public double Evaluate( IChromosome chromosome )
{
// get function in polish notation
string function = chromosome.ToString( );
// go through all the data
double error = 0.0;
for ( int i = 0, n = data.Length - windowSize - predictionSize; i < n; i++ )
{
// put values from current window as variables
for ( int j = 0, b = i + windowSize - 1; j < windowSize; j++ )
{
variables[j] = data[b - j];
}
// avoid evaluation errors
try
{
// evaluate the function
double y = PolishExpression.Evaluate( function, variables );
// check for correct numeric value
if ( double.IsNaN( y ) )
return 0;
// get the difference between evaluated value and
// next value after the window, and sum error
error += Math.Abs( y - data[i + windowSize] );
}
catch
{
return 0;
}
}
// return optimization function value
return 100.0 / ( error + 1 );
}
