/
cast.py
761 lines (663 loc) · 23 KB
/
cast.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
import warnings
import numpy
from sklearn.utils import check_array
try:
from scipy.io import arff
HAS_ARFF = True
except:
HAS_ARFF = False
from .utils import check_dataset, ts_size, to_time_series_dataset
def to_sklearn_dataset(dataset, dtype=float, return_dim=False):
"""Transforms a time series dataset so that it fits the format used in
``sklearn`` estimators.
Parameters
----------
dataset : array-like
The dataset of time series to be transformed.
dtype : data type (default: float64)
Data type for the returned dataset.
return_dim : boolean (optional, default: False)
Whether the dimensionality (third dimension should be returned together
with the transformed dataset).
Returns
-------
numpy.ndarray of shape (n_ts, sz * d)
The transformed dataset of time series.
int (optional, if return_dim=True)
The dimensionality of the original tslearn dataset (third dimension)
Examples
--------
>>> to_sklearn_dataset([[1, 2]], return_dim=True)
(array([[1., 2.]]), 1)
>>> to_sklearn_dataset([[1, 2], [1, 4, 3]])
array([[ 1., 2., nan],
[ 1., 4., 3.]])
See Also
--------
to_time_series_dataset : Transforms a time series dataset to ``tslearn``
format.
"""
tslearn_dataset = to_time_series_dataset(dataset, dtype=dtype)
n_ts = tslearn_dataset.shape[0]
d = tslearn_dataset.shape[2]
if return_dim:
return tslearn_dataset.reshape((n_ts, -1)), d
else:
return tslearn_dataset.reshape((n_ts, -1))
def to_pyts_dataset(X):
"""Transform a tslearn-compatible dataset into a pyts dataset.
Parameters
----------
X: array, shape = (n_ts, sz, d)
tslearn-formatted dataset to be cast to pyts format
Returns
-------
array, shape=(n_ts, sz) if d=1, (n_ts, d, sz) otherwise
pyts-formatted dataset
Examples
--------
>>> tslearn_arr = numpy.random.randn(10, 16, 1)
>>> pyts_arr = to_pyts_dataset(tslearn_arr)
>>> pyts_arr.shape
(10, 16)
>>> tslearn_arr = numpy.random.randn(10, 16, 2)
>>> pyts_arr = to_pyts_dataset(tslearn_arr)
>>> pyts_arr.shape
(10, 2, 16)
>>> tslearn_arr = [numpy.random.randn(16, 1), numpy.random.randn(10, 1)]
>>> to_pyts_dataset(tslearn_arr) # doctest: +IGNORE_EXCEPTION_DETAIL
Traceback (most recent call last):
...
ValueError: All the time series in the array should be of equal lengths
"""
X_ = check_dataset(X, force_equal_length=True)
if X_.shape[2] == 1:
return X_.reshape((X_.shape[0], -1))
else:
return X_.transpose((0, 2, 1))
def from_pyts_dataset(X):
"""Transform a pyts-compatible dataset into a tslearn dataset.
Parameters
----------
X: array, shape = (n_ts, sz) or (n_ts, d, sz)
pyts-formatted dataset
Returns
-------
array, shape=(n_ts, sz, d)
tslearn-formatted dataset
Examples
--------
>>> pyts_arr = numpy.random.randn(10, 16)
>>> tslearn_arr = from_pyts_dataset(pyts_arr)
>>> tslearn_arr.shape
(10, 16, 1)
>>> pyts_arr = numpy.random.randn(10, 2, 16)
>>> tslearn_arr = from_pyts_dataset(pyts_arr)
>>> tslearn_arr.shape
(10, 16, 2)
>>> pyts_arr = numpy.random.randn(10)
>>> from_pyts_dataset(pyts_arr) # doctest: +IGNORE_EXCEPTION_DETAIL
Traceback (most recent call last):
...
ValueError: X is not a valid input pyts array.
"""
X_ = check_array(X, ensure_2d=False, allow_nd=True)
if X_.ndim == 2:
shape = list(X_.shape) + [1]
return X_.reshape(shape)
elif X_.ndim == 3:
return X_.transpose((0, 2, 1))
else:
raise ValueError("X is not a valid input pyts array. "
"Its dimensions, once cast to numpy.ndarray "
"are {}".format(X_.shape))
def to_seglearn_dataset(X):
"""Transform a tslearn-compatible dataset into a seglearn dataset.
Parameters
----------
X: array, shape = (n_ts, sz, d)
tslearn-formatted dataset to be cast to seglearn format
Returns
-------
array of arrays, shape=(n_ts, )
seglearn-formatted dataset. i-th sub-array in the list has shape
(sz_i, d)
Examples
--------
>>> tslearn_arr = numpy.random.randn(10, 16, 1)
>>> seglearn_arr = to_seglearn_dataset(tslearn_arr)
>>> seglearn_arr.shape
(10, 16, 1)
>>> tslearn_arr = numpy.random.randn(10, 16, 2)
>>> seglearn_arr = to_seglearn_dataset(tslearn_arr)
>>> seglearn_arr.shape
(10, 16, 2)
>>> tslearn_arr = [numpy.random.randn(16, 2), numpy.random.randn(10, 2)]
>>> seglearn_arr = to_seglearn_dataset(tslearn_arr)
>>> seglearn_arr.shape
(2,)
>>> seglearn_arr[0].shape
(16, 2)
>>> seglearn_arr[1].shape
(10, 2)
"""
X_ = check_dataset(X)
return numpy.array([Xi[:ts_size(Xi)] for Xi in X_], dtype=object)
def from_seglearn_dataset(X):
"""Transform a seglearn-compatible dataset into a tslearn dataset.
Parameters
----------
X: list of arrays, or array of arrays, shape = (n_ts, )
seglearn-formatted dataset. i-th sub-array in the list has shape
(sz_i, d)
Returns
-------
array, shape=(n_ts, sz, d), where sz is the maximum of all array lengths
tslearn-formatted dataset
Examples
--------
>>> seglearn_arr = [numpy.random.randn(10, 1), numpy.random.randn(10, 1)]
>>> tslearn_arr = from_seglearn_dataset(seglearn_arr)
>>> tslearn_arr.shape
(2, 10, 1)
>>> seglearn_arr = [numpy.random.randn(10, 1), numpy.random.randn(5, 1)]
>>> tslearn_arr = from_seglearn_dataset(seglearn_arr)
>>> tslearn_arr.shape
(2, 10, 1)
>>> seglearn_arr = numpy.random.randn(2, 10, 1)
>>> tslearn_arr = from_seglearn_dataset(seglearn_arr)
>>> tslearn_arr.shape
(2, 10, 1)
"""
return to_time_series_dataset(X)
def to_stumpy_dataset(X):
"""Transform a tslearn-compatible dataset into a stumpy dataset.
Parameters
----------
X: array, shape = (n_ts, sz, d)
tslearn-formatted dataset to be cast to stumpy format
Returns
-------
list of arrays of shape=(d, sz_i) if d > 1 or (sz_i, ) otherwise
stumpy-formatted dataset.
Examples
--------
>>> tslearn_arr = numpy.random.randn(10, 16, 1)
>>> stumpy_arr = to_stumpy_dataset(tslearn_arr)
>>> len(stumpy_arr)
10
>>> stumpy_arr[0].shape
(16,)
>>> tslearn_arr = numpy.random.randn(10, 16, 2)
>>> stumpy_arr = to_stumpy_dataset(tslearn_arr)
>>> len(stumpy_arr)
10
>>> stumpy_arr[0].shape
(2, 16)
"""
X_ = check_dataset(X)
def transpose_or_flatten(ts):
if ts.shape[1] == 1:
return ts.reshape((-1, ))
else:
return ts.transpose()
return [transpose_or_flatten(Xi[:ts_size(Xi)]) for Xi in X_]
def from_stumpy_dataset(X):
"""Transform a stumpy-compatible dataset into a tslearn dataset.
Parameters
----------
X: list of arrays of shapes (d, sz_i) if d > 1 or (sz_i, ) otherwise
stumpy-formatted dataset.
Returns
-------
array, shape=(n_ts, sz, d), where sz is the maximum of all array lengths
tslearn-formatted dataset
Examples
--------
>>> stumpy_arr = [numpy.random.randn(10), numpy.random.randn(10)]
>>> tslearn_arr = from_stumpy_dataset(stumpy_arr)
>>> tslearn_arr.shape
(2, 10, 1)
>>> stumpy_arr = [numpy.random.randn(3, 10), numpy.random.randn(3, 5)]
>>> tslearn_arr = from_stumpy_dataset(stumpy_arr)
>>> tslearn_arr.shape
(2, 10, 3)
"""
def transpose_or_expand(ts):
if ts.ndim == 1:
return ts.reshape((-1, 1))
else:
return ts.transpose()
return to_time_series_dataset([transpose_or_expand(Xi) for Xi in X])
def to_sktime_dataset(X):
"""Transform a tslearn-compatible dataset into a sktime dataset.
Parameters
----------
X: array, shape = (n_ts, sz, d)
tslearn-formatted dataset to be cast to sktime format
Returns
-------
Pandas data-frame
sktime-formatted dataset (cf.
`link <https://alan-turing-institute.github.io/sktime/examples/loading_data.html>`_)
Examples
--------
>>> tslearn_arr = numpy.random.randn(10, 16, 1)
>>> sktime_arr = to_sktime_dataset(tslearn_arr)
>>> sktime_arr.shape
(10, 1)
>>> sktime_arr["dim_0"][0].shape
(16,)
>>> tslearn_arr = numpy.random.randn(10, 16, 2)
>>> sktime_arr = to_sktime_dataset(tslearn_arr)
>>> sktime_arr.shape
(10, 2)
>>> sktime_arr["dim_1"][0].shape
(16,)
Notes
-----
Conversion from/to sktime format requires pandas to be installed.
""" # noqa: E501
try:
import pandas as pd
except ImportError:
raise ImportError("Conversion from/to sktime cannot be performed "
"if pandas is not installed.")
X_ = check_dataset(X)
X_pd = pd.DataFrame(dtype=float)
for dim in range(X_.shape[2]):
X_pd['dim_' + str(dim)] = [pd.Series(data=Xi[:ts_size(Xi), dim])
for Xi in X_]
return X_pd
def from_sktime_dataset(X):
"""Transform a sktime-compatible dataset into a tslearn dataset.
Parameters
----------
X: pandas data-frame
sktime-formatted dataset (cf.
`link <https://alan-turing-institute.github.io/sktime/examples/loading_data.html>`_)
Returns
-------
array, shape=(n_ts, sz, d)
tslearn-formatted dataset
Examples
--------
>>> import pandas as pd
>>> sktime_df = pd.DataFrame()
>>> sktime_df["dim_0"] = [pd.Series([1, 2, 3]), pd.Series([4, 5, 6])]
>>> tslearn_arr = from_sktime_dataset(sktime_df)
>>> tslearn_arr.shape
(2, 3, 1)
>>> sktime_df = pd.DataFrame()
>>> sktime_df["dim_0"] = [pd.Series([1, 2, 3]),
... pd.Series([4, 5, 6, 7])]
>>> sktime_df["dim_1"] = [pd.Series([8, 9, 10]),
... pd.Series([11, 12, 13, 14])]
>>> tslearn_arr = from_sktime_dataset(sktime_df)
>>> tslearn_arr.shape
(2, 4, 2)
>>> sktime_arr = numpy.random.randn(10, 1, 16)
>>> from_sktime_dataset(
... sktime_arr
... ) # doctest: +IGNORE_EXCEPTION_DETAIL
Traceback (most recent call last):
...
ValueError: X is not a valid input sktime array.
Notes
-----
Conversion from/to sktime format requires pandas to be installed.
""" # noqa: E501
try:
import pandas as pd
except ImportError:
raise ImportError("Conversion from/to sktime cannot be performed "
"if pandas is not installed.")
if not isinstance(X, pd.DataFrame):
raise ValueError("X is not a valid input sktime array. "
"A pandas DataFrame is expected.")
data_dimensions = [col_name
for col_name in X.columns
if col_name.startswith("dim_")]
d = len(data_dimensions)
ordered_data_dimensions = ["dim_%d" % di for di in range(d)]
if sorted(ordered_data_dimensions) != sorted(data_dimensions):
raise ValueError("X is not a valid input sktime array. "
"Provided dimensions are not conitiguous."
"{}".format(data_dimensions))
n = X["dim_0"].shape[0]
max_sz = -1
for dim_name in ordered_data_dimensions:
for i in range(n):
if X[dim_name][i].size > max_sz:
max_sz = X[dim_name][i].size
tslearn_arr = numpy.empty((n, max_sz, d))
tslearn_arr[:] = numpy.nan
for di in range(d):
for i in range(n):
sz = X["dim_%d" % di][i].size
tslearn_arr[i, :sz, di] = X["dim_%d" % di][i].values.copy()
return tslearn_arr
def to_pyflux_dataset(X):
"""Transform a tslearn-compatible dataset into a pyflux dataset.
Parameters
----------
X: array, shape = (n_ts, sz, d), where n_ts=1
tslearn-formatted dataset to be cast to pyflux format
Returns
-------
Pandas data-frame
pyflux-formatted dataset (cf.
`link <https://pyflux.readthedocs.io/en/latest/getting_started.html>`_)
Examples
--------
>>> tslearn_arr = numpy.random.randn(1, 16, 1)
>>> pyflux_df = to_pyflux_dataset(tslearn_arr)
>>> pyflux_df.shape
(16, 1)
>>> pyflux_df.columns[0]
'dim_0'
>>> tslearn_arr = numpy.random.randn(1, 16, 2)
>>> pyflux_df = to_pyflux_dataset(tslearn_arr)
>>> pyflux_df.shape
(16, 2)
>>> pyflux_df.columns[1]
'dim_1'
>>> tslearn_arr = numpy.random.randn(10, 16, 1)
>>> to_pyflux_dataset(tslearn_arr) # doctest: +IGNORE_EXCEPTION_DETAIL
Traceback (most recent call last):
...
ValueError: Array should be made of a single time series (10 here)
Notes
-----
Conversion from/to pyflux format requires pandas to be installed.
""" # noqa: E501
try:
import pandas as pd
except ImportError:
raise ImportError("Conversion from/to pyflux cannot be performed "
"if pandas is not installed.")
X_ = check_dataset(X,
force_equal_length=True,
force_single_time_series=True)
X_pd = pd.DataFrame(X[0], dtype=float)
X_pd.columns = ["dim_%d" % di for di in range(X_.shape[2])]
return X_pd
def from_pyflux_dataset(X):
"""Transform a pyflux-compatible dataset into a tslearn dataset.
Parameters
----------
X: pandas data-frame
pyflux-formatted dataset
Returns
-------
array, shape=(n_ts, sz, d), where n_ts=1
tslearn-formatted dataset.
Column order is kept the same as in the original data frame.
Examples
--------
>>> import pandas as pd
>>> pyflux_df = pd.DataFrame()
>>> pyflux_df["dim_0"] = numpy.random.rand(10)
>>> tslearn_arr = from_pyflux_dataset(pyflux_df)
>>> tslearn_arr.shape
(1, 10, 1)
>>> pyflux_df = pd.DataFrame()
>>> pyflux_df["dim_0"] = numpy.random.rand(10)
>>> pyflux_df["dim_1"] = numpy.random.rand(10)
>>> pyflux_df["dim_2"] = numpy.random.rand(10)
>>> tslearn_arr = from_pyflux_dataset(pyflux_df)
>>> tslearn_arr.shape
(1, 10, 3)
>>> pyflux_arr = numpy.random.randn(10, 1, 16)
>>> from_pyflux_dataset(
... pyflux_arr
... ) # doctest: +IGNORE_EXCEPTION_DETAIL
Traceback (most recent call last):
...
ValueError: X is not a valid input pyflux array.
Notes
-----
Conversion from/to pyflux format requires pandas to be installed.
"""
try:
import pandas as pd
except ImportError:
raise ImportError("Conversion from/to pyflux cannot be performed "
"if pandas is not installed.")
if not isinstance(X, pd.DataFrame):
raise ValueError("X is not a valid input pyflux array. "
"A pandas DataFrame is expected.")
data_dimensions = [col_name for col_name in X.columns]
d = len(data_dimensions)
n = 1
max_sz = -1
for dim_name in data_dimensions:
if X[dim_name].size > max_sz:
max_sz = X[dim_name].size
tslearn_arr = numpy.empty((n, max_sz, d))
tslearn_arr[:] = numpy.nan
for di, dim_name in enumerate(data_dimensions):
data = X[dim_name].values.copy()
sz = len(data)
tslearn_arr[0, :sz, di] = data
return tslearn_arr
def to_tsfresh_dataset(X):
"""Transform a tslearn-compatible dataset into a tsfresh dataset.
Parameters
----------
X: array, shape = (n_ts, sz, d)
tslearn-formatted dataset to be cast to tsfresh format
Returns
-------
Pandas data-frame
tsfresh-formatted dataset ("flat" data frame, as described
`there <https://tsfresh.readthedocs.io/en/latest/text/data_formats.html#input-option-1-flat-dataframe>`_)
Examples
--------
>>> tslearn_arr = numpy.random.randn(1, 16, 1)
>>> tsfresh_df = to_tsfresh_dataset(tslearn_arr)
>>> tsfresh_df.shape
(16, 3)
>>> tslearn_arr = numpy.random.randn(1, 16, 2)
>>> tsfresh_df = to_tsfresh_dataset(tslearn_arr)
>>> tsfresh_df.shape
(16, 4)
Notes
-----
Conversion from/to tsfresh format requires pandas to be installed.
""" # noqa: E501
try:
import pandas as pd
except ImportError:
raise ImportError("Conversion from/to tsfresh cannot be performed "
"if pandas is not installed.")
X_ = check_dataset(X)
n, sz, d = X_.shape
dataframes = []
for i, Xi in enumerate(X_):
df = pd.DataFrame(columns=["id", "time"] +
["dim_%d" % di for di in range(d)])
Xi_ = Xi[:ts_size(Xi)]
sz = Xi_.shape[0]
df["time"] = numpy.arange(sz)
df["id"] = numpy.zeros((sz,), dtype=int) + i
for di in range(d):
df["dim_%d" % di] = Xi_[:, di]
dataframes.append(df)
return pd.concat(dataframes)
def from_tsfresh_dataset(X):
"""Transform a tsfresh-compatible dataset into a tslearn dataset.
Parameters
----------
X: pandas data-frame
tsfresh-formatted dataset ("flat" data frame, as described
`there <https://tsfresh.readthedocs.io/en/latest/text/data_formats.html#input-option-1-flat-dataframe>`_)
Returns
-------
array, shape=(n_ts, sz, d)
tslearn-formatted dataset.
Column order is kept the same as in the original data frame.
Examples
--------
>>> import pandas as pd
>>> tsfresh_df = pd.DataFrame(columns=["id", "time", "a", "b"])
>>> tsfresh_df["id"] = [0, 0, 0]
>>> tsfresh_df["time"] = [0, 1, 2]
>>> tsfresh_df["a"] = [-1, 4, 7]
>>> tsfresh_df["b"] = [8, -3, 2]
>>> tslearn_arr = from_tsfresh_dataset(tsfresh_df)
>>> tslearn_arr.shape
(1, 3, 2)
>>> tsfresh_df = pd.DataFrame(columns=["id", "time", "a"])
>>> tsfresh_df["id"] = [0, 0, 0, 1, 1]
>>> tsfresh_df["time"] = [0, 1, 2, 0, 1]
>>> tsfresh_df["a"] = [-1, 4, 7, 9, 1]
>>> tslearn_arr = from_tsfresh_dataset(tsfresh_df)
>>> tslearn_arr.shape
(2, 3, 1)
>>> tsfresh_df = numpy.random.randn(10, 1, 16)
>>> from_tsfresh_dataset(
... tsfresh_df
... ) # doctest: +IGNORE_EXCEPTION_DETAIL
Traceback (most recent call last):
...
ValueError: X is not a valid input tsfresh array.
Notes
-----
Conversion from/to tsfresh format requires pandas to be installed.
""" # noqa: E501
try:
import pandas as pd
except ImportError:
raise ImportError("Conversion from/to tsfresh cannot be performed "
"if pandas is not installed.")
if not isinstance(X, pd.DataFrame):
raise ValueError("X is not a valid input tsfresh array. "
"A pandas DataFrame is expected.")
data_dimensions = [col_name
for col_name in X.columns
if col_name not in ["id", "time"]]
d = len(data_dimensions)
all_ids = set(X["id"])
n = len(all_ids)
max_sz = -1
for ind_id in all_ids:
sz = X[X["id"] == ind_id].shape[0]
if sz > max_sz:
max_sz = sz
tslearn_arr = numpy.empty((n, max_sz, d))
tslearn_arr[:] = numpy.nan
for di, dim_name in enumerate(data_dimensions):
for i, ind_id in enumerate(all_ids):
data_ind = X[X["id"] == ind_id]
data = data_ind[dim_name]
sz = data_ind.shape[0]
tslearn_arr[i, :sz, di] = data
return tslearn_arr
def to_cesium_dataset(X):
"""Transform a tslearn-compatible dataset into a cesium dataset.
Parameters
----------
X: array, shape = (n_ts, sz, d), where n_ts=1
tslearn-formatted dataset to be cast to cesium format
Returns
-------
list of cesium TimeSeries
cesium-formatted dataset (cf.
`link <http://cesium-ml.org/docs/api/cesium.time_series.html#cesium.time_series.TimeSeries>`_)
Examples
--------
>>> tslearn_arr = numpy.random.randn(3, 16, 1)
>>> cesium_ds = to_cesium_dataset(tslearn_arr)
>>> len(cesium_ds)
3
>>> cesium_ds[0].measurement.shape
(16,)
>>> tslearn_arr = numpy.random.randn(3, 16, 2)
>>> cesium_ds = to_cesium_dataset(tslearn_arr)
>>> len(cesium_ds)
3
>>> cesium_ds[0].measurement.shape
(2, 16)
>>> tslearn_arr = [[1, 2, 3], [1, 2, 3, 4]]
>>> cesium_ds = to_cesium_dataset(tslearn_arr)
>>> len(cesium_ds)
2
>>> cesium_ds[0].measurement.shape
(3,)
Notes
-----
Conversion from/to cesium format requires cesium to be installed.
""" # noqa: E501
try:
from cesium.time_series import TimeSeries
except ImportError:
raise ImportError("Conversion from/to cesium cannot be performed "
"if cesium is not installed.")
def transpose_or_flatten(ts):
ts_ = ts[:ts_size(ts)]
if ts.shape[1] == 1:
return ts_.reshape((-1, ))
else:
return ts_.transpose()
X_ = check_dataset(X)
return [TimeSeries(m=transpose_or_flatten(Xi)) for Xi in X_]
def from_cesium_dataset(X):
"""Transform a cesium-compatible dataset into a tslearn dataset.
Parameters
----------
X: list of cesium TimeSeries
cesium-formatted dataset (cf.
`link <http://cesium-ml.org/docs/api/cesium.time_series.html#cesium.time_series.TimeSeries>`_)
Returns
-------
array, shape=(n_ts, sz, d)
tslearn-formatted dataset.
Examples
--------
>>> from cesium.time_series import TimeSeries
>>> cesium_ds = [TimeSeries(m=numpy.array([1, 2, 3, 4]))]
>>> tslearn_arr = from_cesium_dataset(cesium_ds)
>>> tslearn_arr.shape
(1, 4, 1)
>>> cesium_ds = [
... TimeSeries(m=numpy.array([[1, 2, 3, 4],
... [5, 6, 7, 8]]))
... ]
>>> tslearn_arr = from_cesium_dataset(cesium_ds)
>>> tslearn_arr.shape
(1, 4, 2)
Notes
-----
Conversion from/to cesium format requires cesium to be installed.
""" # noqa: E501
try:
from cesium.time_series import TimeSeries
except ImportError:
raise ImportError("Conversion from/to cesium cannot be performed "
"if cesium is not installed.")
def format_to_tslearn(ts):
try:
ts.sort()
except ValueError:
warnings.warn("Cesium dataset could not be sorted, assuming "
"it is already sorted before casting to "
"tslearn format.")
if ts.measurement.ndim == 1:
data = ts.measurement.reshape((1, -1))
else:
data = ts.measurement
d = len(data)
max_sz = max([len(ts_di) for ts_di in data])
tslearn_ts = numpy.empty((max_sz, d))
tslearn_ts[:] = numpy.nan
for di in range(d):
sz = data[di].shape[0]
tslearn_ts[:sz, di] = data[di]
return tslearn_ts
if not isinstance(X, list) or \
[type(ts) for ts in X] != [TimeSeries] * len(X):
raise ValueError("X is not a valid input cesium array. "
"A list of cesium TimeSeries is expected.")
dataset = [format_to_tslearn(ts) for ts in X]
return to_time_series_dataset(dataset=dataset)