import numpy as np import pickle import scipy.signal from scipy.fftpack import fft from scipy.signal import argrelextrema import math def is_intersect(target_segment, segments): for segment in segments: start = max(segment['start'], target_segment[0]) finish = min(segment['finish'], target_segment[1]) if start <= finish: return True return False def exponential_smoothing(series, alpha): result = [series[0]] for n in range(1, len(series)): result.append(alpha * series[n] + (1 - alpha) * result[n-1]) return result class Jumpdetector: def __init__(self, pattern): self.pattern = pattern self.segments = [] self.confidence = 1.5 self.convolve_max = 120 def fit(self, dataframe, segments): data = dataframe['value'] confidences = [] convolve_list = [] for segment in segments: if segment['labeled']: segment_data = data[segment['start'] : segment['finish'] + 1] 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() #сглаживаем сегмент # в идеале нужно посмотреть гистограмму сегмента и выбрать среднее значение, # далее от него брать + -120 segment_summ = 0 for val in flat_segment: segment_summ += val segment_mid = segment_summ / len(flat_segment) #посчитать нормально среднее значение/медиану for ind in range(1, len(flat_segment) - 1): if flat_segment[ind + 1] > segment_mid and flat_segment[ind - 1] < segment_mid: flat_mid_index = ind # найти пересечение средней и графика, получить его индекс segment_mid_index = flat_mid_index - 5 labeled_drop = data[segment_mid_index - 120 : segment_mid_index + 120] labeled_min = min(labeled_drop) for value in labeled_drop: # обрезаем value = value - labeled_min labeled_max = max(labeled_drop) for value in labeled_drop: # нормируем value = value / labeled_max convolve = scipy.signal.fftconvolve(labeled_drop, labeled_drop) convolve_list.append(max(convolve)) # сворачиваем паттерн # плюс надо впихнуть сюда логистическую сигмоиду и поиск альфы if len(confidences) > 0: self.confidence = min(confidences) else: self.confidence = 1.5 if len(convolve_list) > 0: self.convolve_max = max(convolve_list) else: self.convolve_max = 120 # макс метрика свертки равна отступу(120), вау! def logistic_sigmoid(x1, x2, alpha, height): distribution = [] for i in range(x, y): F = 1 * height / (1 + math.exp(-i * alpha)) distribution.append(F) return distribution async def predict(self, dataframe): data = dataframe['value'] result = self.__predict(data) result.sort() if len(self.segments) > 0: result = [segment for segment in result if not is_intersect(segment, self.segments)] return result def __predict(self, data): window_size = 24 all_max_flatten_data = data.rolling(window=window_size).mean() extrema_list = [] # добавить все пересечения экспоненты со сглаженным графиком # for i in exponential_smoothing(data + self.confidence, 0.02): extrema_list.append(i) segments = [] for i in all_mins: if all_max_flatten_data[i] > extrema_list[i]: segments.append(i - window_size) return [(x - 1, x + 1) for x in self.__filter_prediction(segments, all_max_flatten_data)] def __filter_prediction(self, segments, all_max_flatten_data): delete_list = [] variance_error = int(0.004 * len(all_max_flatten_data)) if variance_error > 200: variance_error = 200 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) # изменить секонд делит лист, сделать для свертки с сигмоидой delete_list = [] pattern_data = all_max_flatten_data[segments[0] - 120 : segments[0] + 120] for segment in segments: convol_data = all_max_flatten_data[segment - 120 : segment + 120] conv = scipy.signal.fftconvolve(pattern_data, convol_data) if max(conv) > self.convolve_max * 1.1 or max(conv) < self.convolve_max * 0.9: delete_list.append(segment) for item in delete_list: segments.remove(item) return segments def save(self, model_filename): with open(model_filename, 'wb') as file: pickle.dump((self.confidence, self.convolve_max), file) def load(self, model_filename): try: with open(model_filename, 'rb') as file: (self.confidence, self.convolve_max) = pickle.load(file) except: pass