def test_get_QT_kernel(T_A, T_B):
m = 3
M_T, Σ_T = core.compute_mean_std(T_B, m)
μ_Q, σ_Q = core.compute_mean_std(T_A, m)
QT, QT_first = _get_QT(0, T_B, T_A, m)
device_T_A = cuda.to_device(T_B)
device_T_B = cuda.to_device(T_A)
device_M_T = cuda.to_device(M_T)
device_Σ_T = cuda.to_device(Σ_T)
device_QT_odd = cuda.to_device(QT)
device_QT_even = cuda.to_device(QT)
device_QT_first = cuda.to_device(QT_first)
threads_per_block = THREADS_PER_BLOCK
blocks_per_grid = math.ceil(QT_first.shape[0] / threads_per_block)
for i in range(1, QT_first.shape[0]):
left = core.sliding_dot_product(T_A[i:i + m], T_B)
_get_QT_kernel[blocks_per_grid,
threads_per_block](i, device_T_A, device_T_B, m,
device_QT_even, device_QT_odd,
device_QT_first)
if i % 2 == 0:
right = device_QT_even.copy_to_host()
npt.assert_almost_equal(left, right)
else:
right = device_QT_odd.copy_to_host()
npt.assert_almost_equal(left, right)
def test_calculate_distance_profile(Q, T):
m = Q.shape[0]
left = np.linalg.norm(core.z_norm(core.rolling_window(T, m), 1) -
core.z_norm(Q),
axis=1)
QT = core.sliding_dot_product(Q, T)
μ_Q, σ_Q = core.compute_mean_std(Q, m)
M_T, Σ_T = core.compute_mean_std(T, m)
right = core.calculate_distance_profile(m, QT, μ_Q, σ_Q, M_T, Σ_T)
npt.assert_almost_equal(left, right)
def test_calculate_squared_distance_profile(Q, T):
m = Q.shape[0]
ref = (np.linalg.norm(core.z_norm(core.rolling_window(T, m), 1) -
core.z_norm(Q),
axis=1)**2)
QT = core.sliding_dot_product(Q, T)
μ_Q, σ_Q = core.compute_mean_std(Q, m)
M_T, Σ_T = core.compute_mean_std(T, m)
comp = core._calculate_squared_distance_profile(m, QT, μ_Q.item(0),
σ_Q.item(0), M_T, Σ_T)
npt.assert_almost_equal(ref, comp)
def test_compute_mean_std(Q, T):
m = Q.shape[0]
left_μ_Q, left_σ_Q = naive_compute_mean_std(Q, m)
left_M_T, left_Σ_T = naive_compute_mean_std(T, m)
right_μ_Q, right_σ_Q = core.compute_mean_std(Q, m)
right_M_T, right_Σ_T = core.compute_mean_std(T, m)
npt.assert_almost_equal(left_μ_Q, right_μ_Q)
npt.assert_almost_equal(left_σ_Q, right_σ_Q)
npt.assert_almost_equal(left_M_T, right_M_T)
npt.assert_almost_equal(left_Σ_T, right_Σ_T)
def test_compute_mean_std(Q, T):
m = Q.shape[0]
left_μ_Q = np.sum(Q) / m
left_σ_Q = np.sqrt(np.sum(np.square(Q - left_μ_Q) / m))
left_M_T = np.mean(core.rolling_window(T, m), axis=1)
left_Σ_T = np.std(core.rolling_window(T, m), axis=1)
right_μ_Q, right_σ_Q = core.compute_mean_std(Q, m)
right_M_T, right_Σ_T = core.compute_mean_std(T, m)
npt.assert_almost_equal(left_μ_Q, right_μ_Q)
npt.assert_almost_equal(left_σ_Q, right_σ_Q)
npt.assert_almost_equal(left_M_T, right_M_T)
npt.assert_almost_equal(left_Σ_T, right_Σ_T)
def test_compute_mean_std(Q, T):
m = Q.shape[0]
ref_μ_Q, ref_σ_Q = naive_compute_mean_std(Q, m)
ref_M_T, ref_Σ_T = naive_compute_mean_std(T, m)
comp_μ_Q, comp_σ_Q = core.compute_mean_std(Q, m)
comp_M_T, comp_Σ_T = core.compute_mean_std(T, m)
npt.assert_almost_equal(ref_μ_Q, comp_μ_Q)
npt.assert_almost_equal(ref_σ_Q, comp_σ_Q)
npt.assert_almost_equal(ref_M_T, comp_M_T)
npt.assert_almost_equal(ref_Σ_T, comp_Σ_T)
def test_compute_mean_std_chunked_many(Q, T):
m = Q.shape[0]
config.STUMPY_MEAN_STD_NUM_CHUNKS = 128
ref_μ_Q, ref_σ_Q = naive_compute_mean_std(Q, m)
ref_M_T, ref_Σ_T = naive_compute_mean_std(T, m)
comp_μ_Q, comp_σ_Q = core.compute_mean_std(Q, m)
comp_M_T, comp_Σ_T = core.compute_mean_std(T, m)
config.STUMPY_MEAN_STD_NUM_CHUNKS = 1
npt.assert_almost_equal(ref_μ_Q, comp_μ_Q)
npt.assert_almost_equal(ref_σ_Q, comp_σ_Q)
npt.assert_almost_equal(ref_M_T, comp_M_T)
npt.assert_almost_equal(ref_Σ_T, comp_Σ_T)
def test_compute_mean_std_chunked_many(Q, T):
m = Q.shape[0]
config.STUMPY_MEAN_STD_NUM_CHUNKS = 128
left_μ_Q, left_σ_Q = naive_compute_mean_std(Q, m)
left_M_T, left_Σ_T = naive_compute_mean_std(T, m)
right_μ_Q, right_σ_Q = core.compute_mean_std(Q, m)
right_M_T, right_Σ_T = core.compute_mean_std(T, m)
config.STUMPY_MEAN_STD_NUM_CHUNKS = 1
npt.assert_almost_equal(left_μ_Q, right_μ_Q)
npt.assert_almost_equal(left_σ_Q, right_σ_Q)
npt.assert_almost_equal(left_M_T, right_M_T)
npt.assert_almost_equal(left_Σ_T, right_Σ_T)
def test_compute_mean_std_multidimensional(Q, T):
m = Q.shape[0]
Q = np.array([Q, np.random.uniform(-1000, 1000, [Q.shape[0]])])
T = np.array([T, T, np.random.uniform(-1000, 1000, [T.shape[0]])])
left_μ_Q, left_σ_Q = naive_compute_mean_std_multidimensional(Q, m)
left_M_T, left_Σ_T = naive_compute_mean_std_multidimensional(T, m)
right_μ_Q, right_σ_Q = core.compute_mean_std(Q, m)
right_M_T, right_Σ_T = core.compute_mean_std(T, m)
npt.assert_almost_equal(left_μ_Q, right_μ_Q)
npt.assert_almost_equal(left_σ_Q, right_σ_Q)
npt.assert_almost_equal(left_M_T, right_M_T)
npt.assert_almost_equal(left_Σ_T, right_Σ_T)
def test_compute_mean_std_multidimensional_chunked_many(Q, T):
m = Q.shape[0]
Q = np.array([Q, np.random.uniform(-1000, 1000, [Q.shape[0]])])
T = np.array([T, T, np.random.uniform(-1000, 1000, [T.shape[0]])])
config.STUMPY_MEAN_STD_NUM_CHUNKS = 128
left_μ_Q, left_σ_Q = naive_compute_mean_std_multidimensional(Q, m)
left_M_T, left_Σ_T = naive_compute_mean_std_multidimensional(T, m)
right_μ_Q, right_σ_Q = core.compute_mean_std(Q, m)
right_M_T, right_Σ_T = core.compute_mean_std(T, m)
config.STUMPY_MEAN_STD_NUM_CHUNKS = 1
npt.assert_almost_equal(left_μ_Q, right_μ_Q)
npt.assert_almost_equal(left_σ_Q, right_σ_Q)
npt.assert_almost_equal(left_M_T, right_M_T)
npt.assert_almost_equal(left_Σ_T, right_Σ_T)
def test_multi_distance_profile(T, m):
for query_idx in range(T.shape[0] - m + 1):
ref_D = naive.multi_distance_profile(query_idx, T, m)
M_T, Σ_T = core.compute_mean_std(T, m)
comp_D = multi_distance_profile(query_idx, T, m)
npt.assert_almost_equal(ref_D, comp_D)
def test_gpu_calculate_squared_distance_profile(Q, T):
m = Q.shape[0]
left = np.linalg.norm(core.z_norm(core.rolling_window(T, m), 1) -
core.z_norm(Q),
axis=1)
left = np.square(left)
M_T, Σ_T = core.compute_mean_std(T, m)
QT = core.sliding_dot_product(Q, T)
μ_Q, σ_Q = core.compute_mean_std(Q, m)
QT = cp.asarray(QT)
μ_Q = cp.asarray(μ_Q)
σ_Q = cp.asarray(σ_Q)
M_T = cp.asarray(M_T)
Σ_T = cp.asarray(Σ_T)
right = _gpu_calculate_squared_distance_profile(m, QT, μ_Q[0], σ_Q[0], M_T,
Σ_T)
right = cp.asnumpy(right)
npt.assert_almost_equal(left, right)
def test_multi_mass(T, m):
trivial_idx = 2
Q = T[:, trivial_idx:trivial_idx + m]
left = utils.naive_multi_mass(Q, T, m)
M_T, Σ_T = core.compute_mean_std(T, m)
right = _multi_mass(Q, T, m, M_T, Σ_T)
npt.assert_almost_equal(left, right)
def test_multi_mass(T, m):
trivial_idx = 2
Q = T[:, trivial_idx : trivial_idx + m]
ref = naive.multi_mass(Q, T, m)
M_T, Σ_T = core.compute_mean_std(T, m)
comp = _multi_mass(Q, T, m, M_T, Σ_T, M_T[:, trivial_idx], Σ_T[:, trivial_idx])
npt.assert_almost_equal(ref, comp, decimal=config.STUMPY_TEST_PRECISION)
def test_multi_mass(T, m):
trivial_idx = 2
Q = T[:, trivial_idx:trivial_idx + m]
left = naive.multi_mass(Q, T, m)
M_T, Σ_T = core.compute_mean_std(T, m)
right = _multi_mass(Q, T, m, M_T, Σ_T, M_T[:, trivial_idx],
Σ_T[:, trivial_idx])
npt.assert_almost_equal(left, right, decimal=naive.PRECISION)
def test_calculate_squared_distance_kernel(T_A, T_B):
m = 3
for i in range(T_A.shape[0] - m + 1):
Q = T_A[i:i + m]
left = np.linalg.norm(core.z_norm(core.rolling_window(T_B, m), 1) -
core.z_norm(Q),
axis=1)
left = np.square(left)
M_T, Σ_T = core.compute_mean_std(T_B, m)
QT = core.sliding_dot_product(Q, T_B)
μ_Q, σ_Q = core.compute_mean_std(T_A, m)
device_M_T = cuda.to_device(M_T)
device_Σ_T = cuda.to_device(Σ_T)
device_QT_even = cuda.to_device(QT)
device_QT_odd = cuda.to_device(QT)
device_QT_first = cuda.to_device(QT)
device_μ_Q = cuda.to_device(μ_Q)
device_σ_Q = cuda.to_device(σ_Q)
device_D = cuda.device_array(QT.shape, dtype=np.float64)
device_denom = cuda.device_array(QT.shape, dtype=np.float64)
threads_per_block = THREADS_PER_BLOCK
blocks_per_grid = math.ceil(QT.shape[0] / threads_per_block)
_calculate_squared_distance_kernel[blocks_per_grid, threads_per_block](
i,
m,
device_M_T,
device_Σ_T,
device_QT_even,
device_QT_odd,
device_μ_Q,
device_σ_Q,
device_D,
device_denom,
)
right = device_D.copy_to_host()
npt.assert_almost_equal(left, right)
def test_get_first_mstump_profile(T, m):
excl_zone = int(np.ceil(m / 4))
start = 0
left_P, left_I = utils.naive_mstump(T, m, excl_zone)
left_P = left_P[start, :]
left_I = left_I[start, :]
M_T, Σ_T = core.compute_mean_std(T, m)
right_P, right_I = _get_first_mstump_profile(start, T, T, m, excl_zone, M_T, Σ_T)
npt.assert_almost_equal(left_P, right_P)
npt.assert_equal(left_I, right_I)
def test_query_mstump_profile(T, m):
excl_zone = int(np.ceil(m / 4))
for query_idx in range(T.shape[0] - m + 1):
ref_P, ref_I = naive.mstump(T, m, excl_zone)
ref_P = ref_P[:, query_idx]
ref_I = ref_I[:, query_idx]
M_T, Σ_T = core.compute_mean_std(T, m)
comp_P, comp_I = _query_mstump_profile(query_idx, T, T, m, excl_zone,
M_T, Σ_T, M_T, Σ_T)
npt.assert_almost_equal(ref_P, comp_P)
npt.assert_equal(ref_I, comp_I)
def test_prescrump(T):
m = 3
zone = int(np.ceil(m / 4))
left = np.array(
[
utils.naive_mass(Q, T, m, i, zone, True)
for i, Q in enumerate(core.rolling_window(T, m))
],
dtype=object,
)
μ, σ = core.compute_mean_std(T, m)
# Note that the below code only works for `s=1`
right = prescrump(T, m, μ, σ, s=1)
def test_get_first_mstump_profile(T, m):
excl_zone = int(np.ceil(m / 4))
start = 0
ref_P, ref_I = naive.mstump(T, m, excl_zone)
ref_P = ref_P[start, :]
ref_I = ref_I[start, :]
M_T, Σ_T = core.compute_mean_std(T, m)
comp_P, comp_I = _get_first_mstump_profile(start, T, T, m, excl_zone, M_T,
Σ_T, M_T, Σ_T)
npt.assert_almost_equal(ref_P, comp_P)
npt.assert_equal(ref_I, comp_I)
def test_multi_mass_seeded():
np.random.seed(5)
T = np.random.uniform(-1000, 1000, [3, 10]).astype(np.float64)
m = 5
trivial_idx = 2
Q = T[:, trivial_idx : trivial_idx + m]
ref = naive.multi_mass(Q, T, m)
M_T, Σ_T = core.compute_mean_std(T, m)
comp = _multi_mass(Q, T, m, M_T, Σ_T, M_T[:, trivial_idx], Σ_T[:, trivial_idx])
npt.assert_almost_equal(ref, comp, decimal=config.STUMPY_TEST_PRECISION)
def test_multi_mass_seeded():
np.random.seed(5)
T = np.random.uniform(-1000, 1000, [3, 10]).astype(np.float64)
m = 5
trivial_idx = 2
Q = T[:, trivial_idx:trivial_idx + m]
left = naive.multi_mass(Q, T, m)
M_T, Σ_T = core.compute_mean_std(T, m)
right = _multi_mass(Q, T, m, M_T, Σ_T, M_T[:, trivial_idx],
Σ_T[:, trivial_idx])
npt.assert_almost_equal(left, right, decimal=naive.PRECISION)
def test_stamp_mass_PI(T_A, T_B):
m = 3
trivial_idx = 2
zone = int(np.ceil(m / 2))
Q = T_B[trivial_idx:trivial_idx + m]
M_T, Σ_T = core.compute_mean_std(T_B, m)
left_P, left_I, left_left_I, left_right_I = naive.mass(
Q,
T_B,
m,
trivial_idx=trivial_idx,
excl_zone=zone,
ignore_trivial=True)
right_P, right_I = stamp._mass_PI(Q,
T_B,
M_T,
Σ_T,
trivial_idx=trivial_idx,
excl_zone=zone)
npt.assert_almost_equal(left_P, right_P)
npt.assert_almost_equal(left_I, right_I)
right_left_P, right_left_I = stamp._mass_PI(Q,
T_B,
M_T,
Σ_T,
trivial_idx=trivial_idx,
excl_zone=zone,
left=True)
npt.assert_almost_equal(left_left_I, right_left_I)
right_right_P, right_right_I = stamp._mass_PI(Q,
T_B,
M_T,
Σ_T,
trivial_idx=trivial_idx,
excl_zone=zone,
right=True)
npt.assert_almost_equal(left_right_I, right_right_I)
def update(self, t):
"""
Append a single new data point, `t`, to the existing time series `T` and update
the matrix profile and matrix profile indices.
Parameters
----------
t : float
A single new data point to be appended to `T`
Notes
-----
`DOI: 10.1007/s10618-017-0519-9 \
<https://www.cs.ucr.edu/~eamonn/MP_journal.pdf>`__
See Table V
Note that line 11 is missing an important `sqrt` operation!
"""
n = self._T.shape[0]
l = n - self._m + 1
T_new = np.append(self._T, t)
QT_new = np.empty(self._QT.shape[0] + 1)
S = T_new[l:]
t_drop = T_new[l - 1]
if np.isinf(t) or np.isnan(t):
self._illegal = np.append(self._illegal, True)
t = 0
T_new[-1] = 0
S[-1] = 0
else:
self._illegal = np.append(self._illegal, False)
if np.any(self._illegal[-self._m:]):
μ_Q = np.inf
σ_Q = np.nan
else:
μ_Q, σ_Q = core.compute_mean_std(S, self._m)
μ_Q = μ_Q[0]
σ_Q = σ_Q[0]
M_T_new = np.append(self._M_T, μ_Q)
Σ_T_new = np.append(self._Σ_T, σ_Q)
for j in range(l, 0, -1):
QT_new[j] = (self._QT[j - 1] - T_new[j - 1] * t_drop +
T_new[j + self._m - 1] * t)
QT_new[0] = 0
for j in range(self._m):
QT_new[0] = QT_new[0] + T_new[j] * S[j]
D = core.calculate_distance_profile(self._m, QT_new, μ_Q, σ_Q, M_T_new,
Σ_T_new)
if np.any(self._illegal[-self._m:]):
D[:] = np.inf
core.apply_exclusion_zone(D, D.shape[0] - 1, self._excl_zone)
for j in range(l):
if D[j] < self._P[j]:
self._I[j] = l
self._P[j] = D[j]
I_last = np.argmin(D)
if np.isinf(D[I_last]):
I_new = np.append(self._I, -1)
P_new = np.append(self._P, np.inf)
else:
I_new = np.append(self._I, I_last)
P_new = np.append(self._P, D[I_last])
left_I_new = np.append(self._left_I, I_last)
left_P_new = np.append(self._left_P, D[I_last])
self._T = T_new
self._P = P_new
self._I = I_new
self._left_I = left_I_new
self._left_P = left_P_new
self._QT = QT_new
self._M_T = M_T_new
self._Σ_T = Σ_T_new