@@ -303,29 +303,28 @@ void project(const TFloatMeanAccumulatorVec& values,
303303
304304// ! Calculate the number of non-empty buckets at each bucket offset in
305305// ! the period for the \p values in \p windows.
306- TSizeVec calculateRepeats (const TSizeSizePr2Vec& windows,
307- std::size_t period,
308- const TFloatMeanAccumulatorVec& values) {
309- TSizeVec result (std::min (period, length (windows[0 ])), 0 );
306+ TDoubleVec calculateRepeats (const TSizeSizePr2Vec& windows,
307+ std::size_t period,
308+ const TFloatMeanAccumulatorVec& values) {
309+ TDoubleVec result (std::min (period, length (windows[0 ])), 0 );
310310 std::size_t n{values.size ()};
311311 for (const auto & window : windows) {
312312 std::size_t a{window.first };
313313 std::size_t b{window.second };
314314 for (std::size_t i = a; i < b; ++i) {
315- if (CBasicStatistics::count (values[i % n]) > 0.0 ) {
316- ++result[(i - a) % period];
317- }
315+ double count{CBasicStatistics::count (values[i % n])};
316+ result[(i - a) % period] += std::min (count, 1.0 );
318317 }
319318 }
320319 return result;
321320}
322321
323322// ! Calculate the number of non-empty buckets at each bucket offset in
324323// ! the period for the \p values in \p windows.
325- TSizeVec calculateRepeats (const TTimeTimePr2Vec& windows_,
326- core_t ::TTime period,
327- core_t ::TTime bucketLength,
328- const TFloatMeanAccumulatorVec& values) {
324+ TDoubleVec calculateRepeats (const TTimeTimePr2Vec& windows_,
325+ core_t ::TTime period,
326+ core_t ::TTime bucketLength,
327+ const TFloatMeanAccumulatorVec& values) {
329328 TSizeSizePr2Vec windows;
330329 calculateIndexWindows (windows_, bucketLength, windows);
331330 return calculateRepeats (windows, period / bucketLength, values);
@@ -344,53 +343,53 @@ void reweightOutliers(const std::vector<T>& trend,
344343 using TMaxAccumulator =
345344 CBasicStatistics::COrderStatisticsHeap<TDoubleSizePr, std::greater<TDoubleSizePr>>;
346345
347- if (values.size () > 0 ) {
346+ std::size_t period{trend.size ()};
347+ std::size_t numberOutliers{static_cast <std::size_t >([&period, &values] {
348+ std::size_t count (std::count_if (
349+ values.begin (), values.end (), [](const TFloatMeanAccumulator& value) {
350+ return CBasicStatistics::count (value) > 0.0 ;
351+ }));
352+ return SEASONAL_OUTLIER_FRACTION *
353+ static_cast <double >(count - std::min (count, period));
354+ }())};
355+ LOG_TRACE (<< " Number outliers = "
356+
357+ if (numberOutliers > 0 ) {
348358 TSizeSizePr2Vec windows;
349359 calculateIndexWindows (windows_, bucketLength, windows);
350- std::size_t period{trend.size ()};
351360 std::size_t n{values.size ()};
352361
353- TSizeVec repeats{calculateRepeats (windows, period, values)};
354- double excess{std::accumulate (
355- repeats.begin (), repeats.end (), 0.0 , [](double excess_, std::size_t repeat) {
356- return excess_ + static_cast <double >(repeat > 1 ? repeat - 1 : 0 );
357- })};
358- std::size_t numberOutliers{static_cast <std::size_t >(SEASONAL_OUTLIER_FRACTION * excess)};
359- LOG_TRACE (<< " Number outliers = "
360-
361- if (numberOutliers > 0 ) {
362- TMaxAccumulator outliers{numberOutliers};
363- TMeanAccumulator meanDifference;
364- for (const auto & window : windows) {
365- std::size_t a{window.first };
366- std::size_t b{window.second };
367- for (std::size_t j = a; j < b; ++j) {
368- const TFloatMeanAccumulator& value{values[j % n]};
369- if (CBasicStatistics::count (value) > 0.0 ) {
370- std::size_t offset{(j - a) % period};
371- double difference{std::fabs (CBasicStatistics::mean (value) -
372- CBasicStatistics::mean (trend[offset]))};
373- outliers.add ({difference, j});
374- meanDifference.add (difference);
375- }
362+ TMaxAccumulator outliers{numberOutliers};
363+ TMeanAccumulator meanDifference;
364+ for (const auto & window : windows) {
365+ std::size_t a{window.first };
366+ std::size_t b{window.second };
367+ for (std::size_t j = a; j < b; ++j) {
368+ const TFloatMeanAccumulator& value{values[j % n]};
369+ if (CBasicStatistics::count (value) > 0.0 ) {
370+ std::size_t offset{(j - a) % period};
371+ double difference{std::fabs (CBasicStatistics::mean (value) -
372+ CBasicStatistics::mean (trend[offset]))};
373+ outliers.add ({difference, j});
374+ meanDifference.add (difference);
376375 }
377376 }
378- TMeanAccumulator meanDifferenceOfOutliers;
379- for ( const auto & outlier : outliers) {
380- meanDifferenceOfOutliers. add (outlier. first );
381- }
382- meanDifference -= meanDifferenceOfOutliers;
383- LOG_TRACE (<< " mean difference = " << CBasicStatistics::mean (meanDifference)) ;
384- LOG_TRACE (<< " outliers = " core::CContainerPrinter::print (outliers ));
385-
386- for ( const auto & outlier : outliers) {
387- if ( outlier. first > SEASONAL_OUTLIER_DIFFERENCE_THRESHOLD *
388- CBasicStatistics::mean (meanDifference)) {
389- CBasicStatistics::count (values[outlier. second % n]) *= SEASONAL_OUTLIER_WEIGHT;
390- }
377+ }
378+ TMeanAccumulator meanDifferenceOfOutliers;
379+ for ( const auto & outlier : outliers) {
380+ meanDifferenceOfOutliers. add (outlier. first );
381+ }
382+ meanDifference -= meanDifferenceOfOutliers ;
383+ LOG_TRACE (<< " mean difference = " CBasicStatistics::mean (meanDifference ));
384+ LOG_TRACE (<< " outliers = " << core::CContainerPrinter::print (outliers));
385+
386+ for ( const auto & outlier : outliers) {
387+ if (outlier. first > SEASONAL_OUTLIER_DIFFERENCE_THRESHOLD *
388+ CBasicStatistics::mean (meanDifference)) {
389+ CBasicStatistics::count (values[outlier. second % n]) *= SEASONAL_OUTLIER_WEIGHT;
391390 }
392- LOG_TRACE (<< " Values - outliers = " core::CContainerPrinter::print (values));
393391 }
392+ LOG_TRACE (<< " Values - outliers = " core::CContainerPrinter::print (values));
394393 }
395394}
396395
@@ -1839,10 +1838,12 @@ bool CPeriodicityHypothesisTests::testPeriodWithScaling(const TTimeTimePr2Vec& w
18391838 }
18401839
18411840 // Compute the degrees of freedom given the alternative hypothesis.
1842- TSizeVec repeats (calculateRepeats (windows, period_, m_BucketLength, values));
1843- double b{static_cast <double >(
1844- std::count_if (repeats.begin (), repeats.end (),
1845- [](std::size_t repeat) { return repeat > 0 ; }))};
1841+ double b{[&windows, &period_, &values, this ] {
1842+ TDoubleVec repeats (calculateRepeats (windows, period_, m_BucketLength, values));
1843+ return static_cast <double >(
1844+ std::count_if (repeats.begin (), repeats.end (),
1845+ [](double repeat) { return repeat > 0.0 ; }));
1846+ }()};
18461847 double df1{stats.s_NonEmptyBuckets - b - static_cast <double >(segmentation.size () - 2 )};
18471848 LOG_TRACE (<< " populated = "
18481849
@@ -2055,14 +2056,10 @@ bool CPeriodicityHypothesisTests::testPartition(const TTimeTimePr2Vec& partition
20552056 // 3) The significance of the variance reduction, and
20562057 // 4) The amount of variance reduction.
20572058
2058- auto calculateMeanRepeats = [&](const TTimeTimePr2Vec& w, core_t ::TTime p) {
2059- TSizeVec repeats{calculateRepeats (w, p, m_BucketLength, values)};
2060- return CBasicStatistics::mean (
2061- std::accumulate (repeats.begin (), repeats.end (), TMeanAccumulator{},
2062- [](TMeanAccumulator mean, std::size_t r) {
2063- mean.add (static_cast <double >(r));
2064- return mean;
2065- }));
2059+ auto calculateMeanRepeats = [&values, this ](const TTimeTimePr2Vec& w, core_t ::TTime p) {
2060+ TMeanAccumulator result;
2061+ result.add (calculateRepeats (w, p, m_BucketLength, values));
2062+ return CBasicStatistics::mean (result);
20662063 };
20672064
20682065 double p{0.0 };
@@ -2143,13 +2140,11 @@ bool CPeriodicityHypothesisTests::testVariance(const TTimeTimePr2Vec& window,
21432140 LOG_TRACE (<< " autocorrelation = "
21442141 LOG_TRACE (<< " autocorrelationThreshold = " s_AutocorrelationThreshold );
21452142
2146- TSizeVec repeats{calculateRepeats (window, period_, m_BucketLength, buckets)};
2147- meanRepeats = CBasicStatistics::mean (
2148- std::accumulate (repeats.begin (), repeats.end (), TMeanAccumulator{},
2149- [](TMeanAccumulator mean, std::size_t repeat) {
2150- mean.add (static_cast <double >(repeat));
2151- return mean;
2152- }));
2143+ meanRepeats = [&window, &period_, &buckets, this ] {
2144+ TMeanAccumulator result;
2145+ result.add (calculateRepeats (window, period_, m_BucketLength, buckets));
2146+ return CBasicStatistics::mean (result);
2147+ }();
21532148 LOG_TRACE (<< " mean repeats = "
21542149
21552150 // We're trading off:
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