first commit

requirements.txt

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+pandas
+numpy
+scipy

test.py

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+#import pandas as pn
+import numpy as np
+from numpy.fft import fft, ifft
+from scipy.sparse.linalg import eigs
+import math
+from scipy.stats import zscore
+from scipy.ndimage.interpolation import shift
+
+
+def next_greater_power_of_2(x):
+    return 2**(x-1).bit_length()
+
+
+def sbd(x, y):
+    fft_size = next_greater_power_of_2(len(x))
+    cc = np.abs(ifft(fft(x, fft_size) * fft(y, fft_size)))
+    ncc = cc / math.sqrt((sum(x**2) * sum(y**2)))
+    idx = ncc.argmax()
+    dist = 1 - ncc[idx]
+    return dist, shift(y, idx - len(x))
+
+
+def extract_shape(x, c):
+    n = len(x)
+    m = len(x[0])
+    new_x = np.zeros((n, m))
+    for i, row in enumerate(x):
+        _, x_i = sbd(c, row)
+        new_x[i] = x_i
+    s = np.dot(new_x.transpose(), new_x)
+    q = np.identiy(len(s)) - np.ones(len(s)) * 1 / m
+    M = np.dot(np.dot(q.transpose(), s), q)
+    _, vec = eigs(M, 1)
+    return vec[0]
+
+
+def k_shape(x, k):
+    iter_ = 0
+    idx = np.zeros(len(x))  # TODO dimension, random init
+    old_idx = np.zeros(len(x))
+    c = np.zeros((k,)) # TODO dimension
+    while idx != old_idx and iter_ < 100:
+        old_idx = idx.copy()
+        for j in range(k):
+            x_ = []
+            for i, x_i in enumerate(x):
+                if idx(i) == j:
+                    x_.append(x_i)
+            c[j] = extract_shape(x_, c[j])
+        for i, x_i in enumerate(x):
+            min_dist = np.inf
+            for j, c_j in enumerate(c):
+                dist, _ = sbd(c_j, x_i)
+            if dist < min_dist:
+                min_dist = dist
+                idx[i] = j
+
+
+def test_extract_shape():
+    a = zscore(np.ones((3, 10)))
+    c = np.arange(10)
+    extract_shape(a, c)
+
+
+def test_sbd():
+    a = np.arange(100)
+    r1 = sbd(zscore(a), zscore(a))
+    r2 = sbd(zscore(a), zscore(shift(a, 3)))
+    r3 = sbd(zscore(a), zscore(shift(a, -3)))
+    r4 = sbd(zscore(a), zscore(shift(a, 30)))
+    r5 = sbd(zscore(a), zscore(shift(a, -30)))
+
+if __name__ == "__main__":
+    test_sbd()
+    test_extract_shape()