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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/wmape/Wmape.cs
+77 -11
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@@ -38,7 +38,9 @@ public sealed class Wmape : AbstractBase
public Wmape(int period)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
_absErrorBuffer = new RingBuffer(period);
_absActualBuffer = new RingBuffer(period);
@@ -65,14 +67,22 @@ public sealed class Wmape : 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);
double absActual = Math.Abs(actualVal);
@@ -148,7 +158,9 @@ public sealed class Wmape : 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);
@@ -169,12 +181,20 @@ public sealed class Wmape : 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, ArrayPool for larger
scoped Span<double> absErrorBuffer;
@@ -202,14 +222,22 @@ public sealed class Wmape : AbstractBase
double lastValidActual = 0;
double lastValidPredicted = 0;
for (int k = 0; k < len; k++)
for (int k = 0; k < len; k++)
{
if (double.IsFinite(actual[k]))
{
if (double.IsFinite(actual[k])) { lastValidActual = actual[k]; break; }
lastValidActual = actual[k];
break;
}
for (int k = 0; k < len; k++)
}
for (int k = 0; k < len; k++)
{
if (double.IsFinite(predicted[k]))
{
if (double.IsFinite(predicted[k])) { lastValidPredicted = predicted[k]; break; }
lastValidPredicted = predicted[k];
break;
}
}
int bufferIndex = 0;
int i = 0;
@@ -220,8 +248,23 @@ public sealed class Wmape : 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);
double absActual = Math.Abs(act);
@@ -240,8 +283,23 @@ public sealed class Wmape : 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);
double absActual = Math.Abs(act);
@@ -252,7 +310,10 @@ public sealed class Wmape : AbstractBase
absActualBuffer[bufferIndex] = absActual;
bufferIndex++;
if (bufferIndex >= period) bufferIndex = 0;
if (bufferIndex >= period)
{
bufferIndex = 0;
}
output[i] = absActualSum > 1e-10 ? (absErrorSum / absActualSum) * 100.0 : 0.0;
@@ -274,9 +335,14 @@ public sealed class Wmape : AbstractBase
finally
{
if (rentedError != null)
{
ArrayPool<double>.Shared.Return(rentedError);
}
if (rentedActual != null)
{
ArrayPool<double>.Shared.Return(rentedActual);
}
}
}
}
}