source: src/main/java/parties/in4010/q12015/group10/boulwareParameterEstimator.java@ 84

Last change on this file since 84 was 1, checked in by Wouter Pasman, 7 years ago

Initial import : Genius 9.0.0
File size: 5.2 KB
Line 
1package parties.in4010.q12015.group10;
2
3import static java.lang.Math.pow;
4
5import agents.Jama.Matrix;
6
7public class boulwareParameterEstimator {
8
9 static void printMatrix(Matrix myMat) {
10 int n = myMat.getColumnDimension();
11 int m = myMat.getRowDimension();
12 System.out.println("------\nm=" + m + ", n=" + n);
13 // now loop through the rows of valsTransposed to print
14 for (int row = 0; row < m; row++) {
15 for (int col = 0; col < n; col++) {
16 System.out.print(myMat.get(row, col) + ", ");
17 }
18 System.out.print("\n");
19 }
20 }
21
22 public static double[] leastSquaresFit(double[] x, double[] time,
23 int maxLoops, double powerIncrement) {
24
25 // ////////////////////////////////////////////////////////////
26 double[] a = new double[maxLoops];
27 double[] b = new double[maxLoops];
28 double[] c = new double[maxLoops];
29 double[] d = new double[maxLoops];
30 double[] varError = new double[maxLoops];
31 double minimumVarError = 1000;
32 int minimumVarErrorLoopNumber = 0;
33
34 double powerT = 1; // initial boulware parameter
35
36 for (int loopNumber = 0; loopNumber < maxLoops; loopNumber++) {
37 // Perform least squares to find best fit for current boulware
38 // parameter
39 Matrix A = new Matrix(time.length, 3);
40 Matrix B = new Matrix(3, 1);
41 Matrix y = new Matrix(time.length, 1);
42 powerT = powerT + powerIncrement;
43 for (int n = 0; n < time.length; n++) {
44 A.set(n, 0, 1);
45 A.set(n, 1, time[n]);
46 A.set(n, 2, pow(time[n], powerT));
47 y.set(n, 0, x[n] - 1);
48 }
49 Matrix AT = A.transpose();
50 Matrix ATA = AT.times(A);
51 if (ATA.rank() < ATA.getColumnDimension()) {
52 a[loopNumber] = 1;
53 b[loopNumber] = 0;
54 c[loopNumber] = 0;
55 d[loopNumber] = 0;
56 } else {
57 try {
58 Matrix invATA = ATA.inverse();
59 Matrix invATAA = invATA.times(AT);
60 B = invATAA.times(y);
61 } catch (Exception e) {
62 e.printStackTrace();
63 a[loopNumber] = 1;
64 b[loopNumber] = 0;
65 c[loopNumber] = 0;
66 d[loopNumber] = 0;
67 }
68 }
69
70 a[loopNumber] = Math.min(B.get(0, 0), 1);
71 b[loopNumber] = Math.min(B.get(1, 0), 0);
72 c[loopNumber] = Math.min(B.get(2, 0), 0);
73 d[loopNumber] = powerT;
74
75 double[] xEst = new double[time.length];
76 for (int n = 0; n < time.length; n++) {
77 xEst[n] = a[loopNumber] + b[loopNumber] * time[n]
78 + c[loopNumber] * pow(time[n], d[loopNumber]);
79 }
80 varError[loopNumber] = MeanAndVariance.getVarianceError(x, xEst);
81 if (minimumVarError > varError[loopNumber]) {
82 minimumVarError = varError[loopNumber];
83 minimumVarErrorLoopNumber = loopNumber;
84 }
85 }
86 double[] parOUTabcE = new double[5];
87
88 parOUTabcE[0] = a[minimumVarErrorLoopNumber];
89 parOUTabcE[1] = b[minimumVarErrorLoopNumber];
90 parOUTabcE[2] = c[minimumVarErrorLoopNumber];
91 parOUTabcE[3] = d[minimumVarErrorLoopNumber];
92 parOUTabcE[4] = minimumVarError;
93
94 return parOUTabcE;
95 // ////////////////////////////////////
96 }
97
98 static double[] getMinTime(double[] x, double[] time, int spacing,
99 int beginOffset) {
100 // Extract the minimum utility peaks
101 int numberOfBlocks = time.length / spacing;
102 if (numberOfBlocks * spacing > time.length) {
103 numberOfBlocks = numberOfBlocks - 1;
104 }
105
106 double[] xMin = new double[numberOfBlocks - 1];
107 double[] tMin = new double[numberOfBlocks - 1];
108 int[] indexMin = new int[numberOfBlocks - 1];
109
110 for (int blockNumber = 0; blockNumber < numberOfBlocks - 1; blockNumber++) {
111 xMin[blockNumber] = 1;
112 indexMin[blockNumber] = 0;
113 for (int indexInBlock = 0; indexInBlock < spacing; indexInBlock++) {
114 if (xMin[blockNumber] > x[blockNumber * spacing + indexInBlock]) {
115 xMin[blockNumber] = x[blockNumber * spacing + indexInBlock];
116 indexMin[blockNumber] = blockNumber * spacing
117 + indexInBlock;
118 tMin[blockNumber] = time[indexMin[blockNumber]];
119 }
120 }
121
122 }
123 return tMin;
124 }
125
126 static double[] getMinEval(double[] x, double[] time, int spacing,
127 int beginOffset) {
128 // Extract the minimum utility peaks
129
130 int numberOfBlocks = time.length / spacing;
131 if (numberOfBlocks * spacing > time.length) {
132 numberOfBlocks = numberOfBlocks - 1;
133 }
134
135 double[] xMin = new double[numberOfBlocks - 1];
136
137 for (int blockNumber = 0; blockNumber < numberOfBlocks - 1; blockNumber++) {
138 xMin[blockNumber] = 1;
139 for (int indexInBlock = 0; indexInBlock < spacing; indexInBlock++) {
140 if (xMin[blockNumber] > x[blockNumber * spacing + indexInBlock]) {
141 xMin[blockNumber] = x[blockNumber * spacing + indexInBlock];
142 }
143 }
144
145 }
146 return xMin;
147 }
148
149 static int[] getMinIndex(double[] x, double[] time, int spacing,
150 int beginOffset) {
151 // Extract the minimum utility peaks
152
153 int numberOfBlocks = time.length / spacing;
154 if (numberOfBlocks * spacing > time.length) {
155 numberOfBlocks = numberOfBlocks - 1;
156 }
157
158 double[] xMin = new double[numberOfBlocks - 1];
159 int[] indexMin = new int[numberOfBlocks - 1];
160
161 for (int blockNumber = 0; blockNumber < numberOfBlocks - 1; blockNumber++) {
162 xMin[blockNumber] = 1;
163 indexMin[blockNumber] = 0;
164 for (int indexInBlock = 0; indexInBlock < spacing; indexInBlock++) {
165 if (xMin[blockNumber] > x[blockNumber * spacing + indexInBlock]) {
166 xMin[blockNumber] = x[blockNumber * spacing + indexInBlock];
167 indexMin[blockNumber] = blockNumber * spacing
168 + indexInBlock;
169 }
170 }
171
172 }
173 return indexMin;
174 }
175
176}
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