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use crate::evaluator::*; macro_const! { const DOC: &str = r#" Measure of the variability amplitude $$ \frac{\sigma_m^2 - \langle \delta^2 \rangle}{\langle m \rangle^2}, $$ where $\langle \delta^2 \rangle$ is the mean of squared error, $\sigma_m$ is the magnitude standard deviation. Note that this definition differs from [Sánchez et al. 2017](https://doi.org/10.3847/1538-4357/aa9188) - Depends on: **magnitude**, **error** - Minimum number of observations: **2** - Number of features: **1** Sánchez et al. 2017 [DOI:10.3847/1538-4357/aa9188](https://doi.org/10.3847/1538-4357/aa9188) "#; } #[doc = DOC!()] #[derive(Clone, Default, Debug, Serialize, Deserialize, JsonSchema)] pub struct ExcessVariance {} lazy_info!( EXCESS_VARIANCE_INFO, size: 1, min_ts_length: 2, t_required: false, m_required: true, w_required: true, sorting_required: false, ); impl ExcessVariance { pub fn new() -> Self { Self {} } pub fn doc() -> &'static str { DOC } } impl<T> FeatureEvaluator<T> for ExcessVariance where T: Float, { fn eval(&self, ts: &mut TimeSeries<T>) -> Result<Vec<T>, EvaluatorError> { self.check_ts_length(ts)?; let mean_error2 = ts.w.sample.fold(T::zero(), |sum, w| sum + w.recip()) / ts.lenf(); Ok(vec![ (ts.m.get_std2() - mean_error2) / ts.m.get_mean().powi(2), ]) } fn get_info(&self) -> &EvaluatorInfo { &EXCESS_VARIANCE_INFO } fn get_names(&self) -> Vec<&str> { vec!["excess_variance"] } fn get_descriptions(&self) -> Vec<&str> { vec!["variability amplitude (excess of magnitude variability over typical error)"] } } #[cfg(test)] #[allow(clippy::unreadable_literal)] #[allow(clippy::excessive_precision)] mod tests { use super::*; use crate::tests::*; check_feature!(ExcessVariance); feature_test!( mean, [ExcessVariance::new()], [0.41846885813148793], [0.0; 9], [1.0_f32, 1.0, 1.0, 1.0, 5.0, 6.0, 6.0, 6.0, 7.0], [1.0, 0.5, 1.0, 2.0, 0.5, 2.0, 1.0, 1.0, 0.5], ); }