OpenEuphoria

Being stupid - need help

• Posted by begin Apr 26, 2020
• 1161 views

Hi,

I translated 2 routines "HoltWinterspredictAdd" and "HoltWinterspredictMult" from [https://github.com/antoinevastel/zodiac-ts/blob/master/index.js].

-- Calculates the mean squared error 
public function MeanSquaredError(sequence truth, sequence prediction) 
  atom rss = 0.0 
  for i = 1 to length(truth) do 
    rss += msqrt(truth[i] - prediction[i]) 
  end for 
  return abs(rss / length(truth)) 
end function 
 
public function HoltWinterspredictMult(sequence data, atom alpha, atom delta, atom gamma, integer seasonLength) 
  integer datalen = length(data) 
  sequence A = repeat(0.0, datalen) 
  sequence B = repeat(0.0, datalen) 
  sequence S = repeat(0.0, datalen) 
  A[seasonLength] = 0.0 
  atom averageFirstSeason = 0.0 
  for i = 1 to seasonLength do 
      averageFirstSeason += data[i] 
  end for 
  B[seasonLength] = averageFirstSeason/seasonLength 
  for i = 1 to seasonLength+1 do 
    S[i] = data[i]/(averageFirstSeason/seasonLength) 
  end for 
  for i = seasonLength+1 to datalen do 
    B[i] = alpha * (data[i]/S[i - seasonLength]) + (1.0-alpha)*(B[i-1]+A[i-1]) 
    A[i] = gamma * (B[i]-B[i-1])  + (1.0-gamma)*A[i-1] 
    S[i] = delta * (data[i]/B[i]) + (1.0-delta)*S[i-seasonLength] 
  end for 
  sequence forecast = repeat(0.0, datalen + seasonLength) 
  for i = seasonLength+1 to datalen do 
    forecast[i] = (A[i-1] + B[i-1])*S[i - seasonLength] 
  end for 
  for i = datalen to datalen + seasonLength do 
    forecast[i] = (B[datalen-1] + (i - datalen-1) * A[datalen-1]) * S[i - seasonLength] 
  end for 
  A = {} B = {} S = {}   
  atom sse = MeanSquaredError(data, forecast) 
  return {sse, forecast} 
end function 
 
public public function HoltWinterspredictAdd(sequence data, atom alpha, atom delta, atom gamma, integer seasonLength) 
  integer datalen = length(data) 
  sequence A = repeat(0.0, datalen) 
  sequence B = repeat(0.0, datalen) 
  sequence S = repeat(0.0, datalen) 
  A[seasonLength] = 0.0 
  atom averageFirstSeason = 0.0 
  for i = 1 to seasonLength do 
    averageFirstSeason += data[i] 
  end for 
  B[seasonLength] = averageFirstSeason/seasonLength+1 
  for i = 1 to seasonLength+1 do 
    S[i] = data[i] - averageFirstSeason/seasonLength 
  end for 
  for i = seasonLength+1 to datalen do 
    B[i] = alpha * (data[i] - S[i - seasonLength]) + (1.0-alpha) * (B[i-1]+A[i-1]) 
    A[i] = gamma * (B[i]-B[i-1])  + (1.0-gamma) * A[i-1] 
    S[i] = delta * (data[i] - B[i]) + (1.0-delta) * S[i-seasonLength] 
  end for 
  sequence forecast = repeat(0.0, datalen + seasonLength) 
  for i = seasonLength+1 to datalen do 
    forecast[i] = A[i-1] + B[i-1] + S[i - seasonLength] 
  end for 
  for i = datalen to datalen + seasonLength do 
    forecast[i] = B[datalen-1] + ((i - datalen) * A[datalen-1]) + S[i - seasonLength] 
  end for 
  A = {} B = {} S = {} 
  atom sse = MeanSquaredError(data, forecast) 
  return {sse, forecast} 
end function 

the functions are tested via:

atom alpha = 0.4 
atom gamma = 0.2 
atom delta = 0.5 
atom ret 
sequence result 
sequence data = {61.5, 63.2, 55.8, 71.4, 70, 71.4, 63.9, 78.9, 78.3, 78.6, 71.9, 87, 86.2, 87.5, 80.1, 92.5} 
{ret, result} = HoltWinterspredictAdd(data, alpha, delta, gamma, 4) 
sequence expectedResult = {0.0, 0.0, 0.0, 0.0, 61.5, 67.28, 62.537600000000005, 79.80115200000003, 73.13719104, 77.04783918080001,71.025120930816, 87.94969470636033,83.61671728317809,85.7372107163745,79.93725983621758,96.31433531356754,91.95095302251006, 
                           92.64088086972602,85.36367192818317,100.17738187172976} 
 
 
 
{ret, result} = HoltWinterspredictMult(data, alpha, delta, gamma, 4) 
sequence expectedResult = {0, 0, 0, 0,61.5, 67.39278048780487, 61.81707875270145, 81.53022450414605,73.0764828139659, 77.07844011856474,69.47490699048109, 90.35656320643135,83.73280606463544, 85.74340016330459,77.7770276222308, 98.90911323239595,92.39012665258913, 92.99431396647569,83.54705489973043, 101.37471727927124} 

when i run the functions, i get almost the correct expected results and i have no idea where my error is. So I need help - can any one venture a try?
I use phix and thank you in advance
Richard