def getWindows(timeseries,window_size=20,vectorize=True): conn_mat = [] for i in range(0,timeseries.shape[1]-window_size+1,1): if vectorize: tmp_conn_mat = np.corrcoef(timeseries[:,i:i+window_size]) if i==0: conn_mat = ts.mat2vec(tmp_conn_mat)[np.newaxis,:] else: conn_mat = np.vstack((conn_mat, ts.mat2vec(tmp_conn_mat)[np.newaxis,:])) else: tmp_conn_mat = np.corrcoef(timeseries[:,i:i+window_size]) conn_mat.append(tmp_conn_mat) conn_mat = np.array(conn_mat) #print conn_mat.shape return conn_mat
def getWindowCluster(timeseries,nclusters=12,window_size=20): binary_mat = np.array([]) for i in range(0,timeseries.shape[1]-window_size+1,1): clust_ind = hclustering(timeseries[:,i:i+window_size],nclusters) tmp_mat = np.array(ind2matrix(clust_ind)>0,dtype=int) if i==0: binary_mat = ts.mat2vec(tmp_mat)[np.newaxis,:] else: binary_mat = np.vstack((binary_mat, ts.mat2vec(tmp_mat)[np.newaxis,:])) print binary_mat.shape return binary_mat