/// ------------------------------------------------------
/// SwarmOps - Numeric and heuristic optimization for C#
/// Copyright (C) 2003-2011 Magnus Erik Hvass Pedersen.
/// Please see the file license.txt for license details.
/// SwarmOps on the internet: http://www.Hvass-Labs.org/
/// ------------------------------------------------------
namespace SwarmOps.Problems
{
///
/// Base-class for curvefitting by minimizing the Mean-Squared-Error (MSE),
/// that is, minimizing Sum((y - f(x))^2), for all given data-pairs (x,y).
///
public abstract class CurveFitting : Problem
{
#region Constructors.
///
/// Create the object.
///
/// X-axis values.
/// Y-axis values, curve to be fitted.
public CurveFitting(double[] x, double[] y)
: base()
{
if (x.Length == 0 || y.Length == 0)
{
throw new System.ArgumentException("Zero-length array.");
}
if (x.Length != y.Length)
{
throw new System.ArgumentException("Different array lengths.");
}
X = x;
Y = y;
}
#endregion
#region Public fields.
///
/// X-axis values.
///
public double[] X
{
get;
private set;
}
///
/// Y-axis values.
///
public double[] Y
{
get;
private set;
}
#endregion
#region Public methods.
///
/// Compute the fitted curve.
///
/// Parameters to use for the curve-function.
/// X-axis values to map to Y-axis values for the fitted curve.
/// Fitted curve.
public double[] ComputeY(double[] parameters, double[] x)
{
double[] y = new double[x.Length];
for (int i = 0; i < x.Length; i++)
{
y[i] = ComputeY(parameters, x[i]);
}
return y;
}
#endregion
#region Override these.
///
/// Compute the value y given x using the curve-fitting function.
///
/// Parameters for curve-fitting function.
/// X-axis value.
/// Computed Y-axis value.
public abstract double ComputeY(double[] parameters, double x);
#endregion
#region Base-class overrides.
///
/// Minimum possible fitness.
///
public override double MinFitness
{
get { return 0; }
}
///
/// Compute and return fitness for the given parameters.
///
/// Candidate solution.
public override double Fitness(double[] parameters)
{
double sse = 0;
for (int i = 0; i < X.Length; i++)
{
double x = X[i];
double y = Y[i];
double computedY = ComputeY(parameters, x);
sse += System.Math.Pow(computedY - y, 2);
}
double mse = sse / X.Length;
return mse;
}
#endregion
}
}