Merge branch 'master' of https://github.com/pakozm/april-ann

packages/ann/ann_base/lua_src/annbase.lua

@@ -141,8 +141,10 @@ function ann.train_wo_validation(params)
   local prev_tr_err = 111111111
   local best_net    = thenet:clone()
   for epoch=1,params.max_epochs do
+    local tr_table = params.training_table
+    if type(tr_table) == "function" then tr_table = tr_table() end
     collectgarbage("collect")
-    local tr_err         = thenet:train_dataset(params.training_table)
+    local tr_err         = thenet:train_dataset(tr_table)
     local tr_improvement = (prev_tr_err - tr_err)/prev_tr_err
     if (epoch > params.min_epochs and
 	tr_improvement < params.percentage_stopping_criterion) then

tools/statistics/time-series-autocorrelation.lua

@@ -0,0 +1,46 @@
+if #arg < 3 then
+  print("Syntax error!")
+  printf("\t%s FILENAME|-  NUMCOL  LAG1  [LAG2  [LAG3  [...]]]\n", arg[0])
+  os.exit(1)
+end
+filename = arg[1]
+col      = tonumber(arg[2])
+lags     = {}
+for i=3,#arg do table.insert(lags, tonumber(arg[i])) end
+
+if filename == "-" then filename = nil end
+
+function zero_if_null(v)
+  if v == "None" or v == "Undefined" or v == "Unintialized" or v == "Null" then
+    v = 0
+  end
+  return v
+end
+
+local data = {}
+local sum  = 0
+local sum2 = 0
+for line in io.uncommented_lines(filename) do
+  local t = string.tokenize(line)
+  local v = zero_if_null(t[col])
+  table.insert(data, v)
+  sum  = sum  + v
+  sum2 = sum2 + v*v
+end
+
+local mean = sum/#data
+local var  = (sum2 - sum*sum/#data)/(#data - 1)
+
+printf("mean: %g\nvariance: %g\n\n", mean, var)
+
+for _,lag in ipairs(lags) do
+  local i   = 1
+  local j   = 1 + lag
+  local sum = 0
+  while j <= #data do
+    local x,y = data[i],data[j]
+    sum = sum + (x - mean) * (y - mean)
+    i, j = i + 1, j + 1
+  end
+  printf("LAG %d  %g\n", lag, (sum/#data)/var)
+end