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Diffstat (limited to 'src/python/gudhi/point_cloud')
-rw-r--r-- | src/python/gudhi/point_cloud/timedelay.py | 56 |
1 files changed, 56 insertions, 0 deletions
diff --git a/src/python/gudhi/point_cloud/timedelay.py b/src/python/gudhi/point_cloud/timedelay.py new file mode 100644 index 00000000..5c7ba542 --- /dev/null +++ b/src/python/gudhi/point_cloud/timedelay.py @@ -0,0 +1,56 @@ +import numpy as np + +class TimeDelayEmbedding: + """Point cloud transformation class. + + Embeds time-series data in the R^d according to Takens' Embedding 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. + + """ + def __init__(self, dim=3, delay=1, skip=1): + self._dim = dim + self._delay = delay + self._skip = skip + + def __call__(self, *args, **kwargs): + return self.transform(*args, **kwargs) + + def _transform(self, ts): + """Guts of transform method.""" + return ts[ + np.add.outer( + np.arange(0, len(ts)-self._delay*(self._dim-1), self._skip), + np.arange(0, self._dim*self._delay, self._delay)) + ] + + def transform(self, ts): + """Transform method. + + Parameters + ---------- + ts : list[float] or list[list[float]] + A single or multiple time-series data. + + Returns + ------- + point clouds : list[list[float, float, float]] or list[list[list[float, float, float]]] + Makes point cloud every a single time-series data. + """ + ndts = np.array(ts) + if ndts.ndim == 1: + # for single. + return self._transform(ndts).tolist() + else: + # for multiple. + return np.apply_along_axis(self._transform, 1, ndts).tolist() |