def __init__(self, *, hyperparams: Hyperparams, random_seed: int = 0) -> None:
super().__init__(hyperparams=hyperparams, random_seed=random_seed)
self._knn = KNeighborsTimeSeriesClassifier(
n_neighbors=self.hyperparams["n_neighbors"],
metric=self.hyperparams["distance_metric"],
weights=self.hyperparams["sample_weighting"],
)
self._scaler = TimeSeriesScalerMinMax()
self._is_fit = False
def _func(self, data: np.ndarray, img_info_path: str,
roi_state: dict) -> np.ndarray:
if 'raw_min_max' in roi_state.keys():
raw_min_max = roi_state['raw_min_max']
else:
cnmf_idx = roi_state['cnmf_idx']
img_info_path = os.path.join(self.proj_path, img_info_path)
roi_states = pickle.load(open(img_info_path, 'rb'))['roi_states']
idx_components = roi_states['cnmf_output']['idx_components']
list_ix = np.argwhere(idx_components == cnmf_idx).ravel().item()
state = roi_states['states'][list_ix]
if not state['cnmf_idx'] == cnmf_idx:
raise ValueError(
'cnmf_idx from ImgInfoPath dict and DataFrame ROI_State dict do not match.'
)
raw_min_max = state['raw_min_max']
raw_min = raw_min_max['raw_min'][self.option]
raw_max = raw_min_max['raw_max'][self.option]
if raw_min >= raw_max:
self.excluded += 1
return np.NaN
return TimeSeriesScalerMinMax(
value_range=(raw_min, raw_max)).fit_transform(data).ravel()
def tsclusteringN(ts_data, names):
# クラスタリング
# 正規化
ts_dataset = TimeSeriesScalerMinMax().fit_transform(ts_data)
metric = 'dtw'
n_clusters = [n for n in range(2, 6)]
for n in n_clusters:
print('クラスター数 =', n)
# metricが「DTW」か「softdtw」なら異なるデータ数の時系列データでもOK
km = TimeSeriesKMeans(n_clusters=n,
metric=metric,
verbose=False,
random_state=1).fit(ts_dataset)
# クラスタリングの結果
print('クラスタリング結果 =', km.labels_)
# -1から1の範囲の値。シルエット値が1に近く、かつシルエット値をプロットしたシルエット図でクラスター間の幅の差が最も少ないクラスター数が最適
# 今回はシルエット値のみを確認
print('シルエット値 =',
silhouette_score(ts_dataset, km.labels_, metric=metric))
print()
def __ScaleData(self, input_data):
'''
scale input data to range [0,1]
parameters:
input_data : input data to rescale
'''
return TimeSeriesScalerMinMax().fit_transform(input_data)
def dataImport(name):
if not os.path.exists("../Classifier/TimeSeriesFiles/" + name):
url = "http://www.timeseriesclassification.com/Downloads/%s.zip" % name
extract_from_zip_url(url,
"../Classifier/TimeSeriesFiles/" + name + "/",
verbose=False)
data_train = numpy.loadtxt("../Classifier/TimeSeriesFiles/" + name + "/" +
name + "_TRAIN.txt")
data_test = numpy.loadtxt("../Classifier/TimeSeriesFiles/" + name + "/" +
name + "_TEST.txt")
X_train = to_time_series_dataset(data_train[:, 1:])
y_train = data_train[:, 0].astype(numpy.int)
X_test = to_time_series_dataset(data_test[:, 1:])
y_test = data_test[:, 0].astype(numpy.int)
X_train = TimeSeriesScalerMinMax().fit_transform(X_train)
X_test = TimeSeriesScalerMinMax().fit_transform(X_test)
return X_train, y_train, X_test, y_test
def __generateRefPrice(self, curPrice, seedPrice, priceRange):
priceMin = min(curPrice, seedPrice / 1.05 * (1 + numpy.random.uniform(-priceRange * 0.1, priceRange * 0.4)))
priceMax = max(curPrice, seedPrice * 1.05 * (1 + numpy.random.uniform(-priceRange * 0.4, priceRange * 0.1)))
data_len = numpy.random.randint(10000, 30000)
# assert curPrice>=priceMin and curPrice<=priceMax,f"error: {curPrice}, {priceMin}, {priceMax}"
def smooth_data(data):
x = numpy.arange(0, len(data), 1)
x_new = numpy.arange(0, max(x), 0.01)
func = interpolate.interp1d(x, data, kind='quadratic')
smoothed = func(x_new)
return smoothed
while True:
dataset = random_walks(n_ts=1, sz=data_len * 2)
scaler = TimeSeriesScalerMinMax(min=float(priceMin), max=float(priceMax))
dataset_scaled = scaler.fit_transform(dataset)[0, :, 0]
for i in range(0, data_len):
if abs(dataset_scaled[i] - curPrice) / curPrice < 0.001:
# return list(smooth_data(dataset_scaled[i:i+data_len]))
with open('price.txt', 'w+') as f:
f.writelines([f'{p}\n' for p in dataset_scaled[i:i + data_len]])
return list(dataset_scaled[i:i + data_len])
def _preprocess_series(self, X):
if self.scale:
X = TimeSeriesScalerMinMax().fit_transform(X)
else:
X = to_time_series_dataset(X)
if self.max_size is not None and self.max_size != X.shape[1]:
if X.shape[1] > self.max_size:
raise ValueError("Cannot feed model with series of length {} "
"max_size is {}".format(
X.shape[1], self.max_size))
X_ = numpy.zeros((X.shape[0], self.max_size, X.shape[2]))
X_[:, :X.shape[1]] = X
X_[:, X.shape[1]:] = numpy.nan
return X_
else:
return X
def tsclustering(ts_data, names):
# 正規化
ts_dataset = TimeSeriesScalerMinMax().fit_transform(ts_data)
n_clusters = 2
metric = 'dtw'
# metricが「DTW」か「softdtw」なら異なるデータ数の時系列データでもOK
km = TimeSeriesKMeans(n_clusters=n_clusters,
metric=metric,
verbose=False,
random_state=1).fit(ts_dataset)
# クラスタリングの結果
print('クラスタリング結果 =', km.labels_)
plot_clustering(km, ts_dataset, names, n_clusters)
# get current working directory
working_dir_path = Path.cwd()
sys.path.append(str(working_dir_path))
# Load the dataset
raw_data = pd.read_csv(os_path.join(working_dir_path,
"./data/train_curves.csv"),
header=None)
time_series_train = to_time_series_dataset(raw_data)
labels_train = genfromtxt(os_path.join(
working_dir_path, "./data/train_clustering_result.csv"),
delimiter=',')
# Normalize the time series
time_series_train = TimeSeriesScalerMinMax().fit_transform(
time_series_train)
# Get dimensions of the dataset
n_time_series, time_series_size = time_series_train.shape[:2]
n_classes = len(set(labels_train))
# We will extract 2 shapelets and align them with the time series
shapelet_sizes = {10: 2}
# Define the model
shapelet_classification_model = LearningShapelets(
n_shapelets_per_size=shapelet_sizes,
weight_regularizer=0.0001,
optimizer=Adam(lr=0.01),
max_iter=300,
verbose=1,
def k_means_clustering(sd_log):
"""
k_means clustering of all features using dtw for multivariate time series
:param sd_log: sd_log object
:return: cluster_metrics_dict: dict with clusters as key and features as values
"""
from tslearn.clustering import TimeSeriesKMeans, silhouette_score
from tslearn.utils import to_time_series_dataset
from tslearn.preprocessing import TimeSeriesScalerMinMax
data = sd_log.data
# TODO handle outliers
tmp = sd_log.waiting_time
data.drop(columns=[sd_log.waiting_time], inplace=True)
X = []
# Get data as numpy array
for col in data.columns:
X.append(sd_log.get_points(col))
# Normalize the data (y = (x - min) / (max - min))
data_norm = data.copy()
for column in data_norm.columns:
data_norm[column] = (data_norm[column] - data_norm[column].min()) / (
data_norm[column].max() - data_norm[column].min())
X = TimeSeriesScalerMinMax().fit_transform(X)
X = to_time_series_dataset(X)
# Find optimal # clusters by
# looping through different configurations for # of clusters and store the respective values for silhouette:
sil_scores = {}
for n in range(2, len(data.columns)):
model_tst = TimeSeriesKMeans(n_clusters=n, metric="dtw", n_init=10)
model_tst.fit(X)
sil_scores[n] = (silhouette_score(X,
model_tst.predict(X),
metric="dtw"))
opt_k = max(sil_scores, key=sil_scores.get)
model = TimeSeriesKMeans(n_clusters=opt_k, metric="dtw", n_init=10)
labels = model.fit_predict(X)
print(labels)
# build helper df to map metrics to their cluster labels
df_cluster = pd.DataFrame(list(zip(data.columns, model.labels_)),
columns=['metric', 'cluster'])
# make some helper dictionaries and lists
cluster_metrics_dict = df_cluster.groupby(
['cluster'])['metric'].apply(lambda x: [x for x in x]).to_dict()
cluster_len_dict = df_cluster['cluster'].value_counts().to_dict()
clusters_dropped = [
cluster for cluster in cluster_len_dict
if cluster_len_dict[cluster] == 1
]
clusters_final = [
cluster for cluster in cluster_len_dict
if cluster_len_dict[cluster] > 1
]
print('Plotting Clusters')
fig, axs = plt.subplots(opt_k) # , figsize=(10, 5))
# fig.suptitle('Clusters')
row_i = 0
# column_j = 0
# For each label there is,
# plots every series with that label
for cluster in cluster_metrics_dict:
for feat in cluster_metrics_dict[cluster]:
axs[row_i].plot(data_norm[feat], label=feat, alpha=0.4)
axs[row_i].legend(loc="best")
if len(cluster_metrics_dict[cluster]) > 100:
# TODO draw mean in red if more than one cluster
tmp = np.nanmean(np.vstack(cluster), axis=1)
axs[row_i].plot(tmp, c="red")
axs[row_i].set_title("Cluster " + str(cluster))
row_i += 1
# column_j += 1
# if column_j % k == 0:
# row_i += 1
# column_j = 0
plt.show()
# return dict {cluster_id: features}
return cluster_metrics_dict
def main(argv):
# define global timer to obtain global execution time
start_global = timer()
# define globals variables
global euclidean_clustered_data, \
dtw_clustered_data, \
soft_dtw_clustered_data, \
k_shape_clustered_data, \
gak_clustered_data
#############################################################################################
# Input arguments parsing
#############################################################################################
# define help message
help_message = \
'clustering.py -h \n\n' \
'usage: clustering.py [-c <number_clusters>] [-i <input_file>] [-ansEDSKG] \n' \
'by default: processing input data (without any sampling)' \
'(euclidean, dtw, soft-dtw and GAK k-means, k-shape)\n' \
'options list: \n' \
' -c / --clusters <number_clusters> # set number of clusters (default 3) \n\n' \
' -i / --ifile <input_file> # set input filename \n' \
' -n / --normalise # normalise input data \n' \
' -s / --standardise # standardise input data \n\n' \
' -a / --all # perform all 5 implemented methods of clustering: \n' \
' euclidean, dtw, soft-dtw, gak k-means and k-shape\n' \
' -E / --euclidean # perform euclidean k-means clustering \n' \
' -D / --dtw # perform dtw k-means clustering \n' \
' -S / --soft-dtw # perform soft-dtw k-means clustering \n' \
' -K / --k-shape # perform k-shape clustering \n' \
' -G / --gak # perform GAK k-means clustering \n'
# Create new object to save arguments
i_args = Arguments()
# number of rows in plot to create correct number of subplots
# default = 3 (raw data plus distribution histograms)
n_rows_plot = 3
# define validation rules for arguments
try:
opts, args = getopt.getopt(
argv,
"hc:i:nsaEDSKG",
[
"help",
"clusters=",
"ifile=",
"normalise",
"standardise",
"all",
"euclidean",
"dtw",
"soft-dtw",
"k-shape",
"gak"
]
)
except getopt.GetoptError:
print(help_message)
sys.exit(2)
# parse arguments
for opt, arg in opts:
if opt in ("-h", "--help"):
print(help_message)
sys.exit()
elif opt in ("-c", "--clusters"):
i_args.number_clusters = arg
elif opt in ("-i", "--ifile"):
i_args.input_file = arg
elif opt in ("-n", "--normalise"):
i_args.normalise_data = True
elif opt in ("-s", "--standardise"):
i_args.standardise_data = True
elif opt in ("-E", "--euclidean"):
n_rows_plot += 1
i_args.euclidean_clustering = True
elif opt in ("-D", "--dtw"):
n_rows_plot += 1
i_args.dtw_clustering = True
elif opt in ("-S", "--soft-dtw"):
n_rows_plot += 1
i_args.soft_dtw_clustering = True
elif opt in ("-K", "--k-shape"):
n_rows_plot += 1
i_args.k_shape_clustering = True
elif opt in ("-G", "--gak"):
n_rows_plot += 1
i_args.gak_clustering = True
elif opt in ("-a", "--all"):
n_rows_plot = 8
i_args.euclidean_clustering = True
i_args.dtw_clustering = True
i_args.soft_dtw_clustering = True
i_args.k_shape_clustering = True
i_args.gak_clustering = True
# normalise maximum number of subplots levels
n_rows_plot = 8 if n_rows_plot > 8 else n_rows_plot
#############################################################################################
# Raw data processing stage
#############################################################################################
# set style to matplotlib plot
mpl.style.use('seaborn')
# set seed value and seed the generator
seed = 0
numpy.random.seed(seed)
# import data and print first 5 rows
raw_data = import_data()
print(raw_data.head())
# convert raw data to the format which can be used by tslearn
# (3-d dimensional array)
# BUILT functionality: adjust all time series to one size
# (NaN values are appended to the shorter ones)
formatted_data = to_time_series_dataset(raw_data)
# print shape of new array
print(formatted_data.shape)
# obtain number of measuring
n_measuring = formatted_data.shape[1]
# define figure, grid_spec to create layout of the plot
fig = plt.figure(constrained_layout=True)
grid_spec = fig.add_gridspec(
n_rows_plot,
i_args.number_clusters
)
# set A4 size to figure
fig.set_size_inches(8.5, 11.75)
# setup count of layers of subplots
count_layer = 3
# setup first subplot and draw raw time series
f_ax_raw_data = fig.add_subplot(grid_spec[:2, :])
for xx in formatted_data:
f_ax_raw_data.plot(xx.ravel(), alpha=.2)
formatted_data_min = formatted_data.min()
formatted_data_max = formatted_data.max()
# draw title for chart with min and max values
f_ax_raw_data.set_title('Raw Data (min = %.2f, max = %.2f)' %(formatted_data_min, formatted_data_max))
# obtain and print executing time of data processing stage to console,
timer_tick = get_time_tick(start_global)
plt.ion()
plt.show()
print("Raw data processing time: %s" % timer_tick)
#############################################################################################
# Data preprocessing stage
#############################################################################################
start = timer()
# Convert NaNs to value predicted by interpolation
# linearly interpolate for NaN/NaNs
n_nan_changes = 0
for ind in range(formatted_data.shape[0]):
mask = numpy.isnan(formatted_data[ind])
n_nan_changes += mask.sum()
formatted_data[ind][mask] = numpy.interp(
numpy.flatnonzero(mask),
numpy.flatnonzero(~mask),
formatted_data[ind][~mask]
)
print("%d NaN values was/were interpolated" % n_nan_changes)
# Scaling
# to know should we use normalization or standardization, we need to see
# the distribution of values.
# take random 3 measuring for each case to draw histograms
random_indexes = numpy.random.choice(n_measuring, i_args.number_clusters, replace=False)
# create new arrays with values of randomly chosen measurements
histogram_data = formatted_data[:, random_indexes]
# draw histograms
for i_histogram in range(i_args.number_clusters):
f_ax_histogram = fig.add_subplot(grid_spec[2, i_histogram])
f_ax_histogram.hist(
histogram_data[:, i_histogram],
bins=25, density=True
)
f_ax_histogram.text(0.55, 0.98,
'Measurement #%d' % random_indexes[i_histogram],
transform=plt.gca().transAxes,
color="navy"
)
if i_histogram == 1:
preprocessing = ''
if i_args.normalise_data:
preprocessing += "normalised"
if i_args.standardise_data:
preprocessing += " and standardised"
elif i_args.standardise_data:
preprocessing += "standardised"
preprocessing = '' if preprocessing == '' else "(data will be %s)" % preprocessing
f_ax_histogram.set_title(
"Distributions histograms %s" % preprocessing,
color='navy', y=1, pad=14
)
# if no processing data option chosen continue with raw data
processed_data = formatted_data
# since for this concrete challenge data the distributions are more/less
# Gaussian/Normal we can use standardization
# normalize data: Min-Max scaling ranging between 0 and 1
if i_args.normalise_data:
processed_data = TimeSeriesScalerMinMax().fit_transform(processed_data)
print("Data was normalised")
# standardize data: scaling technique where the values are centered around
# the mean with a unit standard deviation
if i_args.standardise_data:
processed_data = TimeSeriesScalerMeanVariance().fit_transform(processed_data)
print("Data was standardised")
# obtain max value of data (to be used in visualization subplots)
max_data = processed_data.max() * 1.2
min_data = processed_data.min() * 1.2
timer_tick = get_time_tick(start)
print("#############################################################################################")
print("Data processing stage elapsed time: %s" % timer_tick)
#############################################################################################
# Implementing Euclidean k-means clustering algorithm
#############################################################################################
if i_args.euclidean_clustering:
start = timer()
print("Euclidean k-means")
# define parameters of the model of the algorithm
k_means_euclidean = TimeSeriesKMeans(
n_clusters=i_args.number_clusters,
verbose=True,
random_state=seed,
n_jobs=4
)
# calculate cluster's label array
euclidean_clustered_data = k_means_euclidean.fit_predict(processed_data)
# draw subplots with attributed clusters of time series as well as
# cluster centers' lines
for i_cluster in range(i_args.number_clusters):
f_ax_euclidean = create_figure_axes(fig, grid_spec, count_layer, i_cluster,
n_measuring, min_data, max_data,
processed_data, euclidean_clustered_data, 'tab:blue')
f_ax_euclidean.plot(
k_means_euclidean.cluster_centers_[i_cluster].ravel(),
"tab:green"
)
if i_cluster == 1:
middle_axis = f_ax_euclidean
# increment count of filled layer of subplots
count_layer += 1
# obtain processing time, print it to console and
# add it to the title of the series of subplots
timer_tick = get_time_tick(start)
middle_axis.set_title(
"Euclidean $k$-means (%s)" % timer_tick,
color='tab:green', y=1, pad=14
)
print("#############################################################################################")
print("Euclidean k-means time processing: %s" % timer_tick)
#############################################################################################
# Implementing DTW k-means clustering algorithm
# use dtw (Dynamic Time Warping Distance) metric to calculate
# distance between means
#############################################################################################
if i_args.dtw_clustering:
start = timer()
print("DTW k-means")
k_means_DTW = TimeSeriesKMeans(n_clusters=i_args.number_clusters,
n_init=3,
metric="dtw",
verbose=True,
max_iter_barycenter=10,
random_state=seed,
n_jobs=6
)
dtw_clustered_data = k_means_DTW.fit_predict(processed_data)
for i_cluster in range(i_args.number_clusters):
f_ax_dtw = create_figure_axes(fig, grid_spec, count_layer, i_cluster,
n_measuring, min_data, max_data,
processed_data, dtw_clustered_data, 'tab:blue')
f_ax_dtw.plot(
k_means_DTW.cluster_centers_[i_cluster].ravel(),
"tab:red"
)
if i_cluster == 1:
middle_axis = f_ax_dtw
# increment count of filled layer of subplots
count_layer += 1
timer_tick = get_time_tick(start)
middle_axis.set_title(
"DTW $k$-means (%s)" % timer_tick,
color='tab:red', y=1, pad=14
)
print("#############################################################################################")
print("DTW k-means time processing: %s" % timer_tick)
#############################################################################################
# Implementing soft DTW k-means clustering algorithm
# use soft dtw (Dynamic Time Warping Distance) metric to calculate
# distance between means
#############################################################################################
if i_args.soft_dtw_clustering:
start = timer()
print("Soft-DTW k-means")
k_means_soft_DTW = TimeSeriesKMeans(n_clusters=i_args.number_clusters,
metric="softdtw",
metric_params={"gamma": .025},
verbose=True,
random_state=seed,
n_jobs=6
)
soft_dtw_clustered_data = k_means_soft_DTW.fit_predict(processed_data)
for i_cluster in range(i_args.number_clusters):
f_ax_soft_dtw = create_figure_axes(fig, grid_spec, count_layer, i_cluster,
n_measuring, min_data, max_data,
processed_data, soft_dtw_clustered_data, 'tab:blue')
f_ax_soft_dtw.plot(
k_means_soft_DTW.cluster_centers_[i_cluster].ravel(),
"tab:purple"
)
if i_cluster == 1:
middle_axis = f_ax_soft_dtw
# increment count of filled layer of subplots
count_layer += 1
timer_tick = get_time_tick(start)
middle_axis.set_title(
"Soft-DTW $k$-means (%s)" % timer_tick,
color='tab:purple', y=1, pad=14
)
print("#############################################################################################")
print("Soft-DTW k-means time processing: %s" % timer_tick)
#############################################################################################
# Implementing k-Shape clustering algorithm
#############################################################################################
if i_args.k_shape_clustering:
start = timer()
print("K-Shape")
k_shape = KShape(n_clusters=i_args.number_clusters,
verbose=True,
random_state=seed
)
k_shape_clustered_data = k_shape.fit_predict(processed_data)
for i_cluster in range(i_args.number_clusters):
min_axe_value = min(min_data, k_shape.cluster_centers_[i_cluster].ravel().min())
max_axe_value = max(max_data, k_shape.cluster_centers_[i_cluster].ravel().max())
f_ax_k_shape = create_figure_axes(fig, grid_spec, count_layer, i_cluster,
n_measuring, min_axe_value, max_axe_value,
processed_data, k_shape_clustered_data, 'tab:blue')
f_ax_k_shape.plot(
k_shape.cluster_centers_[i_cluster].ravel(),
"tab:orange"
)
if i_cluster == 1:
middle_axis = f_ax_k_shape
# increment count of filled layer of subplots
count_layer += 1
timer_tick = get_time_tick(start)
middle_axis.set_title(
"$K$-Shape (%s)" % timer_tick,
color='tab:orange', y=1, pad=14
)
print("#############################################################################################")
print("K-Shape time processing: %s" % timer_tick)
#############################################################################################
# Implementing Global Alignment kernel k-means clustering algorithm
# since kernel is used, there is no centroid of the cluster
#############################################################################################
if i_args.gak_clustering:
start = timer()
print("GAK-k-means")
gak_k_means = KernelKMeans(n_clusters=i_args.number_clusters,
kernel="gak",
kernel_params={"sigma": "auto"},
n_init=10,
verbose=True,
random_state=seed,
n_jobs=6
)
gak_clustered_data = gak_k_means.fit_predict(processed_data)
for i_cluster in range(i_args.number_clusters):
f_ax_gak_k_means = create_figure_axes(fig, grid_spec, count_layer, i_cluster,
n_measuring, min_data, max_data,
processed_data, gak_clustered_data, 'tab:blue')
if i_cluster == 1:
middle_axis = f_ax_gak_k_means
# increment count of filled layer of subplots
count_layer += 1
timer_tick = get_time_tick(start)
middle_axis.set_title(
"Global Alignment kernel $k$-means (%s)" % timer_tick,
color='tab:cyan', y=1, pad=14)
print("#############################################################################################")
print("GAK k-means time processing: %s" % timer_tick)
#############################################################################################
# return string with current datetime
now = datetime.now().strftime("%d-%m-%Y_%H-%M-%S")
# define the name of the directory to be created
path = "./out/%s" % now
print("#############################################################################################")
try:
os.mkdir(path)
except OSError:
print("Creation of the directory %s failed" % path)
else:
print("Successfully created the directory %s " % path)
try:
# save figure as pdf to out folder
fig.savefig("./out/%s/visual_result.pdf" % now)
# save clustering results
if i_args.euclidean_clustering:
numpy.savetxt(
"./out/%s/euclidean_clustering_result.csv" % now,
euclidean_clustered_data,
delimiter=","
)
if i_args.dtw_clustering:
numpy.savetxt(
"./out/%s/dtw_clustering_result.csv" % now,
dtw_clustered_data,
delimiter=","
)
if i_args.soft_dtw_clustering:
numpy.savetxt(
"./out/%s/soft_dtw_clustering_result.csv" % now,
soft_dtw_clustered_data,
delimiter=","
)
if i_args.k_shape_clustering:
numpy.savetxt(
"./out/%s/k_shape_clustering_result.csv" % now,
k_shape_clustered_data,
delimiter=","
)
if i_args.gak_clustering:
numpy.savetxt(
"./out/%s/gak_clustering_result.csv" % now,
gak_clustered_data,
delimiter=","
)
except RuntimeError:
print("Saving results failed")
else:
print("Successfully saved results in the path %s " % path)
#############################################################################################
# obtain and print global executing time
timer_tick = get_time_tick(start_global)
print("#############################################################################################")
print("All algorithms elapsed time: % s" % timer_tick)
#############################################################################################
# render and show plot
# plt.show()
plt.draw()
plt.pause(0.001)
input("Press [enter] to finish.")
print("#############################################################################################")
def normalize(ts, ts_err):
ts /= (ts_err + 1) # +1 to avoid zero division
ts = np.nan_to_num(ts)
ts = TimeSeriesScalerMinMax().fit_transform(ts)
return ts
# if data[i]<minVal:
# data[i] = minVal
# elif data[i]>maxVal:
# data[i] = maxVal
#
#转成tslearn格式
import time
data = ReadDataFromFile()
from tslearn.utils import to_time_series_dataset
formatted_dataset = to_time_series_dataset(list(data.values()))
#归一化
from tslearn.preprocessing import TimeSeriesScalerMinMax
scaler = TimeSeriesScalerMinMax(value_range=(0., 1.))
storeMinMax = []
for i in range(len(formatted_dataset)):
ele = formatted_dataset[i]
ele = ele.reshape(ele.shape[0])
storeMinMax.append((min(ele), max(ele)))
formatted_dataset[i] = scaler.fit_transform(ele).reshape(
formatted_dataset[i].shape[0], formatted_dataset[i].shape[1])
#进行聚类
## 目标：将已有的时序数据分成若干类，每个类中有一个中心变量，通过对中心变量的预测可以实现对其他时序数据的预测，从而降低时序数据预测的开销
## 暂时不考虑时序上的位移，只考虑数值上每个类与该类之间存在固定的线性变化，这样通过计算线性关系的算法可以直接算出来
# T1：直接对原始数据进行基于切分的聚类时不可行的，速度太慢。
# 想法一：进行普通归一化。然后以欧式距离/相关性进行聚类，聚类方法为普通K-means递进/DBSCAN/层次聚类
from tslearn.neighbors import KNeighborsTimeSeriesClassifier
from tslearn.preprocessing import TimeSeriesScalerMinMax
from tslearn.datasets import CachedDatasets
from sklearn.model_selection import GridSearchCV, StratifiedKFold
from sklearn.pipeline import Pipeline
import numpy as np
import matplotlib.pyplot as plt
# Our pipeline consists of two phases. First, data will be normalized using
# min-max normalization. Afterwards, it is fed to a KNN classifier. For the
# KNN classifier, we tune the n_neighbors and weights hyper-parameters.
n_splits = 3
pipeline = GridSearchCV(Pipeline([('normalize', TimeSeriesScalerMinMax()),
('knn', KNeighborsTimeSeriesClassifier())]),
{
'knn__n_neighbors': [5, 25],
'knn__weights': ['uniform', 'distance']
},
cv=StratifiedKFold(n_splits=n_splits,
shuffle=True,
random_state=42))
X_train, y_train, _, _ = CachedDatasets().load_dataset("Trace")
# Keep only timeseries of class 1, 2, 3
X_train = X_train[y_train > 0]
y_train = y_train[y_train > 0]
from sklearn.pipeline import Pipeline
from tslearn.generators import random_walk_blobs
from tslearn.preprocessing import TimeSeriesScalerMinMax
from tslearn.neighbors import KNeighborsTimeSeriesClassifier, KNeighborsTimeSeries
from tslearn.piecewise import SymbolicAggregateApproximation
numpy.random.seed(0)
n_ts_per_blob, sz, d, n_blobs = 20, 100, 1, 2
# Prepare data
X, y = random_walk_blobs(n_ts_per_blob=n_ts_per_blob,
sz=sz,
d=d,
n_blobs=n_blobs)
scaler = TimeSeriesScalerMinMax(min=0., max=1.) # Rescale time series
X_scaled = scaler.fit_transform(X)
indices_shuffle = numpy.random.permutation(n_ts_per_blob * n_blobs)
X_shuffle = X_scaled[indices_shuffle]
y_shuffle = y[indices_shuffle]
X_train = X_shuffle[:n_ts_per_blob * n_blobs // 2]
X_test = X_shuffle[n_ts_per_blob * n_blobs // 2:]
y_train = y_shuffle[:n_ts_per_blob * n_blobs // 2]
y_test = y_shuffle[n_ts_per_blob * n_blobs // 2:]
# Nearest neighbor search
knn = KNeighborsTimeSeries(n_neighbors=3, metric="dtw")
knn.fit(X_train, y_train)
dists, ind = knn.kneighbors(X_test)
def row_wise_minmax_scaling(x):
'''
Takes a 2D array and scales each row to the range of [0.0, 1.0]
'''
scaler = TimeSeriesScalerMinMax(value_range=(0.0, 1.0))
return (scaler.fit_transform(x).squeeze())
except RuntimeError as e:
print(e)
# Set a seed to ensure determinism
numpy.random.seed(42)
# Load the Trace dataset
X_train, y_train, _, _ = CachedDatasets().load_dataset("Trace")
# Filter out classes 2 and 4
mask = numpy.isin(y_train, [1, 3])
X_train = X_train[mask]
y_train = y_train[mask]
# Normalize the time series
X_train = TimeSeriesScalerMinMax().fit_transform(X_train)
# Get statistics of the dataset
n_ts, ts_sz = X_train.shape[:2]
n_classes = len(set(y_train))
# We will extract 1 shapelet and align it with a time series
shapelet_sizes = {20: 1}
# Define the model and fit it using the training data
shp_clf = LearningShapelets(n_shapelets_per_size=shapelet_sizes,
weight_regularizer=0.001,
optimizer=Adam(lr=0.01),
max_iter=250,
verbose=0,
scale=False,
from tslearn.generators import random_walk_blobs
from tslearn.preprocessing import TimeSeriesScalerMinMax
from tslearn.neighbors import KNeighborsTimeSeriesClassifier, \
KNeighborsTimeSeries
from tslearn.piecewise import SymbolicAggregateApproximation
numpy.random.seed(0)
n_ts_per_blob, sz, d, n_blobs = 20, 100, 1, 2
# Prepare data
X, y = random_walk_blobs(n_ts_per_blob=n_ts_per_blob,
sz=sz,
d=d,
n_blobs=n_blobs)
scaler = TimeSeriesScalerMinMax(value_range=(0., 1.)) # Rescale time series
X_scaled = scaler.fit_transform(X)
indices_shuffle = numpy.random.permutation(n_ts_per_blob * n_blobs)
X_shuffle = X_scaled[indices_shuffle]
y_shuffle = y[indices_shuffle]
X_train = X_shuffle[:n_ts_per_blob * n_blobs // 2]
X_test = X_shuffle[n_ts_per_blob * n_blobs // 2:]
y_train = y_shuffle[:n_ts_per_blob * n_blobs // 2]
y_test = y_shuffle[n_ts_per_blob * n_blobs // 2:]
# Nearest neighbor search
knn = KNeighborsTimeSeries(n_neighbors=3, metric="dtw")
knn.fit(X_train, y_train)
dists, ind = knn.kneighbors(X_test)
class KaninePrimitive(SupervisedLearnerPrimitiveBase[Inputs, Outputs, Params,
Hyperparams]):
"""
Primitive that applies the k nearest neighbor classification algorithm to time series data.
The tslearn KNeighborsTimeSeriesClassifier implementation is wrapped.
Training inputs: 1) Feature dataframe, 2) Target dataframe
Outputs: Dataframe with predictions for specific time series at specific future time instances
Arguments:
hyperparams {Hyperparams} -- D3M Hyperparameter object
Keyword Arguments:
random_seed {int} -- random seed (default: {0})
"""
metadata = metadata_base.PrimitiveMetadata({
# Simply an UUID generated once and fixed forever. Generated using "uuid.uuid4()".
"id":
"2d6d3223-1b3c-49cc-9ddd-50f571818268",
"version":
__version__,
"name":
"kanine",
# Keywords do not have a controlled vocabulary. Authors can put here whatever they find suitable.
"keywords": [
"time series",
"knn",
"k nearest neighbor",
"time series classification",
],
"source": {
"name":
__author__,
"contact":
__contact__,
"uris": [
# Unstructured URIs.
"https://github.com/Yonder-OSS/D3M-Primitives",
],
},
# A list of dependencies in order. These can be Python packages, system packages, or Docker images.
# Of course Python packages can also have their own dependencies, but sometimes it is necessary to
# install a Python package first to be even able to run setup.py of another package. Or you have
# a dependency which is not on PyPi.
"installation": [
{
"type": "PIP",
"package": "cython",
"version": "0.29.14"
},
{
"type":
metadata_base.PrimitiveInstallationType.PIP,
"package_uri":
"git+https://github.com/Yonder-OSS/D3M-Primitives.git@{git_commit}#egg=yonder-primitives"
.format(git_commit=utils.current_git_commit(
os.path.dirname(__file__)), ),
},
],
# The same path the primitive is registered with entry points in setup.py.
"python_path":
"d3m.primitives.time_series_classification.k_neighbors.Kanine",
# Choose these from a controlled vocabulary in the schema. If anything is missing which would
# best describe the primitive, make a merge request.
"algorithm_types": [
metadata_base.PrimitiveAlgorithmType.K_NEAREST_NEIGHBORS,
],
"primitive_family":
metadata_base.PrimitiveFamily.TIME_SERIES_CLASSIFICATION,
})
def __init__(self,
*,
hyperparams: Hyperparams,
random_seed: int = 0) -> None:
super().__init__(hyperparams=hyperparams, random_seed=random_seed)
self._knn = KNeighborsTimeSeriesClassifier(
n_neighbors=self.hyperparams["n_neighbors"],
metric=self.hyperparams["distance_metric"],
weights=self.hyperparams["sample_weighting"],
)
self._scaler = TimeSeriesScalerMinMax()
self._is_fit = False
def get_params(self) -> Params:
if not self._is_fit:
return Params(scaler=None, classifier=None, output_columns=None)
return Params(scaler=self._scaler,
classifier=self._knn,
output_columns=self._output_columns)
def set_params(self, *, params: Params) -> None:
self._scaler = params['scaler']
self._knn = params['classifier']
self._output_columns = params['output_columns']
self._is_fit = all(param is not None for param in params.values())
def _get_cols(self, input_metadata):
""" private util function that finds grouping column from input metadata
Arguments:
input_metadata {D3M Metadata object} -- D3M Metadata object for input frame
Returns:
list[int] -- list of column indices annotated with GroupingKey metadata
"""
# find column with ts value through metadata
grouping_column = input_metadata.list_columns_with_semantic_types(
("https://metadata.datadrivendiscovery.org/types/GroupingKey", ))
return grouping_column
def _get_value_col(self, input_metadata):
"""
private util function that finds the value column from input metadata
Arguments:
input_metadata {D3M Metadata object} -- D3M Metadata object for input frame
Returns:
int -- index of column that contains time series value after Time Series Formatter primitive
"""
# find attribute column but not file column
attributes = input_metadata.list_columns_with_semantic_types(
('https://metadata.datadrivendiscovery.org/types/Attribute', ))
# this is assuming alot, but timeseries formaters typicaly place value column at the end
attribute_col = attributes[-1]
return attribute_col
def set_training_data(self, *, inputs: Inputs, outputs: Outputs) -> None:
""" Sets primitive's training data
Arguments:
inputs {Inputs} -- D3M dataframe containing attributes
outputs {Outputs} -- D3M dataframe containing targets
"""
# load and reshape training data
self._output_columns = outputs.columns
outputs = np.array(outputs)
n_ts = outputs.shape[0]
ts_sz = inputs.shape[0] // n_ts
attribute_col = self._get_value_col(inputs.metadata)
self._X_train = inputs.iloc[:,
attribute_col].values.reshape(n_ts, ts_sz)
self._y_train = np.array(outputs).reshape(-1, )
def fit(self,
*,
timeout: float = None,
iterations: int = None) -> CallResult[None]:
""" Fits KNN model using training data from set_training_data and hyperparameters
Keyword Arguments:
timeout {float} -- timeout, not considered (default: {None})
iterations {int} -- iterations, not considered (default: {None})
Returns:
CallResult[None]
"""
scaled = self._scaler.fit_transform(self._X_train)
self._knn.fit(scaled, self._y_train)
self._is_fit = True
return CallResult(None, has_finished=self._is_fit)
def produce(self,
*,
inputs: Inputs,
timeout: float = None,
iterations: int = None) -> CallResult[Outputs]:
""" Produce primitive's classifications for new time series data
Arguments:
inputs {Inputs} -- full D3M dataframe, containing attributes, key, and target
Keyword Arguments:
timeout {float} -- timeout, not considered (default: {None})
iterations {int} -- iterations, not considered (default: {None})
Raises:
PrimitiveNotFittedError: if primitive not fit
Returns:
CallResult[Outputs] -- dataframe with a column containing a predicted class
for each input time series
"""
if not self._is_fit:
raise PrimitiveNotFittedError("Primitive not fitted.")
# find column with ts value through metadata
grouping_column = self._get_cols(inputs.metadata)
n_ts = inputs.iloc[:, grouping_column[0]].nunique()
ts_sz = inputs.shape[0] // n_ts
attribute_col = self._get_value_col(inputs.metadata)
x_vals = inputs.iloc[:, attribute_col].values.reshape(n_ts, ts_sz)
# make predictions
scaled = self._scaler.transform(x_vals)
preds = self._knn.predict(scaled)
# create output frame
result_df = container.DataFrame({self._output_columns[0]: preds},
generate_metadata=True)
result_df.metadata = result_df.metadata.add_semantic_type(
(metadata_base.ALL_ELEMENTS, 0),
("https://metadata.datadrivendiscovery.org/types/PredictedTarget"),
)
return CallResult(result_df, has_finished=True)
def get_color(weights):
baselines = numpy.zeros((4, 3))
weights = numpy.array(weights).reshape(1, 4)
for i, c in enumerate(["r", "g", "b", "y"]):
baselines[i] = matplotlib.colors.ColorConverter().to_rgb(c)
return numpy.dot(weights, baselines).ravel()
numpy.random.seed(0)
X_train, y_train, X_test, y_test = CachedDatasets().load_dataset("Trace")
X_out = numpy.empty((4, X_train.shape[1], X_train.shape[2]))
plt.figure()
for i in range(4):
X_out[i] = X_train[y_train == (i + 1)][0]
X_out = TimeSeriesScalerMinMax().fit_transform(X_out)
for i, pos in enumerate([1, 5, 21, 25]):
plt.subplot(5, 5, pos)
w = [0.] * 4
w[i] = 1.
plt.plot(X_out[i].ravel(),
color=matplotlib.colors.rgb2hex(get_color(w)),
linewidth=2)
plt.text(X_out[i].shape[0], 0., "$X_%d$" % i,
horizontalalignment="right",
verticalalignment="baseline",
fontsize=24)
plt.xticks([])
plt.yticks([])
"""
from __future__ import print_function
# Author: Romain Tavenard
# License: BSD 3 clause
import numpy
import matplotlib.pyplot as plt
from tslearn.datasets import CachedDatasets
from tslearn.preprocessing import TimeSeriesScalerMinMax
from tslearn.svm import TimeSeriesSVC
numpy.random.seed(0)
X_train, y_train, X_test, y_test = CachedDatasets().load_dataset("Trace")
X_train = TimeSeriesScalerMinMax().fit_transform(X_train)
X_test = TimeSeriesScalerMinMax().fit_transform(X_test)
clf = TimeSeriesSVC(kernel="gak",
gamma=.1,
sz=X_train.shape[1],
d=X_train.shape[2])
clf.fit(X_train, y_train)
print(("Correct classification rate:", clf.score(X_test, y_test)))
n_classes = len(set(y_train))
plt.figure()
support_vectors = clf.support_vectors_time_series_(X_train)
for i, cl in enumerate(set(y_train)):
plt.subplot(n_classes, 1, i + 1)
len(first_train) from toolz.itertoolz import sliding_window, partition #for every day of the train set store the flow observations days_first=list(partition(48,first_train)) days_first len(days_first) #from list to multidimensional array days_first=np.asarray(days_first) days_first from tslearn.utils import to_time_series, to_time_series_dataset #create univariate series for normalized flow_observation first_time_series = to_time_series(days_first) print(first_time_series.shape) #normalize time series from tslearn.preprocessing import TimeSeriesScalerMeanVariance, TimeSeriesScalerMinMax first_time_series = TimeSeriesScalerMinMax(value_range=(0.0, 1.0)).fit_transform(first_time_series) #first_time_series = TimeSeriesScalerMeanVariance(mu=0.0, std=1.0).fit_transform(first_time_series) print(first_time_series.shape) #treatment of the second variable second_train=df.loc[:,'Density'] second_train=np.array(second_train) second_train= second_train.reshape((len(second_train), 1)) #from array to list second_train=second_train.tolist() len(second_train) #for every day of the train set store the flow observations days_second=list(partition(48,second_train)) days_second len(days_second)
class KaninePrimitive(SupervisedLearnerPrimitiveBase[Inputs, Outputs, Params,
Hyperparams]):
"""
Primitive that applies the k nearest neighbor classification algorithm to time series data.
The tslearn KNeighborsTimeSeriesClassifier implementation is wrapped.
"""
metadata = metadata_base.PrimitiveMetadata({
"id":
"2d6d3223-1b3c-49cc-9ddd-50f571818268",
"version":
__version__,
"name":
"kanine",
"keywords": [
"time series",
"knn",
"k nearest neighbor",
"time series classification",
],
"source": {
"name": __author__,
"contact": __contact__,
"uris": [
"https://github.com/kungfuai/d3m-primitives",
],
},
"installation": [
{
"type": "PIP",
"package": "cython",
"version": "0.29.16"
},
{
"type":
metadata_base.PrimitiveInstallationType.PIP,
"package_uri":
"git+https://github.com/kungfuai/d3m-primitives.git@{git_commit}#egg=kf-d3m-primitives"
.format(git_commit=utils.current_git_commit(
os.path.dirname(__file__)), ),
},
],
"python_path":
"d3m.primitives.time_series_classification.k_neighbors.Kanine",
"algorithm_types": [
metadata_base.PrimitiveAlgorithmType.K_NEAREST_NEIGHBORS,
],
"primitive_family":
metadata_base.PrimitiveFamily.TIME_SERIES_CLASSIFICATION,
})
def __init__(self,
*,
hyperparams: Hyperparams,
random_seed: int = 0) -> None:
super().__init__(hyperparams=hyperparams, random_seed=random_seed)
self._knn = KNeighborsTimeSeriesClassifier(
n_neighbors=self.hyperparams["n_neighbors"],
metric=self.hyperparams["distance_metric"],
weights=self.hyperparams["sample_weighting"],
)
self._scaler = TimeSeriesScalerMinMax()
self._is_fit = False
def get_params(self) -> Params:
if not self._is_fit:
return Params(scaler=None, classifier=None, output_columns=None)
return Params(
scaler=self._scaler,
classifier=self._knn,
output_columns=self._output_columns,
)
def set_params(self, *, params: Params) -> None:
self._scaler = params["scaler"]
self._knn = params["classifier"]
self._output_columns = params["output_columns"]
self._is_fit = all(param is not None for param in params.values())
def _get_cols(self, input_metadata):
"""private util function that finds grouping column from input metadata
Arguments:
input_metadata {D3M Metadata object} -- D3M Metadata object for input frame
Returns:
list[int] -- list of column indices annotated with GroupingKey metadata
"""
# find column with ts value through metadata
grouping_column = input_metadata.list_columns_with_semantic_types(
("https://metadata.datadrivendiscovery.org/types/GroupingKey", ))
return grouping_column
def _get_value_col(self, input_metadata):
"""
private util function that finds the value column from input metadata
Arguments:
input_metadata {D3M Metadata object} -- D3M Metadata object for input frame
Returns:
int -- index of column that contains time series value after Time Series Formatter primitive
"""
# find attribute column but not file column
attributes = input_metadata.list_columns_with_semantic_types(
("https://metadata.datadrivendiscovery.org/types/Attribute", ))
# this is assuming alot, but timeseries formaters typicaly place value column at the end
attribute_col = attributes[-1]
return attribute_col
def set_training_data(self, *, inputs: Inputs, outputs: Outputs) -> None:
"""Sets primitive's training data
Arguments:
inputs {Inputs} -- D3M dataframe containing attributes
outputs {Outputs} -- D3M dataframe containing targets
"""
# load and reshape training data
self._output_columns = outputs.columns
outputs = np.array(outputs)
n_ts = outputs.shape[0]
ts_sz = inputs.shape[0] // n_ts
attribute_col = self._get_value_col(inputs.metadata)
self._X_train = inputs.iloc[:,
attribute_col].values.reshape(n_ts, ts_sz)
self._y_train = np.array(outputs).reshape(-1, )
def fit(self,
*,
timeout: float = None,
iterations: int = None) -> CallResult[None]:
"""Fits KNN model using training data from set_training_data and hyperparameters
Keyword Arguments:
timeout {float} -- timeout, not considered (default: {None})
iterations {int} -- iterations, not considered (default: {None})
Returns:
CallResult[None]
"""
scaled = self._scaler.fit_transform(self._X_train)
self._knn.fit(scaled, self._y_train)
self._is_fit = True
return CallResult(None, has_finished=self._is_fit)
def produce(self,
*,
inputs: Inputs,
timeout: float = None,
iterations: int = None) -> CallResult[Outputs]:
"""Produce primitive's classifications for new time series data
Arguments:
inputs {Inputs} -- full D3M dataframe, containing attributes, key, and target
Keyword Arguments:
timeout {float} -- timeout, not considered (default: {None})
iterations {int} -- iterations, not considered (default: {None})
Raises:
PrimitiveNotFittedError: if primitive not fit
Returns:
CallResult[Outputs] -- dataframe with a column containing a predicted class
for each input time series
"""
if not self._is_fit:
raise PrimitiveNotFittedError("Primitive not fitted.")
# find column with ts value through metadata
grouping_column = self._get_cols(inputs.metadata)
n_ts = inputs.iloc[:, grouping_column[0]].nunique()
ts_sz = inputs.shape[0] // n_ts
attribute_col = self._get_value_col(inputs.metadata)
x_vals = inputs.iloc[:, attribute_col].values.reshape(n_ts, ts_sz)
# make predictions
scaled = self._scaler.transform(x_vals)
preds = self._knn.predict(scaled)
# create output frame
result_df = container.DataFrame({self._output_columns[0]: preds},
generate_metadata=True)
result_df.metadata = result_df.metadata.add_semantic_type(
(metadata_base.ALL_ELEMENTS, 0),
("https://metadata.datadrivendiscovery.org/types/PredictedTarget"),
)
return CallResult(result_df, has_finished=True)
def subseqeuence_clustering(sequence, changepoints, y_label='y', norm=False):
"""
Clusters subsequences of time series indicated by the changepoints variable.
Uses silhouette score to determine the number of clusters
:param y_label: Name of y-label in plot
:param norm: normlise data using MinMaxScaler
:param sequence: np array of the time series
:param changepoints: detected changepoints on which subseuqences are build
:return:
"""
from tslearn.clustering import TimeSeriesKMeans, silhouette_score
from tslearn.utils import to_time_series_dataset
from tslearn.preprocessing import TimeSeriesScalerMinMax
sub_ids = []
x_index = []
X = []
i = 0
end_p = [len(sequence) - 1]
for cp in changepoints + end_p:
X.append(sequence[i:cp])
index = 'sub_' + str(i) + '_' + str(cp)
sub_ids.append(index)
x_index.append([x_id for x_id in range(i, cp + 1)])
i = cp
# Normalize the data (y = (x - min) / (max - min))
if norm:
X = TimeSeriesScalerMinMax().fit_transform(X)
X = to_time_series_dataset(X)
# Find optimal # clusters by
# looping through different configurations for # of clusters and store the respective values for silhouette:
sil_scores = {}
for n in range(2, len(changepoints)):
model_tst = TimeSeriesKMeans(n_clusters=n, metric="dtw", n_init=10)
model_tst.fit(X)
sil_scores[n] = (silhouette_score(X,
model_tst.predict(X),
metric="dtw"))
opt_k = max(sil_scores, key=sil_scores.get)
print('Number of Clusters in subsequence clustering: ' + str(opt_k))
model = TimeSeriesKMeans(n_clusters=opt_k, metric="dtw", n_init=10)
labels = model.fit_predict(X)
print(labels)
# build helper df to map metrics to their cluster labels
df_cluster = pd.DataFrame(list(zip(sub_ids, x_index, model.labels_)),
columns=['metric', 'x_index', 'cluster'])
cluster_metrics_dict = df_cluster.groupby(
['cluster'])['metric'].apply(lambda x: [x for x in x]).to_dict()
print('Plotting Clusters')
# plot changepoints as vertical lines
for cp in changepoints:
plt.axvline(x=cp, ls=':', lw=2, c='0.65')
# preprocessing for plotting cluster based
x_scat = []
y_scat = []
cluster = []
for index, row in df_cluster.iterrows():
x_seq = row['x_index']
x_scat.extend(x_seq)
y_seq = sequence[x_seq[0]:x_seq[-1] + 1]
y_scat.extend(y_seq)
label_seq = [row['cluster']]
cluster.extend(label_seq * len(x_seq))
# plt.scatter(x_seq, y_seq, label=label_seq)
# plotting cluster based
x_scat = np.array(x_scat)
y_scat = np.array(y_scat)
for c in np.unique(cluster):
i = np.where(cluster == c)
plt.scatter(x_scat[i], y_scat[i], label=c)
plt.legend()
plt.title('Subsequence k-means Clustering')
plt.xlabel('Time index')
plt.ylabel(y_label)
plt.show()
return cluster_metrics_dict
def tsScale(ts):
tsc=TimeSeriesScalerMinMax(value_range=(-1,1))
scaled_ts=tsc.fit_transform(ts)
return scaled_ts