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import numpy as np
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import pandas as pd
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def exponential_smoothing(series, alpha):
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result = [series[0]]
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for n in range(1, len(series)):
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result.append(alpha * series[n] + (1 - alpha) * result[n - 1])
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return result
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def find_steps(array, threshold):
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"""
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Finds local maxima by segmenting array based on positions at which
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the threshold value is crossed. Note that this thresholding is
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applied after the absolute value of the array is taken. Thus,
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the distinction between upward and downward steps is lost. However,
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get_step_sizes can be used to determine directionality after the
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fact.
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Parameters
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----------
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array : numpy array
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1 dimensional array that represents time series of data points
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threshold : int / float
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Threshold value that defines a step
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Returns
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-------
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steps : list
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List of indices of the detected steps
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"""
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steps = []
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array = np.abs(array)
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above_points = np.where(array > threshold, 1, 0)
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ap_dif = np.diff(above_points)
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cross_ups = np.where(ap_dif == 1)[0]
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cross_dns = np.where(ap_dif == -1)[0]
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for upi, dni in zip(cross_ups,cross_dns):
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steps.append(np.argmax(array[upi:dni]) + upi)
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return steps
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def anomalies_to_timestamp(anomalies):
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for anomaly in anomalies:
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anomaly['from'] = int(anomaly['from'].timestamp() * 1000)
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anomaly['to'] = int(anomaly['to'].timestamp() * 1000)
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return anomalies
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def segments_box(segments):
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max_time = 0
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min_time = float("inf")
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for segment in segments:
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min_time = min(min_time, segment['from'])
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max_time = max(max_time, segment['to'])
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min_time = pd.to_datetime(min_time, unit='ms')
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max_time = pd.to_datetime(max_time, unit='ms')
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return min_time, max_time
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def intersection_segment(data, median):
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"""
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Finds all intersections between flatten data and median
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"""
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cen_ind = []
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for i in range(1, len(data)-1):
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if data[i - 1] < median and data[i + 1] > median:
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cen_ind.append(i)
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del_ind = []
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for i in range(1, len(cen_ind)):
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if cen_ind[i] == cen_ind[i - 1] + 1:
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del_ind.append(i - 1)
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return [x for (idx, x) in enumerate(cen_ind) if idx not in del_ind]
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def logistic_sigmoid_distribution(self, x1, x2, alpha, height):
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return map(lambda x: logistic_sigmoid(x, alpha, height), range(x1, x2))
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def logistic_sigmoid(x, alpha, height):
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return height / (1 + math.exp(-x * alpha))
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def MyLogisticSigmoid(interval, alpha, heigh):
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distribution = []
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for i in range(-interval, interval):
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F = height / (1 + math.exp(-i * alpha))
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distribution.append(F)
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return distribution
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def find_one_jump(data, x, size, height, err):
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l = []
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for i in range(x + 1, x + size):
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if (data[i] > data[x] and data[x + size] > data[x] + height):
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l.append(data[i])
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if len(l) > size * err:
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return x
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else:
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return 0
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def find_all_jumps(data, size, height):
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possible_jump_list = []
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for i in range(len(data - size)):
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x = find_one_jump(data, i, size, height, 0.9)
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if x > 0:
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possible_jump_list.append(x)
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return possible_jump_list
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def find_jump_center(cen_ind):
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jump_center = cen_ind[0]
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for i in range(len(cen_ind)):
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x = cen_ind[i]
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cx = scipy.signal.fftconvolve(pat_sigm, flat_data[x - WINDOW_SIZE : x + WINDOW_SIZE])
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c.append(cx[2 * WINDOW_SIZE])
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if i > 0 and cx > c[i - 1]:
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jump_center = x
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return jump_center
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def find_ind_median(median, segment_data):
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x = np.arange(0, len(segment_data))
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f = []
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for i in range(len(segment_data)):
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f.append(median)
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f = np.array(f)
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g = []
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for i in segment_data:
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g.append(i)
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g = np.array(g)
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idx = np.argwhere(np.diff(np.sign(f - g)) != 0).reshape(-1) + 0
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return idx
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def find_jump_length(segment_data, min_line, max_line):
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x = np.arange(0, len(segment_data))
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f = []
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l = []
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for i in range(len(segment_data)):
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f.append(min_line)
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l.append(max_line)
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f = np.array(f)
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l = np.array(l)
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g = []
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for i in segment_data:
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g.append(i)
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g = np.array(g)
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idx = np.argwhere(np.diff(np.sign(f - g)) != 0).reshape(-1) + 0
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idl = np.argwhere(np.diff(np.sign(l - g)) != 0).reshape(-1) + 0
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if (idl[0] - idx[-1] + 1) > 0:
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return idl[0] - idx[-1] + 1
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else:
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print("retard alert!")
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return 0
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def find_jump(data, height, lenght):
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j_list = []
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for i in range(len(data)-lenght-1):
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for x in range(1, lenght):
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if(data[i+x] > data[i] + height):
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j_list.append(i)
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return(j_list)
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def find_drop_length(segment_data, min_line, max_line):
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x = np.arange(0, len(segment_data))
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f = []
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l = []
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for i in range(len(segment_data)):
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f.append(min_line)
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l.append(max_line)
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f = np.array(f)
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l = np.array(l)
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g = []
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for i in segment_data:
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g.append(i)
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g = np.array(g)
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idx = np.argwhere(np.diff(np.sign(f - g)) != 0).reshape(-1) + 0 #min_line
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idl = np.argwhere(np.diff(np.sign(l - g)) != 0).reshape(-1) + 0 #max_line
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if (idx[0] - idl[-1] + 1) > 0:
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return idx[0] - idl[-1] + 1
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else:
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print("retard alert!")
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return 0
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def drop_intersection(segment_data, median_line):
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x = np.arange(0, len(segment_data))
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f = []
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for i in range(len(segment_data)):
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f.append(median_line)
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f = np.array(f)
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g = []
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for i in segment_data:
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g.append(i)
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g = np.array(g)
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idx = np.argwhere(np.diff(np.sign(f - g)) != 0).reshape(-1) + 0
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return idx
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def find_drop(data, height, length):
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d_list = []
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for i in range(len(data)-length-1):
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for x in range(1, length):
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if(data[i+x] < data[i] - height):
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d_list.append(i)
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return(d_list)
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def timestamp_to_index(dataframe, timestamp):
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data = dataframe['timestamp']
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for i in range(len(data)):
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if data[i] >= timestamp:
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return i
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def peak_finder(data, size):
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all_max = []
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for i in range(size, len(data) - size):
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if data[i] == max(data[i - size: i + size]) and data[i] > data[i + 1]:
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all_max.append(i)
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return all_max
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def ar_mean(numbers):
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return float(sum(numbers)) / max(len(numbers), 1)
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def get_av_model(patterns_list):
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x = len(patterns_list[0])
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if len(pattern_list) > 1 and len(patterns_list[1]) != x:
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raise NameError('All elements of patterns_list should have same length')
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model_pat = []
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for i in range(x):
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av_val = []
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for j in patterns_list:
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av_val.append(j.values[i])
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model_pat.append(ar_mean(av_val))
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return model_pat
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def close_filtering(pat_list, win_size):
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s = [[pat_list[0]]]
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k = 0
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for i in range(1, len(pat_list)):
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if pat_list[i] - win_size <= s[k][-1]:
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s[k].append(pat_list[i])
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else:
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k += 1
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s.append([pat_list[i]])
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return s
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def best_pat(pat_list, data, dir):
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new_pat_list = []
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for val in pat_list:
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max_val = data[val[0]]
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min_val = data[val[0]]
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ind = 0
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for i in val:
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if dir == 'max':
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if data[i] > max_val:
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max_val = data[i]
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ind = i
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else:
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if data[i] < min_val:
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min_val = data[i]
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ind = i
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new_pat_list.append(ind)
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return new_pat_list
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