def naive_mass(Q, T, m, trivial_idx=None, excl_zone=0):
D = np.linalg.norm(core.z_norm(core.rolling_window(T, m), 1) - core.z_norm(Q), axis=1)
if trivial_idx is not None:
start = max(0, trivial_idx - excl_zone)
stop = min(T.shape[0]-Q.shape[0]+1, trivial_idx + excl_zone)
D[start:stop] = np.inf
I = np.argmin(D)
P = D[I]
return P, I
def naive_mass(Q, T, m, trivial_idx, excl_zone):
D = np.linalg.norm(core.z_norm(core.rolling_window(T, m), 1) -
core.z_norm(Q),
axis=1)
start = max(0, trivial_idx - excl_zone)
stop = min(T.shape[0] - Q.shape[0] + 1, trivial_idx + excl_zone)
D[start:stop] = np.inf
return D
def test_mass(Q, T):
Q = Q.copy()
T = T.copy()
m = Q.shape[0]
ref = np.linalg.norm(core.z_norm(core.rolling_window(T, m), 1) -
core.z_norm(Q),
axis=1)
comp = core.mass(Q, T)
npt.assert_almost_equal(ref, comp)
def test_mass(Q, T):
Q = Q.copy()
T = T.copy()
m = Q.shape[0]
left = np.linalg.norm(core.z_norm(core.rolling_window(T, m), 1) -
core.z_norm(Q),
axis=1)
right = core.mass(Q, T)
npt.assert_almost_equal(left, right)
def test_calculate_distance_profile(Q, T):
m = Q.shape[0]
left = np.linalg.norm(core.z_norm(core.rolling_window(T, m), 1) -
core.z_norm(Q),
axis=1)
QT = core.sliding_dot_product(Q, T)
μ_Q, σ_Q = core.compute_mean_std(Q, m)
M_T, Σ_T = core.compute_mean_std(T, m)
right = core.calculate_distance_profile(m, QT, μ_Q, σ_Q, M_T, Σ_T)
npt.assert_almost_equal(left, right)
def test_calculate_squared_distance_profile(Q, T):
m = Q.shape[0]
ref = (np.linalg.norm(core.z_norm(core.rolling_window(T, m), 1) -
core.z_norm(Q),
axis=1)**2)
QT = core.sliding_dot_product(Q, T)
μ_Q, σ_Q = core.compute_mean_std(Q, m)
M_T, Σ_T = core.compute_mean_std(T, m)
comp = core._calculate_squared_distance_profile(m, QT, μ_Q.item(0),
σ_Q.item(0), M_T, Σ_T)
npt.assert_almost_equal(ref, comp)
def test_mass_inf(Q, T):
T[1] = np.inf
m = Q.shape[0]
left = np.linalg.norm(core.z_norm(core.rolling_window(T, m), 1) -
core.z_norm(Q),
axis=1)
left[np.isnan(left)] = np.inf
right = core.mass(Q, T)
npt.assert_almost_equal(left, right)
def test_mass_T_nan(Q, T):
Q = Q.copy()
T = T.copy()
T[1] = np.nan
m = Q.shape[0]
ref = np.linalg.norm(core.z_norm(core.rolling_window(T, m), 1) -
core.z_norm(Q),
axis=1)
ref[np.isnan(ref)] = np.inf
comp = core.mass(Q, T)
npt.assert_almost_equal(ref, comp)
def naive_right_mp(data, m):
mp = stump(data, m)
k = mp.shape[0]
right_nn = np.zeros((k, m))
right_indices = [np.arange(IR, IR + m) for IR in mp[:, 3].tolist()]
right_nn[:] = data[np.array(right_indices)]
mp[:, 0] = np.linalg.norm(core.z_norm(core.rolling_window(data, m), 1) -
core.z_norm(right_nn, 1),
axis=1)
inf_indices = np.argwhere(mp[:, 3] < 0).flatten()
mp[inf_indices, 0] = np.inf
mp[inf_indices, 3] = inf_indices
return mp
def test_gpu_calculate_squared_distance_profile(Q, T):
m = Q.shape[0]
left = np.linalg.norm(core.z_norm(core.rolling_window(T, m), 1) -
core.z_norm(Q),
axis=1)
left = np.square(left)
M_T, Σ_T = core.compute_mean_std(T, m)
QT = core.sliding_dot_product(Q, T)
μ_Q, σ_Q = core.compute_mean_std(Q, m)
QT = cp.asarray(QT)
μ_Q = cp.asarray(μ_Q)
σ_Q = cp.asarray(σ_Q)
M_T = cp.asarray(M_T)
Σ_T = cp.asarray(Σ_T)
right = _gpu_calculate_squared_distance_profile(m, QT, μ_Q[0], σ_Q[0], M_T,
Σ_T)
right = cp.asnumpy(right)
npt.assert_almost_equal(left, right)
def naive_mass(Q, T, m, trivial_idx=None, excl_zone=0, ignore_trivial=False):
D = np.linalg.norm(core.z_norm(core.rolling_window(T, m), 1) -
core.z_norm(Q),
axis=1)
if ignore_trivial:
start = max(0, trivial_idx - excl_zone)
stop = min(T.shape[0] - Q.shape[0] + 1, trivial_idx + excl_zone)
D[start:stop] = np.inf
I = np.argmin(D)
P = D[I]
if P == np.inf:
I = -1
# Get left and right matrix profiles for self-joins
if ignore_trivial and trivial_idx > 0:
PL = np.inf
IL = -1
for i in range(trivial_idx):
if D[i] < PL:
IL = i
PL = D[i]
if start <= IL < stop:
IL = -1
else:
IL = -1
if ignore_trivial and trivial_idx + 1 < D.shape[0]:
PR = np.inf
IR = -1
for i in range(trivial_idx + 1, D.shape[0]):
if D[i] < PR:
IR = i
PR = D[i]
if start <= IR < stop:
IR = -1
else:
IR = -1
return P, I, IL, IR
def test_calculate_squared_distance_kernel(T_A, T_B):
m = 3
for i in range(T_A.shape[0] - m + 1):
Q = T_A[i:i + m]
left = np.linalg.norm(core.z_norm(core.rolling_window(T_B, m), 1) -
core.z_norm(Q),
axis=1)
left = np.square(left)
M_T, Σ_T = core.compute_mean_std(T_B, m)
QT = core.sliding_dot_product(Q, T_B)
μ_Q, σ_Q = core.compute_mean_std(T_A, m)
device_M_T = cuda.to_device(M_T)
device_Σ_T = cuda.to_device(Σ_T)
device_QT_even = cuda.to_device(QT)
device_QT_odd = cuda.to_device(QT)
device_QT_first = cuda.to_device(QT)
device_μ_Q = cuda.to_device(μ_Q)
device_σ_Q = cuda.to_device(σ_Q)
device_D = cuda.device_array(QT.shape, dtype=np.float64)
device_denom = cuda.device_array(QT.shape, dtype=np.float64)
threads_per_block = THREADS_PER_BLOCK
blocks_per_grid = math.ceil(QT.shape[0] / threads_per_block)
_calculate_squared_distance_kernel[blocks_per_grid, threads_per_block](
i,
m,
device_M_T,
device_Σ_T,
device_QT_even,
device_QT_odd,
device_μ_Q,
device_σ_Q,
device_D,
device_denom,
)
right = device_D.copy_to_host()
npt.assert_almost_equal(left, right)
def subspace(T, m, subseq_idx, nn_idx, k, include=None, discords=False):
n_bit = 8
bins = norm.ppf(np.arange(1, (2**n_bit)) / (2**n_bit))
subseqs = core.z_norm(T[:, subseq_idx:subseq_idx + m], axis=1)
neighbors = core.z_norm(T[:, nn_idx:nn_idx + m], axis=1)
disc_subseqs = np.searchsorted(bins, subseqs)
disc_neighbors = np.searchsorted(bins, neighbors)
D = distance(
disc_subseqs,
disc_neighbors,
axis=1,
)
if discords:
sorted_idx = D[::-1].argsort(axis=0, kind="mergesort")
else:
sorted_idx = D.argsort(axis=0, kind="mergesort")
# `include` processing can occur since we are dealing with indices, not distances
if include is not None:
include_idx = []
for i in range(include.shape[0]):
include_idx.append(np.isin(sorted_idx, include[i]).nonzero()[0])
include_idx = np.array(include_idx).flatten()
include_idx.sort()
exclude_idx = np.ones(T.shape[0], dtype=bool)
exclude_idx[include_idx] = False
exclude_idx = exclude_idx.nonzero()[0]
sorted_idx[:include_idx.
shape[0]], sorted_idx[include_idx.shape[0]:] = (
sorted_idx[include_idx],
sorted_idx[exclude_idx],
)
S = sorted_idx[:k + 1]
return S
def naive_distance_profile(Q, T, m):
D = np.linalg.norm(core.z_norm(core.rolling_window(T, m), 1) -
core.z_norm(Q),
axis=1)
return D