Merge pull request #9 from caleb-hamilton/master

changes to cp_pelt.ipynb

Author: mikecroucher

time_series_analysis/cp_pelt.ipynb

@@ -13,8 +13,10 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 1,
-   "metadata": {},
+   "execution_count": 25,
+   "metadata": {
+    "collapsed": true
+   },
    "outputs": [],
    "source": [
     "y = [\n",
@@ -45,13 +47,15 @@
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "We wish to look for changes in the mean, which is selected using the following `ctype` value in the NAG routine"
+    "We wish to look for changes in the mean, assuming the data comes from Normal distributions, which is selected by setting the `ctype` parameter of the `cp_pelt` routine to `1`. Other values for `ctype` can be used for different distributions and properties of the data, but the plot in this notebook assumes `ctype = 1`."
    ]
   },
   {
    "cell_type": "code",
-   "execution_count": 2,
-   "metadata": {},
+   "execution_count": 26,
+   "metadata": {
+    "collapsed": true
+   },
    "outputs": [],
    "source": [
     "ctype = 1"
@@ -66,8 +70,10 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 3,
-   "metadata": {},
+   "execution_count": 46,
+   "metadata": {
+    "collapsed": true
+   },
    "outputs": [],
    "source": [
     "param = [0.2]"
@@ -82,8 +88,10 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 4,
-   "metadata": {},
+   "execution_count": 47,
+   "metadata": {
+    "collapsed": true
+   },
    "outputs": [],
    "source": [
     "from naginterfaces.library import tsa\n",
@@ -101,7 +109,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 5,
+   "execution_count": 48,
    "metadata": {},
    "outputs": [
     {
@@ -138,7 +146,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 6,
+   "execution_count": 49,
    "metadata": {},
    "outputs": [
     {
@@ -223,7 +231,7 @@
        "        };\n",
        "\n",
        "    this.imageObj.onunload = function() {\n",
-       "        fig.ws.close();\n",
+       "        this.ws.close();\n",
        "    }\n",
        "\n",
        "    this.ws.onmessage = this._make_on_message_function(this);\n",
@@ -698,7 +706,7 @@
        "mpl.figure.prototype.toolbar_button_onmouseover = function(tooltip) {\n",
        "    this.message.textContent = tooltip;\n",
        "};\n",
-       "mpl.toolbar_items = [[\"Home\", \"Reset original view\", \"fa fa-home icon-home\", \"home\"], [\"Back\", \"Back to previous view\", \"fa fa-arrow-left icon-arrow-left\", \"back\"], [\"Forward\", \"Forward to next view\", \"fa fa-arrow-right icon-arrow-right\", \"forward\"], [\"\", \"\", \"\", \"\"], [\"Pan\", \"Pan axes with left mouse, zoom with right\", \"fa fa-arrows icon-move\", \"pan\"], [\"Zoom\", \"Zoom to rectangle\", \"fa fa-square-o icon-check-empty\", \"zoom\"], [\"\", \"\", \"\", \"\"], [\"Download\", \"Download plot\", \"fa fa-floppy-o icon-save\", \"download\"]];\n",
+       "mpl.toolbar_items = [[\"Home\", \"Reset original view\", \"fa fa-home icon-home\", \"home\"], [\"Back\", \"Back to  previous view\", \"fa fa-arrow-left icon-arrow-left\", \"back\"], [\"Forward\", \"Forward to next view\", \"fa fa-arrow-right icon-arrow-right\", \"forward\"], [\"\", \"\", \"\", \"\"], [\"Pan\", \"Pan axes with left mouse, zoom with right\", \"fa fa-arrows icon-move\", \"pan\"], [\"Zoom\", \"Zoom to rectangle\", \"fa fa-square-o icon-check-empty\", \"zoom\"], [\"\", \"\", \"\", \"\"], [\"Download\", \"Download plot\", \"fa fa-floppy-o icon-save\", \"download\"]];\n",
        "\n",
        "mpl.extensions = [\"eps\", \"pdf\", \"png\", \"ps\", \"raw\", \"svg\"];\n",
        "\n",
@@ -718,7 +726,7 @@
        "    // Register the callback with on_msg.\n",
        "    comm.on_msg(function(msg) {\n",
        "        //console.log('receiving', msg['content']['data'], msg);\n",
-       "        // Pass the mpl event to the overridden (by mpl) onmessage function.\n",
+       "        // Pass the mpl event to the overriden (by mpl) onmessage function.\n",
        "        ws.onmessage(msg['content']['data'])\n",
        "    });\n",
        "    return ws;\n",
@@ -870,12 +878,9 @@
        "    // Check for shift+enter\n",
        "    if (event.shiftKey && event.which == 13) {\n",
        "        this.canvas_div.blur();\n",
-       "        event.shiftKey = false;\n",
-       "        // Send a \"J\" for go to next cell\n",
-       "        event.which = 74;\n",
-       "        event.keyCode = 74;\n",
-       "        manager.command_mode();\n",
-       "        manager.handle_keydown(event);\n",
+       "        // select the cell after this one\n",
+       "        var index = IPython.notebook.find_cell_index(this.cell_info[0]);\n",
+       "        IPython.notebook.select(index + 1);\n",
        "    }\n",
        "}\n",
        "\n",
@@ -950,7 +955,7 @@
     "    last_cp = tau_val\n",
     "plt.xlim((1, len(y)))\n",
     "t11 = ['1999 Initiation of Euro', '2008 Financial Crisis', '2016 UK EU Referendum']\n",
-    "t12 = (0, soln.tau[1]-4, soln.tau[3]-4)\n",
+    "t12 = [0, 9*12, 17*12]\n",
     "plt.xticks(t12, t11, size='small')\n",
     "plt.xlabel('Time - January 1999 to December 2018')\n",
     "plt.ylabel('Euros per Pound')\n",
@@ -961,11 +966,21 @@
     "plt.legend(handles=[vl, hl], loc='upper right')\n",
     "plt.show()"
    ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {
+    "collapsed": true
+   },
+   "outputs": [],
+   "source": []
   }
  ],
  "metadata": {
+  "anaconda-cloud": {},
   "kernelspec": {
-   "display_name": "Python 3",
+   "display_name": "Python [default]",
    "language": "python",
    "name": "python3"
   },

time_series_analysis/ts_data.txt

@@ -0,0 +1 @@
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