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from models import Model, AnalyticUnitCache
import utils
import numpy as np
import pandas as pd
import scipy.signal
from scipy.fftpack import fft
from scipy.signal import argrelextrema
import math
from scipy.stats import gaussian_kde
from scipy.stats import norm
from typing import Optional
WINDOW_SIZE = 200
class JumpModel(Model):
def __init__(self):
super()
self.segments = []
self.ijumps = []
self.state = {
'confidence': 1.5,
'convolve_max': WINDOW_SIZE,
'JUMP_HEIGHT': 1,
'JUMP_LENGTH': 1,
}
def fit(self, dataframe: pd.DataFrame, segments: list, cache: Optional[AnalyticUnitCache]) -> AnalyticUnitCache:
if type(cache) is AnalyticUnitCache:
self.state = cache
self.segments = segments
data = dataframe['value']
confidences = []
convolve_list = []
jump_height_list = []
jump_length_list = []
for segment in segments:
if segment['labeled']:
segment_from_index = utils.timestamp_to_index(dataframe, pd.to_datetime(segment['from'], unit='ms'))
segment_to_index = utils.timestamp_to_index(dataframe, pd.to_datetime(segment['to'], unit='ms'))
segment_data = data[segment_from_index: segment_to_index + 1]
if len(segment_data) == 0:
continue
segment_min = min(segment_data)
segment_max = max(segment_data)
confidences.append(0.20 * (segment_max - segment_min))
flat_segment = segment_data.rolling(window=5).mean()
flat_segment_dropna = flat_segment.dropna()
pdf = gaussian_kde(flat_segment_dropna)
x = np.linspace(flat_segment_dropna.min() - 1, flat_segment_dropna.max() + 1, len(flat_segment_dropna))
y = pdf(x)
ax_list = []
for i in range(len(x)):
ax_list.append([x[i], y[i]])
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]
min_peak_index = peaks_kde[0]
max_peak_index = peaks_kde[1]
segment_median = ax_list[antipeaks_kde[0], 0]
segment_min_line = ax_list[min_peak_index, 0]
segment_max_line = ax_list[max_peak_index, 0]
jump_height = 0.95 * (segment_max_line - segment_min_line)
jump_height_list.append(jump_height)
jump_length = utils.find_jump_length(segment_data, segment_min_line, segment_max_line)
jump_length_list.append(jump_length)
cen_ind = utils.intersection_segment(flat_segment.tolist(), segment_median) #finds all interseprions with median
#cen_ind = utils.find_ind_median(segment_median, flat_segment)
jump_center = cen_ind[0]
segment_cent_index = jump_center - 5 + segment_from_index
self.ijumps.append(segment_cent_index)
labeled_jump = data[segment_cent_index - WINDOW_SIZE : segment_cent_index + WINDOW_SIZE]
labeled_min = min(labeled_jump)
for value in labeled_jump:
value = value - labeled_min
convolve = scipy.signal.fftconvolve(labeled_jump, labeled_jump)
convolve_list.append(max(convolve))
if len(confidences) > 0:
self.state['confidence'] = float(min(confidences))
else:
self.state['confidence'] = 1.5
if len(convolve_list) > 0:
self.state['convolve_max'] = float(max(convolve_list))
else:
self.state['convolve_max'] = WINDOW_SIZE
if len(jump_height_list) > 0:
self.state['JUMP_HEIGHT'] = int(min(jump_height_list))
else:
self.state['JUMP_HEIGHT'] = 1
if len(jump_length_list) > 0:
self.state['JUMP_LENGTH'] = int(max(jump_length_list))
else:
self.state['JUMP_LENGTH'] = 1
return self.state
def do_predict(self, dataframe: pd.DataFrame) -> list:
data = dataframe['value']
possible_jumps = utils.find_jump(data, self.state['JUMP_HEIGHT'], self.state['JUMP_LENGTH'] + 1)
filtered = self.__filter_prediction(possible_jumps, data)
# TODO: convert from ns to ms more proper way (not dividing by 10^6)
return [(dataframe['timestamp'][x - 1].value / 1000000, dataframe['timestamp'][x + 1].value / 1000000) for x in filtered]
def __filter_prediction(self, segments, data):
delete_list = []
variance_error = int(0.004 * len(data))
if variance_error > 50:
variance_error = 50
for i in range(1, len(segments)):
if segments[i] < segments[i - 1] + variance_error:
delete_list.append(segments[i])
#for item in delete_list:
#segments.remove(item)
delete_list = []
if len(segments) == 0 or len(self.ijumps) == 0 :
segments = []
return segments
pattern_data = data[self.ijumps[0] - WINDOW_SIZE : self.ijumps[0] + WINDOW_SIZE]
for segment in segments:
if segment > WINDOW_SIZE and segment < (len(data) - WINDOW_SIZE):
convol_data = data[segment - WINDOW_SIZE : segment + WINDOW_SIZE]
conv = scipy.signal.fftconvolve(pattern_data, convol_data)
if max(conv) > self.state['convolve_max'] * 1.2 or max(conv) < self.state['convolve_max'] * 0.8:
delete_list.append(segment)
else:
delete_list.append(segment)
for item in delete_list:
segments.remove(item)
# TODO: implement filtering
#for ijump in self.ijumps:
#segments.append(ijump)
return set(segments)