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 WINDOW_SIZE = 120 class JumpModel(Model): def __init__(self): super() self.state = { 'confidence': 1.5, 'convolve_max': WINDOW_SIZE } def fit(self, dataframe, segments): self.segments = segments #self.alpha_finder() 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=4).mean() #сглаживаем сегмент kde_segment = flat_data.dropna().plot.kde() # distribution density ax_list = kde_segment.get_lines()[0].get_xydata() #take coordinates of kde mids = argrelextrema(np.array(ax_list), np.less)[0] maxs = argrelextrema(np.array(ax_list), np.greater)[0] min_peak = maxs[0] max_peak = maxs[1] min_line = ax_list[min_peak, 0] max_line = ax_list[max_peak, 0] sigm_heidht = max_line - min_line pat_sigm = utils.logistic_sigmoid(-WINDOW_SIZE, WINDOW_SIZE, 1, sigm_heidht) for i in range(0, len(pat_sigm)): pat_sigm[i] = pat_sigm[i] + min_line cen_ind = utils.intersection_segment(flat_segment, mids[0]) #finds all interseprions with median c = [] # choose the correct one interseption by convolve jump_center = utils.find_jump_center(cen_ind) segment_cent_index = jump_center - 4 labeled_drop = data[segment_cent_index - WINDOW_SIZE : segment_cent_index + WINDOW_SIZE] 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 # TODO: add convolve with alpha sigmoid # TODO: add size of jump rize 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 # макс метрика свертки равна отступу(WINDOW_SIZE), вау! 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_all_jumps(all_max_flatten_data, 50, self.state['confidence']) ''' for i in utils.exponential_smoothing(data + self.state['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(possible_jumps, 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 # !!!!!!!! # написать фильтрацию паттернов-джампов! посмотерть каждый сегмент, обрезать его # отнормировать, сравнить с выбранным патерном. # !!!!!!!! delete_list = [] pattern_data = all_max_flatten_data[segments[0] - WINDOW_SIZE : segments[0] + WINDOW_SIZE] for segment in segments: convol_data = all_max_flatten_data[segment - WINDOW_SIZE : segment + WINDOW_SIZE] conv = scipy.signal.fftconvolve(pattern_data, convol_data) if max(conv) > self.state['convolve_max'] * 1.1 or max(conv) < self.state['convolve_max'] * 0.9: delete_list.append(segment) for item in delete_list: segments.remove(item) return segments def alpha_finder(self, data): """ поиск альфы для логистической сигмоиды """ pass