from models import Model, AnalyticUnitCache import scipy.signal from scipy.fftpack import fft from scipy.signal import argrelextrema import utils import numpy as np import pandas as pd from typing import Optional WINDOW_SIZE = 240 class PeakModel(Model): def __init__(self): super() self.segments = [] self.ipeaks = [] self.state = { 'confidence': 1.5, 'convolve_max': 570000 } 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 = [] 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(0.2 * (segment_max - segment_min)) flat_segment = segment_data.rolling(window=5).mean() flat_segment = flat_segment.dropna() segment_max_index = flat_segment.idxmax() # + segment['start'] self.ipeaks.append(segment_max_index) labeled_drop = data[segment_max_index - WINDOW_SIZE: segment_max_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'] = 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'] = 570000 return self.state def do_predict(self, dataframe: pd.DataFrame): data = dataframe['value'] window_size = 24 all_maxs = argrelextrema(np.array(data), np.greater)[0] extrema_list = [] for i in utils.exponential_smoothing(data + self.state['confidence'], 0.02): extrema_list.append(i) segments = [] for i in all_maxs: if data[i] > extrema_list[i]: segments.append(i) filtered = self.__filter_prediction(segments, 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: list, data: list) -> list: delete_list = [] variance_error = int(0.004 * len(data)) if variance_error > 100: variance_error = 100 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.ipeaks) == 0: return [] pattern_data = data[self.ipeaks[0] - WINDOW_SIZE: self.ipeaks[0] + WINDOW_SIZE] for segment in segments: if segment > 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) # TODO: implement filtering # for item in delete_list: # segments.remove(item) return set(segments)