// Compute HammingDistance between two time series
size_t NTuple::HammingDistance( TimeSeries& t1, TimeSeries& t2 )
{
size_t h = 0;
TimeSeriesIter iter1 = t1.begin();
TimeSeriesIter iter2 = t2.begin();
while( iter1 != t1.end() && iter2 != t2.end() )
{
// Accumulate the Hamming distance for each NTuple
h += *iter1++ - *iter2++;
}
return h;
}
// Iterate only the k'th variable with respect to the given reference time series
size_t DynSysModel::Iterate( TimeSeries& ref_series, size_t k, TimeSeries& result, size_t kov )
{
// Make sure the result is empty
result.clear();
// Hamming distance for bit k
size_t h = 0;
TimeSeriesIter t_iter = ref_series.begin();
// Empty series in => empty series out
if( t_iter == ref_series.end() ) return h;
// Save the initial state as the first state in the result
mState = *t_iter;
// Force the knockout variable to zero - no longer needed, corrected when file is read in
// if( kov != 0 ) mState.Reset(kov);
result.push_back( mState );
bool f;
while( true )
{
// Merge the next state from the time series with the function evaluation
// (a) increment iterator and check for end of time series
++t_iter;
if( t_iter == ref_series.end() ) break;
// Evaluate the k'th polynomial at the current state
// to produce a new value for the k'th variable for time i+1
f = mModel[k-1].Evaluate( mState );
// (b) assign value pointed to by iterator to mState (t[i+1])
mState = *t_iter;
// Force the knockout variable to zero - no longer needed, corrected when file is read in
// if( kov != 0 ) mState.Reset(kov);
// Accumulate Hamming Distance = t'[i+1][k] - t[i+1][k]
h += (mState[k] ^ f) ? 1 : 0;
// (c) create t'[i+1] = t[i+1] with k'th element replaced by f(t'[i])
mState.Assign( k, f );
// Save t'[i+1]
result.push_back( mState );
}
return h;
}
std::vector<Real> IntervalPrice::extractValues(
const TimeSeries<IntervalPrice>& ts,
IntervalPrice::Type t) {
std::vector<Real> returnval;
returnval.reserve(ts.size());
for (TimeSeries<IntervalPrice>::const_iterator i = ts.begin();
i != ts.end(); ++i) {
returnval.push_back(i->second.value(t));
}
return returnval;
}
