예제 #1
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def test_maximum_subsequence_no_windows():
    np.random.seed(9999)
    ts = np.random.uniform(size=2**10)
    w = 2**6
    subq = ts[0:w]
    ts[0:w] = subq
    ts[w + 100:w + 100 + w] = subq

    with pytest.raises(NoSolutionPossible) as excinfo:
        upper = maximum_subsequence(ts, 1.0)
        assert 'no windows' in str(excinfo.value)
예제 #2
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def test_maximum_subsequence_68():
    np.random.seed(9999)
    ts = np.random.uniform(size=2**10)
    w = 2**6
    subq = ts[0:w]
    ts[0:w] = subq
    ts[w + 100:w + 100 + w] = subq

    upper = maximum_subsequence(ts, 0.98)

    assert (upper == 68)
예제 #3
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def test_maximum_subsequence_no_windows():
    np.random.seed(9999)
    ts = np.random.uniform(size=2**10)
    w = 2**6
    subq = ts[0:w]
    ts[0:w] = subq
    ts[w + 100:w + 100 + w] = subq

    with pytest.warns(RuntimeWarning) as record:
        upper = maximum_subsequence(ts, 1.0)

    assert (np.isnan(upper))
    assert ('No windows found with given threshold'
            in record[0].message.args[0])
예제 #4
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def compute(ts, windows=None, query=None, sample_pct=1, threshold=0.98,
	n_jobs=1):
	"""
	Computes the exact or approximate MatrixProfile based on the sample percent
	specified. Currently, MPX and SCRIMP++ is used for the exact and
	approximate algorithms respectively. When multiple windows are passed, the
	Pan-MatrixProfile is computed and returned. 

	By default, only passing in a time series (ts), the Pan-MatrixProfile is 
	computed based on the maximum upper window algorithm with a correlation
	threshold of 0.98.

	Note
	----
	When multiple windows are passed and the Pan-MatrixProfile is computed, the
	query is ignored!

	Parameters
    ----------
    ts : array_like
        The time series to analyze.
	windows : int or array_like
        The window(s) to compute the MatrixProfile. Note that it may be an int
		for a single matrix profile computation or an array of ints for
		computing the pan matrix profile.
    query : array_like, Optional
        The query to analyze. Note that when computing the PMP the query is
		ignored!
	sample_pct : float, default = 1
        A float between 0 and 1 representing how many samples to compute for
        the MP or PMP. When it is 1, the exact algorithm is used.
	threshold : float, Default 0.98
        The correlation coefficient used as the threshold. It should be between
        0 and 1. This is used to compute the upper window size when no 
        window(s) is given.
    n_jobs : int, Default = 1
        Number of cpu cores to use.
	
	Returns
	-------
	dict : profile
		The profile computed.
	"""
	result = None
	multiple_windows = core.is_array_like(windows) and len(windows) > 1
	no_windows = isinstance(windows, type(None))
	has_threshold = isinstance(threshold, float)

	if no_windows and not has_threshold:
		raise ValueError('compute requires a threshold or window(s) to be set!')
	
	if core.is_array_like(windows) and len(windows) == 1:
		windows = windows[0]

	# compute the upper window and pmp
	if no_windows and has_threshold:
		profile = maximum_subsequence(ts, threshold, include_pmp=True)

		# determine windows to be computed
		# from 8 in steps of 2 until upper w
		start = 8
		windows = range(start, profile['upper_window'] + 1)

		# compute the pmp
		result = skimp(ts, windows=windows, sample_pct=sample_pct,
						pmp_obj=profile)

	# compute the pmp
	elif multiple_windows:
		if core.is_array_like(query):
			logger.warn('Computing PMP - query is ignored!')

		result = skimp(ts, windows=windows, sample_pct=1,
			n_jobs=n_jobs)
	
	# compute exact mp
	elif sample_pct >= 1:
		result = mpx(ts, windows, query=query, n_jobs=n_jobs)
	
	# compute approximate mp
	else:
		result = scrimp_plus_plus(ts, windows, query=query, n_jobs=n_jobs,
			sample_pct=sample_pct)

	return result
예제 #5
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def compute(ts,
            windows=None,
            query=None,
            sample_pct=1,
            threshold=0.98,
            n_jobs=1,
            preprocessing_kwargs=None):
    """
    Computes the exact or approximate MatrixProfile based on the sample percent
    specified. Currently, MPX and SCRIMP++ is used for the exact and
    approximate algorithms respectively. When multiple windows are passed, the
    Pan-MatrixProfile is computed and returned.

    By default, only passing in a time series (ts), the Pan-MatrixProfile is
    computed based on the maximum upper window algorithm with a correlation
    threshold of 0.98.

    Notes
    -----
    When multiple windows are passed and the Pan-MatrixProfile is computed, the
    query is ignored!

    Parameters
    ----------
    ts : array_like
        The time series to analyze.
    windows : int, array_like
        The window(s) to compute the MatrixProfile. Note that it may be an int
        for a single matrix profile computation or an array of ints for
        computing the pan matrix profile.
    query : array_like, optional
        The query to analyze. Note that when computing the PMP the query is
        ignored!
    sample_pct : float, default 1
        A float between 0 and 1 representing how many samples to compute for
        the MP or PMP. When it is 1, the exact algorithm is used.
    threshold : float, default 0.98
        The correlation coefficient used as the threshold. It should be between
        0 and 1. This is used to compute the upper window size when no
        window(s) is given.
    n_jobs : int, default = 1
        Number of cpu cores to use.
    preprocessing_kwargs : dict, default = None
        A dictionary object to sets parameters for preprocess function.
        A valid preprocessing_kwargs should have the following structure:

        >>> {
        >>>     'window': The window size to compute the mean/median/minimum/maximum value,
        >>>     'method': A string indicating the data imputation method, which should be
        >>>               'mean', 'median', 'min' or 'max',
        >>>     'direction': A string indicating the data imputation direction, which should be
        >>>                 'forward', 'fwd', 'f', 'backward', 'bwd', 'b'. If the direction is
        >>>                 forward, we use previous data for imputation; if the direction is
        >>>                 backward, we use subsequent data for imputation.,
        >>>     'add_noise': A boolean value indicating whether noise needs to be added into the
        >>>                 time series
        >>> }

        To disable preprocessing procedure, set the preprocessing_kwargs to
        None/False/""/{}.

    Returns
    -------
    dict : profile
        The profile computed.

    """
    result = None
    multiple_windows = core.is_array_like(windows) and len(windows) > 1
    no_windows = isinstance(windows, type(None))
    has_threshold = isinstance(threshold, float)

    if no_windows and not has_threshold:
        raise ValueError(
            'compute requires a threshold or window(s) to be set!')

    # Check to make sure all window sizes are greater than 3, return a ValueError if not.
    if (isinstance(windows, int)
            and windows < 4) or (multiple_windows
                                 and np.any(np.unique(windows) < 4)):
        raise ValueError(
            'Compute requires all window sizes to be greater than 3!')

    if core.is_array_like(windows) and len(windows) == 1:
        windows = windows[0]

    # preprocess the time series
    preprocessing_kwargs = validate_preprocess_kwargs(preprocessing_kwargs)
    if preprocessing_kwargs:
        ts = preprocess(
            ts,
            window=preprocessing_kwargs['window'],
            impute_method=preprocessing_kwargs['impute_method'],
            impute_direction=preprocessing_kwargs['impute_direction'],
            add_noise=preprocessing_kwargs['add_noise'])

    # compute the upper window and pmp
    if no_windows and has_threshold:
        profile = maximum_subsequence(ts, threshold, include_pmp=True)

        # determine windows to be computed
        # from 8 in steps of 2 until upper w
        start = 4
        #start = 8
        windows = range(start, profile['upper_window'] + 1)

        # compute the pmp
        result = skimp(ts,
                       windows=windows,
                       sample_pct=sample_pct,
                       pmp_obj=profile)

    # compute the pmp
    elif multiple_windows:
        if core.is_array_like(query):
            logger.warn('Computing PMP - query is ignored!')

        result = skimp(ts, windows=windows, sample_pct=1, n_jobs=n_jobs)

    # compute exact mp
    elif sample_pct >= 1:
        result = mpx(ts, windows, query=query, n_jobs=n_jobs)

    # compute approximate mp
    else:
        result = scrimp_plus_plus(ts,
                                  windows,
                                  query=query,
                                  n_jobs=n_jobs,
                                  sample_pct=sample_pct)

    return result