timedelay added on fork

4 files changed, 103 insertions, 0 deletions

diff --git a/src/python/CMakeLists.txt b/src/python/CMakeLists.txt
index b558d4c4..b23ec8a9 100644
--- a/src/python/CMakeLists.txt
+++ b/src/python/CMakeLists.txt
@@ -52,6 +52,7 @@ 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 ${CYTHON_VERSION}")
@@ -221,6 +222,7 @@ endif(CGAL_FOUND)
     file(COPY "gudhi/persistence_graphical_tools.py" DESTINATION "${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
@@ -399,6 +401,9 @@ endif(CGAL_FOUND)
       add_gudhi_py_test(test_representations)
     endif()
 
+    # Point cloud
+    add_gudhi_py_test(test_point_cloud)
+
     # 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..55c74ff3 100644
--- a/src/python/doc/point_cloud.rst
+++ b/src/python/doc/point_cloud.rst
@@ -20,3 +20,10 @@ Subsampling
    :members:
    :special-members:
    :show-inheritance:
+
+TimeDelayEmbedding
+------------------
+
+.. autoclass:: gudhi.point_cloud.timedelay.TimeDelayEmbedding
+   :members:
+
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()
diff --git a/src/python/test/test_point_cloud.py b/src/python/test/test_point_cloud.py
new file mode 100755
index 00000000..2ee0c1fb
--- /dev/null
+++ b/src/python/test/test_point_cloud.py
@@ -0,0 +1,35 @@
+from gudhi.point_cloud.timedelay import TimeDelayEmbedding
+
+def test_normal():
+    # Sample array
+    ts = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
+    # Normal case.
+    prep = TimeDelayEmbedding()
+    attractor = prep(ts)
+    assert (attractor[0] == [1, 2, 3])
+    assert (attractor[1] == [2, 3, 4])
+    assert (attractor[2] == [3, 4, 5])
+    assert (attractor[3] == [4, 5, 6])
+    assert (attractor[4] == [5, 6, 7])
+    assert (attractor[5] == [6, 7, 8])
+    assert (attractor[6] == [7, 8, 9])
+    assert (attractor[7] == [8, 9, 10])
+    # Delay = 3
+    prep = TimeDelayEmbedding(delay=3)
+    attractor = prep(ts)
+    assert (attractor[0] == [1, 4, 7])
+    assert (attractor[1] == [2, 5, 8])
+    assert (attractor[2] == [3, 6, 9])
+    assert (attractor[3] == [4, 7, 10])
+    # Skip = 3
+    prep = TimeDelayEmbedding(skip=3)
+    attractor = prep(ts)
+    assert (attractor[0] == [1, 2, 3])
+    assert (attractor[1] == [4, 5, 6])
+    assert (attractor[2] == [7, 8, 9])
+    # Delay = 2 / Skip = 2
+    prep = TimeDelayEmbedding(delay=2, skip=2)
+    attractor = prep(ts)
+    assert (attractor[0] == [1, 3, 5])
+    assert (attractor[1] == [3, 5, 7])
+    assert (attractor[2] == [5, 7, 9])