I am having a brain freeze and just cant figure out a solution to this problem.
I created a class called CustomSet that contained a string list. The class holding a reference to CustomSet stores it as a list.
public class CustomSet : IEnumerable<string>
{
public string Name { get; set; }
internal IList<string> elements;
public CustomSet(string name)
{
this.Name = name;
this.elements = new List<string>();
}
public IEnumerable<string> Elements
{
get
{
return elements;
}
}
public IEnumerator<string> GetEnumerator()
{
return elements.GetEnumerator();
}
IEnumerator IEnumerable.GetEnumerator()
{
return GetEnumerator();
}
}
So what I would like to do is iterate over this list of custom sets to out put a 2d string array where the columns are the number of customSet(s) and the rows are a multiplication of the customSet elements.
As an example, if there were 3 custom sets in the list: 1st had 3 elements, 2nd had 2 elements and 3rd had 3 elements. I would want to output 3 columns and 18 rows (3*2*3). The following code is an attempt at the solution:
CustomSet motion = new CustomSet("Motion");
motion.Elements.Add("low");
motion.Elements.Add("medium");
motion.Elements.Add("high");
CustomSet speed = new CustomSet("Speed");
speed.Elements.Add("slow");
speed.Elements.Add("Fast");
CustomSet mass = new CustomSet("Mass");
mass.Elements.Add("light");
mass.Elements.Add("medium");
mass.Elements.Add("heavy");
List<CustomSet> aSet = new List<CustomSet>();
aSet.Add(motion);
aSet.Add(speed);
aSet.Add(mass);
//problem code
int rows = 1;
for(int i = 0; i < aSet.Count; i++)
{
rows *= aSet[i].Elements.Count;
}
string[,] array = new String[aSet.Count, rows];
int modulus;
for (int i = 0; i < aSet.Count; i++)
{
for (int j = 0; j < rows; j++)
{
modulus = j % aSet[i].Elements.Count;
array[i, j] = aSet[i].Elements[modulus];
}
}
for (int j = 0; j < rows; j++)
{
for (int i = 0; i < aSet.Count; i++)
{
Console.Write(array[i, j] + " / ");
}
Console.WriteLine();
}
//end
Console.ReadLine();
However, the code does not output the correct string array (though it is close). What I would like it to out put is the following:
low / slow / light /
low / slow / medium /
low / slow / heavy /
low / Fast / light /
low / Fast / medium /
low / Fast / heavy /
medium / slow / light /
medium / slow / medium /
medium / slow / heavy /
medium / Fast / light /
medium / Fast / medium /
medium / Fast / heavy /
high / slow / light /
high / slow / medium /
high / slow / heavy /
high / Fast / light /
high / Fast / medium /
high / Fast / heavy /
Now the variables in this problem is the number of customSets in the list and the number of elements in each CustomSet.
You can get the product in one go:
var crossJoin = from m in motion
from s in speed
from ms in mass
select new { Motion = m, Speed = s, Mass = ms };
foreach (var val in crossJoin)
{
Console.Write("{0} / {1} / {2}", val.Motion, val.Speed, val.Mass);
}
Now, since you don't know the number of lists, you need to do some more. Eric Lippert covers this in this article, where you can use the CertesianProduct function defined there in the following manner:
var cProduct = SomeContainerClass.CartesianProduct(aSet.Select(m => m.Elements));
var stringsToOutput = cProduct.Select(l => string.Join(" / ", l));
This recursive approach shows the results as desired, with a list of n CustomSet objects:
void OutputSets(List<CustomSet> aSet, int setIndex, string hirarchyString)
{
string ouputString = hirarchyString;
int nextIndex = setIndex + 1;
foreach (string element in aSet[setIndex].Elements)
{
if (nextIndex < aSet.Count)
{
OutputSets(aSet, nextIndex, hirarchyString + element + " / ");
}
else
{
Console.WriteLine(ouputString + element + " / ");
}
}
}
Call it with:
OutputSets(aSet, 0, "");
Related
This is a piece of my code, which calculate the differentiate. It works correctly but it takes a lot (because of height and width).
"Data" is a grey image bitmap.
"Filter" is [3,3] matrix.
"fh" and "fw" maximum values are 3.
I am looking to speed up this code.
I also tried with using parallel, for but it didn't work correct (error with out of bounds).
private float[,] Differentiate(int[,] Data, int[,] Filter)
{
int i, j, k, l, Fh, Fw;
Fw = Filter.GetLength(0);
Fh = Filter.GetLength(1);
float sum = 0;
float[,] Output = new float[Width, Height];
for (i = Fw / 2; i <= (Width - Fw / 2) - 1; i++)
{
for (j = Fh / 2; j <= (Height - Fh / 2) - 1; j++)
{
sum=0;
for(k = -Fw/2; k <= Fw/2; k++)
{
for(l = -Fh/2; l <= Fh/2; l++)
{
sum = sum + Data[i+k, j+l] * Filter[Fw/2+k, Fh/2+l];
}
}
Output[i,j] = sum;
}
}
return Output;
}
For parallel execution you need to drop c language like variable declaration at the beginning of method and declare them in actual scope that they are used so they are not shared between threads. Making it parallel should provide some benefit for performance, but making them all ParallerFors is not a good idea as there is a limit for threads amount that actually can run in parallel. I would try to make it with top level loop only:
private static float[,] Differentiate(int[,] Data, int[,] Filter)
{
var Fw = Filter.GetLength(0);
var Fh = Filter.GetLength(1);
float[,] Output = new float[Width, Height];
Parallel.For(Fw / 2, Width - Fw / 2 - 1, (i, state) =>
{
for (var j = Fh / 2; j <= (Height - Fh / 2) - 1; j++)
{
var sum = 0;
for (var k = -Fw / 2; k <= Fw / 2; k++)
{
for (var l = -Fh / 2; l <= Fh / 2; l++)
{
sum = sum + Data[i + k, j + l] * Filter[Fw / 2 + k, Fh / 2 + l];
}
}
Output[i, j] = sum;
}
});
return Output;
}
This is a perfect example of a task where using the GPU is better than using the CPU. A GPU is able to perform trillions of floating point operations per second (TFlops), while CPU performance is still measured in GFlops. The catch is that it's only any good if you use SIMD instructions (Single Instruction Multiple Data). The GPU excels at data-parallel tasks. If different data needs different instructions, using the GPU has no advantage.
In your program, the elements of your bitmap go through the same calculations: the same computations just with slightly different data (SIMD!). So using the GPU is a great option. This won't be too complex because with your calculations threads on the GPU would not need to exchange information, nor would they be dependent on results of previous iterations (Each element would be processed by a different thread on the GPU).
You can use, for example, OpenCL to easily access the GPU. More on OpenCL and using the GPU here: https://www.codeproject.com/Articles/502829/GPGPU-image-processing-basics-using-OpenCL-NET
I am having trouble getting a smoothed RSI. The below picture is from freestockcharts.com. The calculation uses this code.
public static double CalculateRsi(IEnumerable<double> closePrices)
{
var prices = closePrices as double[] ?? closePrices.ToArray();
double sumGain = 0;
double sumLoss = 0;
for (int i = 1; i < prices.Length; i++)
{
var difference = prices[i] - prices[i - 1];
if (difference >= 0)
{
sumGain += difference;
}
else
{
sumLoss -= difference;
}
}
if (sumGain == 0) return 0;
if (Math.Abs(sumLoss) < Tolerance) return 100;
var relativeStrength = sumGain / sumLoss;
return 100.0 - (100.0 / (1 + relativeStrength));
}
https://stackoverflow.com/questions/...th-index-using-some-programming-language-js-c
This seems to be the pure RSI with no smoothing. How does a smoothed RSI get calculated? I have tried changing it to fit the definitions of the these two sites however the output was not correct. It was barely smoothed.
(I don't have enough rep to post links)
tc2000 -> Indicators -> RSI_and_Wilder_s_RSI (Wilder's smoothing = Previous MA value + (1/n periods * (Close - Previous MA)))
priceactionlab -> wilders-cutlers-and-harris-relative-strength-index (RS = EMA(Gain(n), n)/EMA(Loss(n), n))
Can someone actually do the calculation with some sample data?
Wilder's RSI vs RSI
In order to calculate the RSI, you need a period to calculate it with. As noted on Wikipedia, 14 is used quite often.
So the calculation steps would be as follows:
Period 1 - 13, RSI = 0
Period 14:
AverageGain = TotalGain / PeriodCount;
AverageLoss = TotalLoss / PeriodCount;
RS = AverageGain / AverageLoss;
RSI = 100 - 100 / (1 + RS);
Period 15 - to period (N):
if (Period(N)Change > 0
AverageGain(N) = ((AverageGain(N - 1) * (PeriodCount - 1)) + Period(N)Change) / PeriodCount;
else
AverageGain(N) = (AverageGain(N - 1) * (PeriodCount - 1)) / PeriodCount;
if (this.Change < 0)
AverageLoss(N) = ((AverageLoss(N - 1) * (PeriodCount - 1)) + Math.Abs(Period(N)Change)) / PeriodCount;
else
AverageLoss(N) = (AverageLoss(N - 1) * (PeriodCount - 1)) / PeriodCount;
RS = AverageGain / AverageLoss;
RSI = 100 - (100 / (1 + RS));
Thereafter, to smooth the values, you need to apply a moving average of a certain period to your RSI values. To do that, traverse your RSI values from the last index to the first and calculate your average for the current period based on the preceding x smoothing periods.
Once done, just reverse the list of values to get the expected order:
List<double> SmoothedRSI(IEnumerable<double> rsiValues, int smoothingPeriod)
{
if (rsiValues.Count() <= smoothingPeriod)
throw new Exception("Smoothing period too large or too few RSI values passed.");
List<double> results = new List<double>();
List<double> reversedRSIValues = rsiValues.Reverse().ToList();
for (int i = 1; i < reversedRSIValues.Count() - smoothingPeriod - 1; i++)
results.Add(reversedRSIValues.Subset(i, i + smoothingPeriod).Average());
return results.Reverse().ToList();
}
The Subset method is just a simple extension method as follows:
public static List<double> Subset(this List<double> values, int start, int end)
{
List<double> results = new List<double>();
for (int i = start; i <= end; i++)
results.Add(values[i]);
return results;
}
Disclaimer, I did not test the code, but it should give you an idea of how the smoothing is applied.
You can't get accurate values without buffers / global variables to store data.
This is a smoothed indicator, meaning it doesn't only use 14 bars but ALL THE BARS:
Here's a step by step article with working and verified source codes generating exactly the same values if prices and number of available bars are the same, of course (you only need to load the price data from your source):
Tested and verified:
using System;
using System.Data;
using System.Globalization;
namespace YourNameSpace
{
class PriceEngine
{
public static DataTable data;
public static double[] positiveChanges;
public static double[] negativeChanges;
public static double[] averageGain;
public static double[] averageLoss;
public static double[] rsi;
public static double CalculateDifference(double current_price, double previous_price)
{
return current_price - previous_price;
}
public static double CalculatePositiveChange(double difference)
{
return difference > 0 ? difference : 0;
}
public static double CalculateNegativeChange(double difference)
{
return difference < 0 ? difference * -1 : 0;
}
public static void CalculateRSI(int rsi_period, int price_index = 5)
{
for(int i = 0; i < PriceEngine.data.Rows.Count; i++)
{
double current_difference = 0.0;
if (i > 0)
{
double previous_close = Convert.ToDouble(PriceEngine.data.Rows[i-1].Field<string>(price_index));
double current_close = Convert.ToDouble(PriceEngine.data.Rows[i].Field<string>(price_index));
current_difference = CalculateDifference(current_close, previous_close);
}
PriceEngine.positiveChanges[i] = CalculatePositiveChange(current_difference);
PriceEngine.negativeChanges[i] = CalculateNegativeChange(current_difference);
if(i == Math.Max(1,rsi_period))
{
double gain_sum = 0.0;
double loss_sum = 0.0;
for(int x = Math.Max(1,rsi_period); x > 0; x--)
{
gain_sum += PriceEngine.positiveChanges[x];
loss_sum += PriceEngine.negativeChanges[x];
}
PriceEngine.averageGain[i] = gain_sum / Math.Max(1,rsi_period);
PriceEngine.averageLoss[i] = loss_sum / Math.Max(1,rsi_period);
}else if (i > Math.Max(1,rsi_period))
{
PriceEngine.averageGain[i] = ( PriceEngine.averageGain[i-1]*(rsi_period-1) + PriceEngine.positiveChanges[i]) / Math.Max(1, rsi_period);
PriceEngine.averageLoss[i] = ( PriceEngine.averageLoss[i-1]*(rsi_period-1) + PriceEngine.negativeChanges[i]) / Math.Max(1, rsi_period);
PriceEngine.rsi[i] = PriceEngine.averageLoss[i] == 0 ? 100 : PriceEngine.averageGain[i] == 0 ? 0 : Math.Round(100 - (100 / (1 + PriceEngine.averageGain[i] / PriceEngine.averageLoss[i])), 5);
}
}
}
public static void Launch()
{
PriceEngine.data = new DataTable();
//load {date, time, open, high, low, close} values in PriceEngine.data (6th column (index #5) = close price) here
positiveChanges = new double[PriceEngine.data.Rows.Count];
negativeChanges = new double[PriceEngine.data.Rows.Count];
averageGain = new double[PriceEngine.data.Rows.Count];
averageLoss = new double[PriceEngine.data.Rows.Count];
rsi = new double[PriceEngine.data.Rows.Count];
CalculateRSI(14);
}
}
}
For detailed step-by-step instructions, I wrote a lengthy article, you can check it here: https://turmanauli.medium.com/a-step-by-step-guide-for-calculating-reliable-rsi-values-programmatically-a6a604a06b77
P.S. functions only work for simple indicators (Simple Moving Average), even Exponential Moving Average, Average True Range absolutely require global variables to store previous values.
I am a newcomer to the sound programming. I have a real-time sound visualizer(http://www.codeproject.com/Articles/20025/Sound-visualizer-in-C). I downloaded it from codeproject.com.
In AudioFrame.cs class there is an array as below:
_fftLeft = FourierTransform.FFTDb(ref _waveLeft);
_fftLeft is a double array. _waveLeft is also a double array. As above they applied
FouriorTransform.cs class's FFTDb function to a _waveLeft array.
Here is FFTDb function:
static public double[] FFTDb(ref double[] x)
{
n = x.Length;
nu = (int)(Math.Log(n) / Math.Log(2));
int n2 = n / 2;
int nu1 = nu - 1;
double[] xre = new double[n];
double[] xim = new double[n];
double[] decibel = new double[n2];
double tr, ti, p, arg, c, s;
for (int i = 0; i < n; i++)
{
xre[i] = x[i];
xim[i] = 0.0f;
}
int k = 0;
for (int l = 1; l <= nu; l++)
{
while (k < n)
{
for (int i = 1; i <= n2; i++)
{
p = BitReverse(k >> nu1);
arg = 2 * (double)Math.PI * p / n;
c = (double)Math.Cos(arg);
s = (double)Math.Sin(arg);
tr = xre[k + n2] * c + xim[k + n2] * s;
ti = xim[k + n2] * c - xre[k + n2] * s;
xre[k + n2] = xre[k] - tr;
xim[k + n2] = xim[k] - ti;
xre[k] += tr;
xim[k] += ti;
k++;
}
k += n2;
}
k = 0;
nu1--;
n2 = n2 / 2;
}
k = 0;
int r;
while (k < n)
{
r = BitReverse(k);
if (r > k)
{
tr = xre[k];
ti = xim[k];
xre[k] = xre[r];
xim[k] = xim[r];
xre[r] = tr;
xim[r] = ti;
}
k++;
}
for (int i = 0; i < n / 2; i++)
decibel[i] = 10.0 * Math.Log10((float)(Math.Sqrt((xre[i] * xre[i]) + (xim[i] * xim[i]))));
return decibel;
}
When I play a music note in a guitar i wanted to know it's frequency in a numerical format. I wrote a foreach loop to know what is the output of a _fftLeft array as below,
foreach (double myarray in _fftLeft)
{
Console.WriteLine(myarray );
}
This output's contain lots of real-time values as below .
41.3672743963389
,43.0176034462662,
35.3677383746087,
42.5968946936404,
42.0600935794783,
36.7521669642071,
41.6356709559342,
41.7189032845742,
41.1002451261724,
40.8035583510188,
45.604366914128,
39.645552593115
I want to know what are those values (frequencies or not)? if the answer is frequencies then why it contains low frequency values? And when I play a guitar note I want to detect a frequency of that particular guitar note.
Based on the posted code, FFTDb first computes the FFT then computes and returns the magnitudes of the frequency spectrum in the logarithmic decibels scale. In other words, the _fftLeft then contains magnitudes for a discreet set of frequencies. The actual values of those frequencies can be computed using the array index and sampling frequency according to this answer.
As an example, if you were plotting the _fftLeft output for a pure sinusoidal tone input you should be able to see a clear spike in the index corresponding to the sinusoidal frequency. For a guitar note however you are likely going to see multiple spikes in magnitude corresponding to the harmonics. To detect the note's frequency aka pitch is a more complicated topic and typically requires the use of one of several pitch detection algorithms.
When I using Math.Exp() in C# I have some questions?This code is about Kernel density estimation, and I don't have any knowledge about kernel density estimation. So I look up some wiki and some paper.
I try to write it by C#. The problem is when "distance" is getting higher the result is become 0. It's confuse me and I cannot find any other way to get the right result.
disExp = Math.Pow(Math.E, -(distance / 2 * Math.Pow(h, 2)));
So, can any one help me to get the solution? Or give me some idea about Kernel density estimation on C#. Sorry for poor English.
Try this
public static double[,] KernelDensityEstimation(double[] data, double sigma, int nsteps)
{
// probability density function (PDF) signal analysis
// Works like ksdensity in mathlab.
// KDE performs kernel density estimation (KDE)on one - dimensional data
// http://en.wikipedia.org/wiki/Kernel_density_estimation
// Input: -data: input data, one-dimensional
// -sigma: bandwidth(sometimes called "h")
// -nsteps: optional number of abscis points.If nsteps is an
// array, the abscis points will be taken directly from it. (default 100)
// Output: -x: equispaced abscis points
// -y: estimates of p(x)
// This function is part of the Kernel Methods Toolbox(KMBOX) for MATLAB.
// http://sourceforge.net/p/kmbox
// Converted to C# code by ksandric
double[,] result = new double[nsteps, 2];
double[] x = new double[nsteps], y = new double[nsteps];
double MAX = Double.MinValue, MIN = Double.MaxValue;
int N = data.Length; // number of data points
// Find MIN MAX values in data
for (int i = 0; i < N; i++)
{
if (MAX < data[i])
{
MAX = data[i];
}
if (MIN > data[i])
{
MIN = data[i];
}
}
// Like MATLAB linspace(MIN, MAX, nsteps);
x[0] = MIN;
for (int i = 1; i < nsteps; i++)
{
x[i] = x[i - 1] + ((MAX - MIN) / nsteps);
}
// kernel density estimation
double c = 1.0 / (Math.Sqrt(2 * Math.PI * sigma * sigma));
for (int i = 0; i < N; i++)
{
for (int j = 0; j < nsteps; j++)
{
y[j] = y[j] + 1.0 / N * c * Math.Exp(-(data[i] - x[j]) * (data[i] - x[j]) / (2 * sigma * sigma));
}
}
// compilation of the X,Y to result. Good for creating plot(x, y)
for (int i = 0; i < nsteps; i++)
{
result[i, 0] = x[i];
result[i, 1] = y[i];
}
return result;
}
kernel density estimation C#
plot
Lately I've implemented my own neural network (using different guides, but mainly from here), for future use (I intend to use it for an OCR program i'l develop). currently I'm testing it, and I'm having this weird problem.
Whenever I give my network a training example, the algorithm changes the weights in a way that leads to the desired output. However, after a few training examples, the weights get messed up- making the network work well for some outputs, and making it wrong for other outputs (even if I enter the input of the training examples, exactly as it was).
I would appreciate if someone directed me towards the problem, should they see it.
Here are the methods for calculating the error of the neurons and the weight adjusting-
private static void UpdateOutputLayerDelta(NeuralNetwork Network, List<double> ExpectedOutputs)
{
for (int i = 0; i < Network.OutputLayer.Neurons.Count; i++)
{
double NeuronOutput = Network.OutputLayer.Neurons[i].Output;
Network.OutputLayer.Neurons[i].ErrorFactor = ExpectedOutputs[i]-NeuronOutput; //calculating the error factor
Network.OutputLayer.Neurons[i].Delta = NeuronOutput * (1 - NeuronOutput) * Network.OutputLayer.Neurons[i].ErrorFactor; //calculating the neuron's delta
}
}
//step 3 method
private static void UpdateNetworkDelta(NeuralNetwork Network)
{
NeuronLayer UpperLayer = Network.OutputLayer;
for (int i = Network.HiddenLayers.Count - 1; i >= 0; i--)
{
foreach (Neuron LowerLayerNeuron in Network.HiddenLayers[i].Neurons)
{
for (int j = 0; j < UpperLayer.Neurons.Count; j++)
{
Neuron UpperLayerNeuron = UpperLayer.Neurons[j];
LowerLayerNeuron.ErrorFactor += UpperLayerNeuron.Delta * UpperLayerNeuron.Weights[j + 1]/*+1 because of bias*/;
}
LowerLayerNeuron.Delta = LowerLayerNeuron.Output * (1 - LowerLayerNeuron.Output) * LowerLayerNeuron.ErrorFactor;
}
UpperLayer = Network.HiddenLayers[i];
}
}
//step 4 method
private static void AdjustWeights(NeuralNetwork Network, List<double> NetworkInputs)
{
//Adjusting the weights of the hidden layers
List<double> LowerLayerOutputs = new List<double>(NetworkInputs);
for (int i = 0; i < Network.HiddenLayers.Count; i++)
{
foreach (Neuron UpperLayerNeuron in Network.HiddenLayers[i].Neurons)
{
UpperLayerNeuron.Weights[0] += -LearningRate * UpperLayerNeuron.Delta;
for (int j = 1; j < UpperLayerNeuron.Weights.Count; j++)
UpperLayerNeuron.Weights[j] += -LearningRate * UpperLayerNeuron.Delta * LowerLayerOutputs[j - 1] /*-1 because of bias*/;
}
LowerLayerOutputs = Network.HiddenLayers[i].GetLayerOutputs();
}
//Adjusting the weight of the output layer
foreach (Neuron OutputNeuron in Network.OutputLayer.Neurons)
{
OutputNeuron.Weights[0] += -LearningRate * OutputNeuron.Delta * 1; //updating the bias - TODO: change this if the bias is also changed throughout the program
for (int j = 1; j < OutputNeuron.Weights.Count; j++)
OutputNeuron.Weights[j] += -LearningRate * OutputNeuron.Delta * LowerLayerOutputs[j - 1];
}
}
The learning rate is 0.5, and the neurons' activation function is a sigmoid function.
EDIT: I've noticed I never implemented the function to calculate the overall error: E=0.5 * Sum(t-y) for each training example. could that be the problem? and if so, how should I fix it?
The learning rate 0.5 seems a bit too large. Usually values closer to 0.01 or 0.1 are used. Also, it usually helps in convergence if training patterns are presented in random order. More useful hints can be found here: Neural Network FAQ (comp.ai.neural archive).