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Commit 1774119b authored by GoshaZotov's avatar GoshaZotov
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formatting forecast_ets calculation

parent d1cbe925
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Showing with 189 additions and 297 deletions
cell/model/FormulaObjects/statisticalFunctions.js
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...@@ -1661,8 +1661,7 @@ ...@@ -1661,8 +1661,7 @@
}; };
ScETSForecastCalculation.prototype.initData = function() ScETSForecastCalculation.prototype.initData = function() {
{
// give various vectors size and initial value // give various vectors size and initial value
this.mpBase = []; this.mpBase = [];
fillArray(this.mpBase, 0, this.mnCount); fillArray(this.mpBase, 0, this.mnCount);
...@@ -1670,104 +1669,50 @@ ...@@ -1670,104 +1669,50 @@
this.mpTrend = []; this.mpTrend = [];
fillArray(this.mpTrend, 0, this.mnCount); fillArray(this.mpTrend, 0, this.mnCount);
if ( !this.bEDS ){ if (!this.bEDS) {
this.mpPerIdx = []; this.mpPerIdx = [];
fillArray(this.mpPerIdx, 0, this.mnCount); fillArray(this.mpPerIdx, 0, this.mnCount);
} }
this.mpForecast = []; this.mpForecast = [];
fillArray(this.mpForecast, 0, this.mnCount); fillArray(this.mpForecast, 0, this.mnCount);
this.mpForecast[ 0 ] = this.maRange[ 0 ].Y; this.mpForecast[0] = this.maRange[0].Y;
if ( this.prefillTrendData() ) if (this.prefillTrendData()) {
{ if (this.prefillPerIdx()) {
if ( this.prefillPerIdx() ) if (this.prefillBaseData()) {
{
if ( this.prefillBaseData() )
return true; return true;
} }
} }
}
return false; return false;
}; };
ScETSForecastCalculation.prototype.prefillTrendData = function() ScETSForecastCalculation.prototype.prefillTrendData = function() {
{ if (this.bEDS) {
if ( this.bEDS ) this.mpTrend[0] = ( this.maRange[this.mnCount - 1].Y - this.maRange[0].Y ) / ( this.mnCount - 1 );
this.mpTrend[ 0 ] = ( this.maRange[ this.mnCount - 1 ].Y - this.maRange[ 0 ].Y ) / ( this.mnCount - 1 ); } else {
else
{
// we need at least 2 periods in the data range // we need at least 2 periods in the data range
if ( this.mnCount < 2 * this.mnSmplInPrd ) if (this.mnCount < 2 * this.mnSmplInPrd) {
{
return new cError(cErrorType.wrong_value_type); return new cError(cErrorType.wrong_value_type);
} }
var fSum = 0.0; var fSum = 0.0;
for ( var i = 0; i < this.mnSmplInPrd; i++ ) for (var i = 0; i < this.mnSmplInPrd; i++) {
fSum += this.maRange[ i + this.mnSmplInPrd ].Y - this.maRange[ i ].Y; fSum += this.maRange[i + this.mnSmplInPrd].Y - this.maRange[i].Y;
}
var fTrend = fSum / ( this.mnSmplInPrd * this.mnSmplInPrd ); var fTrend = fSum / ( this.mnSmplInPrd * this.mnSmplInPrd );
this.mpTrend[ 0 ] = fTrend; this.mpTrend[0] = fTrend;
} }
return true; return true;
}; };
ScETSForecastCalculation.prototype.prefillPerIdx = function () {
ScETSForecastCalculation.prototype.prefillPerIdx2 = function() if (!this.bEDS) {
{
/*if ( !this.bEDS )
{
// use as many complete periods as available // use as many complete periods as available
if ( this.mnSmplInPrd == 0 ) if (this.mnSmplInPrd == 0) {
{
// should never happen; if mnSmplInPrd equals 0, bEDS is true
mnErrorValue = FormulaError::UnknownState;
return false;
}
var nPeriods = this.mnCount / this.mnSmplInPrd;
std::vector< double > aPeriodAverage( nPeriods, 0.0 );
for ( SCSIZE i = 0; i < nPeriods ; i++ )
{
for ( SCSIZE j = 0; j < mnSmplInPrd; j++ )
aPeriodAverage[ i ] += maRange[ i * mnSmplInPrd + j ].Y;
aPeriodAverage[ i ] /= static_cast< double >( mnSmplInPrd );
if ( aPeriodAverage[ i ] == 0.0 )
{
SAL_WARN( "sc.core", "prefillPerIdx(), average of 0 will cause divide by zero error, quitting calculation" );
mnErrorValue = FormulaError::DivisionByZero;
return false;
}
}
for ( SCSIZE j = 0; j < mnSmplInPrd; j++ )
{
double fI = 0.0;
for ( SCSIZE i = 0; i < nPeriods ; i++ )
{
// adjust average value for position within period
if ( bAdditive )
fI += ( maRange[ i * mnSmplInPrd + j ].Y -
( aPeriodAverage[ i ] + ( static_cast< double >( j ) - 0.5 * ( mnSmplInPrd - 1 ) ) *
mpTrend[ 0 ] ) );
else
fI += ( maRange[ i * mnSmplInPrd + j ].Y /
( aPeriodAverage[ i ] + ( static_cast< double >( j ) - 0.5 * ( mnSmplInPrd - 1 ) ) *
mpTrend[ 0 ] ) );
}
mpPerIdx[ j ] = fI / nPeriods;
}
}
return true;*/
};
ScETSForecastCalculation.prototype.prefillPerIdx = function()
{
if ( !this.bEDS )
{
// use as many complete periods as available
if ( this.mnSmplInPrd == 0 )
{
// should never happen; if mnSmplInPrd equals 0, bEDS is true // should never happen; if mnSmplInPrd equals 0, bEDS is true
//mnErrorValue = FormulaError::UnknownState; //mnErrorValue = FormulaError::UnknownState;
return false; return false;
...@@ -1776,36 +1721,32 @@ ...@@ -1776,36 +1721,32 @@
var nPeriods = parseInt(this.mnCount / this.mnSmplInPrd);//scsize var nPeriods = parseInt(this.mnCount / this.mnSmplInPrd);//scsize
var aPeriodAverage = []; var aPeriodAverage = [];
for ( var i = 0; i < nPeriods ; i++ ) for (var i = 0; i < nPeriods; i++) {
{ aPeriodAverage[i] = 0;
aPeriodAverage[ i ] = 0; for (var j = 0; j < this.mnSmplInPrd; j++) {
for ( var j = 0; j < this.mnSmplInPrd; j++ ) aPeriodAverage[i] += this.maRange[i * this.mnSmplInPrd + j].Y;
aPeriodAverage[ i ] += this.maRange[ i * this.mnSmplInPrd + j ].Y; }
aPeriodAverage[ i ] /= this.mnSmplInPrd; aPeriodAverage[i] /= this.mnSmplInPrd;
if ( aPeriodAverage[ i ] == 0.0 ) if (aPeriodAverage[i] === 0.0) {
{
//SAL_WARN( "sc.core", "prefillPerIdx(), average of 0 will cause divide by zero error, quitting calculation" ); //SAL_WARN( "sc.core", "prefillPerIdx(), average of 0 will cause divide by zero error, quitting calculation" );
//mnErrorValue = FormulaError::DivisionByZero; //mnErrorValue = FormulaError::DivisionByZero;
return false; return false;
} }
} }
for ( var j = 0; j < this.mnSmplInPrd; j++ ) for (var j = 0; j < this.mnSmplInPrd; j++) {
{
var fI = 0.0; var fI = 0.0;
for ( var i = 0; i < nPeriods ; i++ ) for (var i = 0; i < nPeriods; i++) {
{
// adjust average value for position within period // adjust average value for position within period
if ( this.bAdditive ) if (this.bAdditive) {
fI += ( this.maRange[ i * this.mnSmplInPrd + j ].Y - fI += ( this.maRange[i * this.mnSmplInPrd + j].Y -
( aPeriodAverage[ i ] + ( j - 0.5 * ( this.mnSmplInPrd - 1 ) ) * ( aPeriodAverage[i] + ( j - 0.5 * ( this.mnSmplInPrd - 1 ) ) * this.mpTrend[0] ) );
this.mpTrend[ 0 ] ) ); } else {
else fI += ( this.maRange[i * this.mnSmplInPrd + j].Y /
fI += ( this.maRange[ i * this.mnSmplInPrd + j ].Y / ( aPeriodAverage[i] + ( j - 0.5 * ( this.mnSmplInPrd - 1 ) ) * this.mpTrend[0] ) );
( aPeriodAverage[ i ] + ( j - 0.5 * ( this.mnSmplInPrd - 1 ) ) *
this.mpTrend[ 0 ] ) );
} }
this.mpPerIdx[ j ] = fI / nPeriods; }
this.mpPerIdx[j] = fI / nPeriods;
} }
} }
return true; return true;
...@@ -1814,17 +1755,17 @@ ...@@ -1814,17 +1755,17 @@
ScETSForecastCalculation.prototype.prefillBaseData = function() ScETSForecastCalculation.prototype.prefillBaseData = function()
{ {
if ( this.bEDS ) if ( this.bEDS ){
this.mpBase[ 0 ] = this.maRange[ 0 ].Y; this.mpBase[ 0 ] = this.maRange[ 0 ].Y;
else }else{
this.mpBase[ 0 ] = this.maRange[ 0 ].Y / this.mpPerIdx[ 0 ]; this.mpBase[ 0 ] = this.maRange[ 0 ].Y / this.mpPerIdx[ 0 ];
}
return true; return true;
}; };
ScETSForecastCalculation.prototype.initCalc = function() ScETSForecastCalculation.prototype.initCalc = function () {
{ if (!this.mbInitialised) {
if ( !this.mbInitialised )
{
this.CalcAlphaBetaGamma(); this.CalcAlphaBetaGamma();
this.mbInitialised = true; this.mbInitialised = true;
...@@ -1834,54 +1775,48 @@ ...@@ -1834,54 +1775,48 @@
}; };
ScETSForecastCalculation.prototype.calcAccuracyIndicators = function() ScETSForecastCalculation.prototype.calcAccuracyIndicators = function () {
{
var fSumAbsErr = 0.0; var fSumAbsErr = 0.0;
var fSumDivisor = 0.0; var fSumDivisor = 0.0;
var fSumErrSq = 0.0; var fSumErrSq = 0.0;
var fSumAbsPercErr = 0.0; var fSumAbsPercErr = 0.0;
for ( var i = 1; i < this.mnCount; i++ ) for (var i = 1; i < this.mnCount; i++) {
{ var fError = this.mpForecast[i] - this.maRange[i].Y;
var fError = this.mpForecast[ i ] - this.maRange[ i ].Y; fSumAbsErr += Math.abs(fError);
fSumAbsErr += Math.abs( fError );
fSumErrSq += fError * fError; fSumErrSq += fError * fError;
fSumAbsPercErr += Math.abs( fError ) / ( Math.abs( this.mpForecast[ i ] ) + Math.abs( this.maRange[ i ].Y ) ); fSumAbsPercErr += Math.abs(fError) / ( Math.abs(this.mpForecast[i]) + Math.abs(this.maRange[i].Y) );
} }
for ( var i = 2; i < this.mnCount; i++ ){ for (var i = 2; i < this.mnCount; i++) {
fSumDivisor += Math.abs( this.maRange[ i ].Y - this.maRange[ i - 1 ].Y ); fSumDivisor += Math.abs(this.maRange[i].Y - this.maRange[i - 1].Y);
} }
var nCalcCount = this.mnCount - 1; var nCalcCount = this.mnCount - 1;
this.mfMAE = fSumAbsErr / nCalcCount; this.mfMAE = fSumAbsErr / nCalcCount;
this.mfMASE = fSumAbsErr / ( nCalcCount * fSumDivisor / ( nCalcCount - 1 ) ); this.mfMASE = fSumAbsErr / ( nCalcCount * fSumDivisor / ( nCalcCount - 1 ) );
this.mfMSE = fSumErrSq / nCalcCount; this.mfMSE = fSumErrSq / nCalcCount;
this.mfRMSE = Math.sqrt( this.mfMSE ); this.mfRMSE = Math.sqrt(this.mfMSE);
this.mfSMAPE = fSumAbsPercErr * 2.0 / nCalcCount; this.mfSMAPE = fSumAbsPercErr * 2.0 / nCalcCount;
}; };
ScETSForecastCalculation.prototype.CalcPeriodLen = function() ScETSForecastCalculation.prototype.CalcPeriodLen = function () {
{
var nBestVal = this.mnCount; var nBestVal = this.mnCount;
var fBestME = Number.MAX_VALUE; var fBestME = Number.MAX_VALUE;
var maRange = this.maRange; var maRange = this.maRange;
for ( var nPeriodLen = parseInt(this.mnCount / 2); nPeriodLen >= 1; nPeriodLen-- ) for (var nPeriodLen = parseInt(this.mnCount / 2); nPeriodLen >= 1; nPeriodLen--) {
{
var fMeanError = 0.0; var fMeanError = 0.0;
var nPeriods = parseInt(this.mnCount / nPeriodLen); var nPeriods = parseInt(this.mnCount / nPeriodLen);
var nStart = parseInt(this.mnCount - ( nPeriods * nPeriodLen ) + 1); var nStart = parseInt(this.mnCount - ( nPeriods * nPeriodLen ) + 1);
for ( var i = nStart; i < ( this.mnCount - nPeriodLen ); i++ ) for (var i = nStart; i < ( this.mnCount - nPeriodLen ); i++) {
{ fMeanError += Math.abs(( maRange[i].Y - maRange[i - 1].Y ) -
fMeanError += Math.abs( ( maRange[ i ].Y - maRange[ i - 1 ].Y ) - ( maRange[nPeriodLen + i].Y - maRange[nPeriodLen + i - 1].Y ));
( maRange[ nPeriodLen + i ].Y - maRange[ nPeriodLen + i - 1 ].Y ) );
} }
fMeanError /= ( nPeriods - 1 ) * nPeriodLen - 1 ; fMeanError /= ( nPeriods - 1 ) * nPeriodLen - 1;
if ( fMeanError <= fBestME || fMeanError == 0.0 ) if (fMeanError <= fBestME || fMeanError === 0.0) {
{
nBestVal = nPeriodLen; nBestVal = nPeriodLen;
fBestME = fMeanError; fBestME = fMeanError;
} }
...@@ -1890,100 +1825,92 @@ ...@@ -1890,100 +1825,92 @@
}; };
ScETSForecastCalculation.prototype.CalcAlphaBetaGamma = function() ScETSForecastCalculation.prototype.CalcAlphaBetaGamma = function () {
{
var f0 = 0.0; var f0 = 0.0;
this.mfAlpha = f0; this.mfAlpha = f0;
if ( this.bEDS ) if (this.bEDS) {
{
this.mfBeta = 0.0; // beta is not used with EDS this.mfBeta = 0.0; // beta is not used with EDS
this.CalcGamma(); this.CalcGamma();
} } else {
else
this.CalcBetaGamma(); this.CalcBetaGamma();
}
this.refill(); this.refill();
var fE0 = this.mfMSE; var fE0 = this.mfMSE;
var f2 = 1.0; var f2 = 1.0;
this.mfAlpha = f2; this.mfAlpha = f2;
if ( this.bEDS ) if (this.bEDS) {
this.CalcGamma(); this.CalcGamma();
else } else {
this.CalcBetaGamma(); this.CalcBetaGamma();
}
this.refill(); this.refill();
var fE2 = this.mfMSE; var fE2 = this.mfMSE;
var f1 = 0.5; var f1 = 0.5;
this.mfAlpha = f1; this.mfAlpha = f1;
if ( this.bEDS ) if (this.bEDS) {
this.CalcGamma(); this.CalcGamma();
else } else {
this.CalcBetaGamma(); this.CalcBetaGamma();
}
this.refill(); this.refill();
if ( fE0 == this.mfMSE && this.mfMSE == fE2 ) if (fE0 === this.mfMSE && this.mfMSE === fE2) {
{
this.mfAlpha = 0; this.mfAlpha = 0;
if ( this.bEDS ) if (this.bEDS) {
this.CalcGamma(); this.CalcGamma();
else } else {
this.CalcBetaGamma(); this.CalcBetaGamma();
}
this.refill(); this.refill();
return; return;
} }
while ( ( f2 - f1 ) > this.cfMinABCResolution )
{ while (( f2 - f1 ) > this.cfMinABCResolution) {
if ( fE2 > fE0 ) if (fE2 > fE0) {
{
f2 = f1; f2 = f1;
fE2 = this.mfMSE; fE2 = this.mfMSE;
f1 = ( f0 + f1 ) / 2; f1 = ( f0 + f1 ) / 2;
} } else {
else
{
f0 = f1; f0 = f1;
fE0 = this.mfMSE; fE0 = this.mfMSE;
f1 = ( f1 + f2 ) / 2; f1 = ( f1 + f2 ) / 2;
} }
this.mfAlpha = f1; this.mfAlpha = f1;
if ( this.bEDS ) if (this.bEDS) {
this.CalcGamma(); this.CalcGamma();
else } else {
this.CalcBetaGamma(); this.CalcBetaGamma();
}
this.refill(); this.refill();
} }
if ( fE2 > fE0 ) if (fE2 > fE0) {
{ if (fE0 < this.mfMSE) {
if ( fE0 < this.mfMSE )
{
this.mfAlpha = f0; this.mfAlpha = f0;
if ( this.bEDS ) if (this.bEDS) {
this.CalcGamma(); this.CalcGamma();
else } else {
this.CalcBetaGamma(); this.CalcBetaGamma();
this.refill();
} }
this.refill();
} }
else } else {
{ if (fE2 < this.mfMSE) {
if ( fE2 < this.mfMSE )
{
this.mfAlpha = f2; this.mfAlpha = f2;
if ( this.bEDS ) if (this.bEDS) {
this.CalcGamma(); this.CalcGamma();
else } else {
this.CalcBetaGamma(); this.CalcBetaGamma();
}
this.refill(); this.refill();
} }
} }
this.calcAccuracyIndicators(); this.calcAccuracyIndicators();
return;
}; };
ScETSForecastCalculation.prototype.CalcBetaGamma = function() ScETSForecastCalculation.prototype.CalcBetaGamma = function () {
{
var f0 = 0.0; var f0 = 0.0;
this.mfBeta = f0; this.mfBeta = f0;
this.CalcGamma(); this.CalcGamma();
...@@ -2001,23 +1928,18 @@ ...@@ -2001,23 +1928,18 @@
this.CalcGamma(); this.CalcGamma();
this.refill(); this.refill();
if ( fE0 == this.mfMSE && this.mfMSE == fE2 ) if (fE0 === this.mfMSE && this.mfMSE === fE2) {
{
this.mfBeta = 0; this.mfBeta = 0;
this.CalcGamma(); this.CalcGamma();
this.refill(); this.refill();
return; return;
} }
while ( ( f2 - f1 ) > this.cfMinABCResolution ) while (( f2 - f1 ) > this.cfMinABCResolution) {
{ if (fE2 > fE0) {
if ( fE2 > fE0 )
{
f2 = f1; f2 = f1;
fE2 =this. mfMSE; fE2 = this.mfMSE;
f1 = ( f0 + f1 ) / 2; f1 = ( f0 + f1 ) / 2;
} } else {
else
{
f0 = f1; f0 = f1;
fE0 = this.mfMSE; fE0 = this.mfMSE;
f1 = ( f1 + f2 ) / 2; f1 = ( f1 + f2 ) / 2;
...@@ -2026,19 +1948,14 @@ ...@@ -2026,19 +1948,14 @@
this.CalcGamma(); this.CalcGamma();
this.refill(); this.refill();
} }
if ( fE2 > fE0 ) if (fE2 > fE0) {
{ if (fE0 < this.mfMSE) {
if ( fE0 < this.mfMSE )
{
this.mfBeta = f0; this.mfBeta = f0;
this.CalcGamma(); this.CalcGamma();
this.refill(); this.refill();
} }
} } else {
else if (fE2 < this.mfMSE) {
{
if ( fE2 < this.mfMSE )
{
this.mfBeta = f2; this.mfBeta = f2;
this.CalcGamma(); this.CalcGamma();
this.refill(); this.refill();
...@@ -2046,8 +1963,7 @@ ...@@ -2046,8 +1963,7 @@
} }
}; };
ScETSForecastCalculation.prototype.CalcGamma = function() ScETSForecastCalculation.prototype.CalcGamma = function () {
{
var f0 = 0.0; var f0 = 0.0;
this.mfGamma = f0; this.mfGamma = f0;
this.refill(); this.refill();
...@@ -2062,22 +1978,17 @@ ...@@ -2062,22 +1978,17 @@
this.mfGamma = f1; this.mfGamma = f1;
this.refill(); this.refill();
if ( fE0 == this.mfMSE && this.mfMSE == fE2 ) if (fE0 === this.mfMSE && this.mfMSE === fE2) {
{
this.mfGamma = 0; this.mfGamma = 0;
this.refill(); this.refill();
return; return;
} }
while ( ( f2 - f1 ) > this.cfMinABCResolution ) while (( f2 - f1 ) > this.cfMinABCResolution) {
{ if (fE2 > fE0) {
if ( fE2 > fE0 )
{
f2 = f1; f2 = f1;
fE2 = this.mfMSE; fE2 = this.mfMSE;
f1 = ( f0 + f1 ) / 2; f1 = ( f0 + f1 ) / 2;
} } else {
else
{
f0 = f1; f0 = f1;
fE0 = this.mfMSE; fE0 = this.mfMSE;
f1 = ( f1 + f2 ) / 2; f1 = ( f1 + f2 ) / 2;
...@@ -2085,18 +1996,13 @@ ...@@ -2085,18 +1996,13 @@
this.mfGamma = f1; this.mfGamma = f1;
this.refill(); this.refill();
} }
if ( fE2 > fE0 ) if (fE2 > fE0) {
{ if (fE0 < this.mfMSE) {
if ( fE0 < this.mfMSE )
{
this.mfGamma = f0; this.mfGamma = f0;
this.refill(); this.refill();
} }
} } else {
else if (fE2 < this.mfMSE) {
{
if ( fE2 < this.mfMSE )
{
this.mfGamma = f2; this.mfGamma = f2;
this.refill(); this.refill();
} }
...@@ -2104,62 +2010,53 @@ ...@@ -2104,62 +2010,53 @@
}; };
ScETSForecastCalculation.prototype.refill = function() ScETSForecastCalculation.prototype.refill = function () {
{
// refill mpBase, mpTrend, mpPerIdx and mpForecast with values // refill mpBase, mpTrend, mpPerIdx and mpForecast with values
// using the calculated mfAlpha, (mfBeta), mfGamma // using the calculated mfAlpha, (mfBeta), mfGamma
// forecast 1 step ahead // forecast 1 step ahead
for ( var i = 1; i < this.mnCount; i++ ) for (var i = 1; i < this.mnCount; i++) {
{ if (this.bEDS) {
if ( this.bEDS ) this.mpBase[i] = this.mfAlpha * this.maRange[i].Y +
{ ( 1 - this.mfAlpha ) * ( this.mpBase[i - 1] + this.mpTrend[i - 1] );
this.mpBase[ i ] = this.mfAlpha * this.maRange[ i ].Y + this.mpTrend[i] =
( 1 - this.mfAlpha ) * ( this.mpBase[ i - 1 ] + this.mpTrend[ i - 1 ] ); this.mfGamma * ( this.mpBase[i] - this.mpBase[i - 1] ) + ( 1 - this.mfGamma ) * this.mpTrend[i - 1];
this.mpTrend[ i ] = this.mfGamma * ( this.mpBase[ i ] - this.mpBase[ i - 1 ] ) + this.mpForecast[i] = this.mpBase[i - 1] + this.mpTrend[i - 1];
( 1 - this.mfGamma ) * this.mpTrend[ i - 1 ]; } else {
this.mpForecast[ i ] = this.mpBase[ i - 1 ] + this.mpTrend[ i - 1 ];
}
else
{
var nIdx; var nIdx;
if ( this.bAdditive ) if (this.bAdditive) {
{
nIdx = ( i > this.mnSmplInPrd ? i - this.mnSmplInPrd : i ); nIdx = ( i > this.mnSmplInPrd ? i - this.mnSmplInPrd : i );
this.mpBase[ i ] = this.mfAlpha * ( this.maRange[ i ].Y - this.mpPerIdx[ nIdx ] ) + this.mpBase[i] = this.mfAlpha * ( this.maRange[i].Y - this.mpPerIdx[nIdx] ) +
( 1 - this.mfAlpha ) * ( this.mpBase[ i - 1 ] + this.mpTrend[ i - 1 ] ); ( 1 - this.mfAlpha ) * ( this.mpBase[i - 1] + this.mpTrend[i - 1] );
this.mpPerIdx[ i ] = this.mfBeta * ( this.maRange[ i ].Y - this.mpBase[ i ] ) + this.mpPerIdx[i] = this.mfBeta * ( this.maRange[i].Y - this.mpBase[i] ) +
( 1 - this.mfBeta ) * this.mpPerIdx[ nIdx ]; ( 1 - this.mfBeta ) * this.mpPerIdx[nIdx];
} } else {
else
{
nIdx = ( i >= this.mnSmplInPrd ? i - this.mnSmplInPrd : i ); nIdx = ( i >= this.mnSmplInPrd ? i - this.mnSmplInPrd : i );
this.mpBase[ i ] = this.mfAlpha * ( this.maRange[ i ].Y / this.mpPerIdx[ nIdx ] ) + this.mpBase[i] = this.mfAlpha * ( this.maRange[i].Y / this.mpPerIdx[nIdx] ) +
( 1 - this.mfAlpha ) * ( this.mpBase[ i - 1 ] + this.mpTrend[ i - 1 ] ); ( 1 - this.mfAlpha ) * ( this.mpBase[i - 1] + this.mpTrend[i - 1] );
this.mpPerIdx[ i ] = this.mfBeta * ( this.maRange[ i ].Y / this.mpBase[ i ] ) + this.mpPerIdx[i] = this.mfBeta * ( this.maRange[i].Y / this.mpBase[i] ) +
( 1 - this.mfBeta ) * this.mpPerIdx[ this.nIdx ]; ( 1 - this.mfBeta ) * this.mpPerIdx[this.nIdx];
} }
this.mpTrend[ i ] = this.mfGamma * ( this.mpBase[ i ] - this.mpBase[ i - 1 ] ) + this.mpTrend[i] =
( 1 - this.mfGamma ) * this.mpTrend[ i - 1 ]; this.mfGamma * ( this.mpBase[i] - this.mpBase[i - 1] ) + ( 1 - this.mfGamma ) * this.mpTrend[i - 1];
if ( this.bAdditive ) if (this.bAdditive) {
this.mpForecast[ i ] = this.mpBase[ i - 1 ] + this.mpTrend[ i - 1 ] + this.mpPerIdx[ nIdx ]; this.mpForecast[i] = this.mpBase[i - 1] + this.mpTrend[i - 1] + this.mpPerIdx[nIdx];
else } else {
this.mpForecast[ i ] = ( this.mpBase[ i - 1 ] + this.mpTrend[ i - 1 ] ) * this.mpPerIdx[ nIdx ]; this.mpForecast[i] = ( this.mpBase[i - 1] + this.mpTrend[i - 1] ) * this.mpPerIdx[nIdx];
}
} }
} }
this.calcAccuracyIndicators(); this.calcAccuracyIndicators();
}; };
ScETSForecastCalculation.prototype.convertXtoMonths = function( x ) ScETSForecastCalculation.prototype.convertXtoMonths = function (x) {
{
//Date aNullDate = *( mpFormatter->GetNullDate() ); //Date aNullDate = *( mpFormatter->GetNullDate() );
var aDate = Date.prototype.getDateFromExcel(x); var aDate = Date.prototype.getDateFromExcel(x);
var nYear = aDate.getUTCFullYear(); var nYear = aDate.getUTCFullYear();
var nMonth = aDate.getMonth(); var nMonth = aDate.getMonth();
var fMonthLength; var fMonthLength;
switch ( nMonth ) switch (nMonth) {
{
case 1 : case 1 :
case 3 : case 3 :
case 5 : case 5 :
...@@ -2179,78 +2076,73 @@ ...@@ -2179,78 +2076,73 @@
}; };
ScETSForecastCalculation.prototype.GetForecast = function( fTarget, rForecast ) ScETSForecastCalculation.prototype.GetForecast = function (fTarget, rForecast) {
{ if (!this.initCalc()) {
if ( !this.initCalc() )
return false; return false;
}
if ( fTarget <= this.maRange[ this.mnCount - 1 ].X ) if (fTarget <= this.maRange[this.mnCount - 1].X) {
{ var n = ( fTarget - this.maRange[0].X ) / this.mfStepSize;
var n = ( fTarget - this.maRange[ 0 ].X ) / this.mfStepSize; var fInterpolate = Math.fmod(fTarget - this.maRange[0].X, this.mfStepSize);
var fInterpolate = Math.fmod( fTarget - this.maRange[ 0 ].X, this.mfStepSize ); rForecast = this.maRange[n].Y;
rForecast = this.maRange[ n ].Y;
if ( fInterpolate >= this.cfMinABCResolution ) if (fInterpolate >= this.cfMinABCResolution) {
{
var fInterpolateFactor = fInterpolate / this.mfStepSize; var fInterpolateFactor = fInterpolate / this.mfStepSize;
var fFc_1 = this.mpForecast[ n + 1 ]; var fFc_1 = this.mpForecast[n + 1];
rForecast = rForecast + fInterpolateFactor * ( fFc_1 - rForecast ); rForecast = rForecast + fInterpolateFactor * ( fFc_1 - rForecast );
} }
} else {
var n = Math.round(( fTarget - this.maRange[this.mnCount - 1].X ) / this.mfStepSize);
var fInterpolate = parseInt(Math.fmod(fTarget - this.maRange[this.mnCount - 1].X, this.mfStepSize));
if (this.bEDS) {
rForecast = this.mpBase[this.mnCount - 1] + n * this.mpTrend[this.mnCount - 1];
} else if (this.bAdditive) {
rForecast = this.mpBase[this.mnCount - 1] + n * this.mpTrend[this.mnCount - 1] +
this.mpPerIdx[this.mnCount - 1 - this.mnSmplInPrd + ( n % this.mnSmplInPrd )];
} else {
rForecast = ( this.mpBase[this.mnCount - 1] + n * this.mpTrend[this.mnCount - 1] ) *
this.mpPerIdx[this.mnCount - 1 - this.mnSmplInPrd + ( n % this.mnSmplInPrd )];
} }
else
{
var n = Math.round(( fTarget - this.maRange[ this.mnCount - 1 ].X ) / this.mfStepSize);
var fInterpolate = parseInt(Math.fmod( fTarget - this.maRange[ this.mnCount - 1 ].X, this.mfStepSize ));
if ( this.bEDS )
rForecast = this.mpBase[ this.mnCount - 1 ] + n * this.mpTrend[ this.mnCount - 1 ];
else if ( this.bAdditive )
rForecast = this.mpBase[ this.mnCount - 1 ] + n * this.mpTrend[ this.mnCount - 1 ] +
this.mpPerIdx[ this.mnCount - 1 - this.mnSmplInPrd + ( n % this.mnSmplInPrd ) ];
else
rForecast = ( this.mpBase[ this.mnCount - 1 ] + n * this.mpTrend[ this.mnCount - 1 ] ) *
this.mpPerIdx[ this.mnCount - 1 - this.mnSmplInPrd + ( n % this.mnSmplInPrd ) ];
if ( fInterpolate >= this.cfMinABCResolution ) if (fInterpolate >= this.cfMinABCResolution) {
{
var fInterpolateFactor = fInterpolate / this.mfStepSize; var fInterpolateFactor = fInterpolate / this.mfStepSize;
var fFc_1; var fFc_1;
if ( this.bEDS ) if (this.bEDS) {
fFc_1 = this.mpBase[ this.mnCount - 1 ] + ( n + 1 ) * this.mpTrend[ this.mnCount - 1 ]; fFc_1 = this.mpBase[this.mnCount - 1] + ( n + 1 ) * this.mpTrend[this.mnCount - 1];
else if ( this.bAdditive ) } else if (this.bAdditive) {
fFc_1 = this.mpBase[ this.mnCount - 1 ] + ( n + 1 ) * this.mpTrend[ this.mnCount - 1 ] + fFc_1 = this.mpBase[this.mnCount - 1] + ( n + 1 ) * this.mpTrend[this.mnCount - 1] +
this.mpPerIdx[ this.mnCount - 1 - this.mnSmplInPrd + ( ( n + 1 ) % this.mnSmplInPrd ) ]; this.mpPerIdx[this.mnCount - 1 - this.mnSmplInPrd + ( ( n + 1 ) % this.mnSmplInPrd )];
else } else {
fFc_1 = ( this.mpBase[ this.mnCount - 1 ] + ( n + 1 ) * this.mpTrend[ this.mnCount - 1 ] ) * fFc_1 = ( this.mpBase[this.mnCount - 1] + ( n + 1 ) * this.mpTrend[this.mnCount - 1] ) *
this.mpPerIdx[ this.mnCount - 1 - this.mnSmplInPrd + ( ( n + 1 ) % this.mnSmplInPrd ) ]; this.mpPerIdx[this.mnCount - 1 - this.mnSmplInPrd + ( ( n + 1 ) % this.mnSmplInPrd )];
}
rForecast = rForecast + fInterpolateFactor * ( fFc_1 - rForecast ); rForecast = rForecast + fInterpolateFactor * ( fFc_1 - rForecast );
} }
} }
return rForecast; return rForecast;
}; };
ScETSForecastCalculation.prototype.GetForecastRange = function( rTMat ) ScETSForecastCalculation.prototype.GetForecastRange = function (rTMat) {
{
var nC = rTMat.length, nR = rTMat[0].length; var nC = rTMat.length, nR = rTMat[0].length;
var rFcMat = []; var rFcMat = [];
for ( var i = 0; i < nR; i++ ) for (var i = 0; i < nR; i++) {
{ for (var j = 0; j < nC; j++) {
for ( var j = 0; j < nC; j++ )
{
var fTarget; var fTarget;
if ( this.mnMonthDay ) if (this.mnMonthDay) {
fTarget = this.convertXtoMonths( rTMat[j][i].getValue() ); fTarget = this.convertXtoMonths(rTMat[j][i].getValue());
else } else {
fTarget = rTMat[j][i].getValue(); fTarget = rTMat[j][i].getValue();
}
var fForecast; var fForecast;
if ( fForecast = this.GetForecast( fTarget ) ){ if (fForecast = this.GetForecast(fTarget)) {
if(!rFcMat[j]){ if (!rFcMat[j]) {
rFcMat[j] = []; rFcMat[j] = [];
} }
rFcMat[j][i] = fForecast; rFcMat[j][i] = fForecast;
}else{ } else {
return false; return false;
} }
} }
...@@ -2268,7 +2160,7 @@ ...@@ -2268,7 +2160,7 @@
var rStatMat = []; var rStatMat = [];
for (var i = 0; i < nR; i++) { for (var i = 0; i < nR; i++) {
for (var j = 0; j < nC; j++) { for (var j = 0; j < nC; j++) {
if(!rStatMat[j]){ if (!rStatMat[j]) {
rStatMat[j] = []; rStatMat[j] = [];
} }
switch (rTypeMat[j][i].getValue()) { switch (rTypeMat[j][i].getValue()) {
......
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