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WIP: Jump and drop v1 (#119)

* new jump model with height

* antipeak

* universal n/w jumps

* jump and drop models

* rm unneeded lines and trailing spaces
pull/1/head
Alexandr Velikiy 6 years ago committed by Alexey Velikiy
parent
commit
6f9f53cb1b
  1. 45
      analytics/models/jump_model.py
  2. 123
      analytics/models/step_model.py
  3. 40
      analytics/utils/__init__.py

45
analytics/models/jump_model.py

@ -10,7 +10,7 @@ from scipy.stats import gaussian_kde
from scipy.stats import norm
WINDOW_SIZE = 240
WINDOW_SIZE = 400
class JumpModel(Model):
@ -24,7 +24,7 @@ class JumpModel(Model):
'JUMP_HEIGHT': 1,
'JUMP_LENGTH': 1,
}
def fit(self, dataframe, segments):
self.segments = segments
data = dataframe['value']
@ -32,14 +32,13 @@ class JumpModel(Model):
convolve_list = []
jump_height_list = []
jump_length_list = []
print(segments)
for segment in segments:
if segment['labeled']:
segment_data = data.loc[segment['from'] : segment['to'] + 1].reset_index(drop=True)
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 = segment_data.rolling(window=5).mean()
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)
@ -47,11 +46,11 @@ class JumpModel(Model):
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]
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_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 = 0.9 * (segment_max_line - segment_min_line)
@ -68,7 +67,7 @@ class JumpModel(Model):
for value in labeled_drop:
value = value - labeled_min
convolve = scipy.signal.fftconvolve(labeled_drop, labeled_drop)
convolve_list.append(max(convolve))
convolve_list.append(max(convolve))
if len(confidences) > 0:
self.state['confidence'] = min(confidences)
@ -79,17 +78,17 @@ class JumpModel(Model):
self.state['convolve_max'] = max(convolve_list)
else:
self.state['convolve_max'] = WINDOW_SIZE
if len(jump_height_list) > 0:
self.state['JUMP_HEIGHT'] = min(jump_height_list)
else:
self.state['JUMP_HEIGHT'] = 1
if len(jump_length_list) > 0:
self.state['JUMP_LENGTH'] = max(jump_length_list)
else:
self.state['JUMP_LENGTH'] = 1
self.state['JUMP_LENGTH'] = 1
def predict(self, dataframe):
data = dataframe['value']
@ -100,17 +99,16 @@ class JumpModel(Model):
return result
def __predict(self, data):
window_size = 24
all_max_flatten_data = data.rolling(window=window_size).mean()
all_mins = argrelextrema(np.array(all_max_flatten_data), np.less)[0]
#window_size = 24
#all_max_flatten_data = data.rolling(window=window_size).mean()
#all_mins = argrelextrema(np.array(all_max_flatten_data), np.less)[0]
possible_jumps = utils.find_jump(data, self.state['JUMP_HEIGHT'], self.state['JUMP_LENGTH'] + 1)
return [(x - 1, x + 1) for x in self.__filter_prediction(possible_jumps, all_max_flatten_data)]
return [(x - 1, x + 1) for x in self.__filter_prediction(possible_jumps, data)]
def __filter_prediction(self, segments, all_max_flatten_data):
def __filter_prediction(self, segments, data):
delete_list = []
variance_error = int(0.004 * len(all_max_flatten_data))
variance_error = int(0.004 * len(data))
if variance_error > 50:
variance_error = 50
for i in range(1, len(segments)):
@ -122,10 +120,12 @@ class JumpModel(Model):
if len(segments) == 0 or len(self.ijumps) == 0 :
segments = []
return segments
pattern_data = all_max_flatten_data[self.ijumps[0] - WINDOW_SIZE : self.ijumps[0] + WINDOW_SIZE]
pattern_data = data[self.ijumps[0] - WINDOW_SIZE : self.ijumps[0] + WINDOW_SIZE]
for segment in segments:
if segment > WINDOW_SIZE:
convol_data = all_max_flatten_data[segment - WINDOW_SIZE : segment + WINDOW_SIZE]
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)
@ -133,8 +133,9 @@ class JumpModel(Model):
delete_list.append(segment)
for item in delete_list:
segments.remove(item)
for ijump in self.ijumps:
segments.append(ijump)
return segments

123
analytics/models/step_model.py

@ -3,11 +3,13 @@ from models import Model
import scipy.signal
from scipy.fftpack import fft
from scipy.signal import argrelextrema
from scipy.stats import gaussian_kde
import utils
import numpy as np
import pandas as pd
WINDOW_SIZE = 400
class StepModel(Model):
def __init__(self):
@ -16,31 +18,61 @@ class StepModel(Model):
self.idrops = []
self.state = {
'confidence': 1.5,
'convolve_max': 570000
'convolve_max': WINDOW_SIZE,
'DROP_HEIGHT': 1,
'DROP_LENGTH': 1,
}
def fit(self, dataframe, segments):
self.segments = segments
#dataframe = dataframe.iloc[::-1]
d_min = min(dataframe['value'])
for i in range(0,len(dataframe['value'])):
dataframe.loc[i, 'value'] = dataframe.loc[i, 'value'] - d_min
data = dataframe['value']
dataframe.loc[i, 'value'] = dataframe.loc[i, 'value'] - d_min
data = dataframe['value']
confidences = []
convolve_list = []
drop_height_list = []
drop_length_list = []
for segment in segments:
if segment['labeled']:
segment_from_index = utils.timestamp_to_index(dataframe, pd.to_datetime(segment['from']))
segment_to_index = utils.timestamp_to_index(dataframe, pd.to_datetime(segment['to']))
segment_data = data[segment_from_index : segment_to_index + 1]
segment_data = data[segment_from_index : segment_to_index + 1].reset_index(drop=True)
segment_min = min(segment_data)
segment_max = max(segment_data)
confidences.append( 0.4*(segment_max - segment_min))
flat_segment = segment_data #.rolling(window=5).mean()
segment_min_index = flat_segment.idxmin() - 5
self.idrops.append(segment_min_index)
labeled_drop = data[segment_min_index - 240 : segment_min_index + 240]
confidences.append(0.20 * (segment_max - segment_min))
flat_segment = segment_data.rolling(window=5).mean()
pdf = gaussian_kde(flat_segment.dropna())
x = np.linspace(flat_segment.dropna().min(), flat_segment.dropna().max(), 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]
#print(segment_min_line, segment_max_line)
drop_height = 0.95 * (segment_max_line - segment_min_line)
drop_height_list.append(drop_height)
drop_lenght = utils.find_drop_length(segment_data, segment_min_line, segment_max_line)
#print(drop_lenght)
drop_length_list.append(drop_lenght)
cen_ind = utils.drop_intersection(flat_segment, segment_median) #finds all interseprions with median
drop_center = cen_ind[0]
segment_cent_index = drop_center - 5 + segment['start']
self.idrops.append(segment_cent_index)
labeled_drop = data[segment_cent_index - WINDOW_SIZE : segment_cent_index + WINDOW_SIZE]
labeled_min = min(labeled_drop)
for value in labeled_drop:
value = value - labeled_min
convolve = scipy.signal.fftconvolve(labeled_drop, labeled_drop)
convolve_list.append(max(convolve))
@ -52,11 +84,20 @@ class StepModel(Model):
if len(convolve_list) > 0:
self.state['convolve_max'] = max(convolve_list)
else:
self.state['convolve_max'] = 570000
self.state['convolve_max'] = WINDOW_SIZE
if len(drop_height_list) > 0:
self.state['DROP_HEIGHT'] = min(drop_height_list)
else:
self.state['DROP_HEIGHT'] = 1
if len(drop_length_list) > 0:
self.state['DROP_LENGTH'] = max(drop_length_list)
else:
self.state['DROP_LENGTH'] = 1
async def predict(self, dataframe):
#dataframe = dataframe.iloc[::-1]
d_min = min(dataframe['value'])
for i in range(0,len(dataframe['value'])):
dataframe.loc[i, 'value'] = dataframe.loc[i, 'value'] - d_min
@ -71,54 +112,42 @@ class StepModel(Model):
return result
def __predict(self, data):
window_size = 24
all_max_flatten_data = data.rolling(window=window_size).mean()
new_flat_data = []
for val in all_max_flatten_data:
new_flat_data.append(val)
all_mins = argrelextrema(np.array(all_max_flatten_data), np.less)[0]
extrema_list = []
for i in utils.exponential_smoothing(data - self.state['confidence'], 0.01):
extrema_list.append(i)
#extrema_list = extrema_list[::-1]
segments = []
for i in all_mins:
if new_flat_data[i] < extrema_list[i]:
segments.append(i) #-window_size
return [(x - 1, x + 1) for x in self.__filter_prediction(segments, new_flat_data)]
def __filter_prediction(self, segments, new_flat_data):
#window_size = 24
#all_max_flatten_data = data.rolling(window=window_size).mean()
#all_mins = argrelextrema(np.array(all_max_flatten_data), np.less)[0]
#print(self.state['DROP_HEIGHT'],self.state['DROP_LENGTH'] )
possible_drops = utils.find_drop(data, self.state['DROP_HEIGHT'], self.state['DROP_LENGTH'] + 1)
return [(x - 1, x + 1) for x in self.__filter_prediction(possible_drops, data)]
def __filter_prediction(self, segments, data):
delete_list = []
variance_error = int(0.004 * len(new_flat_data))
if variance_error > 100:
variance_error = 100
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 = []
print(self.idrops[0])
pattern_data = new_flat_data[self.idrops[0] - 240 : self.idrops[0] + 240]
print(self.state['convolve_max'])
if len(segments) == 0 or len(self.idrops) == 0 :
segments = []
return segments
pattern_data = data[self.idrops[0] - WINDOW_SIZE : self.idrops[0] + WINDOW_SIZE]
for segment in segments:
if segment > 240:
convol_data = new_flat_data[segment - 240 : segment + 240]
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 conv[480] > self.state['convolve_max'] * 1.2 or conv[480] < self.state['convolve_max'] * 0.9:
if conv[WINDOW_SIZE*2] > self.state['convolve_max'] * 1.2 or conv[WINDOW_SIZE*2] < self.state['convolve_max'] * 0.8:
delete_list.append(segment)
print(segment, conv[480], 0)
else:
print(segment, conv[480], 1)
else:
delete_list.append(segment)
for item in delete_list:
segments.remove(item)
#print(segments)
for idrop in self.idrops:
segments.append(idrop)
return segments

40
analytics/utils/__init__.py

@ -158,6 +158,46 @@ def find_jump(data, height, lenght):
j_list.append(i)
return(j_list)
def find_drop_length(segment_data, min_line, max_line):
x = np.arange(0, len(segment_data))
f = []
l = []
for i in range(len(segment_data)):
f.append(min_line)
l.append(max_line)
f = np.array(f)
l = np.array(l)
g = []
for i in segment_data:
g.append(i)
g = np.array(g)
idx = np.argwhere(np.diff(np.sign(f - g)) != 0).reshape(-1) + 0 #min_line
idl = np.argwhere(np.diff(np.sign(l - g)) != 0).reshape(-1) + 0 #max_line
if (idx[0] - idl[-1] + 1) > 0:
return idx[0] - idl[-1] + 1
else:
return print("retard alert!")
def drop_intersection(segment_data, median_line):
x = np.arange(0, len(segment_data))
f = []
for i in range(len(segment_data)):
f.append(median_line)
f = np.array(f)
g = []
for i in segment_data:
g.append(i)
g = np.array(g)
idx = np.argwhere(np.diff(np.sign(f - g)) != 0).reshape(-1) + 0
return idx
def find_drop(data, height, lenght):
d_list = []
for i in range(len(data)-lenght-1):
for x in range(1, lenght):
if(data[i+x] < data[i] - height):
d_list.append(i+36)
return(d_list)
def timestamp_to_index(dataframe, timestamp):
data = dataframe['timestamp']

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