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This commit is contained in:
Miha Kralj
2026-01-25 16:01:45 -08:00
parent 2836f253c4
commit e59665c8f0
399 changed files with 6892 additions and 1323 deletions
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lib/errors/mdae/Mdae.cs
+89 -15
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@@ -35,7 +35,9 @@ public sealed class Mdae : AbstractBase
public Mdae(int period)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
_buffer = new RingBuffer(period);
_sortBuffer = new double[period];
@@ -62,14 +64,22 @@ public sealed class Mdae : AbstractBase
}
if (!double.IsFinite(actualVal))
{
actualVal = double.IsFinite(_state.LastValidActual) ? _state.LastValidActual : 0.0;
}
else
{
_state.LastValidActual = actualVal;
}
if (!double.IsFinite(predictedVal))
{
predictedVal = double.IsFinite(_state.LastValidPredicted) ? _state.LastValidPredicted : 0.0;
}
else
{
_state.LastValidPredicted = predictedVal;
}
double absError = Math.Abs(actualVal - predictedVal);
@@ -124,7 +134,10 @@ public sealed class Mdae : AbstractBase
private double CalculateMedian()
{
int count = _buffer.Count;
if (count == 0) return 0.0;
if (count == 0)
{
return 0.0;
}
// Copy buffer contents to sort buffer using GetSequencedSpans to handle wraparound
_buffer.GetSequencedSpans(out var first, out var second);
@@ -151,7 +164,9 @@ public sealed class Mdae : AbstractBase
public static TSeries Calculate(TSeries actual, TSeries predicted, int period)
{
if (actual.Count != predicted.Count)
{
throw new ArgumentException("Actual and predicted series must have the same length", nameof(predicted));
}
int len = actual.Count;
var t = new List<long>(len);
@@ -172,12 +187,20 @@ public sealed class Mdae : AbstractBase
public static void Batch(ReadOnlySpan<double> actual, ReadOnlySpan<double> predicted, Span<double> output, int period)
{
if (actual.Length != predicted.Length || actual.Length != output.Length)
{
throw new ArgumentException("All spans must have the same length", nameof(output));
}
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
int len = actual.Length;
if (len == 0) return;
if (len == 0)
{
return;
}
// Use stackalloc for small periods, heap for larger
scoped Span<double> buffer;
@@ -199,11 +222,19 @@ public sealed class Mdae : AbstractBase
for (int k = 0; k < len; k++)
{
if (double.IsFinite(actual[k])) { lastValidActual = actual[k]; break; }
if (double.IsFinite(actual[k]))
{
lastValidActual = actual[k];
break;
}
}
for (int k = 0; k < len; k++)
{
if (double.IsFinite(predicted[k])) { lastValidPredicted = predicted[k]; break; }
if (double.IsFinite(predicted[k]))
{
lastValidPredicted = predicted[k];
break;
}
}
int bufferIndex = 0;
@@ -214,16 +245,38 @@ public sealed class Mdae : AbstractBase
double act = actual[i];
double pred = predicted[i];
if (double.IsFinite(act)) lastValidActual = act; else act = lastValidActual;
if (double.IsFinite(pred)) lastValidPredicted = pred; else pred = lastValidPredicted;
if (double.IsFinite(act))
{
lastValidActual = act;
}
else
{
act = lastValidActual;
}
if (double.IsFinite(pred))
{
lastValidPredicted = pred;
}
else
{
pred = lastValidPredicted;
}
double absError = Math.Abs(act - pred);
// Add to circular buffer
buffer[bufferIndex] = absError;
bufferIndex++;
if (bufferIndex >= period) bufferIndex = 0;
if (bufferCount < period) bufferCount++;
if (bufferIndex >= period)
{
bufferIndex = 0;
}
if (bufferCount < period)
{
bufferCount++;
}
// Copy and use QuickSelect for median
buffer.Slice(0, bufferCount).CopyTo(sortBuffer);
@@ -277,9 +330,20 @@ public sealed class Mdae : AbstractBase
// Median-of-three pivot selection for better pivot choice
int mid = left + (right - left) / 2;
if (span[mid] < span[left]) (span[left], span[mid]) = (span[mid], span[left]);
if (span[right] < span[left]) (span[left], span[right]) = (span[right], span[left]);
if (span[right] < span[mid]) (span[mid], span[right]) = (span[right], span[mid]);
if (span[mid] < span[left])
{
(span[left], span[mid]) = (span[mid], span[left]);
}
if (span[right] < span[left])
{
(span[left], span[right]) = (span[right], span[left]);
}
if (span[right] < span[mid])
{
(span[mid], span[right]) = (span[right], span[mid]);
}
// Use median as pivot, move to right-1 position
double pivot = span[mid];
@@ -297,11 +361,21 @@ public sealed class Mdae : AbstractBase
}
(span[storeIndex], span[right - 1]) = (span[right - 1], span[storeIndex]);
if (k == storeIndex) return span[storeIndex];
if (k < storeIndex) right = storeIndex - 1;
else left = storeIndex + 1;
if (k == storeIndex)
{
return span[storeIndex];
}
if (k < storeIndex)
{
right = storeIndex - 1;
}
else
{
left = storeIndex + 1;
}
}
return span[left];
}
}
}