import numpy as np import pandas as pd import scipy.signal from scipy.fftpack import fft from scipy.signal import argrelextrema from scipy.stats import gaussian_kde from scipy.stats.stats import pearsonr import math from typing import Optional, Union, List, Generator, Tuple import utils import logging from itertools import islice from collections import deque from analytic_types import TimeSeries from analytic_types.segment import Segment SHIFT_FACTOR = 0.05 CONFIDENCE_FACTOR = 0.5 SMOOTHING_FACTOR = 5 MEASUREMENT_ERROR = 0.05 def exponential_smoothing(series: pd.Series, alpha: float, last_smoothed_value: Optional[float] = None) -> pd.Series: if alpha < 0 or alpha > 1: raise ValueError('Alpha must be within the boundaries: 0 <= alpha <= 1') if len(series) < 2: return series if last_smoothed_value is None: result = [series.values[0]] else: result = [float(last_smoothed_value)] if np.isnan(result): result = [0] for n in range(1, len(series)): if np.isnan(series[n]): result.append((1 - alpha) * result[n - 1]) series.values[n] = result[n] else: result.append(alpha * series[n] + (1 - alpha) * result[n - 1]) assert len(result) == len(series), \ f'len of smoothed data {len(result)} != len of original dataset {len(series)}' return pd.Series(result, index = series.index) def find_pattern(data: pd.Series, height: float, length: int, pattern_type: str) -> list: pattern_list = [] right_bound = len(data) - length - 1 for i in range(right_bound): for x in range(1, length): if pattern_type == 'jump': if(data[i + x] > data[i] + height): pattern_list.append(i) elif pattern_type == 'drop': if(data[i + x] < data[i] - height): pattern_list.append(i) return pattern_list def timestamp_to_index(dataframe: pd.DataFrame, timestamp: int): data = dataframe['timestamp'] idx, = np.where(data >= timestamp) if len(idx) > 0: time_ind = int(idx[0]) else: raise ValueError('Dataframe doesn`t contain timestamp: {}'.format(timestamp)) return time_ind def find_peaks(data: Generator[float, None, None], size: int) -> Generator[float, None, None]: window = deque(islice(data, size * 2 + 1)) for i, v in enumerate(data, size): current = window[size] #TODO: remove max() from loop if current == max(window) and current != window[size + 1]: yield i, current window.append(v) window.popleft() def ar_mean(numbers: List[float]): return float(sum(numbers)) / max(len(numbers), 1) def get_av_model(patterns_list: list): if not patterns_list: return [] patterns_list = get_same_length(patterns_list) value_list = list(map(list, zip(*patterns_list))) return list(map(ar_mean, value_list)) def get_same_length(patterns_list: list): for index in range(len(patterns_list)): if type(patterns_list[index]) == pd.Series: patterns_list[index] = patterns_list[index].tolist() patterns_list = list(filter(None, patterns_list)) max_length = max(map(len, patterns_list)) for pat in patterns_list: if len(pat) < max_length: length_difference = max_length - len(pat) added_values = list(0 for _ in range(length_difference)) pat.extend(added_values) return patterns_list def close_filtering(pattern_list: List[int], win_size: int) -> TimeSeries: if len(pattern_list) == 0: return [] s = [[pattern_list[0]]] k = 0 for i in range(1, len(pattern_list)): if pattern_list[i] - win_size <= s[k][-1]: s[k].append(pattern_list[i]) else: k += 1 s.append([pattern_list[i]]) return s def merge_intersecting_segments(segments: List[Segment], time_step: int) -> List[Segment]: ''' Find intersecting segments in segments list and merge it. ''' if len(segments) < 2: return segments segments = sorted(segments, key = lambda segment: segment.from_timestamp) previous_segment = segments[0] for i in range(1, len(segments)): if segments[i].from_timestamp <= previous_segment.to_timestamp + time_step: segments[i].message = segments[-1].message segments[i].from_timestamp = min(previous_segment.from_timestamp, segments[i].from_timestamp) segments[i].to_timestamp = max(previous_segment.to_timestamp, segments[i].to_timestamp) segments[i - 1] = None previous_segment = segments[i] segments = [x for x in segments if x is not None] return segments def find_interval(dataframe: pd.DataFrame) -> int: if len(dataframe) < 2: raise ValueError('Can`t find interval: length of data must be at least 2') delta = utils.convert_pd_timestamp_to_ms(dataframe.timestamp[1]) - utils.convert_pd_timestamp_to_ms(dataframe.timestamp[0]) return delta def get_start_and_end_of_segments(segments: List[List[int]]) -> TimeSeries: ''' find start and end of segment: [1, 2, 3, 4] -> [1, 4] if segment is 1 index - it will be doubled: [7] -> [7, 7] ''' result = [] for segment in segments: if len(segment) == 0: continue elif len(segment) > 1: segment = [segment[0], segment[-1]] else: segment = [segment[0], segment[0]] result.append(segment) return result def best_pattern(pattern_list: list, data: pd.Series, dir: str) -> list: new_pattern_list = [] for val in pattern_list: max_val = data[val[0]] min_val = data[val[0]] ind = val[0] for i in val: if dir == 'max': if data[i] > max_val: max_val = data[i] ind = i else: if data[i] < min_val: min_val = data[i] ind = i new_pattern_list.append(ind) return new_pattern_list def find_nan_indexes(segment: pd.Series) -> list: nan_list = pd.isnull(segment) nan_list = np.array(nan_list) nan_indexes = np.where(nan_list == True)[0] return list(nan_indexes) def check_nan_values(segment: Union[pd.Series, list]) -> Union[pd.Series, list]: nan_list = utils.find_nan_indexes(segment) if len(nan_list) > 0: segment = utils.nan_to_zero(segment, nan_list) return segment def nan_to_zero(segment: Union[pd.Series, list], nan_list: list) -> Union[pd.Series, list]: if type(segment) == pd.Series: for val in nan_list: segment.values[val] = 0 else: for val in nan_list: segment[val] = 0 return segment def find_confidence(segment: pd.Series) -> (float, float): segment = utils.check_nan_values(segment) segment_min = min(segment) segment_max = max(segment) height = segment_max - segment_min if height: return (CONFIDENCE_FACTOR * height, height) else: return (0, 0) def find_width(pattern: pd.Series, selector: bool) -> int: pattern = pattern.values center = utils.find_extremum_index(pattern, selector) pattern_left = pattern[:center] pattern_right = pattern[center:] left_extremum_index = utils.find_last_extremum(pattern_left, selector) right_extremum_index = utils.find_extremum_index(pattern_right, not selector) left_width = center - left_extremum_index right_width = right_extremum_index + 1 return right_width + left_width def find_last_extremum(segment: np.ndarray, selector: bool) -> int: segment = segment[::-1] first_extremum_ind = find_extremum_index(segment, not selector) last_extremum_ind = len(segment) - first_extremum_ind - 1 return last_extremum_ind def find_extremum_index(segment: np.ndarray, selector: bool) -> int: if selector: return segment.argmax() else: return segment.argmin() def get_interval(data: pd.Series, center: int, window_size: int, normalization = False) -> pd.Series: """ Get an interval with 2*window_size length window_size to the left, window_size to the right of center If normalization == True - subtract minimum from the interval """ if center >= len(data): logging.warning('Pattern center {} is out of data with len {}'.format(center, len(data))) return [] left_bound = center - window_size right_bound = center + window_size + 1 if left_bound < 0: left_bound = 0 if right_bound > len(data): right_bound = len(data) result_interval = data[left_bound: right_bound] if normalization: result_interval = subtract_min_without_nan(result_interval) return result_interval def get_borders_of_peaks(pattern_centers: List[int], data: pd.Series, window_size: int, confidence: float, max_border_factor = 1.0, inverse = False) -> TimeSeries: """ Find start and end of patterns for peak max_border_factor - final border of pattern if reverse == True - segments will be inversed (trough -> peak / peak -> trough) """ if len(pattern_centers) == 0: return [] border_list = [] window_size = math.ceil(max_border_factor * window_size) for center in pattern_centers: current_pattern = get_interval(data, center, window_size, True) if inverse: current_pattern = inverse_segment(current_pattern) current_pattern = current_pattern - confidence left_segment = current_pattern[:window_size] # a.iloc[a.index < center] right_segment = current_pattern[window_size:] # a.iloc[a.index >= center] left_border = get_end_of_segment(left_segment, descending = False) right_border = get_end_of_segment(right_segment) border_list.append((left_border, right_border)) return border_list def get_end_of_segment(segment: pd.Series, skip_positive_values = True, descending = True) -> int: """ Find end of descending or ascending part of pattern Allowable error is 1 index """ if not descending: segment = segment.iloc[::-1] if len(segment) == 0: return 1 for idx in range(1, len(segment) - 1): if skip_positive_values and segment.values[idx] > 0: continue if segment.values[idx] >= segment.values[idx - 1]: return segment.index[idx - 1] return segment.index[-1] def inverse_segment(segment: pd.Series) -> pd.Series: """ Сonvert trough to peak and virce versa """ if len(segment) > 0: rev_val = max(segment.values) for idx in range(len(segment)): segment.values[idx] = math.fabs(segment.values[idx] - rev_val) return segment def subtract_min_without_nan(segment: pd.Series) -> pd.Series: if len(segment) == 0: return [] nan_list = utils.find_nan_indexes(segment) if len(nan_list) > 0: return segment else: segment = segment - min(segment) return segment def get_convolve(segments: list, av_model: list, data: pd.Series, window_size: int) -> list: labeled_segment = [] convolve_list = [] for segment in segments: labeled_segment = utils.get_interval(data, segment, window_size) labeled_segment = utils.subtract_min_without_nan(labeled_segment) labeled_segment = utils.check_nan_values(labeled_segment) auto_convolve = scipy.signal.fftconvolve(labeled_segment, labeled_segment) convolve_segment = scipy.signal.fftconvolve(labeled_segment, av_model) if len(auto_convolve) > 0: convolve_list.append(max(auto_convolve)) if len(convolve_segment) > 0: convolve_list.append(max(convolve_segment)) return convolve_list def get_correlation_gen(data: pd.Series, window_size: int, pattern_model: List[float]) -> Generator[float, None, None]: #Get a new dataset by correlating between a sliding window in data and pattern_model for i in range(window_size, len(data) - window_size): watch_data = data[i - window_size: i + window_size + 1] correlation = pearsonr(watch_data, pattern_model) if len(correlation) > 0: yield(correlation[0]) def get_correlation(segments: list, av_model: list, data: pd.Series, window_size: int) -> list: labeled_segment = [] correlation_list = [] p_value_list = [] for segment in segments: labeled_segment = utils.get_interval(data, segment, window_size) labeled_segment = utils.subtract_min_without_nan(labeled_segment) labeled_segment = utils.check_nan_values(labeled_segment) if len(labeled_segment) == 0 or len(labeled_segment) != len(av_model): continue correlation = pearsonr(labeled_segment, av_model) if len(correlation) > 1: correlation_list.append(correlation[0]) p_value_list.append(correlation[1]) return correlation_list def get_distribution_density(segment: pd.Series) -> float: segment.dropna(inplace = True) if len(segment) < 2 or len(segment.nonzero()[0]) == 0: return (0, 0, 0) min_jump = min(segment) max_jump = max(segment) pdf = gaussian_kde(segment) x = np.linspace(segment.min() - 1, segment.max() + 1, len(segment)) y = pdf(x) ax_list = list(zip(x, y)) ax_list = np.array(ax_list, np.float32) antipeaks_kde = argrelextrema(np.array(ax_list), np.less)[0] peaks_kde = argrelextrema(np.array(ax_list), np.greater)[0] try: min_peak_index = peaks_kde[0] segment_min_line = ax_list[min_peak_index, 0] max_peak_index = peaks_kde[1] segment_max_line = ax_list[max_peak_index, 0] segment_median = ax_list[antipeaks_kde[0], 0] except IndexError: segment_max_line = max_jump * (1 - SHIFT_FACTOR) segment_min_line = min_jump * (1 - SHIFT_FACTOR) segment_median = (max_jump - min_jump) / 2 + min_jump return segment_median, segment_max_line, segment_min_line def find_parameters(segment_data: pd.Series, segment_from_index: int, pat_type: str) -> [int, float, int]: segment = segment_data if len(segment_data) > SMOOTHING_FACTOR * 3: flat_segment = segment_data.rolling(window = SMOOTHING_FACTOR).mean() segment = flat_segment.dropna() segment_median, segment_max_line, segment_min_line = utils.get_distribution_density(segment) height = 0.95 * (segment_max_line - segment_min_line) length = utils.get_pattern_length(segment_data, segment_min_line, segment_max_line, pat_type) return height, length def find_pattern_center(segment_data: pd.Series, segment_from_index: int, pattern_type: str): segment_median = utils.get_distribution_density(segment_data)[0] cen_ind = utils.pattern_intersection(segment_data.tolist(), segment_median, pattern_type) if len(cen_ind) > 0: pat_center = cen_ind[0] segment_cent_index = pat_center + segment_from_index else: segment_cent_index = math.ceil((len(segment_data)) / 2) return segment_cent_index def get_pattern_length(segment_data: pd.Series, segment_min_line: float, segment_max_line: float, pat_type: str) -> int: # TODO: move function to jump & drop merged model segment_max = max(segment_data) segment_min = min(segment_data) # TODO: use better way if segment_min_line <= segment_min: segment_min_line = segment_min * (1 + MEASUREMENT_ERROR) if segment_max_line >= segment_max: segment_max_line = segment_max * (1 - MEASUREMENT_ERROR) min_line = [] max_line = [] for i in range(len(segment_data)): min_line.append(segment_min_line) max_line.append(segment_max_line) min_line = np.array(min_line) max_line = np.array(max_line) segment_array = np.array(segment_data.tolist()) idmin = np.argwhere(np.diff(np.sign(min_line - segment_array)) != 0).reshape(-1) idmax = np.argwhere(np.diff(np.sign(max_line - segment_array)) != 0).reshape(-1) if len(idmin) > 0 and len(idmax) > 0: if pat_type == 'jump': result_length = idmax[0] - idmin[-1] + 1 elif pat_type == 'drop': result_length = idmin[0] - idmax[-1] + 1 return result_length if result_length > 0 else 0 else: return 0 def pattern_intersection(segment_data: list, median: float, pattern_type: str) -> list: center_index = [] if pattern_type == 'jump': for i in range(1, len(segment_data) - 1): if segment_data[i - 1] < median and segment_data[i + 1] > median: center_index.append(i) elif pattern_type == 'drop': for i in range(1, len(segment_data) - 1): if segment_data[i - 1] > median and segment_data[i + 1] < median: center_index.append(i) delete_index = [] for i in range(1, len(center_index)): if center_index[i] == center_index[i - 1] + 1: delete_index.append(i - 1) return [x for (idx, x) in enumerate(center_index) if idx not in delete_index] def cut_dataframe(data: pd.DataFrame) -> pd.DataFrame: data_min = data['value'].min() if not np.isnan(data_min) and data_min > 0: data['value'] = data['value'] - data_min return data def get_min_max(array: list, default): return float(min(array, default=default)), float(max(array, default=default)) def remove_duplicates_and_sort(array: list) -> list: array = list(frozenset(array)) array.sort() return array