add example
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README.md
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README.md
@ -1,3 +1,15 @@
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## k-Shape
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Python implementation of k-Shape
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### Usage
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```
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from kshape import kshape
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import numpy as np
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from scipy.stats import zscore
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time_series = [[1,2,3,4], [0,1,2,3], [-1,1,-1,1], [1,2,2,3]]
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cluster_num = 2
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clusters = kshape(zscore(time_series), cluster_num)
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```
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example.py
Normal file
8
example.py
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from kshape import kshape
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import numpy as np
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from scipy.stats import zscore
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time_series = [[1,2,3,4], [0,1,2,3], [-1,1,-1,1], [1,2,2,3]]
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cluster_num = 2
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clusters = kshape(zscore(time_series), cluster_num)
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print(clusters)
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kshape.py
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kshape.py
@ -9,7 +9,7 @@ from scipy.sparse.linalg import eigs
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from scipy.stats import zscore
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from scipy.ndimage.interpolation import shift
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def ncc_c(x,y):
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def _ncc_c(x,y):
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"""
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>>> ncc_c([1,2,3,4], [1,2,3,4])
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array([ 0.13333333, 0.36666667, 0.66666667, 1. , 0.66666667,
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@ -26,7 +26,7 @@ def ncc_c(x,y):
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return np.real(cc) / (norm(x) * norm(y))
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def sbd(x, y):
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def _sbd(x, y):
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"""
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>>> sbd([1,1,1], [1,1,1])
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(-2.2204460492503131e-16, array([1, 1, 1]))
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@ -35,13 +35,13 @@ def sbd(x, y):
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>>> sbd([1,2,3], [0,1,2])
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(0.043817112532485103, array([0, 1, 2]))
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"""
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ncc = ncc_c(x, y)
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ncc = _ncc_c(x, y)
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idx = ncc.argmax()
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dist = 1 - ncc[idx]
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yshift = shift(y, (idx + 1) - max(len(x), len(y)))
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return dist, yshift
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def extract_shape(idx, x, j, cur_center):
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def _extract_shape(idx, x, j, cur_center):
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"""
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>>> extract_shape(np.array([0,1,2]), np.array([[1,2,3], [4,5,6]]), 1, np.array([0,3,4]))
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array([ -1.00000000e+00, -3.06658683e-19, 1.00000000e+00])
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@ -54,7 +54,7 @@ def extract_shape(idx, x, j, cur_center):
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if cur_center.sum() == 0:
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opt_x = x[i]
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else:
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_, opt_x = sbd(cur_center, x[i])
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_, opt_x = _sbd(cur_center, x[i])
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_a.append(opt_x)
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a = np.array(_a)
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@ -79,7 +79,7 @@ def extract_shape(idx, x, j, cur_center):
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return zscore(centroid, ddof=1)
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def kshape(x, k):
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def _kshape(x, k):
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"""
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>>> kshape(np.array([[1,2,3,4], [0,1,2,3], [-1,1,-1,1], [1,2,2,3]]), 2)
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(array([0, 0, 1, 0]), array([[-1.19623139, -0.26273649, 0.26273649, 1.19623139],
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@ -93,17 +93,27 @@ def kshape(x, k):
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for _ in range(100):
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old_idx = idx
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for j in range(k):
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res = extract_shape(idx, x, j, centroids[j])
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res = _extract_shape(idx, x, j, centroids[j])
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centroids[j] = res
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for i in range(m):
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for j in range(k):
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distances[i,j] = 1 - max(ncc_c(x[i], centroids[j]))
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distances[i,j] = 1 - max(_ncc_c(x[i], centroids[j]))
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idx = distances.argmin(1)
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if norm(old_idx - idx) == 0:
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break
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return idx, centroids
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def kshape(x, k):
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idx, centroids = _kshape(np.array(x), k)
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clusters = []
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for i, centroid in enumerate(centroids):
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series = []
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for j, val in enumerate(idx):
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if i == val:
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series.append(j)
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clusters.append((centroid, series))
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return clusters
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if __name__ == "__main__":
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import doctest
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