def test_mstump_wrapper(T, m):
left_P, left_I = naive_mstump(T, m)
right_P, right_I = mstump(T, m)
npt.assert_almost_equal(left_P, right_P)
npt.assert_almost_equal(left_I, right_I)
def RunMP(aligned_data_root_path, output_path):
do_compute_individual_k_motifs = True
do_compute_anchored_chains = False
do_compute_semantic_segmentation = False
do_compute_multimodal_mp = False
window_size = 1300
#window_size = 1500
data_dict = LoadAlignedTILESData(aligned_data_root_path)
#plt.ion()
pids = list(data_dict.keys())[0:1]
streams = ['HeartRatePPG', 'StepCount']
# Compute motifs from the individual MP using a greedy method
if do_compute_individual_k_motifs:
num_motifs = 2
for pid in pids:
fitbit_df = data_dict[pid]['fitbit']
fitbit_df = fitbit_df.iloc[0:10000, :] # HACK
for stream in streams:
exclusion_signal = fitbit_df[stream].copy()
# Keep a NaN'd version for MP and interpolated one for OMP
#nan_replace_value = -1000000
#fitbit_df[stream][np.isnan(fitbit_df[stream])] = nan_replace_value
#fitbit_df_smooth = fitbit_df[stream].interpolate(method='linear', axis=0, inplace=False)
#fitbit_df_smooth = fitbit_df[stream].copy()
fitbit_df_smooth = exclusion_signal.copy()
if np.isnan(fitbit_df_smooth[0]
): # Fill NaNs at the beginning and end
idx = 0
while np.isnan(fitbit_df_smooth[idx]):
idx += 1
fitbit_df_smooth[0:idx] = fitbit_df_smooth[idx]
if np.isnan(fitbit_df_smooth[fitbit_df_smooth.shape[0] - 1]):
idx = fitbit_df_smooth.shape[0] - 1
while np.isnan(fitbit_df_smooth[idx]):
idx -= 1
fitbit_df_smooth[idx:] = fitbit_df_smooth[idx]
# Use Matrix Profile methods to learn a motif dictionary
motifs = []
while len(motifs) < num_motifs:
#fitbit_mp = stumpy.stump(fitbit_df[stream], m=window_size) # TODO - use the exclusion_signal
fitbit_mp = stumpy.stump(
exclusion_signal,
m=window_size) # TODO - use the exclusion_signal
fitbit_mp_argsort = np.array(fitbit_mp[:, 0]).argsort()
for motif_idx in range(len(fitbit_mp_argsort)):
stream_motif_idx = fitbit_mp_argsort[motif_idx]
num_nan = np.sum(
np.isnan(exclusion_signal.
values[stream_motif_idx:stream_motif_idx +
window_size]))
# Avoid finding bad motifs
if num_nan >= 5.0 * window_size / 6.0:
continue
if stream == 'HeartRatePPG':
pass
break
motif_left_idx = fitbit_mp_argsort[motif_idx]
motif = fitbit_df_smooth[motif_left_idx:motif_left_idx +
window_size]
motif[motif ==
0] = 1e-12 # OMP requires non-zeros in the support
motifs.append(motif)
plt.plot(range(motif_left_idx,
motif_left_idx + window_size),
motifs[-1],
'g-',
linewidth=5)
# Build a redundant dictionary from the motifs
num_repetitions = len(fitbit_df_smooth) - window_size
dictionary_mat = csr_matrix(
(len(motifs) * num_repetitions, len(fitbit_df_smooth)))
for motif_idx in range(len(motifs)):
motif_values = motifs[motif_idx].values
for repeat_idx in range(num_repetitions):
# SLOW: TODO - find better way of generating this matrix. Maybe I can change the sparse encoding directly and just push extra zeros in front of the motif sequence? Better yet, why not abandon the matrix representation and just use a list of motifs and their starting index in the signal
dictionary_mat[motif_idx * num_repetitions +
repeat_idx, repeat_idx:repeat_idx +
window_size] = motif_values
# Reconstruct the signal using the motif dictionary
# TODO : Write my own OMP with exclusion of each atom's support. Gram mat?
# TODO : Use L1 optimization (Lasso)?
#omp = OrthogonalMatchingPursuit(n_nonzero_coefs=2, fit_intercept=False)
omp = OrthogonalMatchingPursuitCV(fit_intercept=False)
omp.fit(dictionary_mat.T, fitbit_df_smooth)
intercept = omp.intercept_
coef = omp.coef_
idx_r = coef.nonzero()
num_nonzero = omp.n_nonzero_coefs_
#max_nonzero = 20
#skip_nan_percent = 0.1
#coef = np.zeros((dictionary_mat.T.shape[1],1))
#intercept = np.zeros((dictionary_mat.T.shape[0],1))
#for num_nonzero in range(1,max_nonzero+1):
# # Reconstruct the signal using the motif dictionary
# best_dict_idx = -1
# best_error = np.inf
# best_dict_support = None
# for dict_idx in range(dictionary_mat.shape[0]):
# # SLOW
# dict_vec = dictionary_mat[dict_idx,:].toarray().reshape(-1,)
# # Find the support
# left_support_idx = 0
# right_support_idx = len(dict_vec)-1
# while dict_vec[left_support_idx] == 0 and left_support_idx < len(dict_vec):
# left_support_idx += 1
# while dict_vec[right_support_idx] == 0 and right_support_idx >= 0:
# right_support_idx -= 1
# # Skip mostly NaN regions
# if np.sum(np.isnan(exclusion_signal[left_support_idx:right_support_idx+1])) > skip_nan_percent*(right_support_idx-left_support_idx+1):
# continue
# # Find the best match
# residual = exclusion_signal[left_support_idx:right_support_idx+1] - dict_vec[left_support_idx:right_support_idx+1]
# np.nan_to_num(residual, copy=False) # Replace NaN with zero
# error = np.dot(residual, residual)
# if error < best_error:
# best_error = error
# coef_val = 1 # TODO - constrain between 0.5 and 2?
# best_dict_idx = dict_idx
# best_dict_support = (left_support_idx, right_support_idx)
# if best_dict_idx < 0:
# print("No best next dictionary element found")
# break
# # Update coef
# coef_nonzero = (coef != 0).reshape(-1,)
# if np.sum(coef_nonzero) > 0:
# dictionary_mat_reduced = dictionary_mat[coef_nonzero, :]
# coef_reduced = coef[coef_nonzero]
# #prev_fit_signal = np.matmul(dictionary_mat.T, coef)
# prev_fit_signal = np.matmul(dictionary_mat_reduced.T.toarray(), coef_reduced)
# prev_residual = fitbit_df_smooth - prev_fit_signal.reshape(-1,)
# np.nan_to_num(prev_residual, copy=False) # Replace NaN with zero
# prev_error = np.dot(prev_residual, prev_residual)
# coef[best_dict_idx] = coef_val
# #fit_signal = np.matmul(dictionary_mat.T, coef)
# fit_signal = np.matmul(dictionary_mat_reduced.T.toarray(), coef_reduced)
# fit_residual = fitbit_df_smooth - fit_signal.reshape(-1,)
# np.nan_to_num(fit_residual, copy=False) # Replace NaN with zero
# fit_error = np.dot(fit_residual, fit_residual)
# else:
# prev_residual = fitbit_df_smooth- np.zeros(len(fitbit_df_smooth))
# np.nan_to_num(prev_residual, copy=False) # Replace NaN with zero
# prev_error = np.dot(prev_residual, prev_residual)
# coef[best_dict_idx] = coef_val
# coef_nonzero = (coef != 0).reshape(-1,)
# dictionary_mat_reduced = dictionary_mat[coef_nonzero, :]
# coef_reduced = coef[coef_nonzero]
# fit_signal = np.matmul(dictionary_mat_reduced.T.toarray(), coef_reduced)
# fit_residual = fitbit_df_smooth - fit_signal.reshape(-1,)
# np.nan_to_num(fit_residual, copy=False) # Replace NaN with zero
# fit_error = np.dot(fit_residual, fit_residual)
# if best_dict_support is not None:
# exclusion_signal[best_dict_support[0]:best_dict_support[1]+1] = np.inf
# if prev_error < fit_error:
# print("Avoiding overfitting...")
# coef[best_dict_idx,0] = 0
# break
coef_nonzero = (coef != 0).reshape(-1, )
dictionary_mat_reduced = dictionary_mat[coef_nonzero, :]
coef_reduced = coef[coef_nonzero]
fit_signal = np.matmul(dictionary_mat_reduced.T.toarray(),
coef_reduced) + intercept
plt.plot(range(fitbit_df[stream].shape[0]), fitbit_df[stream],
'b-')
#plt.plot(range(fitbit_df_smooth.shape[0]), fitbit_df_smooth, 'k-')
plt.plot(range(fitbit_df[stream].shape[0]), fit_signal, 'r--')
plt.title('OMP (%d coefs) + MP Motifs (%d motifs)' %
(num_nonzero, num_motifs))
plt.xlabel('Time')
plt.ylabel(stream)
plt.show()
return
pdb.set_trace()
# Compute individual matrix profiles (stump)
if do_compute_anchored_chains or do_compute_semantic_segmentation:
for pid in pids:
fitbit_df = data_dict[pid]['fitbit']
for stream in streams:
fitbit_mp = stumpy.stump(fitbit_df[stream], m=window_size)
if do_compute_anchored_chains:
left_mp_idx = fitbit_mp[:, 2]
right_mp_idx = fitbit_mp[:, 3]
#atsc_idx = 10
#anchored_chain = stumpy.atsc(left_mp_idx, right_mp_idx, atsc_idx)
all_chain_set, unanchored_chain = stumpy.allc(
left_mp_idx, right_mp_idx)
if do_compute_semantic_segmentation:
subseq_len = window_size
correct_arc_curve, regime_locations = stumpy.fluss(
fitbit_mp[:, 1],
L=subseq_len,
n_regimes=2,
excl_factor=5)
# Find the first motif with nearly no NaN values in the stream signal
fitbit_mp_argsort = np.array(fitbit_mp[:, 0]).argsort()
for motif_idx in range(len(fitbit_mp_argsort)):
stream_motif_idx = fitbit_mp_argsort[motif_idx]
num_nan = np.sum(
np.isnan(fitbit_df[stream].
values[stream_motif_idx:stream_motif_idx +
window_size]))
# Avoid finding bad motifs
if num_nan >= 5.0 * window_size / 6.0:
continue
if stream == 'HeartRatePPG':
pass
# Check for flat heart rate
#nan_like_value = 70
#num_valid = np.count_nonzero((fitbit_df[stream] - nan_like_value)[stream_motif_idx:stream_motif_idx+window_size])
#if num_valid < window_size - 2:
# continue
# Check for linear heart rate over time
#residual_threshold = window_size*(4.0**2)
#p, res, rank, sing_vals, rcond = np.polyfit(range(window_size), fitbit_df[stream][stream_motif_idx:stream_motif_idx+window_size], deg=1, full=True)
#if res < residual_threshold:
# continue
break
num_subplots = 3 if do_compute_semantic_segmentation else 2
fig, axs = plt.subplots(num_subplots,
sharex=True,
gridspec_kw={'hspace': 0})
plt.suptitle('Matrix Profile, %s, PID: %s' % (stream, pid),
fontsize='30')
axs[0].plot(fitbit_df[stream].values)
rect = plt.Rectangle((fitbit_mp_argsort[motif_idx], 0),
window_size,
2000,
facecolor='lightgrey')
axs[0].add_patch(rect)
rect = plt.Rectangle((fitbit_mp_argsort[motif_idx + 1], 0),
window_size,
2000,
facecolor='lightgrey')
axs[0].add_patch(rect)
axs[0].set_ylabel(stream, fontsize='20')
axs[1].plot(fitbit_mp[:, 0])
axs[1].axvline(x=fitbit_mp_argsort[motif_idx],
linestyle="dashed")
axs[1].axvline(x=fitbit_mp_argsort[motif_idx + 1],
linestyle="dashed")
axs[1].set_ylabel('Matrix Profile', fontsize='20')
if do_compute_anchored_chains:
for i in range(unanchored_chain.shape[0]):
y = fitbit_df[stream].iloc[
unanchored_chain[i]:unanchored_chain[i] +
window_size]
x = y.index.values
axs[0].plot(x, y, linewidth=3)
if do_compute_semantic_segmentation:
axs[2].plot(range(correct_arc_curve.shape[0]),
correct_arc_curve,
color='C1')
axs[0].axvline(x=regime_locations[0], linestyle="dashed")
axs[2].axvline(x=regime_locations[0], linestyle="dashed")
plt.show()
# Compute multi-dimensional matrix profiles (mstump)
if do_compute_multimodal_mp:
for pid in pids:
fitbit_df = data_dict[pid]['fitbit']
data = fitbit_df.loc[:, streams].values
mp, mp_indices = stumpy.mstump(data.T, m=window_size)
#print("Stumpy's mstump function does not handle NaN values. Skipping multi-dimensional MP")
#break
# TODO - This code is copied from above. Fix and finish it once mstump supports NaN
# Find the first motif with nearly no NaN values in the stream signal
fitbit_mp_argsort = np.array(fitbit_mp[:, 0]).argsort()
for motif_idx in range(len(fitbit_mp_argsort)):
stream_motif_idx = fitbit_mp_argsort[motif_idx]
num_nan = np.sum(
np.isnan(fitbit_df[stream].
values[stream_motif_idx:stream_motif_idx +
window_size]))
# Avoid finding bad motifs
if num_nan >= 2:
continue
if stream == 'HeartRatePPG':
# Check for flat heart rate
nan_like_value = 70
num_valid = np.count_nonzero(
(fitbit_df[stream] -
nan_like_value)[stream_motif_idx:stream_motif_idx +
window_size])
if num_valid < window_size - 2:
continue
# Check for linear heart rate over time
residual_threshold = window_size * (4.0**2)
p, res, rank, sing_vals, rcond = np.polyfit(
range(window_size),
fitbit_df[stream][stream_motif_idx:stream_motif_idx +
window_size],
deg=1,
full=True)
if res < residual_threshold:
continue
break
fig, axs = plt.subplots(2, sharex=True, gridspec_kw={'hspace': 0})
plt.suptitle('Matrix Profile, %s, PID: %s' % (stream, pid),
fontsize='30')
axs[0].plot(fitbit_df[stream].values)
rect = plt.Rectangle((fitbit_mp_argsort[motif_idx], 0),
window_size,
2000,
facecolor='lightgrey')
axs[0].add_patch(rect)
rect = plt.Rectangle((fitbit_mp_argsort[motif_idx + 1], 0),
window_size,
2000,
facecolor='lightgrey')
axs[0].add_patch(rect)
axs[0].set_ylabel(stream, fontsize='20')
axs[1].plot(fitbit_mp[:, 0])
axs[1].axvline(x=fitbit_mp_argsort[motif_idx], linestyle="dashed")
axs[1].axvline(x=fitbit_mp_argsort[motif_idx + 1],
linestyle="dashed")
axs[1].set_ylabel('Matrix Profile', fontsize='20')
plt.show()
plt.ioff()
plt.figure()
plt.plot()
plt.title('Dummy plot')
plt.show()
return
def test_mstump(T, m):
ref = stumpy.maamp(T, m)
comp = stumpy.mstump(T, m, normalize=False)
npt.assert_almost_equal(ref, comp)
def test_mstump_int_input():
with pytest.raises(TypeError):
mstump(np.arange(20).reshape(2, 10), 5)