def kalman4ARX_pipeline(data_type, configs, n_trial):
"""基于 Kalman 滤波器的各个算法的 pipeline
types = ['linear', 'longlag_linear']
Args:
data_type: 数据类型
configs (dict): 配置字典
n_trial: 试验次数
"""
config = configs[data_type]
term_selector = Selector(
f"{config['data_root']}{data_type}{config['term_path']}")
terms_set = term_selector.make_terms()
# get data
normalized_signals = term_selector.make_selection()[0]
fname = f"{config['data_root']}{data_type}_kalman4ARX100_{config['est_fname']}"
A_coef0 = 0
for trial in range(n_trial):
print(f'data_type: {data_type}, trial: ### {trial+1}')
# 构造 Kalman Filter
kf = Kalman4ARX(normalized_signals, config['max_lag'], uc=config['uc'])
# 估计系数
y_coef, A_coef = kf.estimate_coef(config['threshold'])
A_coef0 += A_coef
# 计算模型表达式并保存
est_model = make_linear_func(A_coef0 / n_trial, fname=fname)
# 输出结果
print(est_model)
def kalman_pipeline(configs):
"""基于 Kalman 滤波器的各个算法的 pipeline
Args:
configs (dict): 配置字典
"""
for data_type in configs.keys():
config = configs[data_type]
term_selector = Selector(
f"{config['data_root']}{data_type}{config['term_path']}")
terms_set = term_selector.make_terms()
# get data
normalized_signals, Kalman_H, candidate_terms, Kalman_S_No = term_selector.make_selection(
)
# 构造 Kalman Filter
for algo_type in config['algorithm']:
print(f"{data_type} {algo_type}")
fname = f"{config['data_root']}{data_type}_{algo_type}_{config['est_fname']}"
if algo_type == 'Kalman4ARX':
kf = Kalman4ARX(normalized_signals,
config['max_lag'],
uc=config['uc'])
# 估计系数
y_coef, A_coef = kf.estimate_coef(config['threshold'])
# 计算模型表达式并保存
est_model = make_linear_func(A_coef, fname=fname)
# 保存平均结果
elif algo_type == 'Kalman4FROLS':
kf = Kalman4FROLS(normalized_signals,
Kalman_H=Kalman_H,
uc=config['uc'])
y_coef = kf.estimate_coef()
est_model = make_func4K4FROLS(y_coef,
candidate_terms,
Kalman_S_No,
fname=fname)
# 保存平均结果
elif algo_type == 'torch4FROLS':
kf = torch4FROLS(normalized_signals,
Kalman_H=Kalman_H,
n_epoch=config['n_epoch'])
y_coef = kf.estimate_coef()
est_model = make_func4K4FROLS(y_coef,
candidate_terms,
Kalman_S_No,
fname=fname)
# 保存平均结果
else:
print('!Not Defined!')
print(f"\n{data_type}_{algo_type} est model saved!\n")
# 输出结果
print(est_model)
def kalman4ARX_pipeline(data_type, configs, n_trial):
"""基于 Kalman 滤波器的各个算法的 pipeline
types = ['linear', 'longlag_linear']
Args:
data_type: 数据类型
configs (dict): 配置字典
n_trial: 试验次数
"""
config = configs[data_type]
if data_type == 'linear':
y_coef100 = np.zeros((100, 5, 25))
else:
y_coef100 = np.zeros((100, 5, 50))
for trial in range(n_trial):
term_selector = Selector(
f"{config['data_root']}{data_type}{config['term_path']}{trial+1}.mat"
)
terms_set = term_selector.make_terms()
# get data
normalized_signals = term_selector.make_selection()[0]
fname = f"{config['data_root']}{data_type}_kalman4ARX100_{config['est_fname']}{trial+1}.txt"
print(f'data_type: {data_type}, trial: ### {trial+1}')
# 构造 Kalman Filter
kf = Kalman4ARX(normalized_signals, config['max_lag'], uc=config['uc'])
# 估计系数
y_coef, A_coef = kf.estimate_coef(config['threshold'])
y_coef100[trial] = y_coef
# 计算模型表达式并保存
est_model = make_linear_func(A_coef, fname=fname)
# 输出结果
# print(est_model)
fname1 = f"{config['data_root']}{data_type}_kalman4ARX100_{config['est_fname']}log.txt"
save_3Darray(fname1, y_coef100)
mean_y = np.mean(y_coef100, 0)
var_y = np.var(y_coef100, 0)
print(mean_y, var_y, sep='\n')
fname1 = f"{config['data_root']}{data_type}_kalman4ARX100_{config['est_fname']}log100.txt"
save_3Darray(fname1, np.array([mean_y, var_y]))
# get data 线性模型
file_path = './data/linear_signals5D_noise1.mat'
data = get_mat_data(file_path, 'linear_signals')
# 数据标准化
data = normalize(data)
# *构造 Kalman Filter
kf = Kalman4ARX(data, 5, uc=0.01)
y_coef, A_coef = kf.estimate_coef(0.1)
print(y_coef, A_coef)
# *估计模型生成
est_model = make_linear_func(A_coef,
var_name='x',
fname='./data/linear_est_model.txt')
print(est_model)
# !Kalman4FROLS 测试
# !Selector 测试
# !线性模型
terms_path = './data/nor_linear_terms.mat'
term = Selector(terms_path)
terms_repr = term.make_terms()
# *保存候选项集合
fname = './data/linear_candidate_terms.txt'
np.savetxt(fname, terms_repr, fmt='%s')
# *selection