weka.classifiers.timeseries

Class AbstractForecaster

java.lang.Object

weka.classifiers.timeseries.AbstractForecaster

All Implemented Interfaces:

Serializable, TSForecaster, weka.core.CommandlineRunnable

Direct Known Subclasses:

WekaForecaster

public abstract class AbstractForecaster
extends Object
implements TSForecaster, weka.core.CommandlineRunnable, Serializable

Abstract base class implementing TSForecaster that concrete subclasses can extend.

Version:

$Revision: 52585 $

Author:

Mark Hall (mhall{[at]}pentaho{[dot]}com)

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
AbstractForecaster()

Method Summary

Methods

Modifier and Type	Method and Description
abstract void	buildForecaster(weka.core.Instances insts, PrintStream... progress) Builds a new forecasting model using the supplied training data.
abstract List<List<weka.classifiers.evaluation.NumericPrediction>>	forecast(int numSteps, PrintStream... progress) Produce a forecast for the target field(s).
String	getFieldsToForecast() Get the fields to forecast.
static TSForecaster	makeCopy(TSForecaster model) Creates a deep copy of the given forecaster using serialization.
void	postExecution()
void	preExecution()
abstract void	primeForecaster(weka.core.Instances insts) Supply the (potentially) trained model with enough historical data, up to and including the current time point, in order to produce a forecast.
void	run(Object toRun, String[] options) Run the supplied object using the supplied options on the command line.
void	runForecaster(TSForecaster forecaster, String[] options) Run the supplied forecaster with the supplied options on the command line.
void	setFieldsToForecast(String targets) Set the names of the fields/attributes in the data to forecast.
static List<String>	stringToList(String list) A utility method for converting a List of Strings to a single comma separated String.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface weka.classifiers.timeseries.TSForecaster

baseModelHasSerializer, clearPreviousState, getAlgorithmName, getPreviousState, loadBaseModel, loadSerializedState, reset, saveBaseModel, serializeState, setPreviousState, usesState

Constructor Detail

AbstractForecaster

public AbstractForecaster()

Method Detail

stringToList

public static List<String> stringToList(String list)

A utility method for converting a List of Strings to a single comma separated String.

Parameters:

list - the List object to process

Returns:

a single String containing a comma separated list of elements from the original list.

setFieldsToForecast

public void setFieldsToForecast(String targets)
                         throws Exception

Set the names of the fields/attributes in the data to forecast.

Specified by:

setFieldsToForecast in interface TSForecaster

Parameters:

targets - a list of names of fields to forecast

Throws:

Exception - if a field(s) can't be found, or if multiple fields are specified and this forecaster can't predict multiple fields.

getFieldsToForecast

public String getFieldsToForecast()

Get the fields to forecast.

Specified by:

getFieldsToForecast in interface TSForecaster

Returns:

the fields to forecast

buildForecaster

public abstract void buildForecaster(weka.core.Instances insts,
                   PrintStream... progress)
                              throws Exception

Builds a new forecasting model using the supplied training data. The instances in the data are assumed to be sorted in ascending order of time and equally spaced in time. Some methods may not need to implement this method and may instead do their work in the primeForecaster method.

Specified by:

buildForecaster in interface TSForecaster

Parameters:

insts - the training instances.

progress - an optional varargs parameter supplying progress objects to report to

Throws:

Exception - if the model can't be constructed for some reason.

primeForecaster

public abstract void primeForecaster(weka.core.Instances insts)
                              throws Exception

Supply the (potentially) trained model with enough historical data, up to and including the current time point, in order to produce a forecast. Instances are assumed to be sorted in ascending order of time and equally spaced in time.

Specified by:

primeForecaster in interface TSForecaster

Parameters:

insts - the instances to prime the model with

Throws:

Exception - if the model can't be primed for some reason.

forecast

public abstract List<List<weka.classifiers.evaluation.NumericPrediction>> forecast(int numSteps,
                                                                 PrintStream... progress)
                                                                            throws Exception

Produce a forecast for the target field(s). Assumes that the model has been built and/or primed so that a forecast can be generated.

Specified by:

forecast in interface TSForecaster

Parameters:

numSteps - number of forecasted values to produce for each target. E.g. a value of 5 would produce a prediction for t+1, t+2, ..., t+5.

progress - an optional varargs parameter supplying progress objects to report to

Returns:

a List of Lists (one for each step) of forecasted values for each target

Throws:

Exception - if the forecast can't be produced for some reason.

preExecution

public void preExecution()
                  throws Exception

Specified by:

preExecution in interface weka.core.CommandlineRunnable

Throws:

Exception

postExecution

public void postExecution()
                   throws Exception

Specified by:

postExecution in interface weka.core.CommandlineRunnable

Throws:

Exception

run

public void run(Object toRun,
       String[] options)
         throws IllegalArgumentException

Run the supplied object using the supplied options on the command line.

Specified by:

run in interface weka.core.CommandlineRunnable

Parameters:

toRun - the object to run.

options - the command line options to pass to the object.

Throws:

Exception - if the supplied object is not an instance of TSForecaster.

IllegalArgumentException

makeCopy

public static TSForecaster makeCopy(TSForecaster model)
                             throws Exception

Creates a deep copy of the given forecaster using serialization.

Parameters:

model - the forecaster to copy

Returns:

a deep copy of the forecaster

Throws:

Exception - if an error occurs

runForecaster

public void runForecaster(TSForecaster forecaster,
                 String[] options)

Run the supplied forecaster with the supplied options on the command line.

Specified by:

runForecaster in interface TSForecaster

Parameters:

forecaster - the forecaster to run

options - the options to pass to the forecaster