source: trunk/EventBenchCore/src/de/ugoe/cs/eventbench/models/FirstOrderMarkovModel.java @ 16

package de.ugoe.cs.eventbench.models;

import java.util.ArrayList;
import java.util.List;
import java.util.Random;

import de.ugoe.cs.eventbench.data.Event;
import de.ugoe.cs.eventbench.markov.DotPrinter;
import de.ugoe.cs.util.console.Console;
import edu.uci.ics.jung.graph.Graph;
import edu.uci.ics.jung.graph.SparseMultigraph;
import edu.uci.ics.jung.graph.util.EdgeType;

import Jama.Matrix;

public class FirstOrderMarkovModel extends HighOrderMarkovModel implements DotPrinter {

        final static int MAX_STATDIST_ITERATIONS = 1000;
        
        public FirstOrderMarkovModel(Random r) {
                super(1, r);
        }
        
        private Matrix getTransmissionMatrix() {
                List<Event<?>> knownSymbols = new ArrayList<Event<?>>(trie.getKnownSymbols());
                int numStates = knownSymbols.size();
                Matrix transmissionMatrix = new Matrix(numStates, numStates);
                
                for( int i=0 ; i<numStates ; i++ ) {
                        Event<?> currentSymbol = knownSymbols.get(i);
                        List<Event<?>> context = new ArrayList<Event<?>>();
                        context.add(currentSymbol);
                        for( int j=0 ; j<numStates ; j++ ) {
                                Event<?> follower = knownSymbols.get(j);
                                double prob = getProbability(context, follower);
                                transmissionMatrix.set(i, j, prob);
                        }
                }
                return transmissionMatrix;
        }
        
        public void printDot() {
                Console.println("digraph model {");

                List<Event<?>> knownSymbols = new ArrayList<Event<?>>(trie.getKnownSymbols());
                
                for( Event<?> symbol : knownSymbols) {
                        final String thisSaneId = symbol.getShortId().replace("\"", "\\\"").replaceAll("[\r\n]","");
                        Console.println(" " + symbol.hashCode() + " [label=\""+thisSaneId+"\"];");
                        List<Event<?>> context = new ArrayList<Event<?>>();
                        context.add(symbol); 
                        List<Event<?>> followers = trie.getFollowingSymbols(context);
                        for( Event<?> follower : followers ) {
                                System.out.print(" "+symbol.hashCode()+" -> " + follower.hashCode() + " ");
                                System.out.println("[label=\"" + getProbability(context, follower) + "\"];");
                        }
                }
                System.out.println('}');
        }
        
        public Graph<String, MarkovEdge> getGraph() {
                Graph<String, MarkovEdge> graph = new SparseMultigraph<String, MarkovEdge>();
                
                List<Event<?>> knownSymbols = new ArrayList<Event<?>>(trie.getKnownSymbols());
                
                for( Event<?> symbol : knownSymbols) {
                        String from = symbol.getShortId();
                        List<Event<?>> context = new ArrayList<Event<?>>();
                        context.add(symbol); 
                        
                        List<Event<?>> followers = trie.getFollowingSymbols(context);
                        
                        for( Event<?> follower : followers ) {
                                String to = follower.getShortId();
                                MarkovEdge prob = new MarkovEdge(getProbability(context, follower));
                                graph.addEdge(prob, from, to, EdgeType.DIRECTED);
                        }
                }
                return graph;
        }
        
        static public class MarkovEdge {
                double weight;
                MarkovEdge(double weight) { this.weight = weight; }
                public String toString() { return ""+weight; }
        }
        
        public double calcEntropy() {
                Matrix transmissionMatrix = getTransmissionMatrix();
                List<Event<?>> knownSymbols = new ArrayList<Event<?>>(trie.getKnownSymbols());
                int numStates = knownSymbols.size();
                
                int startStateIndex = knownSymbols.indexOf(Event.STARTEVENT);
                int endStateIndex = knownSymbols.indexOf(Event.ENDEVENT);
                if( startStateIndex==-1 ) {
                        Console.printerrln("Error calculating entropy. Initial state of markov chain not found.");
                        return Double.NaN;
                }
                if( endStateIndex==-1 ) {
                        Console.printerrln("Error calculating entropy. End state of markov chain not found.");
                        return Double.NaN;
                }
                transmissionMatrix.set(endStateIndex, startStateIndex, 1);
                
                // Calculate stationary distribution by raising the power of the transmission matrix.
                // The rank of the matrix should fall to 1 and each two should be the vector of the
                // stationory distribution. 
                int iter = 0;
                int rank = transmissionMatrix.rank();
                Matrix stationaryMatrix = (Matrix) transmissionMatrix.clone();
                while( iter<MAX_STATDIST_ITERATIONS && rank>1 ) {
                        stationaryMatrix = stationaryMatrix.times(stationaryMatrix);
                        rank = stationaryMatrix.rank();
                        iter++;
                }
                
                if( rank!=1 ) {
                        Console.traceln("rank: " + rank);
                        Console.printerrln("Unable to calculate stationary distribution.");
                        return Double.NaN;
                }
                
                double entropy = 0.0;
                for( int i=0 ; i<numStates ; i++ ) {
                        for( int j=0 ; j<numStates ; j++ ) {
                                if( transmissionMatrix.get(i,j)!=0 ) {
                                        double tmp = stationaryMatrix.get(i, 0);
                                        tmp *= transmissionMatrix.get(i, j);
                                        tmp *= Math.log(transmissionMatrix.get(i,j))/Math.log(2);
                                        entropy -= tmp;
                                }
                        }
                }
                return entropy;
        }

}