def genListPAA(instances_nor, windowSize, timestamp):
paa = PiecewiseAggregateApproximation(n_segments=windowSize)
paa_dataset_inv = paa.inverse_transform(paa.fit_transform(instances_nor))
return {
"sketchInstances": list(paa_dataset_inv[0].ravel()),
"timestamp": timestamp
}
def saa_pax(dataset, title):
"""
Show the graph of PAA and SAX of time series data
:param dataset: time series of a stock
:return:
"""
n_ts, sz, d = 1, 100, 1
scaler = TimeSeriesScalerMeanVariance(mu=0., std=1.) # Rescale time series
dataset = scaler.fit_transform(dataset)
# PAA transform (and inverse transform) of the data
n_paa_segments = 10
paa = PiecewiseAggregateApproximation(n_segments=n_paa_segments)
paa_dataset_inv = paa.inverse_transform(paa.fit_transform(dataset))
# SAX transform
n_sax_symbols = 8
sax = SymbolicAggregateApproximation(n_segments=n_paa_segments,
alphabet_size_avg=n_sax_symbols)
sax_dataset_inv = sax.inverse_transform(sax.fit_transform(dataset))
# 1d-SAX transform
n_sax_symbols_avg = 8
n_sax_symbols_slope = 8
one_d_sax = OneD_SymbolicAggregateApproximation(
n_segments=n_paa_segments,
alphabet_size_avg=n_sax_symbols_avg,
alphabet_size_slope=n_sax_symbols_slope)
one_d_sax_dataset_inv = one_d_sax.inverse_transform(
one_d_sax.fit_transform(dataset))
plt.figure()
plt.subplot(2, 2, 1) # First, raw time series
plt.plot(dataset[0].ravel(), "b-")
plt.title("Raw time series " + title)
plt.subplot(2, 2, 2) # Second, PAA
plt.plot(dataset[0].ravel(), "b-", alpha=0.4)
plt.plot(paa_dataset_inv[0].ravel(), "b-")
plt.title("PAA " + title)
plt.subplot(2, 2, 3) # Then SAX
plt.plot(dataset[0].ravel(), "b-", alpha=0.4)
plt.plot(sax_dataset_inv[0].ravel(), "b-")
plt.title("SAX, %d symbols" % n_sax_symbols)
plt.subplot(2, 2, 4) # Finally, 1d-SAX
plt.plot(dataset[0].ravel(), "b-", alpha=0.4)
plt.plot(one_d_sax_dataset_inv[0].ravel(), "b-")
plt.title("1d-SAX, %d symbols (%dx%d)" %
(n_sax_symbols_avg * n_sax_symbols_slope, n_sax_symbols_avg,
n_sax_symbols_slope))
plt.tight_layout()
plt.show()
def ApplyPaa(n_paa_segments, df, ckt):
circuito = ckt
print("Quantidade de segmentos de PAA: {}".format(n_paa_segments))
paa = PiecewiseAggregateApproximation(n_paa_segments)
scaler = TimeSeriesScalerMeanVariance()
dadosPaa = df
for i in range(0, len(df)):
dataset = scaler.fit_transform(df[i])
dadosPaa[i] = paa.inverse_transform(paa.fit_transform(dataset))[0]
dadosPaa = dadosPaa.T
return dadosPaa
def ApplyPaa(n_paa_segments,df):
'''
Aplica o PAA no dataframe fornecido.
:param n_paa_segments: quantidade de segmento do PAA para redução de dados
:param df: dataframe com dados em que se deseja aplicar o PAA
:return: df após aplicação do PAA
'''
df = df.values.T.tolist()
scaler = TimeSeriesScalerMeanVariance(mu=0., std=1.)
dadosPaa = scaler.fit_transform(df)
print("Quantidade de segmentos de PAA: {}".format(n_paa_segments))
paa = PiecewiseAggregateApproximation(n_paa_segments)
dadosPaa = paa.inverse_transform(paa.fit_transform(dadosPaa))
df = pd.DataFrame()
for i in range(len(dadosPaa.T)):
for j in range(len(dadosPaa.T[0])):
df[j] = dadosPaa.T[i][j]
return df
# Plotting Graph
plt.figure()
graph_idx = 0
# Transform PAA, SAX, 1d-SAX,
for stockCode in pos_relatedStock:
dataset = dfpivot['v_updownpercent'][stockCode]
scaler = TimeSeriesScalerMeanVariance(mu=0., std=1.) # Rescale time series
dataset = scaler.fit_transform(dataset)
# PAA transform (and inverse transform) of the data
n_paa_segments = 10
paa = PiecewiseAggregateApproximation(n_segments=n_paa_segments)
paa_dataset_inv = paa.inverse_transform(paa.fit_transform(dataset))
# SAX transform
n_sax_symbols = 8
sax = SymbolicAggregateApproximation(n_segments=n_paa_segments,
alphabet_size_avg=n_sax_symbols)
sax_dataset_inv = sax.inverse_transform(sax.fit_transform(dataset))
# 1d-SAX transform
n_sax_symbols_avg = 8
n_sax_symbols_slope = 8
one_d_sax = OneD_SymbolicAggregateApproximation(
n_segments=n_paa_segments,
alphabet_size_avg=n_sax_symbols_avg,
alphabet_size_slope=n_sax_symbols_slope)
one_d_sax_dataset_inv = one_d_sax.inverse_transform(
# 然后再进行层次聚类 可以考虑自己实现
# 问题：没有本质区别
# 加速想法二：使用rank-base对一天的数据进行处理后直接Kmeans分100类，再对每一类进行区间聚类
#################################################################
# 初始，根据原始数据计算新数据
# 从paa这里
# 需要在聚类前将训练数据划分完毕。ratio必须要精心选择使得paa的值能够成为整数
ratio = 0.9
n_paa_segments = 18
paa = PiecewiseAggregateApproximation(n_segments=n_paa_segments)
originData = stdData[:, :int(ratio * stdData.shape[1])] #训练部分已经知道的原始数据
paa_mid = paa.fit_transform(originData)
paa_mid = paa_mid.reshape(paa_mid.shape[0], paa_mid.shape[1])
baseData = paa.inverse_transform(paa_mid) #提取基线数据
restData = originData - baseData # 计算得到残差数据
# 模式提取（直接加和取平均后求rank-base处理，或者再做标准化进行SAX处理）
# 初步想法：将每天24小时的流量重复叠加取平均，进行rank-base处理，然后跑MSE用Kmeans进行100聚类
# 想法二：在自己
# 对于100聚类中的每个聚类，再跑层次聚类进行细分，最小调到1。聚类结果衡量用类内最大相似度来进行衡量（有多不相近）
# 使用SAX的dayPattern
# 做法01：使用SAX提取前三天的残差信息，进行20聚类。对每个聚类内部跑complete，0.5的层次聚类。考虑到500量级要跑3分钟，平均大约是一个小时。
from sklearn.cluster import AgglomerativeClustering
import time
dayPattern = []
for index in range(restData.shape[0]):
cuData = restData[index].ravel()
EDist_train = []
for i in range(len(y_train)):
for j in range(len(y_train)):
dist1 = np.sqrt(
np.sum((np.array(X_train[i, :]) - np.array(X_train[j, :]))**2))
EDist_train.append(dist1)
EDist_train = np.array(EDist_train)
EDist_train.resize(y_train.shape[0], int(len(EDist_train) / y_train.shape[0]))
EDist_test = np.array(EDist_test)
EDist_test.resize(y_test.shape[0], int(len(EDist_test) / y_test.shape[0]))
#PAA transform + PAA feature extraction
paa = PiecewiseAggregateApproximation(n_segments=n_paa_segments)
Xtrain_paa = paa.inverse_transform(paa.fit_transform(X_train))
Xtest_paa = paa.inverse_transform(paa.fit_transform(X_test))
PAA_test = Xtest_paa[:, :, 0]
PAA_train = Xtrain_paa[:, :, 0]
'''
#PAA distance calculation
PAADist_train = []
PAADist_test = []
for i in range(len(y_train)):
for j in range(len(y_train)):
dist3 = paa.distance(Xtrain_paa[i,:],Xtest_paa[j,:])
PAADist_train.append(dist3)
print(list_new)
df_red = df_new.set_index(['name', 'day']).dif.dropna()
print(df_red)
scaler = TimeSeriesScalerMeanVariance(mu=0., std=1.) # Rescale time series
n_paa_segments = 10
n_sax_symbols = 10
n_sax_symbols_avg = 10
n_sax_symbols_slope = 6
for i in listnew:
records = len(df_red[[i]])
print("stockname" + str(i))
scaleddata = scaler.fit_transform(df_red[[i]])
#print(scaleddata)
paa = PiecewiseAggregateApproximation(n_segments=n_paa_segments)
paa_dataset_inv = paa.inverse_transform(paa.fit_transform(scaleddata))
# SAX transform
sax = SymbolicAggregateApproximation(n_segments=n_paa_segments,
alphabet_size_avg=n_sax_symbols)
sax_dataset_inv = sax.inverse_transform(sax.fit_transform(scaleddata))
# 1d-SAX transform
one_d_sax = OneD_SymbolicAggregateApproximation(
n_segments=n_paa_segments,
alphabet_size_avg=n_sax_symbols_avg,
alphabet_size_slope=n_sax_symbols_slope)
one_d_sax_dataset_inv = one_d_sax.inverse_transform(
one_d_sax.fit_transform(scaleddata))
plt.figure()
# First, raw time series
plt.subplot(2, 2, 1)
plt.plot(scaleddata[0].ravel(), "b-")
# add columns' name
df_price = pd.DataFrame(df_price, columns = day_features)
dataset = df_price.values
print("price feature sample: ")
print(df_price.head())
# PAA transformation
# PAA transform (and inverse transform) of the data
n_paa_segments = 3
paa = PiecewiseAggregateApproximation(n_segments=n_paa_segments)
paa_list = []
for item in df_price.values:
item = item.reshape((1,5,1))
paa_price_inv = paa.inverse_transform(paa.fit_transform(item))
paa_list.append(paa_price_inv)
paa_array = np.array(paa_list)
paa_data = paa_array.reshape(1904, 5)
paa_df = pd.DataFrame(paa_data, columns = day_features)
print("save time series data after PAA")
paa_df.to_csv("./paa_stock_data_time_series.csv", sep=',', encoding='utf-8')
print("PAA sample: ")
print(paa_df.head())
n_sax_symbols = 3
sax = SymbolicAggregateApproximation(n_segments=n_paa_segments, alphabet_size_avg=n_sax_symbols)
sax_dataset_inv = sax.inverse_transform(sax.fit_transform(dataset))
stdData[index][vi] = maxNum # 2.对去除后的数据进行归一化处理 #再进行一次归一化 from tslearn.preprocessing import TimeSeriesScalerMinMax scaler = TimeSeriesScalerMeanVariance(mu=0., std=1.) originStdData = stdData # 保存，为了日后恢复 stdData = scaler.fit_transform(stdData) # 3.然后进行PAA处理，得到基线和残余值 from tslearn.piecewise import PiecewiseAggregateApproximation n_paa_segments = 20 paa = PiecewiseAggregateApproximation(n_segments=n_paa_segments) paa_mid = paa.fit_transform(stdData) paa_inv = paa.inverse_transform(paa_mid) paa_inv = paa_inv.reshape(paa_inv.shape[0],paa_inv.shape[1]) # 4.对PAA后的数据进行简单k-means，聚类数量不超过10，分数按照CH分数判断，选出最大的 # 再进行rank-base处理，然后做简单聚类 from sklearn.cluster import MiniBatchKMeans,KMeans,DBSCAN,SpectralClustering,Birch from sklearn.metrics import calinski_harabasz_score,davies_bouldin_score n_cluster = 1000 s = time.time() km = KMeans(n_clusters = n_cluster,random_state = 0) y_pre = km.fit_predict(paa_inv) e = time.time() print(e-s,"s") print(calinski_harabasz_score(paa_inv,y_pre))
import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
from tslearn.piecewise import PiecewiseAggregateApproximation
from tslearn.piecewise import SymbolicAggregateApproximation
url ="C:/Users/Βασίλης/IdeaProjects/MyThesisApp/Data sets/Total_Vehicle_Sales.csv"
df = pd.read_csv(url)
series = np.array(df.Value)
print(series)
n_paa_segments = 4
paa = PiecewiseAggregateApproximation(n_segments=n_paa_segments)
paa_dataset_inv = paa.inverse_transform(paa.fit_transform(series))
plt.plot(series.ravel(), "b-", alpha=0.4)
plt.plot(paa_dataset_inv.ravel(), "r-")
n_sax_symbols = 4
sax = SymbolicAggregateApproximation(n_segments=n_paa_segments, alphabet_size_avg=n_sax_symbols)
print(sax)
sax_dataset_inv = sax.inverse_transform(sax.fit_transform(series))
print(sax_dataset_inv.ravel())
plt.plot(sax_dataset_inv.ravel(), "y-")
plt.title("SAX, %d symbols" % n_sax_symbols)
plt.show()
duration = 60
listFile = ut_lc.getListLight(height=height,duration=duration)
data = ut_lc.getDataFromFile(fileName=listFile[339],height=height,duration=duration)
lc_nor = TimeSeriesScalerMeanVariance(mu=0.,std=1.).fit_transform([data['instances']])
# data = ut_mdf.getDataFromFile("light_curve_Gaia-DR2_51856511715955968_date20191130")
# data = ut_mdf.getDataFromFile("light_curve_Gaia-DR2_602712283908074752_date20200130")
# lc_nor = TimeSeriesScalerMeanVariance(mu=0.,std=1.).fit_transform([data['instances']])
timestamps = data["timestamp"]
# PAA transform (and inverse transform) of the data
n_paa_segments = 8
paa = PiecewiseAggregateApproximation(n_segments=n_paa_segments)
paa_dataset_inv = paa.inverse_transform(paa.fit_transform(lc_nor))
# SAX transform
n_sax_symbols = 25
sax = SymbolicAggregateApproximation(n_segments=n_paa_segments,
alphabet_size_avg=n_sax_symbols)
sax_dataset_inv = sax.inverse_transform(sax.fit_transform(lc_nor))
# 1d-SAX transform
n_sax_symbols_avg = 5
n_sax_symbols_slope = 5
one_d_sax = OneD_SymbolicAggregateApproximation(
n_segments=n_paa_segments,
alphabet_size_avg=n_sax_symbols_avg,
alphabet_size_slope=n_sax_symbols_slope)
transformed_data = one_d_sax.fit_transform(lc_nor)
