From 68b6e3f3d641cd4a1e86f08bff96e417cc17ac59 Mon Sep 17 00:00:00 2001 From: takeshimeonerespect Date: Fri, 31 Jan 2020 08:08:43 +0100 Subject: timedelay added on fork --- src/python/CMakeLists.txt | 5 +++ src/python/doc/point_cloud.rst | 7 ++++ src/python/gudhi/point_cloud/timedelay.py | 56 +++++++++++++++++++++++++++++++ src/python/test/test_point_cloud.py | 35 +++++++++++++++++++ 4 files changed, 103 insertions(+) create mode 100644 src/python/gudhi/point_cloud/timedelay.py create mode 100755 src/python/test/test_point_cloud.py (limited to 'src') 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]) -- cgit v1.2.3