def __init__(self, key, window_sizes, series_window, results_folder):
self.key = key
self.dates = []
self.window_sizes = window_sizes
self.series_window = series_window
self.results_folder = results_folder
self.number_of_values = 0
self.streamingCalculators = {}
for m in window_sizes:
calculator = StreamingCalculator(m, series_window)
generator = calculator.add_generator(0,
ZNormEuclidean(noise_std=0.))
consumer = calculator.add_consumer([0], ShiftingMatrixProfileLR())
self.streamingCalculators[m] = {
'calculator': calculator,
'consumer': consumer,
'resultsFile': results_folder + '/' + str(m) + '.txt'
}
self.openFiles()
def test_calculate_diagonals_with_series_shifting(self):
dm = np.array([[2., 2., 3., 1., -1., -5], [4., 1., 2., 4., -2., -6.],
[1., 3., 4., 2., -3., -7.], [3., 4., 1., 3., -4., 0.]])
# =============== : window
mplr = ShiftingMatrixProfileLR()
mplr.initialise(1, 4, 4)
for diag in range(-3, 0):
mplr.process_diagonal(
diag, np.atleast_2d(dm[:, :4][diag_indices(4, 4, diag)]))
for diag in range(1, 4):
mplr.process_diagonal(
diag, np.atleast_2d(dm[:, :4][diag_indices(4, 4, diag)]))
npt.assert_equal(mplr.matrix_profile_left, [np.inf, 2, 2., 1])
npt.assert_equal(mplr.profile_index_left, [-1, 0, 1, 0])
npt.assert_equal(mplr.matrix_profile_right, [1., 3, 1., np.inf])
npt.assert_equal(mplr.profile_index_right, [2, 2, 3, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 2., 1., 1.])
npt.assert_equal(mplr.profile_index(), [2, 0, 3, 0])
mplr.shift_series(1)
mplr.process_diagonal(
-1, np.atleast_2d(dm[:, 1:5][diag_indices(4, 4, -1)]))
npt.assert_equal(mplr.matrix_profile_left, [1., 2., 1, np.inf])
npt.assert_equal(mplr.profile_index_left, [1, 1, 0, -1])
npt.assert_equal(mplr.matrix_profile_right, [3, 1., np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [2, 3, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., 1., np.inf])
npt.assert_equal(mplr.profile_index(), [1, 3, 0, -1])
mplr.shift_series(1)
npt.assert_equal(mplr.matrix_profile_left, [2., 1, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_left, [1, 0, -1, -1])
npt.assert_equal(mplr.matrix_profile_right,
[1., np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., np.inf, np.inf])
npt.assert_equal(mplr.profile_index(), [3, 0, -1, -1])
for diag in range(-1, 4):
mplr.process_diagonal(
diag, np.atleast_2d(dm[:, 2:][diag_indices(4, 4, diag)]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, -4, -7])
npt.assert_equal(mplr.profile_index_left, [1, 0, 3, 2])
npt.assert_equal(mplr.matrix_profile_right,
[1., np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., -4, -7])
npt.assert_equal(mplr.profile_index(), [3, 0, 3, 2])
def test_calculate_diagonals_with_series_and_query_shifting(self):
dm = np.array([[2., 2., 3., 1., nan, nan], [4., 1., 2., 4., nan, nan],
[1., 3., 4., 2., -1., -5.], [3., 4., 1., 3., -2., -6.],
[nan, nan, nan, -1., -3., -7.],
[nan, nan, nan, nan, -4., 0.]])
mplr = ShiftingMatrixProfileLR()
mplr.initialise(1, 4, 4)
for diag in range(-3, 4):
mplr.process_diagonal(
diag, np.atleast_2d(dm[:, :4][diag_indices(4, 4, diag)]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, 2., 1])
npt.assert_equal(mplr.profile_index_left, [0, 1, 1, 0])
npt.assert_equal(mplr.matrix_profile_right, [1., 3, 1., np.inf])
npt.assert_equal(mplr.profile_index_right, [2, 2, 3, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., 1., 1.])
npt.assert_equal(mplr.profile_index(), [2, 1, 3, 0])
mplr.shift_query(2)
mplr.shift_series(2)
npt.assert_equal(mplr.matrix_profile_left, [2., 1, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_left, [1, 0, -1, -1])
npt.assert_equal(mplr.matrix_profile_right,
[1., np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., np.inf, np.inf])
npt.assert_equal(mplr.profile_index(), [3, 0, -1, -1])
for diag in range(-1, 4):
mplr.process_diagonal(
diag, np.atleast_2d(dm[2:, 2:][diag_indices(4, 4, diag)]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, -3, -7])
npt.assert_equal(mplr.profile_index_left, [1, 0, 4, 4])
npt.assert_equal(mplr.matrix_profile_right, [1., -1, -4, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, 4, 5, -1])
npt.assert_equal(mplr.matrix_profile(), [1., -1., -4, -7])
npt.assert_equal(mplr.profile_index(), [3, 4, 5, 4])
def test_calculate_columns_with_query_shifting(self):
dm = np.array([[2., 1.], [0., 2.], [1., 3.], [3., 4.], [4., 0.],
[2., 9.]])
mplr = ShiftingMatrixProfileLR()
mplr.initialise(1, 4, 2)
mplr.process_column(0, np.atleast_2d(dm[0:4, 0]))
mplr.process_column(1, np.atleast_2d(dm[0:4, 1]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1.])
npt.assert_equal(mplr.profile_index_left, [0, 0])
npt.assert_equal(mplr.matrix_profile_right, [0., 3.])
npt.assert_equal(mplr.profile_index_right, [1, 2])
npt.assert_equal(mplr.matrix_profile(), [0., 1.])
npt.assert_equal(mplr.profile_index(), [1, 0])
mplr.shift_query(1)
npt.assert_equal(mplr.matrix_profile_left, [2., 1.])
npt.assert_equal(mplr.profile_index_left, [0, 0])
npt.assert_equal(mplr.matrix_profile_right, [0., 3.])
npt.assert_equal(mplr.profile_index_right, [1, 2])
npt.assert_equal(mplr.matrix_profile(), [0., 1.])
npt.assert_equal(mplr.profile_index(), [1, 0])
mplr.process_column(0, np.atleast_2d(dm[1:5, 0]))
mplr.process_column(1, np.atleast_2d(dm[1:5, 1]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1.])
npt.assert_equal(mplr.profile_index_left, [0, 0])
npt.assert_equal(mplr.matrix_profile_right, [0., 0.])
npt.assert_equal(mplr.profile_index_right, [1, 4])
npt.assert_equal(mplr.matrix_profile(), [0., 0.])
npt.assert_equal(mplr.profile_index(), [1, 4])
mplr.shift_query(1)
mplr.process_column(0, np.atleast_2d(dm[2:6, 0]))
mplr.process_column(1, np.atleast_2d(dm[2:6, 1]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1.])
npt.assert_equal(mplr.profile_index_left, [0, 0])
npt.assert_equal(mplr.matrix_profile_right, [0., 0.])
npt.assert_equal(mplr.profile_index_right, [1, 4])
npt.assert_equal(mplr.matrix_profile(), [0., 0.])
npt.assert_equal(mplr.profile_index(), [1, 4])
def test_calculate_columns_with_series_and_query_shifting(self):
dm = np.array([[2., 2., 3., 1., nan, nan], [4., 1., 2., 4., nan, nan],
[1., 3., 4., 2., -1., -5.], [3., 4., 1., 3., -2., -6.],
[nan, nan, nan, 8., -3., -7.],
[nan, nan, nan, 7., -4., 0.]])
mplr = ShiftingMatrixProfileLR()
mplr.initialise(1, 4, 4)
for col in range(4):
mplr.process_column(col, np.atleast_2d(dm[0:4, col]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, 2., 1])
npt.assert_equal(mplr.profile_index_left, [0, 1, 1, 0])
npt.assert_equal(mplr.matrix_profile_right, [1., 3, 1., np.inf])
npt.assert_equal(mplr.profile_index_right, [2, 2, 3, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., 1., 1.])
npt.assert_equal(mplr.profile_index(), [2, 1, 3, 0])
mplr.shift_query(2)
mplr.shift_series(2)
npt.assert_equal(mplr.matrix_profile_left, [2., 1, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_left, [1, 0, -1, -1])
npt.assert_equal(mplr.matrix_profile_right,
[1., np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., np.inf, np.inf])
npt.assert_equal(mplr.profile_index(), [3, 0, -1, -1])
mplr.process_column(1, np.atleast_2d(dm[2:6, 3]))
mplr.process_column(2, np.atleast_2d(dm[2:6, 4]))
mplr.process_column(3, np.atleast_2d(dm[2:6, 5]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, -3, -7])
npt.assert_equal(mplr.profile_index_left, [1, 0, 4, 4])
npt.assert_equal(mplr.matrix_profile_right, [1., 7., -4, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, 5, 5, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., -4, -7])
npt.assert_equal(mplr.profile_index(), [3, 0, 5, 4])
def test_calculate_columns_with_series_shifting(self):
dm = np.array([[2., 2., 3., 1., -1., -5], [4., 1., 2., 4., -2., -6.],
[1., 3., 4., 2., -3., -7.], [3., 4., 1., 3., -4., 0.]])
# =============== : window
mplr = ShiftingMatrixProfileLR()
mplr.initialise(1, 4, 4)
mplr.process_column(0, np.atleast_2d(dm[:, 0]))
mplr.process_column(1, np.atleast_2d(dm[:, 1]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_left, [0, 1, -1, -1])
npt.assert_equal(mplr.matrix_profile_right, [1., 3, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [2, 2, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., np.inf, np.inf])
npt.assert_equal(mplr.profile_index(), [2, 1, -1, -1])
mplr.shift_series(1)
npt.assert_equal(mplr.matrix_profile_left, [1, np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_left, [1, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile_right,
[3, np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [2, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index(), [1, -1, -1, -1])
mplr.process_column(1, np.atleast_2d(dm[:, 2]))
npt.assert_equal(mplr.matrix_profile_left, [1, 2, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_left, [1, 1, -1, -1])
npt.assert_equal(mplr.matrix_profile_right, [3, 1, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [2, 3, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1, np.inf, np.inf])
npt.assert_equal(mplr.profile_index(), [1, 3, -1, -1])
mplr.shift_series(1)
mplr.process_column(1, np.atleast_2d(dm[:, 3]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_left, [1, 0, -1, -1])
npt.assert_equal(mplr.matrix_profile_right,
[1., np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., np.inf, np.inf])
npt.assert_equal(mplr.profile_index(), [3, 0, -1, -1])
mplr.process_column(2, np.atleast_2d(dm[:, 4]))
mplr.process_column(3, np.atleast_2d(dm[:, 5]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, -4, -7])
npt.assert_equal(mplr.profile_index_left, [1, 0, 3, 2])
npt.assert_equal(mplr.matrix_profile_right,
[1., np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., -4, -7])
npt.assert_equal(mplr.profile_index(), [3, 0, 3, 2])
def setUp(self):
# Needed to run all tests in TestMatrixProfileLR
super().setUp()
self.mplr = ShiftingMatrixProfileLR()
self.mplr.initialise(1, self.dm.shape[0], self.dm.shape[1])
class TestShiftingMatrixProfileLR(TestMatrixProfileLR):
def setUp(self):
# Needed to run all tests in TestMatrixProfileLR
super().setUp()
self.mplr = ShiftingMatrixProfileLR()
self.mplr.initialise(1, self.dm.shape[0], self.dm.shape[1])
def test_calculate_columns_with_series_shifting(self):
dm = np.array([[2., 2., 3., 1., -1., -5], [4., 1., 2., 4., -2., -6.],
[1., 3., 4., 2., -3., -7.], [3., 4., 1., 3., -4., 0.]])
# =============== : window
mplr = ShiftingMatrixProfileLR()
mplr.initialise(1, 4, 4)
mplr.process_column(0, np.atleast_2d(dm[:, 0]))
mplr.process_column(1, np.atleast_2d(dm[:, 1]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_left, [0, 1, -1, -1])
npt.assert_equal(mplr.matrix_profile_right, [1., 3, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [2, 2, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., np.inf, np.inf])
npt.assert_equal(mplr.profile_index(), [2, 1, -1, -1])
mplr.shift_series(1)
npt.assert_equal(mplr.matrix_profile_left, [1, np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_left, [1, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile_right,
[3, np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [2, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index(), [1, -1, -1, -1])
mplr.process_column(1, np.atleast_2d(dm[:, 2]))
npt.assert_equal(mplr.matrix_profile_left, [1, 2, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_left, [1, 1, -1, -1])
npt.assert_equal(mplr.matrix_profile_right, [3, 1, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [2, 3, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1, np.inf, np.inf])
npt.assert_equal(mplr.profile_index(), [1, 3, -1, -1])
mplr.shift_series(1)
mplr.process_column(1, np.atleast_2d(dm[:, 3]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_left, [1, 0, -1, -1])
npt.assert_equal(mplr.matrix_profile_right,
[1., np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., np.inf, np.inf])
npt.assert_equal(mplr.profile_index(), [3, 0, -1, -1])
mplr.process_column(2, np.atleast_2d(dm[:, 4]))
mplr.process_column(3, np.atleast_2d(dm[:, 5]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, -4, -7])
npt.assert_equal(mplr.profile_index_left, [1, 0, 3, 2])
npt.assert_equal(mplr.matrix_profile_right,
[1., np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., -4, -7])
npt.assert_equal(mplr.profile_index(), [3, 0, 3, 2])
def test_calculate_columns_with_series_and_query_shifting(self):
dm = np.array([[2., 2., 3., 1., nan, nan], [4., 1., 2., 4., nan, nan],
[1., 3., 4., 2., -1., -5.], [3., 4., 1., 3., -2., -6.],
[nan, nan, nan, 8., -3., -7.],
[nan, nan, nan, 7., -4., 0.]])
mplr = ShiftingMatrixProfileLR()
mplr.initialise(1, 4, 4)
for col in range(4):
mplr.process_column(col, np.atleast_2d(dm[0:4, col]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, 2., 1])
npt.assert_equal(mplr.profile_index_left, [0, 1, 1, 0])
npt.assert_equal(mplr.matrix_profile_right, [1., 3, 1., np.inf])
npt.assert_equal(mplr.profile_index_right, [2, 2, 3, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., 1., 1.])
npt.assert_equal(mplr.profile_index(), [2, 1, 3, 0])
mplr.shift_query(2)
mplr.shift_series(2)
npt.assert_equal(mplr.matrix_profile_left, [2., 1, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_left, [1, 0, -1, -1])
npt.assert_equal(mplr.matrix_profile_right,
[1., np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., np.inf, np.inf])
npt.assert_equal(mplr.profile_index(), [3, 0, -1, -1])
mplr.process_column(1, np.atleast_2d(dm[2:6, 3]))
mplr.process_column(2, np.atleast_2d(dm[2:6, 4]))
mplr.process_column(3, np.atleast_2d(dm[2:6, 5]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, -3, -7])
npt.assert_equal(mplr.profile_index_left, [1, 0, 4, 4])
npt.assert_equal(mplr.matrix_profile_right, [1., 7., -4, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, 5, 5, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., -4, -7])
npt.assert_equal(mplr.profile_index(), [3, 0, 5, 4])
def test_calculate_columns_with_query_shifting(self):
dm = np.array([[2., 1.], [0., 2.], [1., 3.], [3., 4.], [4., 0.],
[2., 9.]])
mplr = ShiftingMatrixProfileLR()
mplr.initialise(1, 4, 2)
mplr.process_column(0, np.atleast_2d(dm[0:4, 0]))
mplr.process_column(1, np.atleast_2d(dm[0:4, 1]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1.])
npt.assert_equal(mplr.profile_index_left, [0, 0])
npt.assert_equal(mplr.matrix_profile_right, [0., 3.])
npt.assert_equal(mplr.profile_index_right, [1, 2])
npt.assert_equal(mplr.matrix_profile(), [0., 1.])
npt.assert_equal(mplr.profile_index(), [1, 0])
mplr.shift_query(1)
npt.assert_equal(mplr.matrix_profile_left, [2., 1.])
npt.assert_equal(mplr.profile_index_left, [0, 0])
npt.assert_equal(mplr.matrix_profile_right, [0., 3.])
npt.assert_equal(mplr.profile_index_right, [1, 2])
npt.assert_equal(mplr.matrix_profile(), [0., 1.])
npt.assert_equal(mplr.profile_index(), [1, 0])
mplr.process_column(0, np.atleast_2d(dm[1:5, 0]))
mplr.process_column(1, np.atleast_2d(dm[1:5, 1]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1.])
npt.assert_equal(mplr.profile_index_left, [0, 0])
npt.assert_equal(mplr.matrix_profile_right, [0., 0.])
npt.assert_equal(mplr.profile_index_right, [1, 4])
npt.assert_equal(mplr.matrix_profile(), [0., 0.])
npt.assert_equal(mplr.profile_index(), [1, 4])
mplr.shift_query(1)
mplr.process_column(0, np.atleast_2d(dm[2:6, 0]))
mplr.process_column(1, np.atleast_2d(dm[2:6, 1]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1.])
npt.assert_equal(mplr.profile_index_left, [0, 0])
npt.assert_equal(mplr.matrix_profile_right, [0., 0.])
npt.assert_equal(mplr.profile_index_right, [1, 4])
npt.assert_equal(mplr.matrix_profile(), [0., 0.])
npt.assert_equal(mplr.profile_index(), [1, 4])
def test_calculate_diagonals_with_series_shifting(self):
dm = np.array([[2., 2., 3., 1., -1., -5], [4., 1., 2., 4., -2., -6.],
[1., 3., 4., 2., -3., -7.], [3., 4., 1., 3., -4., 0.]])
# =============== : window
mplr = ShiftingMatrixProfileLR()
mplr.initialise(1, 4, 4)
for diag in range(-3, 0):
mplr.process_diagonal(
diag, np.atleast_2d(dm[:, :4][diag_indices(4, 4, diag)]))
for diag in range(1, 4):
mplr.process_diagonal(
diag, np.atleast_2d(dm[:, :4][diag_indices(4, 4, diag)]))
npt.assert_equal(mplr.matrix_profile_left, [np.inf, 2, 2., 1])
npt.assert_equal(mplr.profile_index_left, [-1, 0, 1, 0])
npt.assert_equal(mplr.matrix_profile_right, [1., 3, 1., np.inf])
npt.assert_equal(mplr.profile_index_right, [2, 2, 3, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 2., 1., 1.])
npt.assert_equal(mplr.profile_index(), [2, 0, 3, 0])
mplr.shift_series(1)
mplr.process_diagonal(
-1, np.atleast_2d(dm[:, 1:5][diag_indices(4, 4, -1)]))
npt.assert_equal(mplr.matrix_profile_left, [1., 2., 1, np.inf])
npt.assert_equal(mplr.profile_index_left, [1, 1, 0, -1])
npt.assert_equal(mplr.matrix_profile_right, [3, 1., np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [2, 3, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., 1., np.inf])
npt.assert_equal(mplr.profile_index(), [1, 3, 0, -1])
mplr.shift_series(1)
npt.assert_equal(mplr.matrix_profile_left, [2., 1, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_left, [1, 0, -1, -1])
npt.assert_equal(mplr.matrix_profile_right,
[1., np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., np.inf, np.inf])
npt.assert_equal(mplr.profile_index(), [3, 0, -1, -1])
for diag in range(-1, 4):
mplr.process_diagonal(
diag, np.atleast_2d(dm[:, 2:][diag_indices(4, 4, diag)]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, -4, -7])
npt.assert_equal(mplr.profile_index_left, [1, 0, 3, 2])
npt.assert_equal(mplr.matrix_profile_right,
[1., np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., -4, -7])
npt.assert_equal(mplr.profile_index(), [3, 0, 3, 2])
def test_calculate_diagonals_with_series_and_query_shifting(self):
dm = np.array([[2., 2., 3., 1., nan, nan], [4., 1., 2., 4., nan, nan],
[1., 3., 4., 2., -1., -5.], [3., 4., 1., 3., -2., -6.],
[nan, nan, nan, -1., -3., -7.],
[nan, nan, nan, nan, -4., 0.]])
mplr = ShiftingMatrixProfileLR()
mplr.initialise(1, 4, 4)
for diag in range(-3, 4):
mplr.process_diagonal(
diag, np.atleast_2d(dm[:, :4][diag_indices(4, 4, diag)]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, 2., 1])
npt.assert_equal(mplr.profile_index_left, [0, 1, 1, 0])
npt.assert_equal(mplr.matrix_profile_right, [1., 3, 1., np.inf])
npt.assert_equal(mplr.profile_index_right, [2, 2, 3, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., 1., 1.])
npt.assert_equal(mplr.profile_index(), [2, 1, 3, 0])
mplr.shift_query(2)
mplr.shift_series(2)
npt.assert_equal(mplr.matrix_profile_left, [2., 1, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_left, [1, 0, -1, -1])
npt.assert_equal(mplr.matrix_profile_right,
[1., np.inf, np.inf, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, -1, -1, -1])
npt.assert_equal(mplr.matrix_profile(), [1., 1., np.inf, np.inf])
npt.assert_equal(mplr.profile_index(), [3, 0, -1, -1])
for diag in range(-1, 4):
mplr.process_diagonal(
diag, np.atleast_2d(dm[2:, 2:][diag_indices(4, 4, diag)]))
npt.assert_equal(mplr.matrix_profile_left, [2., 1, -3, -7])
npt.assert_equal(mplr.profile_index_left, [1, 0, 4, 4])
npt.assert_equal(mplr.matrix_profile_right, [1., -1, -4, np.inf])
npt.assert_equal(mplr.profile_index_right, [3, 4, 5, -1])
npt.assert_equal(mplr.matrix_profile(), [1., -1., -4, -7])
npt.assert_equal(mplr.profile_index(), [3, 4, 5, 4])