def test_ceemdan_simpleRun(self):
T = np.linspace(0, 1, 100)
S = np.sin(2 * np.pi * T)
ceemdan = CEEMDAN(trials=10, max_imf=1)
ceemdan.EMD.FIXE_H = 5
ceemdan.ceemdan(S)
def test_ceemdan_passingArgumentsViaDict(self):
trials = 10
noise_kind = 'uniform'
spline_kind = 'linear'
# Making sure that we are not testing default options
ceemdan = CEEMDAN()
self.assertFalse(ceemdan.trials == trials,
self.cmp_msg(ceemdan.trials, trials))
self.assertFalse(ceemdan.noise_kind == noise_kind,
self.cmp_msg(ceemdan.noise_kind, noise_kind))
self.assertFalse(ceemdan.EMD.spline_kind == spline_kind,
self.cmp_msg(ceemdan.EMD.spline_kind, spline_kind))
# Testing for passing attributes via params
params = {
"trials": trials,
"noise_kind": noise_kind,
"spline_kind": spline_kind
}
ceemdan = CEEMDAN(**params)
self.assertTrue(ceemdan.trials == trials,
self.cmp_msg(ceemdan.trials, trials))
self.assertTrue(ceemdan.noise_kind == noise_kind,
self.cmp_msg(ceemdan.noise_kind, noise_kind))
self.assertTrue(ceemdan.EMD.spline_kind == spline_kind,
self.cmp_msg(ceemdan.EMD.spline_kind, spline_kind))
def test_ceemdan_noiseSeed(self):
T = np.linspace(0, 1, 100)
S = np.sin(2*np.pi*T+ 4**T) + np.cos( (T-0.4)**2)
# Compare up to machine epsilon
cmpMachEps = lambda x, y: np.abs(x-y)<=2*np.finfo(x.dtype).eps
ceemdan = CEEMDAN(trials=10)
# First run random seed
cIMF1 = ceemdan(S)
# Second run with defined seed, diff than first
ceemdan.noise_seed(12345)
cIMF2 = ceemdan(S)
# Extremly unlikely to have same seed, thus different results
msg_false = "Different seeds, expected different outcomes"
if cIMF1.shape == cIMF2.shape:
self.assertFalse(np.all(cmpMachEps(cIMF1,cIMF2)), msg_false)
# Third run with same seed as with 2nd
ceemdan.noise_seed(12345)
cIMF3 = ceemdan(S)
# Using same seeds, thus expecting same results
msg_true = "Used same seed, expected same results"
self.assertTrue(np.all(cmpMachEps(cIMF2,cIMF3)), msg_true)
def test_ceemdan_simpleRun():
T = np.linspace(0, 1, 100)
S = np.sin(2*np.pi*T)
config = {"processes": 1}
ceemdan = CEEMDAN(trials=10, max_imf=1, **config)
ceemdan.EMD.FIXE_H = 5
ceemdan.ceemdan(S)
def test_ceemdan_simpleRun():
T = np.linspace(0, 1, 100)
S = np.sin(2 * np.pi * T)
config = {"processes": 1}
ceemdan = CEEMDAN(trials=10, max_imf=1, **config)
ceemdan.EMD.FIXE_H = 5
ceemdan.ceemdan(S)
def test_ceemdan_simpleRun(self):
T = np.linspace(0, 1, 100)
S = np.sin(2*np.pi*T)
config = {"processes": 1}
ceemdan = CEEMDAN(trials=10, max_imf=1, **config)
ceemdan.EMD.FIXE_H = 5
ceemdan.ceemdan(S)
self.assertTrue('processes' in ceemdan.__dict__)
def test_imfs_and_residue_accessor(self):
S = np.random.random(100)
ceemdan = CEEMDAN(parallel=False)
cIMFs = ceemdan(S)
imfs, residue = ceemdan.get_imfs_and_residue()
self.assertEqual(cIMFs.shape[0], imfs.shape[0],
"Compare number of components")
self.assertEqual(len(residue), 100, "Check if residue exists")
def test_default_call_CEEMDAN(self):
T = np.arange(50)
S = np.cos(T * 0.1)
max_imf = 2
ceemdan = CEEMDAN(trials=5)
ceemdan(S, T, max_imf)
def test_ceemdan_passingCustomEMD(self):
spline_kind = "linear"
params = {"spline_kind": spline_kind}
ceemdan = CEEMDAN()
self.assertFalse(ceemdan.EMD.spline_kind==spline_kind,
"Not"+self.cmp_msg(ceemdan.EMD.spline_kind, spline_kind))
from PyEMD import EMD
emd = EMD(**params)
ceemdan = CEEMDAN(ext_EMD=emd)
self.assertTrue(ceemdan.EMD.spline_kind==spline_kind,
self.cmp_msg(ceemdan.EMD.spline_kind, spline_kind))
def test_ceemdan_completeRun(self):
S = np.random.random(200)
ceemdan = CEEMDAN()
cIMFs = ceemdan(S)
self.assertTrue(cIMFs.shape[0] > 1)
self.assertTrue(cIMFs.shape[1] == S.size)
def test_ceemdan_notParallel(self):
S = np.random.random(100)
ceemdan = CEEMDAN(parallel=False)
cIMFs = ceemdan(S)
self.assertTrue(cIMFs.shape[0]>1)
self.assertTrue(cIMFs.shape[1]==S.size)
def __init__(self, trails, n_component, whiten=True, max_iter=200):
self.ceemdan = CEEMDAN(trials=trails)
self.eemd = EEMD(trails=trails)
self.emd = EMD()
self.n_component = n_component
self.ICA_transfomer = FastICA(n_components=n_component,
whiten=whiten,
max_iter=max_iter)
def sig_icemm(sig):
components = []
ceemdan = CEEMDAN()
IMFs = ceemdan(sig)
imfcount = IMFs.shape[0]
components.append(sig - np.sum(IMFs, axis=0))
for i in range(imfcount):
components.append(IMFs[i])
return components
def test_ceemdan_testMaxImf(self):
S = np.random.random(100)
ceemdan = CEEMDAN(trials=10)
max_imf = 1
cIMFs = ceemdan(S, max_imf=max_imf)
self.assertTrue(cIMFs.shape[0] == max_imf + 1)
max_imf = 3
cIMFs = ceemdan(S, max_imf=max_imf)
self.assertTrue(cIMFs.shape[0] == max_imf + 1)
def test_ceemdan_noiseSeed(self):
T = np.linspace(0, 1, 100)
S = np.sin(2 * np.pi * T + 4**T) + np.cos((T - 0.4)**2)
# Compare up to machine epsilon
cmpMachEps = lambda x, y: np.abs(x - y) <= 2 * np.finfo(x.dtype).eps
ceemdan = CEEMDAN(trials=10)
# First run random seed
cIMF1 = ceemdan(S)
# Second run with defined seed, diff than first
ceemdan.noise_seed(12345)
cIMF2 = ceemdan(S)
# Extremly unlikely to have same seed, thus different results
msg_false = "Different seeds, expected different outcomes"
if cIMF1.shape == cIMF2.shape:
self.assertFalse(np.all(cmpMachEps(cIMF1, cIMF2)), msg_false)
# Third run with same seed as with 2nd
ceemdan.noise_seed(12345)
cIMF3 = ceemdan(S)
# Using same seeds, thus expecting same results
msg_true = "Used same seed, expected same results"
self.assertTrue(np.all(cmpMachEps(cIMF2, cIMF3)), msg_true)
def test_ceemdan_origianlSignal(self):
T = np.linspace(0, 1, 100)
S = 2 * np.cos(3 * np.pi * T) + np.cos(2 * np.pi * T + 4**T)
# Make a copy of S for comparsion
Scopy = np.copy(S)
# Compare up to machine epsilon
cmpMachEps = lambda x, y: np.abs(x - y) <= 2 * np.finfo(x.dtype).eps
ceemdan = CEEMDAN(trials=10)
ceemdan(S)
# The original signal should not be changed after the 'ceemdan' function.
msg_true = "Expected no change of the original signal"
self.assertTrue(np.all(cmpMachEps(Scopy, S)), msg_true)
def get_IMFset(data):
print("start ensemble decompose")
imfs_set = []
ceemdan = CEEMDAN()
for decon_time in range(data.shape[0]):
series = np.reshape(data[decon_time], (data.shape[1], ))
imfs = ceemdan(series)
imf, res = imfs[:-1], imfs[-1]
imfs_set.append(imfs)
print("processing No.", decon_time, "series")
vis = Visualisation()
vis.plot_imfs(imfs=imf, residue=res, include_residue=True)
vis.show()
return imfs_set
from PyEMD import CEEMDAN
import scipy.io.wavfile as wav
maxImf = -1
DTYPE = np.float64
N = 8000
tMin, tMax = 0, 1
T = np.linspace(tMin, tMax, N, dtype=DTYPE)
# S = 6*T +np.cos(8*np.pi**T)+0.5*np.cos(40*np.pi*T)
file = 'as_early_uw_8k.wav'
sig, fs = wav.read(file)
w = np.array(fs)
s = w/32767
S = s[0:8000]
cemdan = CEEMDAN()
cemdan.FIXE_H = 5
cemdan.nbsym = 1
cemdan.spline_kind = 'cubic'
cemdan.DTYPE = DTYPE
imfs = cemdan.ceemdan(S, T, maxImf)
imfNo = imfs.shape[0]
c = 1
r = np.ceil((imfNo+1)/c)
plt.figure(1)
plt.ioff()
plt.subplot(r, c, 1)
plt.plot(T, S, 'r')
sig2 = sig2.astype(np.int32)
sig3 = sig3.astype(np.int32)
temp = sig1[:round(rate * 1.5)]
#ceemdan = CEEMDAN(trials=10)
#eemd = EEMD(trials=1)
#emd = EMD()
#a = time.time()
#emd = EMD()
#IMFs = emd(temp)
#b = time.time()
#print('EMD consumes time is %.4f' % (b - a))
a = time.time()
ceemdan = CEEMDAN(trials=10)
cIMFs = ceemdan(temp)
b = time.time()
print('CEEMDAN consumes time is %.4f' % (b - a))
transformer = FastICA(n_components=3,
random_state=0,
whiten=True,
max_iter=1000)
transform_component = transformer.fit_transform(cIMFs, )
sperated_signale = np.dot(transform_component.T, cIMFs)
plt.subplot(4, 1, 1)
plt.plot(sig1)
for index, sig_temp in enumerate(sperated_signale):
def fun_loadExFeats(dSet,
ri,
idx,
item,
Fs,
LPcutoff,
Nmodes,
FFTregLen=25,
gaussSigma=5,
FFTreg='gaussian'):
#load eeg
featNames = ["Group", "decTime"]
featsTuple = {
"EMD": 0,
"EEMD": 0,
"CEEMDAN": 0,
"EWT": 0,
"VMD": 0,
"Orig": 0
}
if dSet == "NSC_ND":
fLoad = loadmat("%s/data/%s/%s%d" % (dSet, item, item, ri + 1))
f = fLoad[item][:, 0]
ltemp = int(np.ceil(f.size / 2)) #to behave the same as matlab's round
fMirr = np.append(np.flip(f[0:ltemp - 1], axis=0), f)
fMirr = np.append(fMirr, np.flip(f[-ltemp - 1:-1], axis=0))
f = np.copy(fMirr)
if dSet == "BonnDataset":
f = np.loadtxt("%s/data/%s/%s%.3d.txt" % (dSet, item, item, ri + 1))
#preprocessing - LP filter and remove DC
f = f - np.mean(f)
b, a = signal.butter(4, LPcutoff / (0.5 * Fs), btype='low', analog=False)
fp = signal.filtfilt(b, a, f)
#% EMD features
tic = time.time()
emd = EMD()
emd.MAX_ITERATION = 2000
IMFs = emd.emd(fp, max_imf=Nmodes)
toc = time.time()
featsTuple["EMD"] = toc - tic #execution time (decomposition)
if Nmodes != IMFs.shape[0] - 1:
print("\nCheck number of EMD modes: %s%.3d" % (item, ri + 1))
for mi in range(IMFs.shape[0]):
featOut, labelTemp = featExtract(IMFs[mi, :], Fs, welchWin=1024)
featsTuple["EMD"] = np.append(featsTuple["EMD"], featOut)
#write feature name header
if ri == 0 and idx == 0:
for ii in labelTemp:
featNames = np.append(featNames, "%s%d" % (ii, mi))
if IMFs.shape[0] < Nmodes + 1:
featsTuple["EMD"] = np.append(
featsTuple["EMD"], np.zeros(Nfeats * (Nmodes + 1 - IMFs.shape[0])))
#% EEMD - Ensemble Empirical Mode Decomposition
tic = time.time()
if __name__ == "__main__":
eemd = EEMD(trials=200)
eemd.MAX_ITERATION = 2000
eIMFs = eemd(fp, max_imf=Nmodes)
toc = time.time()
featsTuple["EEMD"] = toc - tic #execution time (decomposition )
if Nmodes != eIMFs.shape[0] - 1:
print("\nCheck number of EEMD modes: %s%.3d" % (item, ri + 1))
#for each mode, extract features
for mi in range(eIMFs.shape[0]):
featOut, labelTemp = featExtract(eIMFs[mi, :], Fs, welchWin=1024)
featsTuple["EEMD"] = np.append(featsTuple["EEMD"], featOut)
if eIMFs.shape[0] < Nmodes + 1:
featsTuple["EEMD"] = np.append(
featsTuple["EEMD"],
np.zeros(Nfeats * (Nmodes + 1 - eIMFs.shape[0])))
#% CEEMDAN - Complete Ensemble Empirical Mode Decomposition with Adaptive Noise
tic = time.time()
if __name__ == "__main__":
ceemdan = CEEMDAN()
ceIMFs = ceemdan(fp, max_imf=Nmodes)
toc = time.time()
featsTuple["CEEMDAN"] = toc - tic #execution time (decomposition )
if Nmodes != ceIMFs.shape[0] - 1:
print("\nCheck number of CEEMDAN modes: %s%.3d" % (item, ri + 1))
#for each mode, extract features
for mi in range(ceIMFs.shape[0]):
featOut, labelTemp = featExtract(ceIMFs[mi, :], Fs, welchWin=1024)
featsTuple["CEEMDAN"] = np.append(featsTuple["CEEMDAN"], featOut)
if ceIMFs.shape[0] < Nmodes + 1:
featsTuple["CEEMDAN"] = np.append(
featsTuple["CEEMDAN"],
np.zeros(Nfeats * (Nmodes + 1 - ceIMFs.shape[0])))
#%EWT features
tic = time.time()
ewt, _, _ = ewtpy.EWT1D(fp,
N=Nmodes,
log=0,
detect="locmax",
completion=0,
reg=FFTreg,
lengthFilter=FFTregLen,
sigmaFilter=gaussSigma)
toc = time.time()
featsTuple["EWT"] = toc - tic #execution time (decomposition )
if Nmodes != ewt.shape[1]:
print("\nCheck number of EWT modes: %s%.3d" % (item, ri + 1))
#for each mode, extract features
for mi in range(Nmodes):
featOut, labelTemp = featExtract(ewt[:, mi], Fs, welchWin=1024)
featsTuple["EWT"] = np.append(featsTuple["EWT"], featOut)
#% VMD features
DC = np.mean(fp) # no DC part imposed
tic = time.time()
vmd, _, _ = VMD(fp, alpha, tau, Nmodes, DC, init, tol)
toc = time.time()
featsTuple["VMD"] = toc - tic #execution time (decomposition )
if Nmodes != vmd.shape[0]:
print("\nCheck number of VMD modes: %s%.3d" % (item, ri + 1))
#for each mode, extract features
for mi in range(Nmodes):
featOut, labelTemp = featExtract(vmd[mi, :], Fs, welchWin=1024)
featsTuple["VMD"] = np.append(featsTuple["VMD"], featOut)
#% Original non-decomposed signal features
tic = time.time()
featOut, labelTemp = featExtract(fp, Fs, welchWin=1024)
toc = time.time()
featsTuple["Orig"] = np.append(toc - tic, featOut)
return item, featsTuple
def test_ceemdan_noiseKind_uniform():
ceemdan = CEEMDAN()
ceemdan.noise_kind = "uniform"
ceemdan.generate_noise(1., 100)
def getCEEMDAN(signal):
ceemdan = CEEMDAN()
cIMFs = ceemdan(signal)
return cIMFs
# ceemdan = CEEMDAN()
# cIMFs = ceemdan(s)
np.random.seed(0)
t = np.linspace(0, 1, 200)
sin = lambda x, p: np.sin(2 * np.pi * x * t + p)
S = 3 * sin(18, 0.2) * (t - 0.2) ** 2
S += 5 * sin(11, 2.7)
S += 3 * sin(14, 1.6)
S += 1 * np.sin(4 * 2 * np.pi * (t - 0.8) ** 2)
S += t ** 2.1 - t
# Execute EEMD on S
eemd = CEEMDAN(trials=1)
# eIMFs = eemd(s)
eIMFs = eemd.ceemdan(S, t)
nIMFs = eIMFs.shape[0]
print('number of IMFs:', nIMFs)
# Plot results
plt.figure(figsize=(12,9))
plt.subplot(nIMFs+2, 1, 1)
plt.plot(t, S, 'r')
plt.ylabel("Original")
reconstructed_points = np.sum(eIMFs, axis=0)
corr_data = []
for n in range(nIMFs):
def test_ceemdan_constantEpsilon():
S = np.random.random(100)
ceemdan = CEEMDAN(trials=10, max_imf=2)
ceemdan.beta_progress = False
ceemdan(S)
# eemd = EEMD()
# eemd.noise_seed(12345)
# eemd_imfs = eemd.eemd(DO.reshape(-1),None,8)
# i = 1
# plt.subplot(len(eemd_imfs)+1,1,i)
# plt.plot(DO)
# for emd_imf in eemd_imfs:
# plt.subplot(len(eemd_imfs)+1, 1, i+1)
# plt.plot(emd_imf,color = 'black')
# i += 1
# # plt.plot(DO, "black")
# plt.show()
# ########################################################CEEMDAN
ceemdan = CEEMDAN()
# ceemdan.noise_seed(12345)
ceemdan_imfs = ceemdan.ceemdan(DO.reshape(-1), None, 8)
print("ceemdan_imfs", ceemdan_imfs)
i = 1
plt.rc('font', family='Times New Roman')
plt.subplot(len(ceemdan_imfs) + 1, 1, i)
plt.plot(DO)
plt.ylabel("Signal")
for emd_imf in ceemdan_imfs:
plt.subplot(len(ceemdan_imfs) + 1, 1, i + 1)
plt.plot(emd_imf, color='black')
plt.ylabel("IMF " + str(i))
i += 1
# plt.plot(DO, "black")
def test_ceemdan_noiseKind_unknown(self):
ceemdan = CEEMDAN()
ceemdan.noise_kind = "bernoulli"
with self.assertRaises(ValueError):
ceemdan.generate_noise(1., 100)
def test_imfs_and_residue_accessor2(self):
ceemdan = CEEMDAN()
with self.assertRaises(ValueError):
imfs, residue = ceemdan.get_imfs_and_residue()
def test_ceemdan_noiseKind_unknown(self):
ceemdan = CEEMDAN()
ceemdan.noise_kind = "bernoulli"
with self.assertRaises(ValueError):
ceemdan.generate_noise(1., 100)
def test_ceemdan_constantEpsilon(self):
S = np.random.random(100)
ceemdan = CEEMDAN(trials=10, max_imf=2)
ceemdan.beta_progress = False
ceemdan(S)
def test_ceemdan_noiseKind_uniform(self):
ceemdan = CEEMDAN()
ceemdan.noise_kind = "uniform"
ceemdan.generate_noise(1., 100)
plt.savefig("DecEMD%d_%s_%s.pdf" % (Nmodes[0], dBase, kk))
#EEMD
if __name__ == "__main__":
eemd = EEMD()
eemd.MAX_ITERATION = 2000
eIMFs = eemd(f[kk], max_imf=Nmodes[1])
plotModes(np.flip(eIMFs.T, axis=1),
Nmodes[1] + 1,
tlimits=paramsData[dBase]["tlimits"])
#plt.suptitle('EMD, %s signal'%list(f.keys())[ind])
plt.savefig("DecEEMD%d_%s_%s.pdf" % (Nmodes[1], dBase, kk))
#CEEMDAN
if __name__ == "__main__":
ceemdan = CEEMDAN()
ceIMFs = ceemdan(f[kk], max_imf=Nmodes[2])
plotModes(np.flip(ceIMFs.T, axis=1),
Nmodes[2] + 1,
tlimits=paramsData[dBase]["tlimits"])
plt.savefig("DecCEEMDAN%d_%s_%s.pdf" % (Nmodes[2], dBase, kk))
#fig EWT
ewt, _, _ = ewtpy.EWT1D(f[kk],
N=Nmodes[3],
log=0,
detect="locmax",
completion=0,
reg=FFTreg,
lengthFilter=FFTregLen,
sigmaFilter=gaussSigma)
def main():
full_data, scaler = load_data('data-569-1.csv')
training_set_split = int(len(full_data) * (0.8))
lookback_window = 2
global result
result = '\nEvaluation.'
# #数组划分为不同的数据集
data_regular = data_split(full_data, training_set_split, lookback_window)
data_regular_DL = data_split_LSTM(data_regular)
x_real = scaler.inverse_transform(data_regular[1].reshape(-1, 1)).reshape(
-1, )
y_real = scaler.inverse_transform(data_regular[3].reshape(-1, 1)).reshape(
-1, )
a = np.concatenate((x_real, y_real), axis=0)
predict_svr = Training_Prediction_ML(model_SVR(), a, scaler, data_regular,
'SVR')
predict_elm = Training_Prediction_ML(model_ELM(), a, scaler, data_regular,
'ELM')
predict_bp = Training_Prediction_ML(model_BPNN(), a, scaler, data_regular,
'BPNN')
predict_LSTM = Training_Prediction_DL(model_LSTM(lookback_window), a,
scaler, data_regular_DL, 'LSTM')
#################################################################EMD_LSTM
emd = EMD()
emd_imfs = emd.emd(full_data.reshape(-1), None, 8)
emd_imfs_prediction = []
# i = 1
# plt.rc('font', family='Times New Roman')
# plt.subplot(len(emd_imfs) + 1, 1, i)
# plt.plot(full_data, color='black')
# plt.ylabel('Signal')
# plt.title('EMD')
# for emd_imf in emd_imfs:
# plt.subplot(len(emd_imfs) + 1, 1, i + 1)
# plt.plot(emd_imf, color='black')
# plt.ylabel('IMF ' + str(i))
# i += 1
# plt.show()
test = np.zeros([len(full_data) - training_set_split - lookback_window, 1])
i = 1
for emd_imf in emd_imfs:
print('-' * 45)
print('This is ' + str(i) + ' time(s)')
print('*' * 45)
data_imf = data_split_LSTM(
data_split(imf_data(emd_imf, 1), training_set_split,
lookback_window))
test += data_imf[3]
model = EEMD_LSTM_Model(data_imf[0], data_imf[1], i)
# model.save('EEMD-LSTM-imf' + str(i) + '.h5')
emd_prediction_X = model.predict(data_imf[0])
emd_prediction_Y = model.predict(data_imf[2])
emd_imfs_prediction.append(
np.concatenate((emd_prediction_X, emd_prediction_Y), axis=0))
i += 1
emd_imfs_prediction = np.array(emd_imfs_prediction)
emd_prediction = [0.0 for i in range(len(a))]
emd_prediction = np.array(emd_prediction)
for i in range(len(a)):
emd_t = 0.0
for emd_imf_prediction in emd_imfs_prediction:
emd_t += emd_imf_prediction[i][0]
emd_prediction[i] = emd_t
emd_prediction = scaler.inverse_transform(emd_prediction.reshape(
-1, 1)).reshape(-1, )
result += '\n\nMAE_emd_lstm: {}'.format(MAE1(a, emd_prediction))
result += '\nRMSE_emd_lstm: {}'.format(RMSE1(a, emd_prediction))
result += '\nMAPE_emd_lstm: {}'.format(MAPE1(a, emd_prediction))
result += '\nR2_emd_lstm: {}'.format(R2(a, emd_prediction))
################################################################EEMD_LSTM
# eemd = EEMD()
# # eemd.noise_seed(12345)
# eemd_imfs = eemd.eemd(full_data.reshape(-1), None, 8)
# eemd_imfs_prediction = []
#
# # i = 1
# # plt.rc('font', family='Times New Roman')
# # plt.subplot(len(eemd_imfs) + 1, 1, i)
# # plt.plot(full_data, color='black')
# # plt.ylabel('Signal')
# # plt.title('EEMD')
# # for imf in eemd_imfs:
# # plt.subplot(len(eemd_imfs) + 1, 1, i + 1)
# # plt.plot(imf, color='black')
# # plt.ylabel('IMF ' + str(i))
# # i += 1
# #
# # # # plt.savefig('result_imf.png')
# # plt.show()
#
# test = np.zeros([len(full_data) - training_set_split - lookback_window, 1])
#
# i = 1
# for imf in eemd_imfs:
# print('-' * 45)
# print('This is ' + str(i) + ' time(s)')
# print('*' * 45)
#
# data_imf = data_split_LSTM(data_split(imf_data(imf, 1), training_set_split, lookback_window))
#
# test += data_imf[3]
#
# model = EEMD_LSTM_Model(data_imf[0], data_imf[1], i)
#
# eemd_prediction_X = model.predict(data_imf[0])
# eemd_prediction_Y = model.predict(data_imf[2])
# eemd_imfs_prediction.append(np.concatenate((eemd_prediction_X, eemd_prediction_Y), axis=0))
#
# i += 1
#
# eemd_imfs_prediction = np.array(eemd_imfs_prediction)
#
# eemd_prediction = [0.0 for i in range(len(a))]
# eemd_prediction = np.array(eemd_prediction)
# for i in range(len(a)):
# t = 0.0
# for imf_prediction in eemd_imfs_prediction:
# t += imf_prediction[i][0]
# eemd_prediction[i] = t
#
# eemd_prediction = scaler.inverse_transform(eemd_prediction.reshape(-1, 1)).reshape(-1, )
#
# result += '\n\nMAE_eemd_lstm: {}'.format(MAE1(a, eemd_prediction))
# result += '\nRMSE_eemd_lstm: {}'.format(RMSE1(a, eemd_prediction))
# result += '\nMAPE_eemd_lstm: {}'.format(MAPE1(a, eemd_prediction))
# result += '\nR2_eemd_lstm: {}'.format(R2(a, eemd_prediction))
################################################################CEEMDAN_LSTM
ceemdan = CEEMDAN()
ceemdan_imfs = ceemdan.ceemdan(full_data.reshape(-1), None, 8)
ceemdan_imfs_prediction = []
# i = 1
# plt.rc('font', family='Times New Roman')
# plt.subplot(len(ceemdan_imfs) + 1, 1, i)
# plt.plot(full_data,color= 'black')
# plt.ylabel('orignal')
# # plt.title('CEEMDAN')
# for imf in ceemdan_imfs:
# plt.subplot(len(ceemdan_imfs) + 1, 1, i + 1)
# plt.plot(imf, color='steelblue')
# plt.ylabel('IMF ' + str(i))
# i += 1
# # # plt.savefig('result_imf.png')
# plt.show()
test = np.zeros([len(full_data) - training_set_split - lookback_window, 1])
i = 1
for imf in ceemdan_imfs:
print('-' * 45)
print('This is ' + str(i) + ' time(s)')
print('*' * 45)
data_imf = data_split_LSTM(
data_split(imf_data(imf, 1), training_set_split, lookback_window))
test += data_imf[3]
model = EEMD_LSTM_Model(data_imf[0], data_imf[1],
i) # [X_train, Y_train, X_test, y_test]
prediction_X = model.predict(data_imf[0])
prediction_Y = model.predict(data_imf[2])
# ceemdan_imfs_prediction.append(prediction_Y)
ceemdan_imfs_prediction.append(
np.concatenate((prediction_X, prediction_Y), axis=0))
i += 1
ceemdan_imfs_prediction = np.array(ceemdan_imfs_prediction)
ceemdan_prediction = [0.0 for i in range(len(a))]
ceemdan_prediction = np.array(ceemdan_prediction)
for i in range(len(a)):
t = 0.0
for imf_prediction in ceemdan_imfs_prediction:
t += imf_prediction[i][0]
ceemdan_prediction[i] = t
ceemdan_prediction = scaler.inverse_transform(
ceemdan_prediction.reshape(-1, 1)).reshape(-1, )
result += '\n\nMAE_ceemdan_lstm: {}'.format(MAE1(a, ceemdan_prediction))
result += '\nRMSE_ceemdan_lstm: {}'.format(RMSE1(a, ceemdan_prediction))
result += '\nMAPE_ceemdan_lstm: {}'.format(MAPE1(a, ceemdan_prediction))
result += '\nR2_ceemdan_lstm: {}'.format(R2(a, ceemdan_prediction))
##################################################evaluation
print(result)
###===============画图===========================
# plt.rc('font', family='Times New Roman')
# plt.figure(1, figsize=(15, 5))
# plt.plot(a, 'black', linewidth=1, label='true',linestyle='-')
# plt.plot(predict_svr, 'tan', linewidth=1,label='SVR')
# plt.plot(predict_bp, 'indianred', linewidth=1,label='BP')
# plt.plot(predict_elm, 'khaki', linewidth=1,label='ELM')
# plt.plot(predict_LSTM, 'lightsteelblue', label='LSTM', linewidth=1)
# plt.plot(emd_prediction, 'seagreen', label='EMD-LSTM', linewidth=1)
# # plt.plot(eemd_prediction, 'r', linewidth=2.5, linestyle='--', marker='^', markersize=2)
# plt.plot(ceemdan_prediction, 'red',label='Proposed', linewidth=1, linestyle='-',marker='^', markersize=2)
# plt.grid(True, linestyle=':', color='gray', linewidth='0.5', axis='both')
# plt.xlabel('time(days)', fontsize=18)
# plt.ylabel('height(mm)', fontsize=18)
# # plt.title('551')
# plt.legend(loc='best')
#
# plt.show()
plt.rc('font', family='Times New Roman')
plt.figure(1, figsize=(15, 5))
plt.plot(a, 'black', linewidth=1, linestyle='-')
plt.plot(predict_svr, 'tan', linewidth=1)
plt.plot(predict_bp, 'indianred', linewidth=1)
plt.plot(predict_elm, 'khaki', linewidth=1)
plt.plot(predict_LSTM, 'lightsteelblue', linewidth=1)
plt.plot(emd_prediction, 'seagreen', linewidth=1)
# plt.plot(eemd_prediction, 'r', linewidth=2.5, linestyle='--', marker='^', markersize=2)
plt.plot(ceemdan_prediction,
'red',
linewidth=1,
linestyle='-',
marker='^',
markersize=2)
plt.grid(True, linestyle=':', color='gray', linewidth='0.5', axis='both')
plt.xlabel('time(days)', fontsize=18)
plt.ylabel('height(mm)', fontsize=18)
# plt.title('551')
plt.legend(loc='best')
plt.show()
x=[]
n=0
for row in csvread1:
if row[0]!='TAVG':
x.append(row[0])
n=n+1
x=np.array(x)
x=x.astype(float)
csvfile1.close()
S=x
T=np.arange(0,len(S),1)
tMin,tMax=0,len(S)
trials=20
ceemdan=CEEMDAN(trials=trials)
S,C_IMFs=ceemdan(S,T,max_imf)#包括了最后的RES
imfNo=C_IMFs.shape[0]
csv_file_write=open('imfs.csv','wb')
csv_write=csv.writer(csv_file_write)
csv_write.writerows(C_IMFs)
csv_file_write.close
# Plot results in a grid
c = np.floor(np.sqrt(imfNo+2))
r = np.ceil((imfNo+2)/c)
plt.ioff()
