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--- pub:software:heartdroid:tutorials:statistics [2017/01/23 09:17]
admin [Use case]
+++ pub:software:heartdroid:tutorials:statistics [2019/04/10 06:54]
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-====== Statistical operators in HMR ======
-Statistical operators can be used in decision part of the rule or in the right-hand side of the conditional formulae of the rule.
-They are used to capture dynamics and temporal changes in attributes values.
-They cannot be combined with [[pub:software:heartdroid:tutorials:tbo|time-parametrized operators]], however they are themselves time-parametrized.
-===== Use case =====
-The use case scenario described in this section is a very (very) simple model of a bot that decided weather to sell or not to sell shares on a stock.
-The simplest model will monitor the price, and if the current price is high enough to satisfy previously defined threshold -- sell.
-Otherwise, withhold until the price go up (if ever).
-The more advanced (yes still very simple) model would monitor how the price changes to optimize the profit.
-For instance even if the current price satisfy the profit threshold, but the price is still going up -- do not sell, but wait for even better price instead.
-The second model requires some statistical analysis of historical data.
-And this is where statistical functions come in handy.
-The model described above is presented in the following Figure.
-See table ''calculateTrend'', which uses a ''trend'' function in its decision part.
-The ''trend'' function has two parameters:
-  * attribute name over values of which all the calculations will be performed
-  * relative time period from which the historical values of an attribute should be taken into calculations. This time period is given in the same format as in case of [[pub:software:heartdroid:tutorials:tbo|time-parametrized operators.]]
-{{:pub:software:heartdroid:tutorials:stock-model.png|}}
-The full model with sample test [[pub:software:heartdroid:tutorials:haquna|HaQuNa]] script can be downloaded form {{:pub:software:heartdroid:tutorials:stock-seller.zip|here}}.
-The zip file has a model (''*stock-seller.hmr'' file) and two scripts:
-  * ''stock-seller-simple.hqn'', that uses [[pub:software:heartdroid:tutorials:inference_config|FOI inference mode]] to obtain a value of the attributes that ''simpleSell'' table is producing. It does not use the statistical function ''trend''
-  * ''stock-seller-trend.hqn'', that uses [[pub:software:heartdroid:tutorials:inference_config|FOI inference mode]] to obtain a value of the attribute that ''trendBasedSell'' is producing. The decision whether sell or not sell is made based on the analysis of the historical prices.
-Note, that in both cases we used [[pub:software:heartdroid:tutorials:inference_config|FOI inference mode]].
-This is because we used so called //looped-tbles//, i.e. tables that uses the same attributes in conditional and delusional parts, which may cause errors while using GDI or DDi inference mode.
-To run the scripts you will need the latest version of [[pub:software:heartdroid:tutorials:haquna|HaQuNa commandline shell]].
-To run the first script use the following command:
-<code bash>
-java -cp haquna.jar:. haquna.HaqunaMain --console stock-seller-simple.hqn
-</code>
-After running th script you should get the output that looks similar to the following one:
-<code>
-Attribute: real_profit_ratio  	= 0.8099999999999998  	 cf = 1.0
-Attribute: sell_price  	= 200.0  	 cf = 1.0
-Attribute: price_trend  	= null  	 cf = 1.0
-Attribute: price  	= 211.0  	 cf = 1.0
-Attribute: sell  	= true  	 cf = 1.0
-Attribute: buy_price  	= 100.0  	 cf = 1.0
-Attribute: total_profit  	= 100.0  	 cf = 1.0
-Attribute: profit_ratio  	= 2.11  	 cf = 1.0
-Attribute: desired_profit_ratio  	= 1.3  	 cf = 1.0
-</code>
-Note, that the ''sell'' attribute is set to true, so the item was sold, and the ''sell_price'' is set to 200, which means that the system sold the item immediately after the price exceeded the desired profit.
-To run the second script use the following command:
-<code bash>
-java -cp haquna.jar:. haquna.HaqunaMain --console stock-seller-trend.hqn
-</code>
-Note, that the system did not sell the item despite the price is high above the desired profit ratio.
-This is because the price is still growing.
-In the second script, try to manipulate with values of price over time.
-For instance see what will happen if you start decreasing prices.
-===== Statistical operators for nominal and numerical attributes =====
-^ Syntax ^ Description ^
-|''valat(Attr, Time)''| Returns value of an attribute at the given moment of time. |
-|''var(Attr, Period)''|In case of numeric attribute, returns variance of the  attribute’s values from specified period of time. In case of symbolic type, variance is replaced with entropy.|
-|''mode(Attr, Period)''|Returns set of the most frequent attribute’s values from specified period of time|
-===== Statistical operators only for numerical attributes =====
-^ Syntax ^ Description ^
-|''max(Attr, Period)''|Returns the biggest value of an attribute from specified period of time.|
-|''min(Attr, Period)''|Returns the smallest value of an attribute from specified period of time.|
-|''mean(Attr, Period)''|Returns mean of the attribute’s values from specified period of time.|
-|''med(Attr, Period)''|Returns median of the attribute’s values from specified period of time.|
-|''stddev(Attr, Period)''|Returns standard deviation of the attribute’s values from specified period of time.|
-|''trend(Attr, Period)''|Returns slope of the trend line fitted to attribute’s values using the least–squares fit.|

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