from models import Model import utils import numpy as np 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 WINDOW_SIZE = 400 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, segments): self.segments = segments data = dataframe['value'] confidences = [] convolve_list = [] jump_height_list = [] jump_length_list = [] 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() 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 = 0.9 * (segment_max_line - segment_min_line) jump_height_list.append(jump_height) jump_lenght = utils.find_jump_length(segment_data, segment_min_line, segment_max_line) jump_length_list.append(jump_lenght) cen_ind = utils.intersection_segment(flat_segment, 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'] self.ijumps.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)) if len(confidences) > 0: self.state['confidence'] = min(confidences) else: self.state['confidence'] = 1.5 if len(convolve_list) > 0: 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 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 utils.is_intersect(segment, self.segments)] 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] 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, data)] 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) for ijump in self.ijumps: segments.append(ijump) return segments