step = 1
period = 60
while True:
split = his_df[idx:idx + period]
split = split.reset_index()
if idx > len(his_df) or len(split) < period: break
train_df = train_df.assign(
idx=split['Close'] / split.tail(1)['Close'].values - 1)
train_df = train_df.rename(columns={'idx': idx})
idx += step
train_df = train_df.T #전치
train_np = train_df.to_numpy()
ds = dtw.distance_matrix_fast(train_np,
block=((0, 1), (1, len(train_np))),
compact=True)
ds_array = np.array(ds)
ds_array = np.delete(ds_array, range(60), axis=0) #target 주변 삭제
temp_value = []
temp_index = []
store = {}
rtn_store = {}
scale = period
bar_data = pd.DataFrame()
#get 10
for i in range(10):
temp_value.append(min(ds_array))
## For storing boxplots data
median_dist = []
min_dist = []
max_dist = []
q1_dist = []
q3_dist = []
## For storing violin plot data
mean_dist_all = []
## calculating distance matrices for t-SNE
series_data = []
for i in data_all.index:
val = map(int, data_all.loc[i, 'values'].split("_"))
series_data.append(np.array(list(val), dtype=np.double))
ds = dtw.distance_matrix_fast(series_data, penalty=penalty)
ds[np.tril_indices(ds.shape[0], k=-1)] = ds.T[np.tril_indices(ds.shape[0],
k=-1)]
np.fill_diagonal(ds, 0)
ds = pd.DataFrame(ds)
ds.index = data_all['kmer']
ds.columns = data_all['kmer']
os.makedirs(out_folder + '/distance_matrices/')
os.makedirs(out_folder + '/raw_signal/')
for kmer_row in data_all['kmer'].unique():
for kmer_column in data_all['kmer'].unique():
current_ds = ds.loc[[kmer_row], [kmer_column]]
current_ds.columns = range(0, len(current_ds.columns))
def x2p(X=np.array([]), tol=1e-5, perplexity=30.0):
"""
Performs a binary search to get P-values in such a way that each
conditional Gaussian has the same perplexity.
"""
# Initialize some variables
print("Computing pairwise distances...")
# https://stackoverflow.com/questions/37009647/compute-pairwise-distance-in-a-batch-without-replicating-tensor-in-tensorflow
(n, d) = X.shape
# sum_X = np.sum(np.square(X), 1)
# D = np.add(np.add(-2 * np.dot(X, X.T), sum_X).T, sum_X)
D = dtw.distance_matrix_fast(X)
print(D.shape)
P = np.zeros((n, n))
beta = np.ones((n, 1))
logU = np.log(perplexity)
# Loop over all datapoints
for i in range(n):
# Print progress
if i % 500 == 0:
print("Computing P-values for point %d of %d..." % (i, n))
# Compute the Gaussian kernel and entropy for the current precision
betamin = -np.inf
betamax = np.inf
Di = D[i, np.concatenate((np.r_[0:i], np.r_[i + 1:n]))]
(H, thisP) = Hbeta(Di, beta[i])
# Evaluate whether the perplexity is within tolerance
Hdiff = H - logU
tries = 0
while np.abs(Hdiff) > tol and tries < 50:
# If not, increase or decrease precision
if Hdiff > 0:
betamin = beta[i].copy()
if betamax == np.inf or betamax == -np.inf:
beta[i] = beta[i] * 2.
else:
beta[i] = (beta[i] + betamax) / 2.
else:
betamax = beta[i].copy()
if betamin == np.inf or betamin == -np.inf:
beta[i] = beta[i] / 2.
else:
beta[i] = (beta[i] + betamin) / 2.
# Recompute the values
(H, thisP) = Hbeta(Di, beta[i])
Hdiff = H - logU
tries += 1
# Set the final row of P
P[i, np.concatenate((np.r_[0:i], np.r_[i + 1:n]))] = thisP
# Return final P-matrix
print("Mean value of sigma: %f" % np.mean(np.sqrt(1 / beta)))
return P
import numpy as np
from numpy import inf
import pandas as pd
import matplotlib.pyplot as plt
from dtaidistance import clustering
import sklearn
from sklearn import cluster
df = pd.read_csv("Scania_Data_Clustering.csv", header=0) # header=0 is default
head = list(df.columns.values) # get machine names
print("head", head) # print machine names
df = df.T # transpose the data
df = df.values
ds = dtw.distance_matrix_fast(df) # get dist matrix
ds[ds == inf] = 0 # replace all infinity vals in the dist matrix with 0.
pd.DataFrame(ds).to_excel("ds.xlsx") # save dist matrix to a xlsx.
# clustering starts
# Custom Hierarchical clustering
model1 = clustering.Hierarchical(dtw.distance_matrix_fast, {})
# Augment Hierarchical object to keep track of the full tree
model2 = clustering.HierarchicalTree(model1)
# SciPy linkage clustering
model3 = clustering.LinkageTree(dtw.distance_matrix_fast, {})
cluster_idx = model3.fit(df)
# plot
def cluster_the_ts_curves(infile, outfolder, maturity, smoothing):
series = {}
venues = []
indicies = [(0, 0), (0, 1), (0, 2), (0, 3), (0, 4), (1, 0), (1, 1), (1, 2),
(1, 3), (1, 4), (1, 5)]
for ind, line in enumerate(open(infile)):
fields = line.strip().split('\t')
venue = fields[0]
ts = fields[1:]
venues.append(venue)
#if ind == 500: break
if smoothing == 'smooth':
series[venue] = savgol_filter(
np.asarray([float(fff) for fff in ts]), 5, 3)
elif smoothing == 'notsmooth':
series[venue] = np.asarray([float(fff) for fff in ts])
else:
print('F**K OFF')
dists = dtw.distance_matrix_fast(list(series.values()))
model3 = clustering.LinkageTree(dtw.distance_matrix_fast, {})
cluster_idx = model3.fit(list(series.values()))
linkage_matrix = model3.linkage
nnn = len(series)
cluster_dict = {}
if not os.path.exists(maturity):
os.makedirs(maturity)
for i in range(0, nnn - 1):
new_cluster_id = nnn + i
old_cluster_id_0 = linkage_matrix[i, 0]
old_cluster_id_1 = linkage_matrix[i, 1]
combined_ids = list()
if old_cluster_id_0 in cluster_dict:
combined_ids += cluster_dict[old_cluster_id_0]
del cluster_dict[old_cluster_id_0]
else:
combined_ids += [old_cluster_id_0]
if old_cluster_id_1 in cluster_dict:
combined_ids += cluster_dict[old_cluster_id_1]
del cluster_dict[old_cluster_id_1]
else:
combined_ids += [old_cluster_id_1]
cluster_dict[new_cluster_id] = combined_ids
nodes_included = []
for v in cluster_dict.values():
nodes_included += v
nc = len(cluster_dict)
nnodes = len(set(nodes_included))
#for NNN in [6]:
#for NNN in [3, 5, 6, 10]:
for NNN in [10]:
#NNN = 6 # 5 # 6 # 10
figfolder = outfolder + '/' + maturity + '/figs_clusters_' + smoothing + '/' + str(
NNN)
curvefodler = outfolder + '/' + maturity + '/avg_curves_' + smoothing + '/' + str(
NNN)
vensfolder = outfolder + '/' + maturity + '/clusters_venues_' + smoothing + '/' + str(
NNN)
if not os.path.exists(figfolder): os.makedirs(figfolder)
if not os.path.exists(curvefodler): os.makedirs(curvefodler)
if not os.path.exists(vensfolder): os.makedirs(vensfolder)
MINCSIZE = 100
MAXSIZE = len(series) / 2
cnt = [(c, len(n)) for (c, n) in cluster_dict.items()
if len(n) > MINCSIZE and len(n) < MAXSIZE]
num = min(len(cnt), NNN)
cnt = sorted(cnt, key=lambda tup: tup[1], reverse=True)[0:num]
biggest = sum([cc[1] for cc in cnt])
top5cluster = [c[0] for c in cnt]
if biggest > len(series) / 2:
f, ax = plt.subplots(2, 5, figsize=(20, 8))
ind = 0
for ccc, nodes in cluster_dict.items():
if ccc in top5cluster:
ttt = []
sss = []
cluster_vens = []
subseries = []
for n in nodes:
subseries.append(list(series.values())[int(n)])
sss += list(list(series.values())[int(n)])
ttt += transform_ts(
list(range(len(list(
series.values())[int(n)]))), 11)
for n in nodes:
cluster_vens.append(list(series.keys())[int(n)])
linetotplot = list(series.values())[int(n)]
xlinetotplot = transform_ts(
list(range(len(list(
series.values())[int(n)]))), 11)
ax[indicies[ind]].plot(xlinetotplot,
linetotplot,
linewidth=0.4,
color='grey',
alpha=0.15)
ffout = open(
vensfolder + '/venues_in_' + str(ind) + '_' +
str(biggest) + '_venuesnum=' +
str(len(subseries)) + '.dat', 'w')
ffout.write('\n'.join(cluster_vens))
ffout.close()
ax[indicies[ind]].set_title('Number of venues = ' +
str(len(subseries)),
fontsize=15)
bx, by = getBinnedDistribution(ttt, sss, 8)
bx = (bx[1:] + bx[:-1]) / 2
fout = open(
curvefodler + '/avg_curve_' + str(ind) + '_' +
str(biggest) + '_venuesnum=' +
str(len(subseries)) + '.dat', 'w')
fout.write('\t'.join([str(b) for b in bx]) + '\n')
fout.write('\t'.join([str(b) for b in by]) + '\n')
fout.close()
ax[indicies[ind]].plot(bx, by, linewidth=3, color='r')
ind += 1
plt.savefig(figfolder + '/top_' + str(NNN) + '_clusters_' +
str(biggest) + '.png')
plt.close()
# F ts_d1 = np.array(data[0][3]) ts_d1 = ts_d1.reshape([ts_d1.shape[0], ts_d1.shape[1]]) ts_d2 = np.array(data[1][3]) ts_d2 = ts_d2.reshape([ts_d2.shape[0], ts_d2.shape[1]]) ts_d3 = np.array(data[2][3]) ts_d3 = ts_d3.reshape([ts_d3.shape[0], ts_d3.shape[1]]) ts_d4 = np.array(data[3][3]) ts_d4 = ts_d4.reshape([ts_d4.shape[0], ts_d4.shape[1]]) num_d1 = ts_d1.shape[0] num_d2 = ts_d2.shape[0] num_d3 = ts_d3.shape[0] num_d4 = ts_d4.shape[0] ts = np.concatenate([ts_d1, ts_d2, ts_d3, ts_d4], axis=0) ds = dtw.distance_matrix_fast(ts) ds_d1 = ds[:num_d1, :num_d1] ds_d1_d2 = ds[:num_d1, num_d1:num_d1 + num_d2] ds_d1 = ds_d1.flatten() ds_d1_d2 = ds_d1_d2.flatten() sns.distplot(ds_d1, hist=False, rug=True, color="g") sns.distplot(ds_d1_d2, hist=False, rug=True, color="m") plt.show()
#if ind == 50: break
series.append( np.asarray([float(fff) for fff in line.strip().split('\t')]))
for ind, line in enumerate(open('TIMESERIES_tims.dat')):
#if ind == 50: break
tseries.append( np.asarray([float(fff) for fff in line.strip().split('\t')]))
print (len(series))
dists = dtw.distance_matrix_fast(series)
# model1 = clustering.Hierarchical(dtw.distance_matrix_fast, {})
# Augment Hierarchical object to keep track of the full tree
# model2 = clustering.HierarchicalTree(model1)
# SciPy linkage clustering
model3 = clustering.LinkageTree(dtw.distance_matrix_fast, {})
cluster_idx = model3.fit(series)
#print (dir(model3))
#print (model3.linkage)
def distance_fast(c_series,
ic,
jc,
subim,
S,
m,
rmin,
cmin,
window=None,
max_dist=None,
max_step=None,
max_diff=None,
penalty=None,
psi=None):
"""This function computes the spatial-temporal distance between \
two pixels using the dtw distance with C implementation.
:param c_series: average time series of cluster.
:type c_series: numpy.ndarray
:param ic: X coordinate of cluster center.
:type ic: int
:param jc: Y coordinate of cluster center.
:type jc: int
:param subim: Block of image from the cluster under analysis.
:type subim: int
:param S: Pattern spacing value.
:type S: int
:param m: Compactness value.
:type m: float
:param rmin: Minimum row.
:type rmin: int
:param cmin: Minimum column.
:type cmin: int
:param window: Only allow for maximal shifts from the two diagonals \
smaller than this number. It includes the diagonal, meaning that an \
Euclidean distance is obtained by setting window=1.
:param max_dist: Stop if the returned values will be larger than \
this value.
:param max_step: Do not allow steps larger than this value.
:param max_diff: Return infinity if length of two series is larger.
:param penalty: Penalty to add if compression or expansion is applied.
:param psi: Psi relaxation parameter (ignore start and end of matching).
Useful for cyclical series.
:returns D: numpy.ndarray distance.
"""
from dtaidistance import dtw
# Normalizing factor
m = m / 10
# Initialize submatrix
ds = numpy.zeros([subim.shape[1], subim.shape[2]])
# Tranpose matrix to allow dtw fast computation with dtaidistance
linear = subim.transpose(1, 2, 0).reshape(subim.shape[1] * subim.shape[2],
subim.shape[0])
merge = numpy.vstack((linear, c_series)).astype(numpy.double)
# Compute dtw distances
c = dtw.distance_matrix_fast(merge,
block=((0, merge.shape[0]),
(merge.shape[0] - 1, merge.shape[0])),
compact=True,
parallel=True,
window=window,
max_dist=max_dist,
max_step=max_step,
max_length_diff=max_diff,
penalty=penalty,
psi=psi)
c1 = numpy.frombuffer(c)
dc = c1.reshape(subim.shape[1], subim.shape[2])
x = numpy.arange(subim.shape[1])
y = numpy.arange(subim.shape[2])
xx, yy = numpy.meshgrid(x, y, sparse=True, indexing='ij')
# Calculate Spatial Distance
ds = (((xx - ic)**2 + (yy - jc)**2)**0.5)
# Calculate SPatial-temporal distance
D = (dc) / m + (ds / S)
return D
def _cluster(df):
flow_df = df.copy()
sites = df['Site'].to_list()
sites_len = len(sites)
df = df.fillna(0).drop(columns=["Site", "Flow"])
df = df.to_numpy()
try:
distance = dtw.distance_matrix_fast(df, compact=True)
except Exception as e:
print('Distance calculation failed, shoudnt continue')
exit(99)
distance_ssd = ssd.squareform(distance)
# Hierarchical clustering - linkage matrix Z
Z = linkage(distance_ssd, "average")
# Inconsistent matrix - has mean-distance, standard dev's for each linkage
IN = inconsistent(Z)
# Creating a temporary data-frame to extract clusters from linkage and inconsistent matrices
cols = ['pt1', 'pt2', 'dist', 'tot_pts', 'mean_dist', 'SD_dist', 'cls_level', 'co_eff']
temp_df = pd.DataFrame(np.hstack([Z, IN]), columns=cols)
# get the bin's - only using the range from the first level clustering distances
# Further clustering level will increase linkages' mean distance
# points that fall above first level mean-distances are deemed as outliers
cls_level_1_distances = temp_df.loc[temp_df['cls_level'] == 1, 'mean_dist']
q1, q3 = np.percentile(cls_level_1_distances, [25, 75])
IQR = q3 - q1
# Handy formula to calculate bin width - to make sure bin counts are minimal but represents the spread well
bw = 2 * IQR/ int(round(sites_len ** (1. / 3))) * BIN_FACTOR
bins_ = (np.arange(min(cls_level_1_distances)- 0.1, max(cls_level_1_distances) + bw, bw))
# hierarchical clustering groups data till it reaches a single cluster that has all data points
# we don't need rows from linkage matrix, which represents higher level clustering,
# keeping link rows only the leaf_nodes (i.e single site data point)
temp_df = temp_df[(temp_df['pt1'] < sites_len) | (temp_df['pt2'] < sites_len) ]
# apply the bins
temp_df['bins'] = pd.cut(temp_df['mean_dist'], bins_ ).astype('str')
# Map digits to intervals , for readability
map_dict = {str(value):counter for counter, value in enumerate(temp_df['bins'].unique()) if value != 'nan'}
temp_df['Cluster'] = temp_df['bins'].map(map_dict)
# NaNs are the outliers , treat them as singleton cluster, giving name to each NAN
total_nans = (temp_df['Cluster'].isna().sum())
temp_df.loc[temp_df['Cluster'].isna(), 'Cluster'] = [ 'O' + str(i) for i in range(1,total_nans+1) ]
# Combine linkage matrix columns - to create a single column view of, site vs cluster mapping
df1 = temp_df.loc[temp_df['pt1'] < sites_len, ['pt1', 'Cluster']].rename(columns={'pt1':'Site'}).copy()
df2 = temp_df.loc[temp_df['pt2'] < sites_len, ['pt2', 'Cluster']].rename(columns={'pt2':'Site'}).copy()
temp_df = pd.concat([df1, df2]).sort_values(by='Site').reset_index(drop=True)
flow_df['Cluster'] = temp_df['Cluster']
# # visualizing
# sites_n = [(str(site) + '-' + str(i)) for site, i in enumerate(sites)]
# fig, ax = plt.subplots()
# fig.set_size_inches(20,40)
# dend = dendrogram(Z, leaf_rotation=90, leaf_font_size=8, labels=sites_n, ax=ax)
# plt.show()
return flow_df