Пример #1
0
def test_trcrp_mixture_all_dependent():
    rng = np.random.RandomState(2)
    trcrpm = TRCRP_Mixture(chains=3, lag=3, variables=FRAME.columns, rng=rng)
    with pytest.raises(ValueError):
        # No data incorporated yet.
        trcrpm.resample_all(steps=10)
    trcrpm.incorporate(FRAME)
    trcrpm.resample_all(steps=10)
    for state in trcrpm.engine.states:
        assert len(state.views) == 1
    trcrpm.resample_hyperparameters(steps=5)
    regimes_a = trcrpm.get_temporal_regimes('a')
    regimes_b = trcrpm.get_temporal_regimes('b')
    regimes_c = trcrpm.get_temporal_regimes('c')
    assert np.all(regimes_a == regimes_b)
    assert np.all(regimes_a == regimes_c)
from collections import Counter
print "f**k yeah"
data = pd.read_csv("./data/anomaly0245.csv", index_col=0)
data = data.iloc[156600:240000].reset_index(drop=True)

# Setup the placekeeping and initilizing variables
chain = 0
x, eng_val, states, num_states = [], [], [], []
i = 0
step = 30
print(i)

rng = np.random.RandomState(1)
model = TRCRP_Mixture(chains=1, lag=10, variables=data.columns, rng=rng)
model.incorporate(data[i:i + step])
model.resample_all(seconds=10)
model.resample_hyperparameters(seconds=10)
s = model.get_temporal_regimes('anomaly')[chain]
num_states = step * [len(sorted(set(s)))]
states = list(s[i:i + step])
eng_val = data.iloc[i:i + step, 0].tolist()
x = list(range(i, i + step))

for i in range(step, len(data) - step, step):
    model.incorporate(data[i:i + step])
    model.resample_all(seconds=10)
    model.resample_hyperparameters(seconds=10)
    s = model.get_temporal_regimes("anomaly")[chain]
    num_states = step * [len(sorted(set(s)))]
    states = list(s[i:i + step])
    eng_val = data.iloc[i:i + step, 0].tolist()