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"""Test the search module"""
from collections.abc import Iterable, Sized
from io import StringIO
from itertools import chain, product
from functools import partial
import pickle
import sys
from types import GeneratorType
import re
import numpy as np
import scipy.sparse as sp
import pytest
from sklearn.utils.fixes import sp_version
from sklearn.utils._testing import assert_raises
from sklearn.utils._testing import assert_warns
from sklearn.utils._testing import assert_warns_message
from sklearn.utils._testing import assert_raise_message
from sklearn.utils._testing import assert_array_equal
from sklearn.utils._testing import assert_array_almost_equal
from sklearn.utils._testing import assert_allclose
from sklearn.utils._testing import assert_almost_equal
from sklearn.utils._testing import ignore_warnings
from sklearn.utils._mocking import CheckingClassifier, MockDataFrame
from scipy.stats import bernoulli, expon, uniform
from sklearn.base import BaseEstimator, ClassifierMixin
from sklearn.base import clone
from sklearn.exceptions import NotFittedError
from sklearn.datasets import make_classification
from sklearn.datasets import make_blobs
from sklearn.datasets import make_multilabel_classification
from sklearn.model_selection import fit_grid_point
from sklearn.model_selection import train_test_split
from sklearn.model_selection import KFold
from sklearn.model_selection import StratifiedKFold
from sklearn.model_selection import StratifiedShuffleSplit
from sklearn.model_selection import LeaveOneGroupOut
from sklearn.model_selection import LeavePGroupsOut
from sklearn.model_selection import GroupKFold
from sklearn.model_selection import GroupShuffleSplit
from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import RandomizedSearchCV
from sklearn.model_selection import ParameterGrid
from sklearn.model_selection import ParameterSampler
from sklearn.model_selection._search import BaseSearchCV
from sklearn.model_selection._validation import FitFailedWarning
from sklearn.svm import LinearSVC, SVC
from sklearn.tree import DecisionTreeRegressor
from sklearn.tree import DecisionTreeClassifier
from sklearn.cluster import KMeans
from sklearn.neighbors import KernelDensity
from sklearn.neighbors import KNeighborsClassifier
from sklearn.metrics import f1_score
from sklearn.metrics import recall_score
from sklearn.metrics import accuracy_score
from sklearn.metrics import make_scorer
from sklearn.metrics import roc_auc_score
from sklearn.metrics.pairwise import euclidean_distances
from sklearn.impute import SimpleImputer
from sklearn.pipeline import Pipeline
from sklearn.linear_model import Ridge, SGDClassifier, LinearRegression
from sklearn.experimental import enable_hist_gradient_boosting # noqa
from sklearn.ensemble import HistGradientBoostingClassifier
from sklearn.model_selection.tests.common import OneTimeSplitter
# Neither of the following two estimators inherit from BaseEstimator,
# to test hyperparameter search on user-defined classifiers.
class MockClassifier:
"""Dummy classifier to test the parameter search algorithms"""
def __init__(self, foo_param=0):
self.foo_param = foo_param
def fit(self, X, Y):
assert len(X) == len(Y)
self.classes_ = np.unique(Y)
return self
def predict(self, T):
return T.shape[0]
def transform(self, X):
return X + self.foo_param
def inverse_transform(self, X):
return X - self.foo_param
predict_proba = predict
predict_log_proba = predict
decision_function = predict
def score(self, X=None, Y=None):
if self.foo_param > 1:
score = 1.
else:
score = 0.
return score
def get_params(self, deep=False):
return {'foo_param': self.foo_param}
def set_params(self, **params):
self.foo_param = params['foo_param']
return self
class LinearSVCNoScore(LinearSVC):
"""An LinearSVC classifier that has no score method."""
@property
def score(self):
raise AttributeError
X = np.array([[-1, -1], [-2, -1], [1, 1], [2, 1]])
y = np.array([1, 1, 2, 2])
def assert_grid_iter_equals_getitem(grid):
assert list(grid) == [grid[i] for i in range(len(grid))]
@pytest.mark.parametrize("klass", [ParameterGrid,
partial(ParameterSampler, n_iter=10)])
@pytest.mark.parametrize(
"input, error_type, error_message",
[(0, TypeError, r'Parameter .* is not a dict or a list \(0\)'),
([{'foo': [0]}, 0], TypeError, r'Parameter .* is not a dict \(0\)'),
({'foo': 0}, TypeError, "Parameter.* value is not iterable .*"
r"\(key='foo', value=0\)")]
)
def test_validate_parameter_input(klass, input, error_type, error_message):
with pytest.raises(error_type, match=error_message):
klass(input)
def test_parameter_grid():
# Test basic properties of ParameterGrid.
params1 = {"foo": [1, 2, 3]}
grid1 = ParameterGrid(params1)
assert isinstance(grid1, Iterable)
assert isinstance(grid1, Sized)
assert len(grid1) == 3
assert_grid_iter_equals_getitem(grid1)
params2 = {"foo": [4, 2],
"bar": ["ham", "spam", "eggs"]}
grid2 = ParameterGrid(params2)
assert len(grid2) == 6
# loop to assert we can iterate over the grid multiple times
for i in range(2):
# tuple + chain transforms {"a": 1, "b": 2} to ("a", 1, "b", 2)
points = set(tuple(chain(*(sorted(p.items())))) for p in grid2)
assert (points ==
set(("bar", x, "foo", y)
for x, y in product(params2["bar"], params2["foo"])))
assert_grid_iter_equals_getitem(grid2)
# Special case: empty grid (useful to get default estimator settings)
empty = ParameterGrid({})
assert len(empty) == 1
assert list(empty) == [{}]
assert_grid_iter_equals_getitem(empty)
assert_raises(IndexError, lambda: empty[1])
has_empty = ParameterGrid([{'C': [1, 10]}, {}, {'C': [.5]}])
assert len(has_empty) == 4
assert list(has_empty) == [{'C': 1}, {'C': 10}, {}, {'C': .5}]
assert_grid_iter_equals_getitem(has_empty)
def test_grid_search():
# Test that the best estimator contains the right value for foo_param
clf = MockClassifier()
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, cv=3, verbose=3)
# make sure it selects the smallest parameter in case of ties
old_stdout = sys.stdout
sys.stdout = StringIO()
grid_search.fit(X, y)
sys.stdout = old_stdout
assert grid_search.best_estimator_.foo_param == 2
assert_array_equal(grid_search.cv_results_["param_foo_param"].data,
[1, 2, 3])
# Smoke test the score etc:
grid_search.score(X, y)
grid_search.predict_proba(X)
grid_search.decision_function(X)
grid_search.transform(X)
# Test exception handling on scoring
grid_search.scoring = 'sklearn'
assert_raises(ValueError, grid_search.fit, X, y)
def test_grid_search_pipeline_steps():
# check that parameters that are estimators are cloned before fitting
pipe = Pipeline([('regressor', LinearRegression())])
param_grid = {'regressor': [LinearRegression(), Ridge()]}
grid_search = GridSearchCV(pipe, param_grid, cv=2)
grid_search.fit(X, y)
regressor_results = grid_search.cv_results_['param_regressor']
assert isinstance(regressor_results[0], LinearRegression)
assert isinstance(regressor_results[1], Ridge)
assert not hasattr(regressor_results[0], 'coef_')
assert not hasattr(regressor_results[1], 'coef_')
assert regressor_results[0] is not grid_search.best_estimator_
assert regressor_results[1] is not grid_search.best_estimator_
# check that we didn't modify the parameter grid that was passed
assert not hasattr(param_grid['regressor'][0], 'coef_')
assert not hasattr(param_grid['regressor'][1], 'coef_')
@pytest.mark.parametrize("SearchCV", [GridSearchCV, RandomizedSearchCV])
def test_SearchCV_with_fit_params(SearchCV):
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
clf = CheckingClassifier(expected_fit_params=['spam', 'eggs'])
searcher = SearchCV(
clf, {'foo_param': [1, 2, 3]}, cv=2, error_score="raise"
)
# The CheckingClassifier generates an assertion error if
# a parameter is missing or has length != len(X).
err_msg = r"Expected fit parameter\(s\) \['eggs'\] not seen."
with pytest.raises(AssertionError, match=err_msg):
searcher.fit(X, y, spam=np.ones(10))
err_msg = "Fit parameter spam has length 1; expected"
with pytest.raises(AssertionError, match=err_msg):
searcher.fit(X, y, spam=np.ones(1), eggs=np.zeros(10))
searcher.fit(X, y, spam=np.ones(10), eggs=np.zeros(10))
@ignore_warnings
def test_grid_search_no_score():
# Test grid-search on classifier that has no score function.
clf = LinearSVC(random_state=0)
X, y = make_blobs(random_state=0, centers=2)
Cs = [.1, 1, 10]
clf_no_score = LinearSVCNoScore(random_state=0)
grid_search = GridSearchCV(clf, {'C': Cs}, scoring='accuracy')
grid_search.fit(X, y)
grid_search_no_score = GridSearchCV(clf_no_score, {'C': Cs},
scoring='accuracy')
# smoketest grid search
grid_search_no_score.fit(X, y)
# check that best params are equal
assert grid_search_no_score.best_params_ == grid_search.best_params_
# check that we can call score and that it gives the correct result
assert grid_search.score(X, y) == grid_search_no_score.score(X, y)
# giving no scoring function raises an error
grid_search_no_score = GridSearchCV(clf_no_score, {'C': Cs})
assert_raise_message(TypeError, "no scoring", grid_search_no_score.fit,
[[1]])
def test_grid_search_score_method():
X, y = make_classification(n_samples=100, n_classes=2, flip_y=.2,
random_state=0)
clf = LinearSVC(random_state=0)
grid = {'C': [.1]}
search_no_scoring = GridSearchCV(clf, grid, scoring=None).fit(X, y)
search_accuracy = GridSearchCV(clf, grid, scoring='accuracy').fit(X, y)
search_no_score_method_auc = GridSearchCV(LinearSVCNoScore(), grid,
scoring='roc_auc'
).fit(X, y)
search_auc = GridSearchCV(clf, grid, scoring='roc_auc').fit(X, y)
# Check warning only occurs in situation where behavior changed:
# estimator requires score method to compete with scoring parameter
score_no_scoring = search_no_scoring.score(X, y)
score_accuracy = search_accuracy.score(X, y)
score_no_score_auc = search_no_score_method_auc.score(X, y)
score_auc = search_auc.score(X, y)
# ensure the test is sane
assert score_auc < 1.0
assert score_accuracy < 1.0
assert score_auc != score_accuracy
assert_almost_equal(score_accuracy, score_no_scoring)
assert_almost_equal(score_auc, score_no_score_auc)
def test_grid_search_groups():
# Check if ValueError (when groups is None) propagates to GridSearchCV
# And also check if groups is correctly passed to the cv object
rng = np.random.RandomState(0)
X, y = make_classification(n_samples=15, n_classes=2, random_state=0)
groups = rng.randint(0, 3, 15)
clf = LinearSVC(random_state=0)
grid = {'C': [1]}
group_cvs = [LeaveOneGroupOut(), LeavePGroupsOut(2),
GroupKFold(n_splits=3), GroupShuffleSplit()]
for cv in group_cvs:
gs = GridSearchCV(clf, grid, cv=cv)
assert_raise_message(ValueError,
"The 'groups' parameter should not be None.",
gs.fit, X, y)
gs.fit(X, y, groups=groups)
non_group_cvs = [StratifiedKFold(), StratifiedShuffleSplit()]
for cv in non_group_cvs:
gs = GridSearchCV(clf, grid, cv=cv)
# Should not raise an error
gs.fit(X, y)
def test_classes__property():
# Test that classes_ property matches best_estimator_.classes_
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
Cs = [.1, 1, 10]
grid_search = GridSearchCV(LinearSVC(random_state=0), {'C': Cs})
grid_search.fit(X, y)
assert_array_equal(grid_search.best_estimator_.classes_,
grid_search.classes_)
# Test that regressors do not have a classes_ attribute
grid_search = GridSearchCV(Ridge(), {'alpha': [1.0, 2.0]})
grid_search.fit(X, y)
assert not hasattr(grid_search, 'classes_')
# Test that the grid searcher has no classes_ attribute before it's fit
grid_search = GridSearchCV(LinearSVC(random_state=0), {'C': Cs})
assert not hasattr(grid_search, 'classes_')
# Test that the grid searcher has no classes_ attribute without a refit
grid_search = GridSearchCV(LinearSVC(random_state=0),
{'C': Cs}, refit=False)
grid_search.fit(X, y)
assert not hasattr(grid_search, 'classes_')
def test_trivial_cv_results_attr():
# Test search over a "grid" with only one point.
clf = MockClassifier()
grid_search = GridSearchCV(clf, {'foo_param': [1]}, cv=3)
grid_search.fit(X, y)
assert hasattr(grid_search, "cv_results_")
random_search = RandomizedSearchCV(clf, {'foo_param': [0]}, n_iter=1, cv=3)
random_search.fit(X, y)
assert hasattr(grid_search, "cv_results_")
def test_no_refit():
# Test that GSCV can be used for model selection alone without refitting
clf = MockClassifier()
for scoring in [None, ['accuracy', 'precision']]:
grid_search = GridSearchCV(
clf, {'foo_param': [1, 2, 3]}, refit=False, cv=3
)
grid_search.fit(X, y)
assert not hasattr(grid_search, "best_estimator_") and \
hasattr(grid_search, "best_index_") and \
hasattr(grid_search, "best_params_")
# Make sure the functions predict/transform etc raise meaningful
# error messages
for fn_name in ('predict', 'predict_proba', 'predict_log_proba',
'transform', 'inverse_transform'):
assert_raise_message(NotFittedError,
('refit=False. %s is available only after '
'refitting on the best parameters'
% fn_name), getattr(grid_search, fn_name), X)
# Test that an invalid refit param raises appropriate error messages
for refit in ["", 5, True, 'recall', 'accuracy']:
assert_raise_message(ValueError, "For multi-metric scoring, the "
"parameter refit must be set to a scorer key",
GridSearchCV(clf, {}, refit=refit,
scoring={'acc': 'accuracy',
'prec': 'precision'}
).fit,
X, y)
def test_grid_search_error():
# Test that grid search will capture errors on data with different length
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
assert_raises(ValueError, cv.fit, X_[:180], y_)
def test_grid_search_one_grid_point():
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
param_dict = {"C": [1.0], "kernel": ["rbf"], "gamma": [0.1]}
clf = SVC(gamma='auto')
cv = GridSearchCV(clf, param_dict)
cv.fit(X_, y_)
clf = SVC(C=1.0, kernel="rbf", gamma=0.1)
clf.fit(X_, y_)
assert_array_equal(clf.dual_coef_, cv.best_estimator_.dual_coef_)
def test_grid_search_when_param_grid_includes_range():
# Test that the best estimator contains the right value for foo_param
clf = MockClassifier()
grid_search = None
grid_search = GridSearchCV(clf, {'foo_param': range(1, 4)}, cv=3)
grid_search.fit(X, y)
assert grid_search.best_estimator_.foo_param == 2
def test_grid_search_bad_param_grid():
param_dict = {"C": 1}
clf = SVC(gamma='auto')
assert_raise_message(
ValueError,
"Parameter grid for parameter (C) needs to"
" be a list or numpy array, but got (<class 'int'>)."
" Single values need to be wrapped in a list"
" with one element.",
GridSearchCV, clf, param_dict)
param_dict = {"C": []}
clf = SVC()
assert_raise_message(
ValueError,
"Parameter values for parameter (C) need to be a non-empty sequence.",
GridSearchCV, clf, param_dict)
param_dict = {"C": "1,2,3"}
clf = SVC(gamma='auto')
assert_raise_message(
ValueError,
"Parameter grid for parameter (C) needs to"
" be a list or numpy array, but got (<class 'str'>)."
" Single values need to be wrapped in a list"
" with one element.",
GridSearchCV, clf, param_dict)
param_dict = {"C": np.ones((3, 2))}
clf = SVC()
assert_raises(ValueError, GridSearchCV, clf, param_dict)
def test_grid_search_sparse():
# Test that grid search works with both dense and sparse matrices
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
cv.fit(X_[:180], y_[:180])
y_pred = cv.predict(X_[180:])
C = cv.best_estimator_.C
X_ = sp.csr_matrix(X_)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
cv.fit(X_[:180].tocoo(), y_[:180])
y_pred2 = cv.predict(X_[180:])
C2 = cv.best_estimator_.C
assert np.mean(y_pred == y_pred2) >= .9
assert C == C2
def test_grid_search_sparse_scoring():
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring="f1")
cv.fit(X_[:180], y_[:180])
y_pred = cv.predict(X_[180:])
C = cv.best_estimator_.C
X_ = sp.csr_matrix(X_)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring="f1")
cv.fit(X_[:180], y_[:180])
y_pred2 = cv.predict(X_[180:])
C2 = cv.best_estimator_.C
assert_array_equal(y_pred, y_pred2)
assert C == C2
# Smoke test the score
# np.testing.assert_allclose(f1_score(cv.predict(X_[:180]), y[:180]),
# cv.score(X_[:180], y[:180]))
# test loss where greater is worse
def f1_loss(y_true_, y_pred_):
return -f1_score(y_true_, y_pred_)
F1Loss = make_scorer(f1_loss, greater_is_better=False)
cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring=F1Loss)
cv.fit(X_[:180], y_[:180])
y_pred3 = cv.predict(X_[180:])
C3 = cv.best_estimator_.C
assert C == C3
assert_array_equal(y_pred, y_pred3)
def test_grid_search_precomputed_kernel():
# Test that grid search works when the input features are given in the
# form of a precomputed kernel matrix
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
# compute the training kernel matrix corresponding to the linear kernel
K_train = np.dot(X_[:180], X_[:180].T)
y_train = y_[:180]
clf = SVC(kernel='precomputed')
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
cv.fit(K_train, y_train)
assert cv.best_score_ >= 0
# compute the test kernel matrix
K_test = np.dot(X_[180:], X_[:180].T)
y_test = y_[180:]
y_pred = cv.predict(K_test)
assert np.mean(y_pred == y_test) >= 0
# test error is raised when the precomputed kernel is not array-like
# or sparse
assert_raises(ValueError, cv.fit, K_train.tolist(), y_train)
def test_grid_search_precomputed_kernel_error_nonsquare():
# Test that grid search returns an error with a non-square precomputed
# training kernel matrix
K_train = np.zeros((10, 20))
y_train = np.ones((10, ))
clf = SVC(kernel='precomputed')
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
assert_raises(ValueError, cv.fit, K_train, y_train)
class BrokenClassifier(BaseEstimator):
"""Broken classifier that cannot be fit twice"""
def __init__(self, parameter=None):
self.parameter = parameter
def fit(self, X, y):
assert not hasattr(self, 'has_been_fit_')
self.has_been_fit_ = True
def predict(self, X):
return np.zeros(X.shape[0])
@ignore_warnings
def test_refit():
# Regression test for bug in refitting
# Simulates re-fitting a broken estimator; this used to break with
# sparse SVMs.
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
clf = GridSearchCV(BrokenClassifier(), [{'parameter': [0, 1]}],
scoring="precision", refit=True)
clf.fit(X, y)
def test_refit_callable():
"""
Test refit=callable, which adds flexibility in identifying the
"best" estimator.
"""
def refit_callable(cv_results):
"""
A dummy function tests `refit=callable` interface.
Return the index of a model that has the least
`mean_test_score`.
"""
# Fit a dummy clf with `refit=True` to get a list of keys in
# clf.cv_results_.
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
clf = GridSearchCV(LinearSVC(random_state=42), {'C': [0.01, 0.1, 1]},
scoring='precision', refit=True)
clf.fit(X, y)
# Ensure that `best_index_ != 0` for this dummy clf
assert clf.best_index_ != 0
# Assert every key matches those in `cv_results`
for key in clf.cv_results_.keys():
assert key in cv_results
return cv_results['mean_test_score'].argmin()
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
clf = GridSearchCV(LinearSVC(random_state=42), {'C': [0.01, 0.1, 1]},
scoring='precision', refit=refit_callable)
clf.fit(X, y)
assert clf.best_index_ == 0
# Ensure `best_score_` is disabled when using `refit=callable`
assert not hasattr(clf, 'best_score_')
def test_refit_callable_invalid_type():
"""
Test implementation catches the errors when 'best_index_' returns an
invalid result.
"""
def refit_callable_invalid_type(cv_results):
"""
A dummy function tests when returned 'best_index_' is not integer.
"""
return None
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
clf = GridSearchCV(LinearSVC(random_state=42), {'C': [0.1, 1]},
scoring='precision', refit=refit_callable_invalid_type)
with pytest.raises(TypeError,
match='best_index_ returned is not an integer'):
clf.fit(X, y)
@pytest.mark.parametrize('out_bound_value', [-1, 2])
@pytest.mark.parametrize('search_cv', [RandomizedSearchCV, GridSearchCV])
def test_refit_callable_out_bound(out_bound_value, search_cv):
"""
Test implementation catches the errors when 'best_index_' returns an
out of bound result.
"""
def refit_callable_out_bound(cv_results):
"""
A dummy function tests when returned 'best_index_' is out of bounds.
"""
return out_bound_value
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
clf = search_cv(LinearSVC(random_state=42), {'C': [0.1, 1]},
scoring='precision', refit=refit_callable_out_bound)
with pytest.raises(IndexError, match='best_index_ index out of range'):
clf.fit(X, y)
def test_refit_callable_multi_metric():
"""
Test refit=callable in multiple metric evaluation setting
"""
def refit_callable(cv_results):
"""
A dummy function tests `refit=callable` interface.
Return the index of a model that has the least
`mean_test_prec`.
"""
assert 'mean_test_prec' in cv_results
return cv_results['mean_test_prec'].argmin()
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
scoring = {'Accuracy': make_scorer(accuracy_score), 'prec': 'precision'}
clf = GridSearchCV(LinearSVC(random_state=42), {'C': [0.01, 0.1, 1]},
scoring=scoring, refit=refit_callable)
clf.fit(X, y)
assert clf.best_index_ == 0
# Ensure `best_score_` is disabled when using `refit=callable`
assert not hasattr(clf, 'best_score_')
def test_gridsearch_nd():
# Pass X as list in GridSearchCV
X_4d = np.arange(10 * 5 * 3 * 2).reshape(10, 5, 3, 2)
y_3d = np.arange(10 * 7 * 11).reshape(10, 7, 11)
check_X = lambda x: x.shape[1:] == (5, 3, 2)
check_y = lambda x: x.shape[1:] == (7, 11)
clf = CheckingClassifier(
check_X=check_X, check_y=check_y, methods_to_check=["fit"],
)
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]})
grid_search.fit(X_4d, y_3d).score(X, y)
assert hasattr(grid_search, "cv_results_")
def test_X_as_list():
# Pass X as list in GridSearchCV
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
clf = CheckingClassifier(
check_X=lambda x: isinstance(x, list), methods_to_check=["fit"],
)
cv = KFold(n_splits=3)
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, cv=cv)
grid_search.fit(X.tolist(), y).score(X, y)
assert hasattr(grid_search, "cv_results_")
def test_y_as_list():
# Pass y as list in GridSearchCV
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
clf = CheckingClassifier(
check_y=lambda x: isinstance(x, list), methods_to_check=["fit"],
)
cv = KFold(n_splits=3)
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, cv=cv)
grid_search.fit(X, y.tolist()).score(X, y)
assert hasattr(grid_search, "cv_results_")
@ignore_warnings
def test_pandas_input():
# check cross_val_score doesn't destroy pandas dataframe
types = [(MockDataFrame, MockDataFrame)]
try:
from pandas import Series, DataFrame
types.append((DataFrame, Series))
except ImportError:
pass
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
for InputFeatureType, TargetType in types:
# X dataframe, y series
X_df, y_ser = InputFeatureType(X), TargetType(y)
def check_df(x):
return isinstance(x, InputFeatureType)
def check_series(x):
return isinstance(x, TargetType)
clf = CheckingClassifier(check_X=check_df, check_y=check_series)
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]})
grid_search.fit(X_df, y_ser).score(X_df, y_ser)
grid_search.predict(X_df)
assert hasattr(grid_search, "cv_results_")
def test_unsupervised_grid_search():
# test grid-search with unsupervised estimator
X, y = make_blobs(n_samples=50, random_state=0)
km = KMeans(random_state=0, init="random", n_init=1)
# Multi-metric evaluation unsupervised
scoring = ['adjusted_rand_score', 'fowlkes_mallows_score']
for refit in ['adjusted_rand_score', 'fowlkes_mallows_score']:
grid_search = GridSearchCV(km, param_grid=dict(n_clusters=[2, 3, 4]),
scoring=scoring, refit=refit)
grid_search.fit(X, y)
# Both ARI and FMS can find the right number :)
assert grid_search.best_params_["n_clusters"] == 3
# Single metric evaluation unsupervised
grid_search = GridSearchCV(km, param_grid=dict(n_clusters=[2, 3, 4]),
scoring='fowlkes_mallows_score')
grid_search.fit(X, y)
assert grid_search.best_params_["n_clusters"] == 3
# Now without a score, and without y
grid_search = GridSearchCV(km, param_grid=dict(n_clusters=[2, 3, 4]))
grid_search.fit(X)
assert grid_search.best_params_["n_clusters"] == 4
def test_gridsearch_no_predict():
# test grid-search with an estimator without predict.
# slight duplication of a test from KDE
def custom_scoring(estimator, X):
return 42 if estimator.bandwidth == .1 else 0
X, _ = make_blobs(cluster_std=.1, random_state=1,
centers=[[0, 1], [1, 0], [0, 0]])
search = GridSearchCV(KernelDensity(),
param_grid=dict(bandwidth=[.01, .1, 1]),
scoring=custom_scoring)
search.fit(X)
assert search.best_params_['bandwidth'] == .1
assert search.best_score_ == 42
def test_param_sampler():
# test basic properties of param sampler
param_distributions = {"kernel": ["rbf", "linear"],
"C": uniform(0, 1)}
sampler = ParameterSampler(param_distributions=param_distributions,
n_iter=10, random_state=0)
samples = [x for x in sampler]
assert len(samples) == 10
for sample in samples:
assert sample["kernel"] in ["rbf", "linear"]
assert 0 <= sample["C"] <= 1
# test that repeated calls yield identical parameters
param_distributions = {"C": [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10]}
sampler = ParameterSampler(param_distributions=param_distributions,
n_iter=3, random_state=0)
assert [x for x in sampler] == [x for x in sampler]
if sp_version >= (0, 16):
param_distributions = {"C": uniform(0, 1)}
sampler = ParameterSampler(param_distributions=param_distributions,
n_iter=10, random_state=0)
assert [x for x in sampler] == [x for x in sampler]
def check_cv_results_array_types(search, param_keys, score_keys):
# Check if the search `cv_results`'s array are of correct types
cv_results = search.cv_results_
assert all(isinstance(cv_results[param], np.ma.MaskedArray)
for param in param_keys)
assert all(cv_results[key].dtype == object for key in param_keys)
assert not any(isinstance(cv_results[key], np.ma.MaskedArray)
for key in score_keys)
assert all(cv_results[key].dtype == np.float64
for key in score_keys if not key.startswith('rank'))
scorer_keys = search.scorer_.keys() if search.multimetric_ else ['score']
for key in scorer_keys:
assert cv_results['rank_test_%s' % key].dtype == np.int32
def check_cv_results_keys(cv_results, param_keys, score_keys, n_cand):
# Test the search.cv_results_ contains all the required results
assert_array_equal(sorted(cv_results.keys()),
sorted(param_keys + score_keys + ('params',)))
assert all(cv_results[key].shape == (n_cand,)
for key in param_keys + score_keys)
def test_grid_search_cv_results():
X, y = make_classification(n_samples=50, n_features=4,
random_state=42)
n_splits = 3
n_grid_points = 6
params = [dict(kernel=['rbf', ], C=[1, 10], gamma=[0.1, 1]),
dict(kernel=['poly', ], degree=[1, 2])]
param_keys = ('param_C', 'param_degree', 'param_gamma', 'param_kernel')
score_keys = ('mean_test_score', 'mean_train_score',
'rank_test_score',
'split0_test_score', 'split1_test_score',
'split2_test_score',
'split0_train_score', 'split1_train_score',
'split2_train_score',
'std_test_score', 'std_train_score',
'mean_fit_time', 'std_fit_time',
'mean_score_time', 'std_score_time')
n_candidates = n_grid_points
search = GridSearchCV(SVC(), cv=n_splits, param_grid=params,
return_train_score=True)
search.fit(X, y)
cv_results = search.cv_results_
# Check if score and timing are reasonable
assert all(cv_results['rank_test_score'] >= 1)
assert (all(cv_results[k] >= 0) for k in score_keys
if k != 'rank_test_score')
assert (all(cv_results[k] <= 1) for k in score_keys
if 'time' not in k and
k != 'rank_test_score')
# Check cv_results structure
check_cv_results_array_types(search, param_keys, score_keys)
check_cv_results_keys(cv_results, param_keys, score_keys, n_candidates)
# Check masking
cv_results = search.cv_results_
n_candidates = len(search.cv_results_['params'])
assert all((cv_results['param_C'].mask[i] and
cv_results['param_gamma'].mask[i] and
not cv_results['param_degree'].mask[i])
for i in range(n_candidates)
if cv_results['param_kernel'][i] == 'linear')
assert all((not cv_results['param_C'].mask[i] and
not cv_results['param_gamma'].mask[i] and
cv_results['param_degree'].mask[i])
for i in range(n_candidates)
if cv_results['param_kernel'][i] == 'rbf')
def test_random_search_cv_results():
X, y = make_classification(n_samples=50, n_features=4, random_state=42)
n_splits = 3
n_search_iter = 30
params = [{'kernel': ['rbf'], 'C': expon(scale=10),
'gamma': expon(scale=0.1)},
{'kernel': ['poly'], 'degree': [2, 3]}]
param_keys = ('param_C', 'param_degree', 'param_gamma', 'param_kernel')
score_keys = ('mean_test_score', 'mean_train_score',
'rank_test_score',
'split0_test_score', 'split1_test_score',
'split2_test_score',
'split0_train_score', 'split1_train_score',
'split2_train_score',
'std_test_score', 'std_train_score',
'mean_fit_time', 'std_fit_time',
'mean_score_time', 'std_score_time')
n_cand = n_search_iter
search = RandomizedSearchCV(SVC(), n_iter=n_search_iter,
cv=n_splits,
param_distributions=params,
return_train_score=True)
search.fit(X, y)
cv_results = search.cv_results_
# Check results structure
check_cv_results_array_types(search, param_keys, score_keys)
check_cv_results_keys(cv_results, param_keys, score_keys, n_cand)
n_candidates = len(search.cv_results_['params'])
assert all((cv_results['param_C'].mask[i] and
cv_results['param_gamma'].mask[i] and
not cv_results['param_degree'].mask[i])
for i in range(n_candidates)
if cv_results['param_kernel'][i] == 'linear')
assert all((not cv_results['param_C'].mask[i] and
not cv_results['param_gamma'].mask[i] and
cv_results['param_degree'].mask[i])
for i in range(n_candidates)
if cv_results['param_kernel'][i] == 'rbf')
@pytest.mark.parametrize(
"SearchCV, specialized_params",
[(GridSearchCV, {'param_grid': {'C': [1, 10]}}),
(RandomizedSearchCV,
{'param_distributions': {'C': [1, 10]}, 'n_iter': 2})]
)
def test_search_default_iid(SearchCV, specialized_params):
# Test the IID parameter TODO: Clearly this test does something else???
# noise-free simple 2d-data
X, y = make_blobs(centers=[[0, 0], [1, 0], [0, 1], [1, 1]], random_state=0,
cluster_std=0.1, shuffle=False, n_samples=80)
# split dataset into two folds that are not iid
# first one contains data of all 4 blobs, second only from two.
mask = np.ones(X.shape[0], dtype=np.bool)
mask[np.where(y == 1)[0][::2]] = 0
mask[np.where(y == 2)[0][::2]] = 0
# this leads to perfect classification on one fold and a score of 1/3 on
# the other
# create "cv" for splits
cv = [[mask, ~mask], [~mask, mask]]
common_params = {'estimator': SVC(), 'cv': cv,
'return_train_score': True}
search = SearchCV(**common_params, **specialized_params)
search.fit(X, y)
test_cv_scores = np.array(
[search.cv_results_['split%d_test_score' % s][0]
for s in range(search.n_splits_)]
)
test_mean = search.cv_results_['mean_test_score'][0]
test_std = search.cv_results_['std_test_score'][0]
train_cv_scores = np.array(
[search.cv_results_['split%d_train_score' % s][0]
for s in range(search.n_splits_)]
)
train_mean = search.cv_results_['mean_train_score'][0]
train_std = search.cv_results_['std_train_score'][0]
assert search.cv_results_['param_C'][0] == 1
# scores are the same as above
assert_allclose(test_cv_scores, [1, 1. / 3.])
assert_allclose(train_cv_scores, [1, 1])
# Unweighted mean/std is used
assert test_mean == pytest.approx(np.mean(test_cv_scores))
assert test_std == pytest.approx(np.std(test_cv_scores))
# For the train scores, we do not take a weighted mean irrespective of
# i.i.d. or not
assert train_mean == pytest.approx(1)
assert train_std == pytest.approx(0)
def test_grid_search_cv_results_multimetric():
X, y = make_classification(n_samples=50, n_features=4, random_state=42)
n_splits = 3
params = [dict(kernel=['rbf', ], C=[1, 10], gamma=[0.1, 1]),
dict(kernel=['poly', ], degree=[1, 2])]
grid_searches = []
for scoring in ({'accuracy': make_scorer(accuracy_score),
'recall': make_scorer(recall_score)},
'accuracy', 'recall'):
grid_search = GridSearchCV(SVC(), cv=n_splits,
param_grid=params,
scoring=scoring, refit=False)
grid_search.fit(X, y)
grid_searches.append(grid_search)
compare_cv_results_multimetric_with_single(*grid_searches)
def test_random_search_cv_results_multimetric():
X, y = make_classification(n_samples=50, n_features=4, random_state=42)
n_splits = 3
n_search_iter = 30
# Scipy 0.12's stats dists do not accept seed, hence we use param grid
params = dict(C= | np.logspace(-4, 1, 3) | numpy.logspace |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = np.array(vx.value)
max_count_left = 0
min_count_left = 0
i_left = 0
while ((max_count_left < 1) or (min_count_left < 1)) and (i_left < len(lsq_signal) - 1):
time_series_extended[int(len(lsq_signal) - 2 - i_left)] = \
2 * sum(weights_left * np.hstack((time_series_extended[int(len(lsq_signal) - 1 - i_left):
int(len(lsq_signal) - 1 - i_left + neural_network_k)],
1))) + 1
i_left += 1
if i_left > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_left += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_left += 1
lsq_utils = emd_utils.Utility(time=time, time_series=lsq_signal)
utils_extended = emd_utils.Utility(time=time_extended, time_series=time_series_extended)
maxima = lsq_signal[lsq_utils.max_bool_func_1st_order_fd()]
maxima_time = time[lsq_utils.max_bool_func_1st_order_fd()]
maxima_extrapolate = time_series_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
maxima_extrapolate_time = time_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
minima = lsq_signal[lsq_utils.min_bool_func_1st_order_fd()]
minima_time = time[lsq_utils.min_bool_func_1st_order_fd()]
minima_extrapolate = time_series_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
minima_extrapolate_time = time_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Single Neuron Neural Network Example')
plt.plot(time, lsq_signal, zorder=2, label='Signal')
plt.plot(time_extended, time_series_extended, c='g', zorder=1, label=textwrap.fill('Extrapolated signal', 12))
plt.scatter(maxima_time, maxima, c='r', zorder=3, label='Maxima')
plt.scatter(minima_time, minima, c='b', zorder=3, label='Minima')
plt.scatter(maxima_extrapolate_time, maxima_extrapolate, c='magenta', zorder=3,
label=textwrap.fill('Extrapolated maxima', 12))
plt.scatter(minima_extrapolate_time, minima_extrapolate, c='cyan', zorder=4,
label=textwrap.fill('Extrapolated minima', 12))
plt.plot(((time[-302] + time[-301]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k',
label=textwrap.fill('Neural network inputs', 13))
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='k')
plt.plot(((time_extended[-1001] + time_extended[-1002]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k')
plt.plot(((time[-202] + time[-201]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray', linestyle='dashed',
label=textwrap.fill('Neural network targets', 13))
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='gray')
plt.plot(((time_extended[-1001] + time_extended[-1000]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray',
linestyle='dashed')
plt.xlim(3.4 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/neural_network.png')
plt.show()
# plot 6a
np.random.seed(0)
time = np.linspace(0, 5 * np.pi, 1001)
knots_51 = np.linspace(0, 5 * np.pi, 51)
time_series = np.cos(2 * time) + np.cos(4 * time) + np.cos(8 * time)
noise = np.random.normal(0, 1, len(time_series))
time_series += noise
advemdpy = EMD(time=time, time_series=time_series)
imfs_51, hts_51, ifs_51 = advemdpy.empirical_mode_decomposition(knots=knots_51, max_imfs=3,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_31 = np.linspace(0, 5 * np.pi, 31)
imfs_31, hts_31, ifs_31 = advemdpy.empirical_mode_decomposition(knots=knots_31, max_imfs=2,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_11 = np.linspace(0, 5 * np.pi, 11)
imfs_11, hts_11, ifs_11 = advemdpy.empirical_mode_decomposition(knots=knots_11, max_imfs=1,
edge_effect='symmetric_anchor', verbose=False)[:3]
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
print(f'DFA fluctuation with 51 knots: {np.round(np.var(time_series - (imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :])), 3)}')
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[0].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[0].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(time, time_series, label='Time series')
axs[1].plot(time, imfs_31[1, :] + imfs_31[2, :], label=textwrap.fill('Sum of IMF 1 and IMF 2 with 31 knots', 19))
axs[1].plot(time, imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 2 and IMF 3 with 51 knots', 19))
print(f'DFA fluctuation with 31 knots: {np.round(np.var(time_series - (imfs_31[1, :] + imfs_31[2, :])), 3)}')
for knot in knots_31:
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[1].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[1].set_xticklabels(['', '', '', '', '', ''])
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
axs[1].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[1].plot(0.95 * np.pi * np.ones(101), | np.linspace(-5.5, 5.5, 101) | numpy.linspace |
'''
-------------------------------------------------------------------------------------------------
This code accompanies the paper titled "Human injury-based safety decision of automated vehicles"
Author: <NAME>, <NAME>, <NAME>, <NAME>
Corresponding author: <NAME> (<EMAIL>)
-------------------------------------------------------------------------------------------------
'''
import torch
import numpy as np
from torch import nn
from torch.nn.utils import weight_norm
__author__ = "<NAME>"
def Collision_cond(veh_striking_list, V1_v, V2_v, delta_angle, veh_param):
''' Estimate the collision condition. '''
(veh_l, veh_w, veh_cgf, veh_cgs, veh_k, veh_m) = veh_param
delta_angle_2 = np.arccos(np.abs(np.cos(delta_angle)))
if -1e-6 < delta_angle_2 < 1e-6:
delta_angle_2 = 1e-6
delta_v1_list = []
delta_v2_list = []
# Estimate the collision condition (delat-v) according to the principal impact direction.
for veh_striking in veh_striking_list:
if veh_striking[0] == 1:
veh_ca = np.arctan(veh_cgf[0] / veh_cgs[0])
veh_a2 = np.abs(veh_cgs[1] - veh_striking[3])
veh_RDS = np.abs(V1_v * np.cos(delta_angle) - V2_v)
veh_a1 = np.abs(np.sqrt(veh_cgf[0] ** 2 + veh_cgs[0] ** 2) * np.cos(veh_ca + delta_angle_2))
if (veh_striking[1]+1) in [16, 1, 2, 3, 17, 20, 21] and (veh_striking[2]+1) in [16, 1, 2, 3, 17, 20, 21]:
veh_e = 2 / veh_RDS
else:
veh_e = 0.5 / veh_RDS
elif veh_striking[0] == 2:
veh_ca = np.arctan(veh_cgf[0] / veh_cgs[0])
veh_a2 = np.abs(veh_cgf[1] - veh_striking[3])
veh_a1 = np.abs( | np.sqrt(veh_cgf[0] ** 2 + veh_cgs[0] ** 2) | numpy.sqrt |
from os import listdir
from os.path import isfile, join
from path import Path
import numpy as np
import cv2
# Dataset path
target_path = Path('target/')
annotation_images_path = Path('dataset/ade20k/annotations/training/').abspath()
dataset = [ f for f in listdir(annotation_images_path) if isfile(join(annotation_images_path,f))]
images = np.empty(len(dataset), dtype = object)
count = 1
# Iterate all Training Images
for n in range(0, len(dataset)):
# Read image
images[n] = cv2.imread(join(annotation_images_path,dataset[n]))
# Convert it to array
array = | np.asarray(images[n],dtype=np.int8) | numpy.asarray |
# Copyright 2021 Huawei Technologies Co., Ltd
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
# ============================================================================
"""
postprocess.
"""
import os
import argparse
import numpy as np
from src.ms_utils import calculate_auc
from mindspore import context, load_checkpoint
def softmax(x):
t_max = np.max(x, axis=1, keepdims=True) # returns max of each row and keeps same dims
e_x = np.exp(x - t_max) # subtracts each row with its max value
t_sum = np.sum(e_x, axis=1, keepdims=True) # returns sum of each row and keeps same dims
f_x = e_x / t_sum
return f_x
def score_model(preds, test_pos, test_neg, weight, bias):
"""
Score the model on the test set edges in each epoch.
Args:
epoch (LongTensor): Training epochs.
Returns:
auc(Float32): AUC result.
f1(Float32): F1-Score result.
"""
score_positive_edges = | np.array(test_pos, dtype=np.int32) | numpy.array |
from __future__ import print_function
import numpy as np
import matplotlib.pyplot as plt
class TwoLayerNet(object):
"""
A two-layer fully-connected neural network. The net has an input dimension
of N, a hidden layer dimension of H, and performs classification over C
classes.
We train the network with a softmax loss function and L2 regularization on
the weight matrices. The network uses a ReLU nonlinearity after the first
fully connected layer.
In other words, the network has the following architecture:
input - fully connected layer - ReLU - fully connected layer - softmax
The outputs of the second fully-connected layer are the scores for each
class.
"""
def __init__(self, input_size, hidden_size, output_size, std=1e-4):
"""
Initialize the model. Weights are initialized to small random values
and biases are initialized to zero. Weights and biases are stored in
the variable self.params, which is a dictionary with the following keys
W1: First layer weights; has shape (D, H)
b1: First layer biases; has shape (H,)
W2: Second layer weights; has shape (H, C)
b2: Second layer biases; has shape (C,)
Inputs:
- input_size: The dimension D of the input data.
- hidden_size: The number of neurons H in the hidden layer.
- output_size: The number of classes C.
"""
self.params = {}
self.params['W1'] = std * np.random.randn(input_size, hidden_size)
self.params['b1'] = np.zeros(hidden_size)
self.params['W2'] = std * np.random.randn(hidden_size, output_size)
self.params['b2'] = np.zeros(output_size)
def loss(self, X, y=None, reg=0.0):
"""
Compute the loss and gradients for a two layer fully connected neural
network.
Inputs:
- X: Input data of shape (N, D). Each X[i] is a training sample.
- y: Vector of training labels. y[i] is the label for X[i], and each
y[i] is an integer in the range 0 <= y[i] < C. This parameter is
optional; if it is not passed then we only return scores, and if it
is passed then we instead return the loss and gradients.
- reg: Regularization strength.
Returns:
If y is None, return a matrix scores of shape (N, C) where scores[i, c]
is the score for class c on input X[i].
If y is not None, instead return a tuple of:
- loss: Loss (data loss and regularization loss) for this batch of
training samples.
- grads: Dictionary mapping parameter names to gradients of those
parameters with respect to the loss function; has the same keys as
self.params.
"""
# Unpack variables from the params dictionary
W1, b1 = self.params['W1'], self.params['b1']
W2, b2 = self.params['W2'], self.params['b2']
N, D = X.shape
# Compute the forward pass
scores = None
#######################################################################
# TODO: Perform the forward pass, computing the class scores for the #
# input. Store the result in the scores variable, which should be an #
# array of shape (N, C). #
#######################################################################
scores1 = X.dot(W1) + b1 # FC1
X2 = np.maximum(0, scores1) # ReLU FC1
scores = X2.dot(W2) + b2 # FC2
#######################################################################
# END OF YOUR CODE #
#######################################################################
# If the targets are not given then jump out, we're done
if y is None:
return scores
scores -= np.max(scores) # Fix Number instability
scores_exp = np.exp(scores)
probs = scores_exp / | np.sum(scores_exp, axis=1, keepdims=True) | numpy.sum |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = np.array(vx.value)
max_count_left = 0
min_count_left = 0
i_left = 0
while ((max_count_left < 1) or (min_count_left < 1)) and (i_left < len(lsq_signal) - 1):
time_series_extended[int(len(lsq_signal) - 2 - i_left)] = \
2 * sum(weights_left * np.hstack((time_series_extended[int(len(lsq_signal) - 1 - i_left):
int(len(lsq_signal) - 1 - i_left + neural_network_k)],
1))) + 1
i_left += 1
if i_left > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_left += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_left += 1
lsq_utils = emd_utils.Utility(time=time, time_series=lsq_signal)
utils_extended = emd_utils.Utility(time=time_extended, time_series=time_series_extended)
maxima = lsq_signal[lsq_utils.max_bool_func_1st_order_fd()]
maxima_time = time[lsq_utils.max_bool_func_1st_order_fd()]
maxima_extrapolate = time_series_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
maxima_extrapolate_time = time_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
minima = lsq_signal[lsq_utils.min_bool_func_1st_order_fd()]
minima_time = time[lsq_utils.min_bool_func_1st_order_fd()]
minima_extrapolate = time_series_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
minima_extrapolate_time = time_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Single Neuron Neural Network Example')
plt.plot(time, lsq_signal, zorder=2, label='Signal')
plt.plot(time_extended, time_series_extended, c='g', zorder=1, label=textwrap.fill('Extrapolated signal', 12))
plt.scatter(maxima_time, maxima, c='r', zorder=3, label='Maxima')
plt.scatter(minima_time, minima, c='b', zorder=3, label='Minima')
plt.scatter(maxima_extrapolate_time, maxima_extrapolate, c='magenta', zorder=3,
label=textwrap.fill('Extrapolated maxima', 12))
plt.scatter(minima_extrapolate_time, minima_extrapolate, c='cyan', zorder=4,
label=textwrap.fill('Extrapolated minima', 12))
plt.plot(((time[-302] + time[-301]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k',
label=textwrap.fill('Neural network inputs', 13))
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='k')
plt.plot(((time_extended[-1001] + time_extended[-1002]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k')
plt.plot(((time[-202] + time[-201]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray', linestyle='dashed',
label=textwrap.fill('Neural network targets', 13))
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='gray')
plt.plot(((time_extended[-1001] + time_extended[-1000]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray',
linestyle='dashed')
plt.xlim(3.4 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/neural_network.png')
plt.show()
# plot 6a
np.random.seed(0)
time = np.linspace(0, 5 * np.pi, 1001)
knots_51 = np.linspace(0, 5 * np.pi, 51)
time_series = np.cos(2 * time) + np.cos(4 * time) + np.cos(8 * time)
noise = np.random.normal(0, 1, len(time_series))
time_series += noise
advemdpy = EMD(time=time, time_series=time_series)
imfs_51, hts_51, ifs_51 = advemdpy.empirical_mode_decomposition(knots=knots_51, max_imfs=3,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_31 = np.linspace(0, 5 * np.pi, 31)
imfs_31, hts_31, ifs_31 = advemdpy.empirical_mode_decomposition(knots=knots_31, max_imfs=2,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_11 = np.linspace(0, 5 * np.pi, 11)
imfs_11, hts_11, ifs_11 = advemdpy.empirical_mode_decomposition(knots=knots_11, max_imfs=1,
edge_effect='symmetric_anchor', verbose=False)[:3]
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
print(f'DFA fluctuation with 51 knots: {np.round(np.var(time_series - (imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :])), 3)}')
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[0].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[0].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(time, time_series, label='Time series')
axs[1].plot(time, imfs_31[1, :] + imfs_31[2, :], label=textwrap.fill('Sum of IMF 1 and IMF 2 with 31 knots', 19))
axs[1].plot(time, imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 2 and IMF 3 with 51 knots', 19))
print(f'DFA fluctuation with 31 knots: {np.round(np.var(time_series - (imfs_31[1, :] + imfs_31[2, :])), 3)}')
for knot in knots_31:
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[1].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[1].set_xticklabels(['', '', '', '', '', ''])
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
axs[1].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[1].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[1].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
axs[2].plot(time, time_series, label='Time series')
axs[2].plot(time, imfs_11[1, :], label='IMF 1 with 11 knots')
axs[2].plot(time, imfs_31[2, :], label='IMF 2 with 31 knots')
axs[2].plot(time, imfs_51[3, :], label='IMF 3 with 51 knots')
print(f'DFA fluctuation with 11 knots: {np.round(np.var(time_series - imfs_51[3, :]), 3)}')
for knot in knots_11:
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[2].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[2].set_xticklabels(['$0$', r'$\pi$', r'$2\pi$', r'$3\pi$', r'$4\pi$', r'$5\pi$'])
box_2 = axs[2].get_position()
axs[2].set_position([box_2.x0 - 0.05, box_2.y0, box_2.width * 0.85, box_2.height])
axs[2].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[2].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[2].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[2].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[2].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
plt.savefig('jss_figures/DFA_different_trends.png')
plt.show()
# plot 6b
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences Zoomed Region', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[0].set_ylim(-5.5, 5.5)
axs[0].set_xlim(0.95 * np.pi, 1.55 * np.pi)
axs[1].plot(time, time_series, label='Time series')
axs[1].plot(time, imfs_31[1, :] + imfs_31[2, :], label=textwrap.fill('Sum of IMF 1 and IMF 2 with 31 knots', 19))
axs[1].plot(time, imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 2 and IMF 3 with 51 knots', 19))
for knot in knots_31:
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[1].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[1].set_xticklabels(['', '', '', '', '', ''])
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
axs[1].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].set_ylim(-5.5, 5.5)
axs[1].set_xlim(0.95 * np.pi, 1.55 * np.pi)
axs[2].plot(time, time_series, label='Time series')
axs[2].plot(time, imfs_11[1, :], label='IMF 1 with 11 knots')
axs[2].plot(time, imfs_31[2, :], label='IMF 2 with 31 knots')
axs[2].plot(time, imfs_51[3, :], label='IMF 3 with 51 knots')
for knot in knots_11:
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[2].set_xticks([np.pi, (3 / 2) * np.pi])
axs[2].set_xticklabels([r'$\pi$', r'$\frac{3}{2}\pi$'])
box_2 = axs[2].get_position()
axs[2].set_position([box_2.x0 - 0.05, box_2.y0, box_2.width * 0.85, box_2.height])
axs[2].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[2].set_ylim(-5.5, 5.5)
axs[2].set_xlim(0.95 * np.pi, 1.55 * np.pi)
plt.savefig('jss_figures/DFA_different_trends_zoomed.png')
plt.show()
hs_ouputs = hilbert_spectrum(time, imfs_51, hts_51, ifs_51, max_frequency=12, plot=False)
# plot 6c
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Simple Sinusoidal Time Seres with Added Noise', 50))
x_hs, y, z = hs_ouputs
z_min, z_max = 0, np.abs(z).max()
ax.pcolormesh(x_hs, y, np.abs(z), cmap='gist_rainbow', vmin=z_min, vmax=z_max)
ax.plot(x_hs[0, :], 8 * np.ones_like(x_hs[0, :]), '--', label=r'$\omega = 8$', Linewidth=3)
ax.plot(x_hs[0, :], 4 * np.ones_like(x_hs[0, :]), '--', label=r'$\omega = 4$', Linewidth=3)
ax.plot(x_hs[0, :], 2 * np.ones_like(x_hs[0, :]), '--', label=r'$\omega = 2$', Linewidth=3)
ax.set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi])
ax.set_xticklabels(['$0$', r'$\pi$', r'$2\pi$', r'$3\pi$', r'$4\pi$'])
plt.ylabel(r'Frequency (rad.s$^{-1}$)')
plt.xlabel('Time (s)')
box_0 = ax.get_position()
ax.set_position([box_0.x0, box_0.y0 + 0.05, box_0.width * 0.85, box_0.height * 0.9])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/DFA_hilbert_spectrum.png')
plt.show()
# plot 6c
time = np.linspace(0, 5 * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 51)
fluc = Fluctuation(time=time, time_series=time_series)
max_unsmoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='maxima', smooth=False)
max_smoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='maxima', smooth=True)
min_unsmoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='minima', smooth=False)
min_smoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='minima', smooth=True)
util = Utility(time=time, time_series=time_series)
maxima = util.max_bool_func_1st_order_fd()
minima = util.min_bool_func_1st_order_fd()
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title(textwrap.fill('Plot Demonstrating Unsmoothed Extrema Envelopes if Schoenberg–Whitney Conditions are Not Satisfied', 50))
plt.plot(time, time_series, label='Time series', zorder=2, LineWidth=2)
plt.scatter(time[maxima], time_series[maxima], c='r', label='Maxima', zorder=10)
plt.scatter(time[minima], time_series[minima], c='b', label='Minima', zorder=10)
plt.plot(time, max_unsmoothed[0], label=textwrap.fill('Unsmoothed maxima envelope', 10), c='darkorange')
plt.plot(time, max_smoothed[0], label=textwrap.fill('Smoothed maxima envelope', 10), c='red')
plt.plot(time, min_unsmoothed[0], label=textwrap.fill('Unsmoothed minima envelope', 10), c='cyan')
plt.plot(time, min_smoothed[0], label=textwrap.fill('Smoothed minima envelope', 10), c='blue')
for knot in knots[:-1]:
plt.plot(knot * np.ones(101), np.linspace(-3.0, -2.0, 101), '--', c='grey', zorder=1)
plt.plot(knots[-1] * np.ones(101), np.linspace(-3.0, -2.0, 101), '--', c='grey', label='Knots', zorder=1)
plt.xticks((0, 1 * np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi),
(r'$0$', r'$\pi$', r'2$\pi$', r'3$\pi$', r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
plt.xlim(-0.25 * np.pi, 5.25 * np.pi)
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/Schoenberg_Whitney_Conditions.png')
plt.show()
# plot 7
a = 0.25
width = 0.2
time = np.linspace((0 + a) * np.pi, (5 - a) * np.pi, 1001)
knots = np.linspace((0 + a) * np.pi, (5 - a) * np.pi, 11)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
inflection_bool = utils.inflection_point()
inflection_x = time[inflection_bool]
inflection_y = time_series[inflection_bool]
fluctuation = emd_mean.Fluctuation(time=time, time_series=time_series)
maxima_envelope = fluctuation.envelope_basis_function_approximation(knots, 'maxima', smooth=False,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
maxima_envelope_smooth = fluctuation.envelope_basis_function_approximation(knots, 'maxima', smooth=True,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
minima_envelope = fluctuation.envelope_basis_function_approximation(knots, 'minima', smooth=False,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
minima_envelope_smooth = fluctuation.envelope_basis_function_approximation(knots, 'minima', smooth=True,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
inflection_points_envelope = fluctuation.direct_detrended_fluctuation_estimation(knots,
smooth=True,
smoothing_penalty=0.2,
technique='inflection_points')[0]
binomial_points_envelope = fluctuation.direct_detrended_fluctuation_estimation(knots,
smooth=True,
smoothing_penalty=0.2,
technique='binomial_average', order=21,
increment=20)[0]
derivative_of_lsq = utils.derivative_forward_diff()
derivative_time = time[:-1]
derivative_knots = np.linspace(knots[0], knots[-1], 31)
# change (1) detrended_fluctuation_technique and (2) max_internal_iter and (3) debug (confusing with external debugging)
emd = AdvEMDpy.EMD(time=derivative_time, time_series=derivative_of_lsq)
imf_1_of_derivative = emd.empirical_mode_decomposition(knots=derivative_knots,
knot_time=derivative_time, text=False, verbose=False)[0][1, :]
utils = emd_utils.Utility(time=time[:-1], time_series=imf_1_of_derivative)
optimal_maxima = np.r_[False, utils.derivative_forward_diff() < 0, False] & \
np.r_[utils.zero_crossing() == 1, False]
optimal_minima = np.r_[False, utils.derivative_forward_diff() > 0, False] & \
np.r_[utils.zero_crossing() == 1, False]
EEMD_maxima_envelope = fluctuation.envelope_basis_function_approximation_fixed_points(knots, 'maxima',
optimal_maxima,
optimal_minima,
smooth=False,
smoothing_penalty=0.2,
edge_effect='none')[0]
EEMD_minima_envelope = fluctuation.envelope_basis_function_approximation_fixed_points(knots, 'minima',
optimal_maxima,
optimal_minima,
smooth=False,
smoothing_penalty=0.2,
edge_effect='none')[0]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Detrended Fluctuation Analysis Examples')
plt.plot(time, time_series, LineWidth=2, label='Time series')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(time[optimal_maxima], time_series[optimal_maxima], c='darkred', zorder=4,
label=textwrap.fill('Optimal maxima', 10))
plt.scatter(time[optimal_minima], time_series[optimal_minima], c='darkblue', zorder=4,
label=textwrap.fill('Optimal minima', 10))
plt.scatter(inflection_x, inflection_y, c='magenta', zorder=4, label=textwrap.fill('Inflection points', 10))
plt.plot(time, maxima_envelope, c='darkblue', label=textwrap.fill('EMD envelope', 10))
plt.plot(time, minima_envelope, c='darkblue')
plt.plot(time, (maxima_envelope + minima_envelope) / 2, c='darkblue')
plt.plot(time, maxima_envelope_smooth, c='darkred', label=textwrap.fill('SEMD envelope', 10))
plt.plot(time, minima_envelope_smooth, c='darkred')
plt.plot(time, (maxima_envelope_smooth + minima_envelope_smooth) / 2, c='darkred')
plt.plot(time, EEMD_maxima_envelope, c='darkgreen', label=textwrap.fill('EEMD envelope', 10))
plt.plot(time, EEMD_minima_envelope, c='darkgreen')
plt.plot(time, (EEMD_maxima_envelope + EEMD_minima_envelope) / 2, c='darkgreen')
plt.plot(time, inflection_points_envelope, c='darkorange', label=textwrap.fill('Inflection point envelope', 10))
plt.plot(time, binomial_points_envelope, c='deeppink', label=textwrap.fill('Binomial average envelope', 10))
plt.plot(time, np.cos(time), c='black', label='True mean')
plt.xticks((0, 1 * np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi), (r'$0$', r'$\pi$', r'2$\pi$', r'3$\pi$',
r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
plt.xlim(-0.25 * np.pi, 5.25 * np.pi)
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/detrended_fluctuation_analysis.png')
plt.show()
# Duffing Equation Example
def duffing_equation(xy, ts):
gamma = 0.1
epsilon = 1
omega = ((2 * np.pi) / 25)
return [xy[1], xy[0] - epsilon * xy[0] ** 3 + gamma * np.cos(omega * ts)]
t = np.linspace(0, 150, 1501)
XY0 = [1, 1]
solution = odeint(duffing_equation, XY0, t)
x = solution[:, 0]
dxdt = solution[:, 1]
x_points = [0, 50, 100, 150]
x_names = {0, 50, 100, 150}
y_points_1 = [-2, 0, 2]
y_points_2 = [-1, 0, 1]
fig, axs = plt.subplots(2, 1)
plt.subplots_adjust(hspace=0.2)
axs[0].plot(t, x)
axs[0].set_title('Duffing Equation Displacement')
axs[0].set_ylim([-2, 2])
axs[0].set_xlim([0, 150])
axs[1].plot(t, dxdt)
axs[1].set_title('Duffing Equation Velocity')
axs[1].set_ylim([-1.5, 1.5])
axs[1].set_xlim([0, 150])
axis = 0
for ax in axs.flat:
ax.label_outer()
if axis == 0:
ax.set_ylabel('x(t)')
ax.set_yticks(y_points_1)
if axis == 1:
ax.set_ylabel(r'$ \dfrac{dx(t)}{dt} $')
ax.set(xlabel='t')
ax.set_yticks(y_points_2)
ax.set_xticks(x_points)
ax.set_xticklabels(x_names)
axis += 1
plt.savefig('jss_figures/Duffing_equation.png')
plt.show()
# compare other packages Duffing - top
pyemd = pyemd0215()
py_emd = pyemd(x)
IP, IF, IA = emd040.spectra.frequency_transform(py_emd.T, 10, 'hilbert')
freq_edges, freq_bins = emd040.spectra.define_hist_bins(0, 0.2, 100)
hht = emd040.spectra.hilberthuang(IF, IA, freq_edges)
hht = gaussian_filter(hht, sigma=1)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 1.0
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Duffing Equation using PyEMD 0.2.10', 40))
plt.pcolormesh(t, freq_bins, hht, cmap='gist_rainbow', vmin=0, vmax=np.max(np.max(np.abs(hht))))
plt.plot(t[:-1], 0.124 * np.ones_like(t[:-1]), '--', label=textwrap.fill('Hamiltonian frequency approximation', 15))
plt.plot(t[:-1], 0.04 * np.ones_like(t[:-1]), 'g--', label=textwrap.fill('Driving function frequency', 15))
plt.xticks([0, 50, 100, 150])
plt.yticks([0, 0.1, 0.2])
plt.ylabel('Frequency (Hz)')
plt.xlabel('Time (s)')
box_0 = ax.get_position()
ax.set_position([box_0.x0, box_0.y0 + 0.05, box_0.width * 0.75, box_0.height * 0.9])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/Duffing_equation_ht_pyemd.png')
plt.show()
plt.show()
emd_sift = emd040.sift.sift(x)
IP, IF, IA = emd040.spectra.frequency_transform(emd_sift, 10, 'hilbert')
freq_edges, freq_bins = emd040.spectra.define_hist_bins(0, 0.2, 100)
hht = emd040.spectra.hilberthuang(IF, IA, freq_edges)
hht = gaussian_filter(hht, sigma=1)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 1.0
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Duffing Equation using emd 0.3.3', 40))
plt.pcolormesh(t, freq_bins, hht, cmap='gist_rainbow', vmin=0, vmax=np.max(np.max(np.abs(hht))))
plt.plot(t[:-1], 0.124 * np.ones_like(t[:-1]), '--', label=textwrap.fill('Hamiltonian frequency approximation', 15))
plt.plot(t[:-1], 0.04 * np.ones_like(t[:-1]), 'g--', label=textwrap.fill('Driving function frequency', 15))
plt.xticks([0, 50, 100, 150])
plt.yticks([0, 0.1, 0.2])
plt.ylabel('Frequency (Hz)')
plt.xlabel('Time (s)')
box_0 = ax.get_position()
ax.set_position([box_0.x0, box_0.y0 + 0.05, box_0.width * 0.75, box_0.height * 0.9])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/Duffing_equation_ht_emd.png')
plt.show()
# compare other packages Duffing - bottom
emd_duffing = AdvEMDpy.EMD(time=t, time_series=x)
emd_duff, emd_ht_duff, emd_if_duff, _, _, _, _ = emd_duffing.empirical_mode_decomposition(verbose=False)
fig, axs = plt.subplots(2, 1)
plt.subplots_adjust(hspace=0.3)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
axs[0].plot(t, emd_duff[1, :], label='AdvEMDpy')
axs[0].plot(t, py_emd[0, :], '--', label='PyEMD 0.2.10')
axs[0].plot(t, emd_sift[:, 0], '--', label='emd 0.3.3')
axs[0].set_title('IMF 1')
axs[0].set_ylim([-2, 2])
axs[0].set_xlim([0, 150])
axs[1].plot(t, emd_duff[2, :], label='AdvEMDpy')
print(f'AdvEMDpy driving function error: {np.round(sum(abs(0.1 * np.cos(0.04 * 2 * np.pi * t) - emd_duff[2, :])), 3)}')
axs[1].plot(t, py_emd[1, :], '--', label='PyEMD 0.2.10')
print(f'PyEMD driving function error: {np.round(sum(abs(0.1 * np.cos(0.04 * 2 * np.pi * t) - py_emd[1, :])), 3)}')
axs[1].plot(t, emd_sift[:, 1], '--', label='emd 0.3.3')
print(f'emd driving function error: {np.round(sum(abs(0.1 * np.cos(0.04 * 2 * np.pi * t) - emd_sift[:, 1])), 3)}')
axs[1].plot(t, 0.1 * np.cos(0.04 * 2 * np.pi * t), '--', label=r'$0.1$cos$(0.08{\pi}t)$')
axs[1].set_title('IMF 2')
axs[1].set_ylim([-0.2, 0.4])
axs[1].set_xlim([0, 150])
axis = 0
for ax in axs.flat:
ax.label_outer()
if axis == 0:
ax.set_ylabel(r'$\gamma_1(t)$')
ax.set_yticks([-2, 0, 2])
if axis == 1:
ax.set_ylabel(r'$\gamma_2(t)$')
ax.set_yticks([-0.2, 0, 0.2])
box_0 = ax.get_position()
ax.set_position([box_0.x0, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
ax.set_xticks(x_points)
ax.set_xticklabels(x_names)
axis += 1
plt.savefig('jss_figures/Duffing_equation_imfs.png')
plt.show()
hs_ouputs = hilbert_spectrum(t, emd_duff, emd_ht_duff, emd_if_duff, max_frequency=1.3, plot=False)
ax = plt.subplot(111)
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Duffing Equation using AdvEMDpy', 40))
x, y, z = hs_ouputs
y = y / (2 * np.pi)
z_min, z_max = 0, | np.abs(z) | numpy.abs |
import argparse
import json
import numpy as np
import pandas as pd
import os
from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import train_test_split
from sklearn.metrics import classification_report,f1_score
from keras.models import Sequential
from keras.layers import Dense, Dropout
from keras import backend as K
from keras.utils.vis_utils import plot_model
from sklearn.externals import joblib
import time
def f1(y_true, y_pred):
def recall(y_true, y_pred):
"""Recall metric.
Only computes a batch-wise average of recall.
Computes the recall, a metric for multi-label classification of
how many relevant items are selected.
"""
true_positives = K.sum(K.round(K.clip(y_true * y_pred, 0, 1)))
possible_positives = K.sum(K.round(K.clip(y_true, 0, 1)))
recall = true_positives / (possible_positives + K.epsilon())
return recall
def precision(y_true, y_pred):
"""Precision metric.
Only computes a batch-wise average of precision.
Computes the precision, a metric for multi-label classification of
how many selected items are relevant.
"""
true_positives = K.sum(K.round(K.clip(y_true * y_pred, 0, 1)))
predicted_positives = K.sum(K.round(K.clip(y_pred, 0, 1)))
precision = true_positives / (predicted_positives + K.epsilon())
return precision
precision = precision(y_true, y_pred)
recall = recall(y_true, y_pred)
return 2*((precision*recall)/(precision+recall+K.epsilon()))
def get_embeddings(sentences_list,layer_json):
'''
:param sentences_list: the path o the sentences.txt
:param layer_json: the path of the json file that contains the embeddings of the sentences
:return: Dictionary with key each sentence of the sentences_list and as value the embedding
'''
sentences = dict()#dict with key the index of each line of the sentences_list.txt and as value the sentence
embeddings = dict()##dict with key the index of each sentence and as value the its embedding
sentence_emb = dict()#key:sentence,value:its embedding
with open(sentences_list,'r') as file:
for index,line in enumerate(file):
sentences[index] = line.strip()
with open(layer_json, 'r',encoding='utf-8') as f:
for line in f:
embeddings[json.loads(line)['linex_index']] = np.asarray(json.loads(line)['features'])
for key,value in sentences.items():
sentence_emb[value] = embeddings[key]
return sentence_emb
def train_classifier(sentences_list,layer_json,dataset_csv,filename):
'''
:param sentences_list: the path o the sentences.txt
:param layer_json: the path of the json file that contains the embeddings of the sentences
:param dataset_csv: the path of the dataset
:param filename: The path of the pickle file that the model will be stored
:return:
'''
dataset = pd.read_csv(dataset_csv)
bert_dict = get_embeddings(sentences_list,layer_json)
length = list()
sentence_emb = list()
previous_emb = list()
next_list = list()
section_list = list()
label = list()
errors = 0
for row in dataset.iterrows():
sentence = row[1][0].strip()
previous = row[1][1].strip()
nexts = row[1][2].strip()
section = row[1][3].strip()
if sentence in bert_dict:
sentence_emb.append(bert_dict[sentence])
else:
sentence_emb.append(np.zeros(768))
print(sentence)
errors += 1
if previous in bert_dict:
previous_emb.append(bert_dict[previous])
else:
previous_emb.append(np.zeros(768))
if nexts in bert_dict:
next_list.append(bert_dict[nexts])
else:
next_list.append(np.zeros(768))
if section in bert_dict:
section_list.append(bert_dict[section])
else:
section_list.append(np.zeros(768))
length.append(row[1][4])
label.append(row[1][5])
sentence_emb = np.asarray(sentence_emb)
print(sentence_emb.shape)
next_emb = np.asarray(next_list)
print(next_emb.shape)
previous_emb = np.asarray(previous_emb)
print(previous_emb.shape)
section_emb = np.asarray(section_list)
print(sentence_emb.shape)
length = np.asarray(length)
print(length.shape)
label = np.asarray(label)
print(errors)
features = np.concatenate([sentence_emb, previous_emb, next_emb,section_emb], axis=1)
features = np.column_stack([features, length]) # np.append(features,length,axis=1)
print(features.shape)
X_train, X_val, y_train, y_val = train_test_split(features, label, test_size=0.33, random_state=42)
log = LogisticRegression(random_state=0, solver='newton-cg', max_iter=1000, C=0.1)
log.fit(X_train, y_train)
#save the model
_ = joblib.dump(log, filename, compress=9)
predictions = log.predict(X_val)
print("###########################################")
print("Results using embeddings from the",layer_json,"file")
print(classification_report(y_val, predictions))
print("F1 score using Logistic Regression:",f1_score(y_val, predictions))
print("###########################################")
#train a DNN
f1_results = list()
for i in range(3):
model = Sequential()
model.add(Dense(64, activation='relu', trainable=True))
model.add(Dense(128, activation='relu', trainable=True))
model.add(Dropout(0.30))
model.add(Dense(64, activation='relu', trainable=True))
model.add(Dropout(0.25))
model.add(Dense(64, activation='relu', trainable=True))
model.add(Dropout(0.35))
model.add(Dense(1, activation='sigmoid'))
# compile network
model.compile(loss='binary_crossentropy', optimizer='sgd', metrics=[f1])
# fit network
model.fit(X_train, y_train, epochs=100, batch_size=64)
loss, f_1 = model.evaluate(X_val, y_val, verbose=1)
print('\nTest F1: %f' % (f_1 * 100))
f1_results.append(f_1)
model = None
print("###########################################")
print("Results using embeddings from the", layer_json, "file")
# evaluate
print(np.mean(f1_results))
print("###########################################")
def parameter_tuning_LR(sentences_list,layer_json,dataset_csv):
'''
:param sentences_list: the path o the sentences.txt
:param layer_json: the path of the json file that contains the embeddings of the sentences
:param dataset_csv: the path of the dataset
:return:
'''
dataset = pd.read_csv(dataset_csv)
bert_dict = get_embeddings(sentences_list,layer_json)
length = list()
sentence_emb = list()
previous_emb = list()
next_list = list()
section_list = list()
label = list()
errors = 0
for row in dataset.iterrows():
sentence = row[1][0].strip()
previous = row[1][1].strip()
nexts = row[1][2].strip()
section = row[1][3].strip()
if sentence in bert_dict:
sentence_emb.append(bert_dict[sentence])
else:
sentence_emb.append( | np.zeros(768) | numpy.zeros |
import os
import string
from collections import Counter
from datetime import datetime
from functools import partial
from pathlib import Path
from typing import Optional
import numpy as np
import pandas as pd
from scipy.stats.stats import chisquare
from tangled_up_in_unicode import block, block_abbr, category, category_long, script
from pandas_profiling.config import Settings
from pandas_profiling.model.summary_helpers_image import (
extract_exif,
hash_image,
is_image_truncated,
open_image,
)
def mad(arr: np.ndarray) -> np.ndarray:
"""Median Absolute Deviation: a "Robust" version of standard deviation.
Indices variability of the sample.
https://en.wikipedia.org/wiki/Median_absolute_deviation
"""
return np.median(np.abs(arr - np.median(arr)))
def named_aggregate_summary(series: pd.Series, key: str) -> dict:
summary = {
f"max_{key}": np.max(series),
f"mean_{key}": np.mean(series),
f"median_{key}": np.median(series),
f"min_{key}": np.min(series),
}
return summary
def length_summary(series: pd.Series, summary: dict = None) -> dict:
if summary is None:
summary = {}
length = series.str.len()
summary.update({"length": length})
summary.update(named_aggregate_summary(length, "length"))
return summary
def file_summary(series: pd.Series) -> dict:
"""
Args:
series: series to summarize
Returns:
"""
# Transform
stats = series.map(lambda x: os.stat(x))
def convert_datetime(x: float) -> str:
return datetime.fromtimestamp(x).strftime("%Y-%m-%d %H:%M:%S")
# Transform some more
summary = {
"file_size": stats.map(lambda x: x.st_size),
"file_created_time": stats.map(lambda x: x.st_ctime).map(convert_datetime),
"file_accessed_time": stats.map(lambda x: x.st_atime).map(convert_datetime),
"file_modified_time": stats.map(lambda x: x.st_mtime).map(convert_datetime),
}
return summary
def path_summary(series: pd.Series) -> dict:
"""
Args:
series: series to summarize
Returns:
"""
# TODO: optimize using value counts
summary = {
"common_prefix": os.path.commonprefix(series.values.tolist())
or "No common prefix",
"stem_counts": series.map(lambda x: os.path.splitext(x)[0]).value_counts(),
"suffix_counts": series.map(lambda x: os.path.splitext(x)[1]).value_counts(),
"name_counts": series.map(lambda x: os.path.basename(x)).value_counts(),
"parent_counts": series.map(lambda x: os.path.dirname(x)).value_counts(),
"anchor_counts": series.map(lambda x: os.path.splitdrive(x)[0]).value_counts(),
}
summary["n_stem_unique"] = len(summary["stem_counts"])
summary["n_suffix_unique"] = len(summary["suffix_counts"])
summary["n_name_unique"] = len(summary["name_counts"])
summary["n_parent_unique"] = len(summary["parent_counts"])
summary["n_anchor_unique"] = len(summary["anchor_counts"])
return summary
def url_summary(series: pd.Series) -> dict:
"""
Args:
series: series to summarize
Returns:
"""
summary = {
"scheme_counts": series.map(lambda x: x.scheme).value_counts(),
"netloc_counts": series.map(lambda x: x.netloc).value_counts(),
"path_counts": series.map(lambda x: x.path).value_counts(),
"query_counts": series.map(lambda x: x.query).value_counts(),
"fragment_counts": series.map(lambda x: x.fragment).value_counts(),
}
return summary
def count_duplicate_hashes(image_descriptions: dict) -> int:
"""
Args:
image_descriptions:
Returns:
"""
counts = pd.Series(
[x["hash"] for x in image_descriptions if "hash" in x]
).value_counts()
return counts.sum() - len(counts)
def extract_exif_series(image_exifs: list) -> dict:
"""
Args:
image_exifs:
Returns:
"""
exif_keys = []
exif_values: dict = {}
for image_exif in image_exifs:
# Extract key
exif_keys.extend(list(image_exif.keys()))
# Extract values per key
for exif_key, exif_val in image_exif.items():
if exif_key not in exif_values:
exif_values[exif_key] = []
exif_values[exif_key].append(exif_val)
series = {"exif_keys": pd.Series(exif_keys, dtype=object).value_counts().to_dict()}
for k, v in exif_values.items():
series[k] = pd.Series(v).value_counts()
return series
def extract_image_information(
path: Path, exif: bool = False, hash: bool = False
) -> dict:
"""Extracts all image information per file, as opening files is slow
Args:
path: Path to the image
exif: extract exif information
hash: calculate hash (for duplicate detection)
Returns:
A dict containing image information
"""
information: dict = {}
image = open_image(path)
information["opened"] = image is not None
if image is not None:
information["truncated"] = is_image_truncated(image)
if not information["truncated"]:
information["size"] = image.size
if exif:
information["exif"] = extract_exif(image)
if hash:
information["hash"] = hash_image(image)
return information
def image_summary(series: pd.Series, exif: bool = False, hash: bool = False) -> dict:
"""
Args:
series: series to summarize
exif: extract exif information
hash: calculate hash (for duplicate detection)
Returns:
"""
image_information = series.apply(
partial(extract_image_information, exif=exif, hash=hash)
)
summary = {
"n_truncated": sum(
[1 for x in image_information if "truncated" in x and x["truncated"]]
),
"image_dimensions": pd.Series(
[x["size"] for x in image_information if "size" in x],
name="image_dimensions",
),
}
image_widths = summary["image_dimensions"].map(lambda x: x[0])
summary.update(named_aggregate_summary(image_widths, "width"))
image_heights = summary["image_dimensions"].map(lambda x: x[1])
summary.update(named_aggregate_summary(image_heights, "height"))
image_areas = image_widths * image_heights
summary.update(named_aggregate_summary(image_areas, "area"))
if hash:
summary["n_duplicate_hash"] = count_duplicate_hashes(image_information)
if exif:
exif_series = extract_exif_series(
[x["exif"] for x in image_information if "exif" in x]
)
summary["exif_keys_counts"] = exif_series["exif_keys"]
summary["exif_data"] = exif_series
return summary
def get_character_counts(series: pd.Series) -> Counter:
"""Function to return the character counts
Args:
series: the Series to process
Returns:
A dict with character counts
"""
return Counter(series.str.cat())
def counter_to_series(counter: Counter) -> pd.Series:
if not counter:
return pd.Series([], dtype=object)
counter_as_tuples = counter.most_common()
items, counts = zip(*counter_as_tuples)
return pd.Series(counts, index=items)
def unicode_summary(series: pd.Series) -> dict:
# Unicode Character Summaries (category and script name)
character_counts = get_character_counts(series)
character_counts_series = counter_to_series(character_counts)
char_to_block = {key: block(key) for key in character_counts.keys()}
char_to_category_short = {key: category(key) for key in character_counts.keys()}
char_to_script = {key: script(key) for key in character_counts.keys()}
summary = {
"n_characters": len(character_counts_series),
"character_counts": character_counts_series,
"category_alias_values": {
key: category_long(value) for key, value in char_to_category_short.items()
},
"block_alias_values": {
key: block_abbr(value) for key, value in char_to_block.items()
},
}
# Retrieve original distribution
block_alias_counts: Counter = Counter()
per_block_char_counts: dict = {
k: Counter() for k in summary["block_alias_values"].values()
}
for char, n_char in character_counts.items():
block_name = summary["block_alias_values"][char]
block_alias_counts[block_name] += n_char
per_block_char_counts[block_name][char] = n_char
summary["block_alias_counts"] = counter_to_series(block_alias_counts)
summary["block_alias_char_counts"] = {
k: counter_to_series(v) for k, v in per_block_char_counts.items()
}
script_counts: Counter = Counter()
per_script_char_counts: dict = {k: Counter() for k in char_to_script.values()}
for char, n_char in character_counts.items():
script_name = char_to_script[char]
script_counts[script_name] += n_char
per_script_char_counts[script_name][char] = n_char
summary["script_counts"] = counter_to_series(script_counts)
summary["script_char_counts"] = {
k: counter_to_series(v) for k, v in per_script_char_counts.items()
}
category_alias_counts: Counter = Counter()
per_category_alias_char_counts: dict = {
k: Counter() for k in summary["category_alias_values"].values()
}
for char, n_char in character_counts.items():
category_alias_name = summary["category_alias_values"][char]
category_alias_counts[category_alias_name] += n_char
per_category_alias_char_counts[category_alias_name][char] += n_char
summary["category_alias_counts"] = counter_to_series(category_alias_counts)
summary["category_alias_char_counts"] = {
k: counter_to_series(v) for k, v in per_category_alias_char_counts.items()
}
# Unique counts
summary["n_category"] = len(summary["category_alias_counts"])
summary["n_scripts"] = len(summary["script_counts"])
summary["n_block_alias"] = len(summary["block_alias_counts"])
if len(summary["category_alias_counts"]) > 0:
summary["category_alias_counts"].index = summary[
"category_alias_counts"
].index.str.replace("_", " ")
return summary
def histogram_compute(
config: Settings,
finite_values: np.ndarray,
n_unique: int,
name: str = "histogram",
weights: Optional[np.ndarray] = None,
) -> dict:
stats = {}
bins = config.plot.histogram.bins
bins_arg = "auto" if bins == 0 else min(bins, n_unique)
stats[name] = np.histogram(finite_values, bins=bins_arg, weights=weights)
max_bins = config.plot.histogram.max_bins
if bins_arg == "auto" and len(stats[name][1]) > max_bins:
stats[name] = np.histogram(finite_values, bins=max_bins, weights=None)
return stats
def chi_square(
values: Optional[np.ndarray] = None, histogram: Optional[np.ndarray] = None
) -> dict:
if histogram is None:
histogram, _ = | np.histogram(values, bins="auto") | numpy.histogram |
#!/usr/bin/env python3
import tensorflow as tf
physical_devices = tf.config.list_physical_devices('GPU')
try:
tf.config.experimental.set_memory_growth(physical_devices[0], True)
except:
# Invalid device or cannot modify virtual devices once initialized.
pass
import numpy as np
import os, time, csv
import tqdm
import umap
import matplotlib
matplotlib.use('Agg')
import matplotlib.pyplot as plt
import datetime
import signal
import net
from matplotlib import rcParams
rcParams['font.family'] = 'sans-serif'
rcParams['font.sans-serif'] = ['Hiragino Maru Gothic Pro', 'Yu Gothic', 'Meirio', 'Takao', 'IPAexGothic', 'IPAPGothic', 'Noto Sans CJK JP']
import net
class SimpleEncodeDecoder:
def __init__(self):
self.save_dir = './result/step1/'
self.result_dir = './result/plot/'
os.makedirs(self.result_dir, exist_ok=True)
checkpoint_dir = self.save_dir
self.max_epoch = 300
self.steps_per_epoch = 1000
self.batch_size = 64
lr = tf.keras.optimizers.schedules.ExponentialDecay(1e-3, 1e5, 0.5)
self.optimizer = tf.keras.optimizers.Adam(lr)
self.encoder = net.FeatureBlock()
self.encoder.summary()
self.decoder = net.SimpleDecoderBlock()
self.decoder.summary()
inputs = {
'image': tf.keras.Input(shape=(128,128,3)),
}
feature_out = self.encoder(inputs)
outputs = self.decoder(feature_out)
self.model = tf.keras.Model(inputs, outputs, name='SimpleEncodeDecoder')
checkpoint = tf.train.Checkpoint(optimizer=self.optimizer,
model=self.model)
last = tf.train.latest_checkpoint(checkpoint_dir)
checkpoint.restore(last)
self.manager = tf.train.CheckpointManager(
checkpoint, directory=checkpoint_dir, max_to_keep=2)
if not last is None:
self.init_epoch = int(os.path.basename(last).split('-')[1])
print('loaded %d epoch'%self.init_epoch)
else:
self.init_epoch = 0
self.model.summary()
def eval(self):
self.data = net.FontData()
print("Plot: ", self.init_epoch + 1)
acc = self.make_plot(self.data.test_data(self.batch_size), (self.init_epoch + 1))
print('acc', acc)
@tf.function
def eval_substep(self, inputs):
input_data = {
'image': inputs['input'],
}
feature = self.encoder(input_data)
outputs = self.decoder(feature)
target_id = inputs['index']
target_id1 = inputs['idx1']
target_id2 = inputs['idx2']
pred_id1 = tf.nn.softmax(outputs['id1'], -1)
pred_id2 = tf.nn.softmax(outputs['id2'], -1)
return {
'feature': feature,
'pred_id1': pred_id1,
'pred_id2': pred_id2,
'target_id': target_id,
'target_id1': target_id1,
'target_id2': target_id2,
}
def make_plot(self, test_ds, epoch):
result = []
labels = []
with open(os.path.join(self.result_dir,'test_result-%d.txt'%epoch),'w') as txt:
correct_count = 0
failed_count = 0
with tqdm.tqdm(total=len(self.data.test_keys)) as pbar:
for inputs in test_ds:
pred = self.eval_substep(inputs)
result += [pred['feature']]
labels += [pred['target_id']]
for i in range(pred['target_id1'].shape[0]):
txt.write('---\n')
target = pred['target_id'][i].numpy()
txt.write('target: id %d = %s\n'%(target, self.data.glyphs[target-1]))
predid1 = np.argmax(pred['pred_id1'][i])
predid2 = np.argmax(pred['pred_id2'][i])
predid = predid1 * 100 + predid2
if predid == 0:
txt.write('predict: id %d nothing (p=%f)\n'%(predid, pred['pred_id1'][i][predid1] * pred['pred_id2'][i][predid2]))
elif predid > self.data.id_count + 1:
txt.write('predict: id %d nothing (p=%f)\n'%(predid, pred['pred_id1'][i][predid1] * pred['pred_id2'][i][predid2]))
else:
txt.write('predict: id %d = %s (p=%f)\n'%(predid, self.data.glyphs[predid-1], pred['pred_id1'][i][predid1] * pred['pred_id2'][i][predid2]))
if target == predid:
txt.write('Correct!\n')
correct_count += 1
else:
txt.write('Failed!\n')
failed_count += 1
pbar.update(1)
acc = correct_count / (correct_count + failed_count)
txt.write('==============\n')
txt.write('Correct = %d\n'%correct_count)
txt.write('Failed = %d\n'%failed_count)
txt.write('accuracy = %f\n'%acc)
result = np.concatenate(result)
labels = | np.concatenate(labels) | numpy.concatenate |
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