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get_forecast_tensor2.m
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function [train, test] = get_forecast_tensor(opts)
%GET_best_track Summary of this function goes here
% Detailed explanation goes here
if nargin<1
fprintf('Not enough input arguments!\n');
return;
end
if ~isfield(opts, 'config_filename')
fprintf('Configure Filename Not Found!\n');
return;
end
if isfield(opts, 'config_add')
[configure_all, filename_all] = get_configure(opts.config_filename, opts.config_add);
else
[configure_all, filename_all] = get_configure(opts.config_filename);
end
process = 'Get forecast_tensor';
fprintf('---------- %s / Begin ----------\n', process);
load(sprintf('%s/forecast.mat',filename_all.data_dir));
load(sprintf('%s/model.mat',filename_all.data_dir));
load(sprintf('%s/best_track.mat',filename_all.data_dir));
% [~,model_ids] = ismember(opts.models, extractfield(model,'id'));
model_nhc=1;
forecast_tensor=[];
t1=clock;
num = numel(forecast);
for h=1:num
if mod(h,20)==0
t2=clock;
fprintf('%s / Runs:%d/%d / Timeleft:%s\n', process, h, num, get_timeleft(h,num,t1,t2));
end
idx = forecast{h}(:,3)<=opts.beta*opts.t & forecast{h}(:,3)>0 & mod(forecast{h}(:,2),opts.t/24)==0 & mod(forecast{h}(:,3),opts.t)==0 & ismember(forecast{h}(:,1),opts.models);
idx_nhc = forecast{h}(:,3)<=opts.beta*opts.t & forecast{h}(:,3)>0 & mod(forecast{h}(:,2),opts.t/24)==0 & mod(forecast{h}(:,3),opts.t)==0 & forecast{h}(:,1)==model_nhc;
if sum(idx)==0
continue;
end
fc_b = forecast{h}(idx,:);
fc_b_nhc = forecast{h}(idx_nhc,:);
% ht_b = best_track{h}(forecast_label{h}(idx),:);
% idx = fc_b(:,3)<=opts.alpha*opts.t;
% fc_a = fc_b(idx,:);
% ht_a = ht_b(idx,:);
t_min = min(fc_b(:,2));
t_max = max(fc_b(:,2));
t_all = t_min:(opts.t/24):t_max;
t_num = length(t_all);
flag = true(1,length(t_all));
model_ids = sort(unique(fc_b(:,1)));
n = length(model_ids);
forecast_tensor(h).models = model_ids;
forecast_tensor(h).X = ones(n,4,opts.beta+1,t_num)*-1000;
forecast_tensor(h).nhc = ones(4,opts.beta+1,t_num)*-1000;
forecast_tensor(h).Y = ones(4,t_num+opts.beta)*-1000;
forecast_tensor(h).label = zeros(opts.beta,t_num);
forecast_tensor(h).predict = ones(4,opts.beta,t_num)*-1000;
forecast_tensor(h).time = t_all;
% forecast_tensor(h).X = ones(t_num,opts.beta+1,n,2)*-1000;
% forecast_tensor(h).Y = ones(t_num+opts.beta,2)*-1000;
% forecast_tensor(h).label = zeros(t_num,opts.beta);
% forecast_tensor(h).forecast = ones(t_num,opts.beta,n,2)*-1000;
% get Y
bt=best_track{h};
for p = 1:size(bt,1)
t = (bt(p,1)-t_min)*4 + 1;
if abs(floor(t)-t)<0.01 && t>0 && t<t_num+opts.beta
forecast_tensor(h).Y(:,t)=bt(p,2:5);
end
end
% get X
for p = 1:size(fc_b,1)
[~,m] = ismember(fc_b(p,1),model_ids);
t = (fc_b(p,2)-t_min)*4 + 1;
tau = fc_b(p,3)/opts.t + 1;
if abs(floor(t)-t)<0.01 && abs(floor(tau)-tau)<0.01
forecast_tensor(h).X(m,:,tau,t)=fc_b(p,4:7);
end
end
for t=1:size(forecast_tensor(h).X,4)
forecast_tensor(h).X(:,1,1,t)=forecast_tensor(h).Y(1,t);
forecast_tensor(h).X(:,2,1,t)=forecast_tensor(h).Y(2,t);
forecast_tensor(h).X(:,3,1,t)=forecast_tensor(h).Y(3,t);
forecast_tensor(h).X(:,4,1,t)=forecast_tensor(h).Y(4,t);
end
% get nhc
for p = 1:size(fc_b_nhc,1)
t = (fc_b_nhc(p,2)-t_min)*4 + 1;
tau = fc_b_nhc(p,3)/opts.t + 1;
if t>0 && abs(floor(t)-t)<0.01 && abs(floor(tau)-tau)<0.01
forecast_tensor(h).nhc(:,tau,t)=fc_b_nhc(p,4:7);
end
end
for t=1:size(forecast_tensor(h).nhc,3)
if t<=size(forecast_tensor(h).Y,2)
forecast_tensor(h).nhc(1,1,t)=forecast_tensor(h).Y(1,t);
forecast_tensor(h).nhc(2,1,t)=forecast_tensor(h).Y(2,t);
forecast_tensor(h).nhc(3,1,t)=forecast_tensor(h).Y(3,t);
forecast_tensor(h).nhc(4,1,t)=forecast_tensor(h).Y(4,t);
end
end
% randomize all ensemble members
% for t=1:t_num
% for tau=1:opts.beta+1
% forecast_tensor(h).X(:,:,tau,t)=forecast_tensor(h).X(randperm(numel(model_ids)),:,tau,t);
% end
% end
% Interpolation for X
for t = 1:size(forecast_tensor(h).X,4)
for m = 1:size(forecast_tensor(h).X,1)
X = squeeze(forecast_tensor(h).X(m,:,:,t));
X_missing = sum(X==-1000);
idx = find(X_missing==0);
if sum(X_missing)>0 && length(idx)>=2
for p=1:length(idx)-1
for ii = idx(p)+1:idx(p+1)-1
forecast_tensor(h).X(m,:,ii,t)=(forecast_tensor(h).X(m,:,idx(p),t)*(idx(p+1)-ii)+forecast_tensor(h).X(m,:,idx(p+1),t)*(ii-idx(p)))/(idx(p+1)-idx(p));
end
end
end
end
end
forecast_tensor(h).X = forecast_tensor(h).X(:,:,2:end,:);
% Interpolation for nhc
for t = 1:size(forecast_tensor(h).nhc,3)
X = squeeze(forecast_tensor(h).nhc(:,:,t));
X_missing = sum(X==-1000);
idx = find(X_missing==0);
if sum(X_missing)>0 && length(idx)>=2
for p=1:length(idx)-1
for ii = idx(p)+1:idx(p+1)-1
forecast_tensor(h).nhc(:,ii,t)=(forecast_tensor(h).nhc(:,idx(p),t)*(idx(p+1)-ii)+forecast_tensor(h).nhc(:,idx(p+1),t)*(ii-idx(p)))/(idx(p+1)-idx(p));
end
end
end
end
forecast_tensor(h).nhc = forecast_tensor(h).nhc(:,2:end,:);
% % get maxinum complete part of X
% forecast_bool=reshape(forecast_tensor(h).X,[m,size(forecast_tensor(h).X,4)*size(forecast_tensor(h).X,3)*size(forecast_tensor(h).X,2)])~=-1000;
% idx=false(m,1);
% count=0;
% while(true)
% m_add_max=0;
% for m_add=1:m
% if idx(m_add)
% continue;
% end
% idx2=idx;
% idx2(m_add)=true;
% count2=sum(sum(forecast_bool(idx2,:)==0,1)==0)*sum(idx2);
% if count2>count
% count=count2;
% m_add_max=m_add;
% end
% end
% if m_add_max==0
% break;
% else
% idx(m_add_max)=true;
% end
% end
% forecast_tensor(h).X=forecast_tensor(h).X(idx,:,:,:);
% forecast_tensor(h).models=forecast_tensor(h).models(idx);
% get label
for t = 1:size(forecast_tensor(h).X,4)
for tau = 1:size(forecast_tensor(h).X,3)
if forecast_tensor(h).Y(1,t+tau)~=-1000 && forecast_tensor(h).Y(2,t+tau)~=-1000
forecast_tensor(h).label(tau,t)=t+tau;
else
forecast_tensor(h).label(tau,t)=-1;
end
if ~isempty(find(forecast_tensor(h).X(:,1:2,tau,t)==-1000,1))
forecast_tensor(h).label(tau,t)=-2;
end
end
end
end
filename=sprintf('forecast_tensor_%d_%d',opts.t,opts.beta);
save(sprintf('%s/%s.mat',filename_all.data_dir,filename),'forecast_tensor');
% size_A = opts.s*opts.alpha*opts.p*opts.f;
% size_B = opts.s*opts.beta*opts.p*opts.f;
% size_Y = opts.s*opts.f;
% size_L = opts.s*opts.beta*opts.f;
% size_l = opts.beta*opts.f;
% train_A = reshape(train.A, num_train, size_A);
% train_B = reshape(train.B, num_train, size_B);
% train_Y = reshape(train.Y, num_train, size_Y);
% train_L = reshape(train.label, num_train, size_L);
% train_l = reshape(train.l, num_train, size_l);
% test_A = reshape(test.A, num_test, size_A);
% test_B = reshape(test.B, num_test, size_B);
% test_Y = reshape(test.Y, num_test, size_Y);
% test_L = reshape(test.label, num_test, size_L);
% test_l = reshape(test.l, num_test, size_l);
%
% csvwrite(sprintf('%s/%s/train_A.csv',filename_all.data_dir,folder),train_A);
% csvwrite(sprintf('%s/%s/train_B.csv',filename_all.data_dir,folder),train_B);
% csvwrite(sprintf('%s/%s/train_Y.csv',filename_all.data_dir,folder),train_Y);
% csvwrite(sprintf('%s/%s/train_L.csv',filename_all.data_dir,folder),train_L);
% csvwrite(sprintf('%s/%s/train_l.csv',filename_all.data_dir,folder),train_l);
% csvwrite(sprintf('%s/%s/test_A.csv',filename_all.data_dir,folder),test_A);
% csvwrite(sprintf('%s/%s/test_B.csv',filename_all.data_dir,folder),test_B);
% csvwrite(sprintf('%s/%s/test_Y.csv',filename_all.data_dir,folder),test_Y);
% csvwrite(sprintf('%s/%s/test_L.csv',filename_all.data_dir,folder),test_L);
% csvwrite(sprintf('%s/%s/test_l.csv',filename_all.data_dir,folder),test_l);
fprintf('---------- %s / End ----------\n', process);
end