $destRoutePath, string $srcRoutePath)
{
if(!file_exists($destRoutePath)) {
mkdir($destRoutePath);
}
if (file_exists($destRoutePath) && file_exists($srcRoutePath)) {
/** @noinspection PhpIncludeInspection */
$appRoutes = include $destRoutePath;

12
System/File/Directory.php
View File

@ -80,15 +80,11 @@ class Directory extends FileAbstract implements \Iterator, \ArrayAccess
parent::index();
foreach (glob($this->path . DIRECTORY_SEPARATOR . $this->filter) as $filename) {
// todo: handle . and ..???!!!
if (is_dir($filename)) {
$file = new Directory($filename);
$file->index();
} else {
$file = new File($filename);
}
if(strpos($filename, '.') === false) {
$file = is_dir($filename) ? new self($filename) : new File($filename);
$this->add($file);
$this->add($file);
}
}
}