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)
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)
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])
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
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