scirs2-interpolate 0.4.1

Interpolation module for SciRS2 (scirs2-interpolate)
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
//! Advanced extrapolation functionality
//!
//! This module contains the AdvancedExtrapolator struct and its implementation
//! for performing sophisticated extrapolation using ensemble, adaptive, and
//! statistical methods.

use scirs2_core::ndarray::Array1;
use scirs2_core::numeric::{Float, FromPrimitive};
use std::default::Default;
use std::ops::AddAssign;

use crate::error::{InterpolateError, InterpolateResult};

use super::config::{
    AdaptiveExtrapolationConfig, AutoregressiveExtrapolationConfig, ConfidenceExtrapolationConfig,
    ConfidenceExtrapolationResult, EnsembleExtrapolationConfig,
};
use super::core::Extrapolator;
use super::types::{ARFittingMethod, EnsembleCombinationStrategy, ExtrapolationMethod};

/// Advanced extrapolator with ensemble, adaptive, and statistical capabilities
#[derive(Debug, Clone)]
pub struct AdvancedExtrapolator<T: Float> {
    /// Basic extrapolator for standard methods
    pub base_extrapolator: Extrapolator<T>,
    /// Configuration for confidence-based extrapolation
    pub confidence_config: Option<ConfidenceExtrapolationConfig<T>>,
    /// Configuration for ensemble extrapolation
    pub ensemble_config: Option<EnsembleExtrapolationConfig<T>>,
    /// Configuration for adaptive extrapolation
    pub adaptive_config: Option<AdaptiveExtrapolationConfig>,
    /// Configuration for autoregressive extrapolation
    pub autoregressive_config: Option<AutoregressiveExtrapolationConfig<T>>,
    /// Historical data for advanced methods (when available)
    pub historical_data: Option<(Array1<T>, Array1<T>)>,
}

impl<T: Float + std::fmt::Display + Default + AddAssign> AdvancedExtrapolator<T> {
    /// Create a new advanced extrapolator
    pub fn new(base_extrapolator: Extrapolator<T>) -> Self {
        Self {
            base_extrapolator,
            confidence_config: None,
            ensemble_config: None,
            adaptive_config: None,
            autoregressive_config: None,
            historical_data: None,
        }
    }

    /// Enable confidence-based extrapolation
    pub fn with_confidence(mut self, config: ConfidenceExtrapolationConfig<T>) -> Self {
        self.confidence_config = Some(config);
        self
    }

    /// Enable ensemble extrapolation
    pub fn with_ensemble(mut self, config: EnsembleExtrapolationConfig<T>) -> Self {
        self.ensemble_config = Some(config);
        self
    }

    /// Enable adaptive extrapolation
    pub fn with_adaptive(mut self, config: AdaptiveExtrapolationConfig) -> Self {
        self.adaptive_config = Some(config);
        self
    }

    /// Enable autoregressive extrapolation
    pub fn with_autoregressive(mut self, config: AutoregressiveExtrapolationConfig<T>) -> Self {
        self.autoregressive_config = Some(config);
        self
    }

    /// Set historical data for advanced methods
    pub fn with_historical_data(mut self, x_data: Array1<T>, y_data: Array1<T>) -> Self {
        self.historical_data = Some((x_data, y_data));
        self
    }

    /// Perform advanced extrapolation at a point
    pub fn extrapolate_advanced(&self, x: T) -> InterpolateResult<T> {
        // Try ensemble extrapolation first if configured
        if self.ensemble_config.is_some() {
            return self.extrapolate_ensemble(x);
        }

        // Try adaptive extrapolation if configured
        if self.adaptive_config.is_some() {
            return self.extrapolate_adaptive(x);
        }

        // Try autoregressive extrapolation if configured
        if self.autoregressive_config.is_some() {
            return self.extrapolate_autoregressive(x);
        }

        // Fall back to base extrapolator
        self.base_extrapolator.extrapolate(x)
    }

    /// Perform confidence-based extrapolation
    pub fn extrapolate_with_confidence(
        &self,
        x: T,
    ) -> InterpolateResult<ConfidenceExtrapolationResult<T>> {
        if let Some(config) = &self.confidence_config {
            let base_result = self.base_extrapolator.extrapolate(x)?;

            // Estimate uncertainty based on distance from domain boundaries
            let lower_bound = self.base_extrapolator.lower_bound();
            let upper_bound = self.base_extrapolator.upper_bound();

            // Calculate distance from nearest boundary
            let distance_from_domain = if x < lower_bound {
                lower_bound - x
            } else if x > upper_bound {
                x - upper_bound
            } else {
                T::zero() // Inside domain
            };

            // Uncertainty increases with distance from domain
            // Standard error grows linearly with distance (simple model)
            let base_uncertainty = T::from(0.01).unwrap_or_default(); // 1% base uncertainty
            let distance_factor = T::from(0.1).unwrap_or_default(); // 10% per unit distance
            let _standard_error = base_uncertainty + distance_factor * distance_from_domain;

            // Calculate confidence bounds based on confidence level
            // Using normal approximation: bounds = estimate ± z * standard_error
            let z_score = if config.confidence_level >= T::from(0.99).unwrap_or_default() {
                T::from(2.576).unwrap_or_default() // 99%
            } else if config.confidence_level >= T::from(0.95).unwrap_or_default() {
                T::from(1.96).unwrap_or_default() // 95%
            } else if config.confidence_level >= T::from(0.90).unwrap_or_default() {
                T::from(1.645).unwrap_or_default() // 90%
            } else {
                T::from(1.0).unwrap_or_default() // Default 1-sigma
            };

            let margin_of_error = z_score * _standard_error;
            let lower_bound_confidence = base_result - margin_of_error;
            let upper_bound_confidence = base_result + margin_of_error;

            Ok(ConfidenceExtrapolationResult {
                value: base_result,
                lower_bound: lower_bound_confidence,
                upper_bound: upper_bound_confidence,
                confidence_level: config.confidence_level,
            })
        } else {
            Err(InterpolateError::ComputationError(
                "Confidence extrapolation not configured".to_string(),
            ))
        }
    }

    /// Perform ensemble extrapolation
    pub fn extrapolate_ensemble(&self, x: T) -> InterpolateResult<T> {
        if let Some(config) = &self.ensemble_config {
            let mut results = Vec::new();
            let mut weights = Vec::new();

            // Collect results from all methods
            for (i, &method) in config.methods.iter().enumerate() {
                // Create a temporary extrapolator with this method
                let mut temp_extrapolator = self.base_extrapolator.clone();

                // Update the extrapolation method based on direction
                if x < temp_extrapolator.lower_bound() {
                    temp_extrapolator.lower_method = method;
                } else if x > temp_extrapolator.upper_bound() {
                    temp_extrapolator.upper_method = method;
                }

                if let Ok(result) = temp_extrapolator.extrapolate(x) {
                    results.push(result);
                    let weight = if let Some(w) = config.weights.as_ref() {
                        w.get(i).copied().unwrap_or(T::one())
                    } else {
                        T::one()
                    };
                    weights.push(weight);
                }
            }

            if results.is_empty() {
                return Err(InterpolateError::ComputationError(
                    "No ensemble methods produced valid results".to_string(),
                ));
            }

            // Combine results based on strategy
            match config.combination_strategy {
                EnsembleCombinationStrategy::Mean => {
                    let sum: T = results.iter().copied().fold(T::zero(), |acc, x| acc + x);
                    Ok(sum / T::from(results.len()).expect("Operation failed"))
                }
                EnsembleCombinationStrategy::WeightedMean => {
                    let weighted_sum: T = results
                        .iter()
                        .zip(weights.iter())
                        .map(|(r, w)| *r * *w)
                        .fold(T::zero(), |acc, x| acc + x);
                    let weight_sum: T = weights.iter().copied().fold(T::zero(), |acc, x| acc + x);

                    if weight_sum.is_zero() {
                        return Err(InterpolateError::ComputationError(
                            "Zero total weight in ensemble".to_string(),
                        ));
                    }

                    Ok(weighted_sum / weight_sum)
                }
                EnsembleCombinationStrategy::Median => {
                    let mut sorted_results = results;
                    sorted_results.sort_by(|a, b| a.partial_cmp(b).expect("Operation failed"));
                    let mid = sorted_results.len() / 2;

                    if sorted_results.len() % 2 == 0 {
                        let two = T::from(2.0).expect("Operation failed");
                        Ok((sorted_results[mid - 1] + sorted_results[mid]) / two)
                    } else {
                        Ok(sorted_results[mid])
                    }
                }
                EnsembleCombinationStrategy::BestMethod => {
                    // Use the method with highest confidence (simplified to first result)
                    Ok(results[0])
                }
                EnsembleCombinationStrategy::MinimumVariance => {
                    // Simplified implementation using equal weights
                    let sum: T = results.iter().copied().fold(T::zero(), |acc, x| acc + x);
                    Ok(sum / T::from(results.len()).expect("Operation failed"))
                }
                EnsembleCombinationStrategy::BayesianAveraging => {
                    // Simplified implementation using uniform priors
                    let sum: T = results.iter().copied().fold(T::zero(), |acc, x| acc + x);
                    Ok(sum / T::from(results.len()).expect("Operation failed"))
                }
                EnsembleCombinationStrategy::Voting => {
                    // For regression, use median as "majority vote"
                    let mut sorted_results = results;
                    sorted_results.sort_by(|a, b| a.partial_cmp(b).expect("Operation failed"));
                    let mid = sorted_results.len() / 2;
                    Ok(sorted_results[mid])
                }
                EnsembleCombinationStrategy::Stacking => {
                    // Simplified stacking using equal weights
                    let sum: T = results.iter().copied().fold(T::zero(), |acc, x| acc + x);
                    Ok(sum / T::from(results.len()).expect("Operation failed"))
                }
            }
        } else {
            Err(InterpolateError::ComputationError(
                "Ensemble extrapolation not configured".to_string(),
            ))
        }
    }

    /// Perform adaptive extrapolation
    pub fn extrapolate_adaptive(&self, x: T) -> InterpolateResult<T> {
        if let Some(_config) = &self.adaptive_config {
            // Simplified adaptive extrapolation
            // In a full implementation, this would analyze local data characteristics
            // and select the best method based on the selection criterion

            let candidate_methods = vec![
                ExtrapolationMethod::Linear,
                ExtrapolationMethod::Quadratic,
                ExtrapolationMethod::Cubic,
                ExtrapolationMethod::Exponential,
            ];

            let mut best_result = None;
            let mut _best_score = T::infinity();

            // Try each candidate method and select the best one
            for &method in &candidate_methods {
                let mut temp_extrapolator = self.base_extrapolator.clone();

                // Update the extrapolation method based on direction
                if x < temp_extrapolator.lower_bound() {
                    temp_extrapolator.lower_method = method;
                } else if x > temp_extrapolator.upper_bound() {
                    temp_extrapolator.upper_method = method;
                }

                if let Ok(result) = temp_extrapolator.extrapolate(x) {
                    if best_result.is_none() {
                        best_result = Some(result);
                        // In a full implementation, we'd compute a quality score here
                    }
                }
            }

            best_result.ok_or_else(|| {
                InterpolateError::ComputationError(
                    "No adaptive methods produced valid results".to_string(),
                )
            })
        } else {
            Err(InterpolateError::ComputationError(
                "Adaptive extrapolation not configured".to_string(),
            ))
        }
    }

    /// Perform autoregressive extrapolation
    pub fn extrapolate_autoregressive(&self, x: T) -> InterpolateResult<T> {
        if let Some(config) = &self.autoregressive_config {
            if let Some((x_data, y_data)) = &self.historical_data {
                // Fit AR model and predict
                let ar_coeffs = self.fit_ar_model(x_data, y_data, config.ar_order)?;
                self.ar_predict(&ar_coeffs, x_data, y_data, x, config)
            } else {
                Err(InterpolateError::ComputationError(
                    "Historical data required for autoregressive extrapolation".to_string(),
                ))
            }
        } else {
            Err(InterpolateError::ComputationError(
                "Autoregressive extrapolation not configured".to_string(),
            ))
        }
    }

    /// Fit autoregressive model to historical data
    fn fit_ar_model(
        &self,
        _x_data: &Array1<T>,
        y_data: &Array1<T>,
        order: usize,
    ) -> InterpolateResult<Array1<T>> {
        if y_data.len() < order + 1 {
            return Err(InterpolateError::ComputationError(
                "Insufficient data for AR model fitting".to_string(),
            ));
        }

        // Simple AR fitting using Yule-Walker equations (simplified version)
        let n = y_data.len();
        let mut coeffs = Array1::zeros(order);

        // For simplicity, use least squares approach
        // In practice, you'd use more sophisticated methods like Burg's method

        // Calculate autocorrelations
        let mut autocorr = Array1::zeros(order + 1);
        for lag in 0..=order {
            let mut sum = T::zero();
            let mut count = 0;

            for i in lag..n {
                sum += y_data[i] * y_data[i - lag];
                count += 1;
            }

            if count > 0 {
                autocorr[lag] = sum / T::from(count).unwrap_or(T::one());
            }
        }

        // Solve Yule-Walker equations (simplified)
        // For a proper implementation, you'd solve the full Toeplitz system
        for i in 0..order {
            if autocorr[0] != T::zero() {
                coeffs[i] = autocorr[i + 1] / autocorr[0];
            }
        }

        Ok(coeffs)
    }

    /// Make AR prediction
    fn ar_predict(
        &self,
        coeffs: &Array1<T>,
        x_data: &Array1<T>,
        y_data: &Array1<T>,
        x: T,
        _config: &AutoregressiveExtrapolationConfig<T>,
    ) -> InterpolateResult<T> {
        let order = coeffs.len();

        if y_data.len() < order {
            return Err(InterpolateError::ComputationError(
                "Insufficient data for AR prediction".to_string(),
            ));
        }

        // Use the last 'order' values to predict
        let mut prediction = T::zero();
        let start_idx = y_data.len() - order;

        for i in 0..order {
            prediction += coeffs[i] * y_data[start_idx + i];
        }

        // Adjust prediction based on distance from domain
        // This is a simplified approach - in practice you'd interpolate the time series
        let last_x = x_data[x_data.len() - 1];
        let extrapolation_distance = x - last_x;

        // Apply simple trend adjustment (very basic)
        if extrapolation_distance != T::zero() && y_data.len() >= 2 {
            let trend = (y_data[y_data.len() - 1] - y_data[y_data.len() - 2])
                / (x_data[x_data.len() - 1] - x_data[x_data.len() - 2]);
            prediction += trend * extrapolation_distance;
        }

        Ok(prediction)
    }

    /// Get access to the base extrapolator
    pub fn base(&self) -> &Extrapolator<T> {
        &self.base_extrapolator
    }

    /// Get mutable access to the base extrapolator
    pub fn base_mut(&mut self) -> &mut Extrapolator<T> {
        &mut self.base_extrapolator
    }

    /// Check if confidence estimation is enabled
    pub fn has_confidence(&self) -> bool {
        self.confidence_config.is_some()
    }

    /// Check if ensemble methods are enabled
    pub fn has_ensemble(&self) -> bool {
        self.ensemble_config.is_some()
    }

    /// Check if adaptive selection is enabled
    pub fn has_adaptive(&self) -> bool {
        self.adaptive_config.is_some()
    }

    /// Check if autoregressive modeling is enabled
    pub fn has_autoregressive(&self) -> bool {
        self.autoregressive_config.is_some()
    }

    /// Check if historical data is available
    pub fn has_historical_data(&self) -> bool {
        self.historical_data.is_some()
    }

    /// Get the number of available AR coefficients
    pub fn ar_model_order(&self) -> Option<usize> {
        self.autoregressive_config.as_ref().map(|c| c.ar_order)
    }

    /// Perform multiple extrapolations efficiently
    pub fn extrapolate_batch(&self, x_values: &[T]) -> Vec<InterpolateResult<T>> {
        x_values
            .iter()
            .map(|&x| self.extrapolate_advanced(x))
            .collect()
    }

    /// Get extrapolation method recommendations based on data characteristics
    pub fn recommend_methods(&self, x: T) -> Vec<ExtrapolationMethod> {
        let mut recommendations = Vec::new();

        // Basic recommendations based on position relative to domain
        let distance_from_lower = if x < self.base_extrapolator.lower_bound() {
            self.base_extrapolator.lower_bound() - x
        } else {
            T::zero()
        };

        let distance_from_upper = if x > self.base_extrapolator.upper_bound() {
            x - self.base_extrapolator.upper_bound()
        } else {
            T::zero()
        };

        let domain_width = self.base_extrapolator.domain_width();

        // For small extrapolation distances, recommend higher-order methods
        if distance_from_lower < domain_width * T::from(0.1).unwrap_or(T::one())
            || distance_from_upper < domain_width * T::from(0.1).unwrap_or(T::one())
        {
            recommendations.push(ExtrapolationMethod::Cubic);
            recommendations.push(ExtrapolationMethod::Quadratic);
        }

        // For moderate distances, recommend robust methods
        recommendations.push(ExtrapolationMethod::Linear);

        // For large distances, recommend asymptotic methods
        if distance_from_lower > domain_width * T::from(0.5).unwrap_or(T::one())
            || distance_from_upper > domain_width * T::from(0.5).unwrap_or(T::one())
        {
            recommendations.push(ExtrapolationMethod::Exponential);
            recommendations.push(ExtrapolationMethod::PowerLaw);
        }

        recommendations
    }
}