from models import Model import scipy.signal from scipy.fftpack import fft from scipy.signal import argrelextrema import utils import numpy as np import pandas as pd class PeakModel(Model): def __init__(self): super() self.segments = [] self.ipeaks = [] self.state = { 'confidence': 1.5, 'convolve_max': 570000, 'convolve_min': 530000, 'WINDOW_SIZE': 240, } def do_fit(self, dataframe: pd.DataFrame, segments: list) -> None: 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)) segment_max_index = segment_data.idxmax() self.ipeaks.append(segment_max_index) labeled_peak = data[segment_max_index - self.state['WINDOW_SIZE']: segment_max_index + self.state['WINDOW_SIZE']] labeled_peak = labeled_peak - min(labeled_peak) auto_convolve = scipy.signal.fftconvolve(labeled_peak, labeled_peak) first_peak = data[self.ipeaks[0] - self.state['WINDOW_SIZE']: self.ipeaks[0] + self.state['WINDOW_SIZE']] first_peak = first_peak - min(first_peak) convolve_peak = scipy.signal.fftconvolve(labeled_peak, first_peak) convolve_list.append(max(auto_convolve)) convolve_list.append(max(convolve_peak)) 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'] = self.state['WINDOW_SIZE'] if len(convolve_list) > 0: self.state['convolve_min'] = float(min(convolve_list)) else: self.state['convolve_min'] = self.state['WINDOW_SIZE'] 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) return self.__filter_prediction(segments, data) def __filter_prediction(self, segments: list, data: list) -> list: 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.ipeaks) == 0: return [] pattern_data = data[self.ipeaks[0] - self.state['WINDOW_SIZE']: self.ipeaks[0] + self.state['WINDOW_SIZE']] pattern_data = pattern_data - min(pattern_data) for segment in segments: if segment > self.state['WINDOW_SIZE']: convol_data = data[segment - self.state['WINDOW_SIZE']: segment + self.state['WINDOW_SIZE']] convol_data = convol_data - min(convol_data) conv = scipy.signal.fftconvolve(pattern_data, convol_data) if max(conv) > self.state['convolve_max'] * 1.05 or max(conv) < self.state['convolve_min'] * 0.95: delete_list.append(segment) else: delete_list.append(segment) # TODO: implement filtering for item in delete_list: segments.remove(item) return set(segments)