1: using System;
2: using System.Collections.Generic;
3: using System.IO;
4: using System.Text;
5: using System.Windows.Forms;
6: namespace ReadData
7: { 8: public partial class Form1 : Form
9: { 10: static readonly StringBuilder outData = new StringBuilder();
11: readonly List<double> a = new List<double>(); // the 2 input TSs
12: readonly List<double> b = new List<double>();
13: public Form1()
14: { 15: InitializeComponent();
16: }
17: void Form1_Load(object sender, EventArgs e)
18: { 19: LoadData();
20: int totalFound = 0;
21: double lastDiff = 0;
22: bool haveEntry = false;
23: const int window = 100; // how many values we use to estimate mean and stdDev
24: for (int i = window; i <= a.Count; i++)
25: //for (int i = 144; i < 145; i++) // one sample only, for testing
26: { 27: double meanA = GetMean(a, i - window, i);
28: double meanB = GetMean(b, i - window, i);
29: double stdA = GetStd(a, i - window, i, meanA);
30: double stdB = GetStd(b, i - window, i, meanB);
31: double aNorm = (a[i - 1] - meanA) / stdA;
32: double bNorm = (b[i - 1] - meanB) / stdB;
33: double diff = aNorm - bNorm;
34: double absDiff = Math.Abs(diff);
35: if (haveEntry && ((lastDiff > 1 && diff <> -1)))
36: { 37: Console.WriteLine("==== Exit index " + i); 38: haveEntry = false;
39: }
40: //outData.AppendLine(i + ", " + diff); // for writing to file
41: // outData.AppendLine(diff.ToString()); // for writing to file
42: outData.AppendLine(string.Format("{0:d4}", i-window+1) + " " + diff); // for writing to file 43: if (absDiff > 15)
44: { 45: totalFound++;
46: Console.WriteLine("Found at index " + i + " diff " + diff); 47: if (absDiff < Math.Abs(lastDiff) && !haveEntry)
48: { 49: Console.WriteLine("==== Entry index " + i); 50: haveEntry = true;
51: }
52: }
53: lastDiff = diff;
54: }
55: Console.WriteLine("total found " + totalFound); 56: WriteData();
57: }
58: static void WriteData()
59: { 60: const string fileout = "out.csv";
61: if (File.Exists(fileout))
62: { 63: File.Delete(fileout);
64: }
65: using (StreamWriter sw = new StreamWriter(fileout))
66: { 67: sw.Write(outData.ToString());
68: }
69: }
70: static double GetStd(IList<double> array, int start, int limit, double mean)
71: { 72: double sum = 0;
73: for (int i = start; i < limit; i++)
74: { 75: sum += (array[i] - mean) * (array[i] - mean);
76: }
77: sum = Math.Sqrt(sum);
78: sum /= (limit - start);
79: return sum;
80: }
81: static double GetMean(IList<double> array, int start, int limit)
82: { 83: double sum = 0;
84: for (int i = start; i < limit; i++)
85: { 86: sum += array[i];
87: }
88: sum /= (limit - start);
89: return sum;
90: }
91: /// <summary>
92: /// Assume input file has 2 columns, one for each TS we want to track.
93: /// </summary>
94: void LoadData()
95: { 96: using (StreamReader sr = new StreamReader("5m-db.csv")) 97: { 98: string newData;
99: a.Clear();
100: b.Clear();
101: while (sr.Peek() != -1)
102: { 103: newData = sr.ReadLine();
104: string[] line = newData.Split(','); 105: a.Add(double.Parse(line[0]));
106: b.Add(double.Parse(line[1]));
107: }
108: Console.WriteLine("Loaded " + a.Count + " data points."); 109: }
110: }
111: }
