correlations.h

//   OpenNN: Open Neural Networks Library
//   www.opennn.net
//
//   C O R R E L A T I O N S   H E A D E R
//
//   Artificial Intelligence Techniques SL
//   artelnics@artelnics.com
 
#ifndef CORRELATIONS_H
#define CORRELATIONS_H
 
// System includes
 
#include <iostream>
#include <fstream>
#include <string>
#include <sstream>
#include <cmath>
#include <algorithm>
#include <cstdlib>
#include <stdexcept>
#include <ctime>
#include <exception>
 
// OpenNN includes
 
#include "statistics.h"
#include "config.h"
 
namespace OpenNN
{
 
 
enum class CorrelationMethod{Linear, Logistic, Logarithmic, Exponential, Power};
 
 
struct Correlation
{
    explicit Correlation() {}
 
    virtual ~Correlation() {}
 
    string write_correlation_type() const
    {
        switch(correlation_type)
        {
        case CorrelationMethod::Linear: return "linear";
        case CorrelationMethod::Logistic: return "logistic";
        case CorrelationMethod::Logarithmic: return "logarithmic";
        case CorrelationMethod::Exponential: return "exponential";
        case CorrelationMethod::Power: return "power";
        }
 
        return string();
    }
 
    void print()
    {
        cout << "Correlation" << endl;
        cout << "Type: " << write_correlation_type() << endl;
        cout << "a: " << a << endl;
        cout << "b: " << b << endl;
        cout << "r: " << r << endl;
    }
 
 
    type a = static_cast<type>(NAN);
 
 
    type b = static_cast<type>(NAN);
 
 
    type r =  static_cast<type>(NAN);
 
 
    CorrelationMethod correlation_type = CorrelationMethod::Linear;
};
 
    // Correlation methods
 
    Correlation linear_correlation(const ThreadPoolDevice*, const Tensor<type, 1>&, const Tensor<type, 1>&);
 
    Correlation logarithmic_correlation(const ThreadPoolDevice*, const Tensor<type, 1>&, const Tensor<type, 1>&);
 
    Correlation exponential_correlation(const ThreadPoolDevice*, const Tensor<type, 1>&, const Tensor<type, 1>&);
 
    Correlation power_correlation(const ThreadPoolDevice*, const Tensor<type, 1>&, const Tensor<type, 1>&);
 
    Correlation logistic_correlation_vector_vector(const ThreadPoolDevice*, const Tensor<type, 1>&, const Tensor<type, 1>&);
 
    Correlation logistic_correlation_vector_matrix(const ThreadPoolDevice*, const Tensor<type, 1>&, const Tensor<type, 2>&);
 
    Correlation logistic_correlation_matrix_vector(const ThreadPoolDevice*, const Tensor<type, 2>&, const Tensor<type, 1>&);
 
    Correlation logistic_correlation_matrix_matrix(const ThreadPoolDevice*, const Tensor<type, 2>&, const Tensor<type, 2>&);
 
    Correlation correlation(const ThreadPoolDevice*, const Tensor<type, 2>&, const Tensor<type, 2>&);
 
    // Time series correlation methods
 
    Tensor<type, 1> autocorrelations(const ThreadPoolDevice*,
                                     const Tensor<type, 1>&,
                                     const Index&  = 10);
 
    Tensor<type, 1> cross_correlations(const ThreadPoolDevice*,
                                       const Tensor<type, 1>&,
                                       const Tensor<type, 1>&,
                                       const Index&);
 
    Tensor<type, 2> get_correlation_values(const Tensor<Correlation, 2>&);
 
    // Missing values methods
 
    pair<Tensor<type, 1>, Tensor<type, 1>> filter_missing_values_vector_vector(const Tensor<type, 1>&, const Tensor<type, 1>&);
    pair<Tensor<type, 1>, Tensor<type, 1>> filter_missing_values_vector_matrix(const Tensor<type, 1>&, const Tensor<type, 1>&);
    pair<Tensor<type, 1>, Tensor<type, 1>> filter_missing_values_matrix_vector(const Tensor<type, 1>&, const Tensor<type, 1>&);
    pair<Tensor<type, 2>, Tensor<type, 2>> filter_missing_values_matrix_matrix(const Tensor<type, 2>&, const Tensor<type, 2>&);
}
 
 
#endif
 
 
// OpenNN: Open Neural Networks Library.
// Copyright(C) 2005-2021 Artificial Intelligence Techniques, SL.
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 2.1 of the License, or any later version.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
// Lesser General Public License for more details.
 
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301  USA