diff options
-rw-r--r-- | .github/how_to_use_github_to_contribute_to_gudhi.md | 7 | ||||
m--------- | ext/hera | 0 | ||||
-rw-r--r-- | src/Simplex_tree/include/gudhi/Simplex_tree.h | 6 | ||||
-rw-r--r-- | src/Simplex_tree/test/CMakeLists.txt | 6 | ||||
-rw-r--r-- | src/Simplex_tree/test/simplex_tree_make_filtration_non_decreasing_unit_test.cpp | 148 | ||||
-rw-r--r-- | src/Simplex_tree/test/simplex_tree_unit_test.cpp | 84 | ||||
-rw-r--r-- | src/cmake/modules/GUDHI_third_party_libraries.cmake | 2 | ||||
-rw-r--r-- | src/cmake/modules/GUDHI_user_version_target.cmake | 2 | ||||
-rw-r--r-- | src/python/CMakeLists.txt | 5 | ||||
-rw-r--r-- | src/python/doc/point_cloud.rst | 8 | ||||
-rw-r--r-- | src/python/gudhi/point_cloud/__init__.py | 0 | ||||
-rw-r--r-- | src/python/gudhi/point_cloud/timedelay.py | 95 | ||||
-rwxr-xr-x | src/python/test/test_time_delay.py | 43 |
13 files changed, 316 insertions, 90 deletions
diff --git a/.github/how_to_use_github_to_contribute_to_gudhi.md b/.github/how_to_use_github_to_contribute_to_gudhi.md index 6ab05e36..747ca39b 100644 --- a/.github/how_to_use_github_to_contribute_to_gudhi.md +++ b/.github/how_to_use_github_to_contribute_to_gudhi.md @@ -25,10 +25,10 @@ This creates a directory gudhi-devel, which you are free to move around or renam cd gudhi-devel ``` -Everytime you clone the repository, you will have to download the *submodules*. +When you clone the repository, you also need to download the *submodules*. ## Submodules -An interface to Hera for Wasserstein distance is available on an external git repository. To download it: +Hera, used for Wasserstein distance, is available on an external git repository. To download it: ```bash git submodule update --init ``` @@ -60,8 +60,9 @@ This is a command you can run quite regularly. It tells git to check all that happened on github. It is safe, it will not mess with your files. -**Reminder:** Everytime you checkout master or merge from master, afterwards, if the version of one the submodule has changed, or if a submodule was added, you will have to: +**Reminder:** If the version of a submodule has changed, or if a submodule was added, you may need to: ```bash +git submodule sync git submodule update --init ``` diff --git a/ext/hera b/ext/hera -Subproject cb1838e682ec07f80720241cf9098400caeb83c +Subproject 0019cae9dc1e9d11aa03bc59681435ba7f21eea diff --git a/src/Simplex_tree/include/gudhi/Simplex_tree.h b/src/Simplex_tree/include/gudhi/Simplex_tree.h index 42cf4246..7be14bce 100644 --- a/src/Simplex_tree/include/gudhi/Simplex_tree.h +++ b/src/Simplex_tree/include/gudhi/Simplex_tree.h @@ -1319,6 +1319,8 @@ class Simplex_tree { * \post Some simplex tree functions require the filtration to be valid. `make_filtration_non_decreasing()` * function is not launching `initialize_filtration()` but returns the filtration modification information. If the * complex has changed , please call `initialize_filtration()` to recompute it. + * + * If a simplex has a `NaN` filtration value, it is considered lower than any other defined filtration value. */ bool make_filtration_non_decreasing() { bool modified = false; @@ -1349,7 +1351,9 @@ class Simplex_tree { }); Filtration_value max_filt_border_value = filtration(*max_border); - if (simplex.second.filtration() < max_filt_border_value) { + // Replacing if(f<max) with if(!(f>=max)) would mean that if f is NaN, we replace it with the max of the children. + // That seems more useful than keeping NaN. + if (!(simplex.second.filtration() >= max_filt_border_value)) { // Store the filtration modification information modified = true; simplex.second.assign_filtration(max_filt_border_value); diff --git a/src/Simplex_tree/test/CMakeLists.txt b/src/Simplex_tree/test/CMakeLists.txt index 8b9163f5..cf2b0153 100644 --- a/src/Simplex_tree/test/CMakeLists.txt +++ b/src/Simplex_tree/test/CMakeLists.txt @@ -28,3 +28,9 @@ if (TBB_FOUND) target_link_libraries(Simplex_tree_ctor_and_move_test_unit ${TBB_LIBRARIES}) endif() gudhi_add_boost_test(Simplex_tree_ctor_and_move_test_unit) + +add_executable ( Simplex_tree_make_filtration_non_decreasing_test_unit simplex_tree_make_filtration_non_decreasing_unit_test.cpp ) +if (TBB_FOUND) + target_link_libraries(Simplex_tree_make_filtration_non_decreasing_test_unit ${TBB_LIBRARIES}) +endif() +gudhi_add_boost_test(Simplex_tree_make_filtration_non_decreasing_test_unit) diff --git a/src/Simplex_tree/test/simplex_tree_make_filtration_non_decreasing_unit_test.cpp b/src/Simplex_tree/test/simplex_tree_make_filtration_non_decreasing_unit_test.cpp new file mode 100644 index 00000000..4697ec05 --- /dev/null +++ b/src/Simplex_tree/test/simplex_tree_make_filtration_non_decreasing_unit_test.cpp @@ -0,0 +1,148 @@ +/* This file is part of the Gudhi Library - https://gudhi.inria.fr/ - which is released under MIT. + * See file LICENSE or go to https://gudhi.inria.fr/licensing/ for full license details. + * Author(s): Vincent Rouvreau + * + * Copyright (C) 2020 Inria + * + * Modification(s): + * - YYYY/MM Author: Description of the modification + */ + +#include <iostream> +#include <limits> // for NaN +#include <cmath> // for isNaN + +#define BOOST_TEST_DYN_LINK +#define BOOST_TEST_MODULE "simplex_tree_make_filtration_non_decreasing" +#include <boost/test/unit_test.hpp> +#include <boost/mpl/list.hpp> + +// ^ +// /!\ Nothing else from Simplex_tree shall be included to test includes are well defined. +#include "gudhi/Simplex_tree.h" + +using namespace Gudhi; + +typedef boost::mpl::list<Simplex_tree<>, Simplex_tree<Simplex_tree_options_fast_persistence>> list_of_tested_variants; + +BOOST_AUTO_TEST_CASE_TEMPLATE(make_filtration_non_decreasing, typeST, list_of_tested_variants) { + typeST st; + + st.insert_simplex_and_subfaces({2, 1, 0}, 2.0); + st.insert_simplex_and_subfaces({3, 0}, 2.0); + st.insert_simplex_and_subfaces({3, 4, 5}, 2.0); + + /* Inserted simplex: */ + /* 1 */ + /* o */ + /* /X\ */ + /* o---o---o---o */ + /* 2 0 3\X/4 */ + /* o */ + /* 5 */ + + std::cout << "Check default insertion ensures the filtration values are non decreasing" << std::endl; + BOOST_CHECK(!st.make_filtration_non_decreasing()); + + // Because of non decreasing property of simplex tree, { 0 } , { 1 } and { 0, 1 } are going to be set from value 2.0 + // to 1.0 + st.insert_simplex_and_subfaces({0, 1, 6, 7}, 1.0); + + // Inserted simplex: + // 1 6 + // o---o + // /X\7/ + // o---o---o---o + // 2 0 3\X/4 + // o + // 5 + + std::cout << "Check default second insertion ensures the filtration values are non decreasing" << std::endl; + BOOST_CHECK(!st.make_filtration_non_decreasing()); + + // Copy original simplex tree + typeST st_copy = st; + + // Modify specific values for st to become like st_copy thanks to make_filtration_non_decreasing + st.assign_filtration(st.find({0,1,6,7}), 0.8); + st.assign_filtration(st.find({0,1,6}), 0.9); + st.assign_filtration(st.find({0,6}), 0.6); + st.assign_filtration(st.find({3,4,5}), 1.2); + st.assign_filtration(st.find({3,4}), 1.1); + st.assign_filtration(st.find({4,5}), 1.99); + + std::cout << "Check the simplex_tree is rolled back in case of decreasing filtration values" << std::endl; + BOOST_CHECK(st.make_filtration_non_decreasing()); + BOOST_CHECK(st == st_copy); + + // Other simplex tree + typeST st_other; + st_other.insert_simplex_and_subfaces({2, 1, 0}, 3.0); // This one is different from st + st_other.insert_simplex_and_subfaces({3, 0}, 2.0); + st_other.insert_simplex_and_subfaces({3, 4, 5}, 2.0); + st_other.insert_simplex_and_subfaces({0, 1, 6, 7}, 1.0); + + // Modify specific values for st to become like st_other thanks to make_filtration_non_decreasing + st.assign_filtration(st.find({2}), 3.0); + // By modifying just the simplex {2} + // {0,1,2}, {1,2} and {0,2} will be modified + + std::cout << "Check the simplex_tree is repaired in case of decreasing filtration values" << std::endl; + BOOST_CHECK(st.make_filtration_non_decreasing()); + BOOST_CHECK(st == st_other); + + // Modify specific values for st still to be non-decreasing + st.assign_filtration(st.find({0,1,2}), 10.0); + st.assign_filtration(st.find({0,2}), 9.0); + st.assign_filtration(st.find({0,1,6,7}), 50.0); + st.assign_filtration(st.find({0,1,6}), 49.0); + st.assign_filtration(st.find({0,1,7}), 48.0); + // Other copy simplex tree + typeST st_other_copy = st; + + std::cout << "Check the simplex_tree is not modified in case of non-decreasing filtration values" << std::endl; + BOOST_CHECK(!st.make_filtration_non_decreasing()); + BOOST_CHECK(st == st_other_copy); + +} + +BOOST_AUTO_TEST_CASE_TEMPLATE(make_filtration_non_decreasing_on_nan_values, typeST, list_of_tested_variants) { + typeST st; + + st.insert_simplex_and_subfaces({2, 1, 0}, std::numeric_limits<double>::quiet_NaN()); + st.insert_simplex_and_subfaces({3, 0}, std::numeric_limits<double>::quiet_NaN()); + st.insert_simplex_and_subfaces({3, 4, 5}, std::numeric_limits<double>::quiet_NaN()); + + /* Inserted simplex: */ + /* 1 */ + /* o */ + /* /X\ */ + /* o---o---o---o */ + /* 2 0 3\X/4 */ + /* o */ + /* 5 */ + + std::cout << "SPECIFIC CASE:" << std::endl; + std::cout << "Insertion with NaN values does not ensure the filtration values are non decreasing" << std::endl; + st.make_filtration_non_decreasing(); + + std::cout << "Check all filtration values are NaN" << std::endl; + for (auto f_simplex : st.complex_simplex_range()) { + BOOST_CHECK(std::isnan(st.filtration(f_simplex))); + } + + st.assign_filtration(st.find({0}), 0.); + st.assign_filtration(st.find({1}), 0.); + st.assign_filtration(st.find({2}), 0.); + st.assign_filtration(st.find({3}), 0.); + st.assign_filtration(st.find({4}), 0.); + st.assign_filtration(st.find({5}), 0.); + + std::cout << "Check make_filtration_non_decreasing is modifying the simplicial complex" << std::endl; + BOOST_CHECK(st.make_filtration_non_decreasing()); + + std::cout << "Check all filtration values are now defined" << std::endl; + for (auto f_simplex : st.complex_simplex_range()) { + BOOST_CHECK(!std::isnan(st.filtration(f_simplex))); + } +}
\ No newline at end of file diff --git a/src/Simplex_tree/test/simplex_tree_unit_test.cpp b/src/Simplex_tree/test/simplex_tree_unit_test.cpp index 58bfa8db..e739ad0a 100644 --- a/src/Simplex_tree/test/simplex_tree_unit_test.cpp +++ b/src/Simplex_tree/test/simplex_tree_unit_test.cpp @@ -791,90 +791,6 @@ BOOST_AUTO_TEST_CASE(non_contiguous) { BOOST_CHECK(++i == std::end(b)); } -BOOST_AUTO_TEST_CASE(make_filtration_non_decreasing) { - std::cout << "********************************************************************" << std::endl; - std::cout << "MAKE FILTRATION NON DECREASING" << std::endl; - typedef Simplex_tree<> typeST; - typeST st; - - st.insert_simplex_and_subfaces({2, 1, 0}, 2.0); - st.insert_simplex_and_subfaces({3, 0}, 2.0); - st.insert_simplex_and_subfaces({3, 4, 5}, 2.0); - - /* Inserted simplex: */ - /* 1 */ - /* o */ - /* /X\ */ - /* o---o---o---o */ - /* 2 0 3\X/4 */ - /* o */ - /* 5 */ - - std::cout << "Check default insertion ensures the filtration values are non decreasing" << std::endl; - BOOST_CHECK(!st.make_filtration_non_decreasing()); - - // Because of non decreasing property of simplex tree, { 0 } , { 1 } and { 0, 1 } are going to be set from value 2.0 - // to 1.0 - st.insert_simplex_and_subfaces({0, 1, 6, 7}, 1.0); - - // Inserted simplex: - // 1 6 - // o---o - // /X\7/ - // o---o---o---o - // 2 0 3\X/4 - // o - // 5 - - std::cout << "Check default second insertion ensures the filtration values are non decreasing" << std::endl; - BOOST_CHECK(!st.make_filtration_non_decreasing()); - - // Copy original simplex tree - typeST st_copy = st; - - // Modify specific values for st to become like st_copy thanks to make_filtration_non_decreasing - st.assign_filtration(st.find({0,1,6,7}), 0.8); - st.assign_filtration(st.find({0,1,6}), 0.9); - st.assign_filtration(st.find({0,6}), 0.6); - st.assign_filtration(st.find({3,4,5}), 1.2); - st.assign_filtration(st.find({3,4}), 1.1); - st.assign_filtration(st.find({4,5}), 1.99); - - std::cout << "Check the simplex_tree is rolled back in case of decreasing filtration values" << std::endl; - BOOST_CHECK(st.make_filtration_non_decreasing()); - BOOST_CHECK(st == st_copy); - - // Other simplex tree - typeST st_other; - st_other.insert_simplex_and_subfaces({2, 1, 0}, 3.0); // This one is different from st - st_other.insert_simplex_and_subfaces({3, 0}, 2.0); - st_other.insert_simplex_and_subfaces({3, 4, 5}, 2.0); - st_other.insert_simplex_and_subfaces({0, 1, 6, 7}, 1.0); - - // Modify specific values for st to become like st_other thanks to make_filtration_non_decreasing - st.assign_filtration(st.find({2}), 3.0); - // By modifying just the simplex {2} - // {0,1,2}, {1,2} and {0,2} will be modified - - std::cout << "Check the simplex_tree is repaired in case of decreasing filtration values" << std::endl; - BOOST_CHECK(st.make_filtration_non_decreasing()); - BOOST_CHECK(st == st_other); - - // Modify specific values for st still to be non-decreasing - st.assign_filtration(st.find({0,1,2}), 10.0); - st.assign_filtration(st.find({0,2}), 9.0); - st.assign_filtration(st.find({0,1,6,7}), 50.0); - st.assign_filtration(st.find({0,1,6}), 49.0); - st.assign_filtration(st.find({0,1,7}), 48.0); - // Other copy simplex tree - typeST st_other_copy = st; - - std::cout << "Check the simplex_tree is not modified in case of non-decreasing filtration values" << std::endl; - BOOST_CHECK(!st.make_filtration_non_decreasing()); - BOOST_CHECK(st == st_other_copy); - -} - typedef boost::mpl::list<boost::adjacency_list<boost::setS, boost::vecS, boost::directedS, boost::property<vertex_filtration_t, double>, diff --git a/src/cmake/modules/GUDHI_third_party_libraries.cmake b/src/cmake/modules/GUDHI_third_party_libraries.cmake index 6db2c76b..2d010483 100644 --- a/src/cmake/modules/GUDHI_third_party_libraries.cmake +++ b/src/cmake/modules/GUDHI_third_party_libraries.cmake @@ -68,7 +68,7 @@ if(CGAL_FOUND) endif() # For those who dislike bundled dependencies, this indicates where to find a preinstalled Hera. -set(HERA_WASSERSTEIN_INCLUDE_DIR ${CMAKE_SOURCE_DIR}/ext/hera/geom_matching/wasserstein/include CACHE PATH "Directory where one can find Hera's wasserstein.h") +set(HERA_WASSERSTEIN_INCLUDE_DIR ${CMAKE_SOURCE_DIR}/ext/hera/wasserstein/include CACHE PATH "Directory where one can find Hera's wasserstein.h") option(WITH_GUDHI_USE_TBB "Build with Intel TBB parallelization" ON) diff --git a/src/cmake/modules/GUDHI_user_version_target.cmake b/src/cmake/modules/GUDHI_user_version_target.cmake index 5047252f..257d1939 100644 --- a/src/cmake/modules/GUDHI_user_version_target.cmake +++ b/src/cmake/modules/GUDHI_user_version_target.cmake @@ -55,7 +55,7 @@ add_custom_command(TARGET user_version PRE_BUILD COMMAND ${CMAKE_COMMAND} -E copy_directory ${CMAKE_SOURCE_DIR}/src/GudhUI ${GUDHI_USER_VERSION_DIR}/GudhUI) add_custom_command(TARGET user_version PRE_BUILD COMMAND ${CMAKE_COMMAND} -E - copy_directory ${CMAKE_SOURCE_DIR}/ext/hera/geom_matching/wasserstein/include ${GUDHI_USER_VERSION_DIR}/ext/hera/geom_matching/wasserstein/include) + copy_directory ${CMAKE_SOURCE_DIR}/ext/hera/wasserstein/include ${GUDHI_USER_VERSION_DIR}/ext/hera/wasserstein/include) set(GUDHI_DIRECTORIES "doc;example;concept;utilities") diff --git a/src/python/CMakeLists.txt b/src/python/CMakeLists.txt index 20e72a5f..22af3ec9 100644 --- a/src/python/CMakeLists.txt +++ b/src/python/CMakeLists.txt @@ -56,6 +56,7 @@ if(PYTHONINTERP_FOUND) # Modules that should not be auto-imported in __init__.py set(GUDHI_PYTHON_MODULES_EXTRA "${GUDHI_PYTHON_MODULES_EXTRA}'representations', ") set(GUDHI_PYTHON_MODULES_EXTRA "${GUDHI_PYTHON_MODULES_EXTRA}'wasserstein', ") + set(GUDHI_PYTHON_MODULES_EXTRA "${GUDHI_PYTHON_MODULES_EXTRA}'point_cloud', ") add_gudhi_debug_info("Python version ${PYTHON_VERSION_STRING}") add_gudhi_debug_info("Cython version ${CYTHON_VERSION}") @@ -226,6 +227,7 @@ if(PYTHONINTERP_FOUND) file(COPY "gudhi/persistence_graphical_tools.py" DESTINATION "${CMAKE_CURRENT_BINARY_DIR}/gudhi") file(COPY "gudhi/representations" DESTINATION "${CMAKE_CURRENT_BINARY_DIR}/gudhi/") file(COPY "gudhi/wasserstein.py" DESTINATION "${CMAKE_CURRENT_BINARY_DIR}/gudhi") + file(COPY "gudhi/point_cloud" DESTINATION "${CMAKE_CURRENT_BINARY_DIR}/gudhi") add_custom_command( OUTPUT gudhi.so @@ -404,6 +406,9 @@ if(PYTHONINTERP_FOUND) add_gudhi_py_test(test_representations) endif() + # Time Delay + add_gudhi_py_test(test_time_delay) + # Documentation generation is available through sphinx - requires all modules if(SPHINX_PATH) if(MATPLOTLIB_FOUND) diff --git a/src/python/doc/point_cloud.rst b/src/python/doc/point_cloud.rst index d668428a..c0d4b303 100644 --- a/src/python/doc/point_cloud.rst +++ b/src/python/doc/point_cloud.rst @@ -20,3 +20,11 @@ Subsampling :members: :special-members: :show-inheritance: + +TimeDelayEmbedding +------------------ + +.. autoclass:: gudhi.point_cloud.timedelay.TimeDelayEmbedding + :members: + :special-members: __call__ + diff --git a/src/python/gudhi/point_cloud/__init__.py b/src/python/gudhi/point_cloud/__init__.py new file mode 100644 index 00000000..e69de29b --- /dev/null +++ b/src/python/gudhi/point_cloud/__init__.py diff --git a/src/python/gudhi/point_cloud/timedelay.py b/src/python/gudhi/point_cloud/timedelay.py new file mode 100644 index 00000000..f01df442 --- /dev/null +++ b/src/python/gudhi/point_cloud/timedelay.py @@ -0,0 +1,95 @@ +# This file is part of the Gudhi Library - https://gudhi.inria.fr/ - which is released under MIT. +# See file LICENSE or go to https://gudhi.inria.fr/licensing/ for full license details. +# Author(s): Martin Royer, Yuichi Ike, Masatoshi Takenouchi +# +# Copyright (C) 2020 Inria, Copyright (C) 2020 Fujitsu Laboratories Ltd. +# Modification(s): +# - YYYY/MM Author: Description of the modification + +import numpy as np + + +class TimeDelayEmbedding: + """Point cloud transformation class. + Embeds time-series data in the R^d according to [Takens' Embedding Theorem] + (https://en.wikipedia.org/wiki/Takens%27s_theorem) and obtains the + coordinates of each point. + + Parameters + ---------- + dim : int, optional (default=3) + `d` of R^d to be embedded. + delay : int, optional (default=1) + Time-Delay embedding. + skip : int, optional (default=1) + How often to skip embedded points. + + Example + ------- + + Given delay=3 and skip=2, a point cloud which is obtained by embedding + a scalar time-series into R^3 is as follows:: + + time-series = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10] + point cloud = [[1, 4, 7], + [3, 6, 9]] + + Given delay=1 and skip=1, a point cloud which is obtained by embedding + a 2D vector time-series data into R^4 is as follows:: + + time-series = [[0, 1], [2, 3], [4, 5], [6, 7], [8, 9]] + point cloud = [[0, 1, 2, 3], + [2, 3, 4, 5], + [4, 5, 6, 7], + [6, 7, 8, 9]] + """ + + def __init__(self, dim=3, delay=1, skip=1): + self._dim = dim + self._delay = delay + self._skip = skip + + def __call__(self, ts): + """Transform method for single time-series data. + + Parameters + ---------- + ts : Iterable[float] or Iterable[Iterable[float]] + A single time-series data, with scalar or vector values. + + Returns + ------- + point cloud : n x dim numpy arrays + Makes point cloud from a single time-series data. + """ + return self._transform(np.array(ts)) + + def fit(self, ts, y=None): + return self + + def _transform(self, ts): + """Guts of transform method.""" + if ts.ndim == 1: + repeat = self._dim + else: + assert self._dim % ts.shape[1] == 0 + repeat = self._dim // ts.shape[1] + end = len(ts) - self._delay * (repeat - 1) + short = np.arange(0, end, self._skip) + vertical = np.arange(0, repeat * self._delay, self._delay) + return ts[np.add.outer(short, vertical)].reshape(len(short), -1) + + def transform(self, ts): + """Transform method for multiple time-series data. + + Parameters + ---------- + ts : Iterable[Iterable[float]] or Iterable[Iterable[Iterable[float]]] + Multiple time-series data, with scalar or vector values. + + Returns + ------- + point clouds : list of n x dim numpy arrays + Makes point cloud from each time-series data. + """ + return [self._transform(np.array(s)) for s in ts] diff --git a/src/python/test/test_time_delay.py b/src/python/test/test_time_delay.py new file mode 100755 index 00000000..1ead9bca --- /dev/null +++ b/src/python/test/test_time_delay.py @@ -0,0 +1,43 @@ +from gudhi.point_cloud.timedelay import TimeDelayEmbedding +import numpy as np + + +def test_normal(): + # Sample array + ts = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10] + # Normal case. + prep = TimeDelayEmbedding() + pointclouds = prep(ts) + assert (pointclouds[0] == np.array([1, 2, 3])).all() + assert (pointclouds[1] == np.array([2, 3, 4])).all() + assert (pointclouds[2] == np.array([3, 4, 5])).all() + assert (pointclouds[3] == np.array([4, 5, 6])).all() + assert (pointclouds[4] == np.array([5, 6, 7])).all() + assert (pointclouds[5] == np.array([6, 7, 8])).all() + assert (pointclouds[6] == np.array([7, 8, 9])).all() + assert (pointclouds[7] == np.array([8, 9, 10])).all() + # Delay = 3 + prep = TimeDelayEmbedding(delay=3) + pointclouds = prep(ts) + assert (pointclouds[0] == np.array([1, 4, 7])).all() + assert (pointclouds[1] == np.array([2, 5, 8])).all() + assert (pointclouds[2] == np.array([3, 6, 9])).all() + assert (pointclouds[3] == np.array([4, 7, 10])).all() + # Skip = 3 + prep = TimeDelayEmbedding(skip=3) + pointclouds = prep(ts) + assert (pointclouds[0] == np.array([1, 2, 3])).all() + assert (pointclouds[1] == np.array([4, 5, 6])).all() + assert (pointclouds[2] == np.array([7, 8, 9])).all() + # Delay = 2 / Skip = 2 + prep = TimeDelayEmbedding(delay=2, skip=2) + pointclouds = prep(ts) + assert (pointclouds[0] == np.array([1, 3, 5])).all() + assert (pointclouds[1] == np.array([3, 5, 7])).all() + assert (pointclouds[2] == np.array([5, 7, 9])).all() + + # Vector series + ts = np.arange(0, 10).reshape(-1, 2) + prep = TimeDelayEmbedding(dim=4) + prep.fit([ts]) + assert (prep.transform([ts])[0] == [[0, 1, 2, 3], [2, 3, 4, 5], [4, 5, 6, 7], [6, 7, 8, 9]]).all() |