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2 changes: 1 addition & 1 deletion
2
...line_fixer/calculate_curve_correlation.go → ...orrelation/calculate_curve_correlation.go
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,4 +1,4 @@ | ||
| package sub_timeline_fixer | ||
| package calculate_curve_correlation | ||
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| import "math" | ||
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2 changes: 1 addition & 1 deletion
2
...fixer/calculate_curve_correlation_test.go → ...ation/calculate_curve_correlation_test.go
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,4 +1,4 @@ | ||
| package sub_timeline_fixer | ||
| package calculate_curve_correlation | ||
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| import "testing" | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,149 @@ | ||
| package dtw | ||
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| import ( | ||
| "container/list" | ||
| "math" | ||
| ) | ||
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| type T = float64 | ||
| type TimeSeries = []T | ||
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| /* | ||
| FastDTW | ||
| https://github.com/Citing/fastDTW | ||
| */ | ||
| func FastDTW(seriesX TimeSeries, seriesY TimeSeries, radius int) (distance T, path [][2]int) { | ||
| var minTSsize = radius + 2 | ||
| if len(seriesX) < minTSsize || len(seriesY) < minTSsize { | ||
| distance, path = DTW(seriesX, seriesY, nil) | ||
| } else { | ||
| var shrunkX = reduceByHalf(seriesX) | ||
| var shrunkY = reduceByHalf(seriesY) | ||
| var _, lowResPath = FastDTW(shrunkX, shrunkY, radius) | ||
| var window = expandResWindow(lowResPath, len(seriesX), len(seriesY), radius) | ||
| distance, path = DTW(seriesX, seriesY, window) | ||
| } | ||
| return | ||
| } | ||
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| func DTW(seriesX TimeSeries, seriesY TimeSeries, window [][2]int) (T, [][2]int) { | ||
| if window == nil { | ||
| window = make([][2]int, (len(seriesX)+1)*(len(seriesY)+1)) | ||
| k := 0 | ||
| for i := 0; i <= len(seriesX); i++ { | ||
| for j := 0; j <= len(seriesY); j++ { | ||
| window[k] = [2]int{i, j} | ||
| k++ | ||
| } | ||
| } | ||
| } else { | ||
| for k := 0; k < len(window); k++ { | ||
| window[k] = [2]int{window[k][0] + 1, window[k][1] + 1} | ||
| } | ||
| } | ||
| type p struct { | ||
| dist T | ||
| neighborX int | ||
| neighborY int | ||
| } | ||
| var D = make(map[[2]int]p) | ||
| for _, v := range window { | ||
| // T type! | ||
| D[v] = p{math.MaxFloat64, 0, 0} | ||
| } | ||
| D[[2]int{0, 0}] = p{0, 0, 0} | ||
| for i := 1; i <= len(seriesX); i++ { | ||
| for j := 1; j <= len(seriesY); j++ { | ||
| v := [2]int{i, j} | ||
| dt := math.Abs(seriesX[v[0]-1] - seriesY[v[1]-1]) | ||
| D[v] = func(p1 p, p2 p, p3 p) p { | ||
| var tmp p | ||
| if p1.dist < p2.dist { | ||
| tmp = p1 | ||
| } else { | ||
| tmp = p2 | ||
| } | ||
| if p3.dist < tmp.dist { | ||
| tmp = p3 | ||
| } | ||
| return tmp | ||
| }(p{D[[2]int{v[0] - 1, v[1]}].dist + dt, v[0] - 1, v[1]}, p{D[[2]int{v[0], v[1] - 1}].dist + dt, v[0], v[1] - 1}, p{D[[2]int{v[0] - 1, v[1] - 1}].dist + dt, v[0] - 1, v[1] - 1}) | ||
| } | ||
| } | ||
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| var path_ list.List | ||
| for i, j := len(seriesX), len(seriesY); i != 0 || j != 0; { | ||
| path_.PushBack([2]int{i - 1, j - 1}) | ||
| i, j = D[[2]int{i, j}].neighborX, D[[2]int{i, j}].neighborY | ||
| } | ||
| path := make([][2]int, path_.Len()) | ||
| for i, j, k := len(seriesX), len(seriesY), 0; i != 0 || j != 0; k++ { | ||
| path[k] = ([2]int{i - 1, j - 1}) | ||
| i, j = D[[2]int{i, j}].neighborX, D[[2]int{i, j}].neighborY | ||
| } | ||
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| distance := D[[2]int{len(seriesX), len(seriesY)}].dist | ||
| return distance, path | ||
| } | ||
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| func reduceByHalf(series TimeSeries) TimeSeries { | ||
| shrunk := make([]T, len(series)/2) | ||
| for i := 0; i < len(shrunk); i++ { | ||
| shrunk[i] = (series[2*i] + series[2*i+1]) / 2 | ||
| } | ||
| return shrunk | ||
| } | ||
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| func expandResWindow(path [][2]int, X int, Y int, radius int) [][2]int { | ||
| var window_ = make(map[[2]int]int) | ||
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| for k := 0; k < len(path); k++ { | ||
| for i := 0; i <= 2*radius; i++ { | ||
| for j := 0; j <= 2*radius; j++ { | ||
| x := 2 * (path[k][0] - radius + i) | ||
| y := 2 * (path[k][1] - radius + j) | ||
| window_[[2]int{x, y}] = 1 | ||
| window_[[2]int{x + 1, y}] = 1 | ||
| window_[[2]int{x, y + 1}] = 1 | ||
| window_[[2]int{x + 1, y + 1}] = 1 | ||
| } | ||
| } | ||
| } | ||
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| var window__ = make(map[[2]int]int) | ||
| start_j := 0 | ||
| for i := 0; i < X; i++ { | ||
| new_start_j := -2 | ||
| for j := start_j; j < Y; j++ { | ||
| if window_[[2]int{i, j}] == 1 { | ||
| window__[[2]int{i, j}] = 1 | ||
| if new_start_j == -2 { | ||
| new_start_j = j | ||
| } | ||
| } else if new_start_j != -2 { | ||
| break | ||
| } | ||
| start_j = new_start_j | ||
| } | ||
| } | ||
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| var window = make([][2]int, len(window__)) | ||
| start_j = 0 | ||
| k := 0 | ||
| for i := 0; i < X; i++ { | ||
| new_start_j := -2 | ||
| for j := start_j; j < Y; j++ { | ||
| if window_[[2]int{i, j}] == 1 { | ||
| window[k] = [2]int{i, j} | ||
| k++ | ||
| if new_start_j == -2 { | ||
| new_start_j = j | ||
| } | ||
| } else if new_start_j != -2 { | ||
| break | ||
| } | ||
| start_j = new_start_j | ||
| } | ||
| } | ||
| return window | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,16 @@ | ||
| package dtw | ||
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| import ( | ||
| "fmt" | ||
| "testing" | ||
| ) | ||
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| func TestFastDTW(t *testing.T) { | ||
| var balance1 = TimeSeries{1, 2, 3, 4, 5} | ||
| var balance2 = TimeSeries{1, 1.3, 2, 3, 5, 6} | ||
| //var balance2 = TimeSeries{1, 2, 3.1, 4, 5} | ||
| d, b := FastDTW(balance1, balance2, 1) | ||
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| fmt.Println(d) | ||
| fmt.Println(b) | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,9 @@ | ||
| package sub_timeline_fixer | ||
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| type FixResult struct { | ||
| OldMean float64 | ||
| OldSD float64 | ||
| NewMean float64 | ||
| NewSD float64 | ||
| Per float64 // 占比 | ||
| } |
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