"""Code for Symbolic Fourier Approximation."""
# Author: Johann Faouzi <johann.faouzi@gmail.com>
# License: BSD-3-Clause
from sklearn.base import BaseEstimator, TransformerMixin
from sklearn.pipeline import Pipeline
from sklearn.utils.validation import check_is_fitted
from .dft import DiscreteFourierTransform
from .mcb import MultipleCoefficientBinning
import sklearn
SKLEARN_VERSION = sklearn.__version__
[docs]class SymbolicFourierApproximation(BaseEstimator, TransformerMixin):
"""Symbolic Fourier Approximation.
Parameters
----------
n_coefs : None, int or float (default = None)
The number of Fourier coefficients to keep. If None, all the Fourier
coeeficients are kept. If an integer, the ``n_coefs`` most significant
Fourier coefficients are returned if ``anova=True``, otherwise the
first ``n_coefs`` Fourier coefficients are returned. If a float, it
represents a percentage of the size of each time series and must be
between 0 and 1. The number of coefficients will be computed as
``ceil(n_coefs * (n_timestamps - 1))`` if ``drop_sum=True`` and
``ceil(n_coefs * n_timestamps)`` if ``drop_sum=False``.
n_bins : int (default = 4)
The number of bins to produce. The intervals for the bins are
determined by the minimum and maximum of the input data. It must
be between 2 and 26.
strategy : str (default = 'quantile')
Strategy used to define the widths of the bins:
- 'uniform': All bins in each sample have identical widths
- 'quantile': All bins in each sample have the same number of points
- 'normal': Bin edges are quantiles from a standard normal distribution
- 'entropy': Bin edges are computed using information gain
drop_sum : bool (default = False)
If True, the first Fourier coefficient (i.e. the sum of the time
series) is dropped. If False, the real part of the first Fourier
coefficient is kept.
anova : bool (default = False)
If True, the Fourier coefficient selection is done via a one-way
ANOVA test. If False, the first Fourier coefficients are selected.
norm_mean : bool (default = False)
If True, center the data before scaling. If ``norm_mean=True`` and
``anova=False``, the first Fourier coefficient will be dropped.
norm_std : bool (default = False)
If True, scale the data to unit variance.
alphabet : None, 'ordinal' or array-like, shape = (n_bins,)
Alphabet to use. If None, the first `n_bins` letters of the Latin
alphabet are used if `n_bins` is lower than 27, otherwise the alphabet
will be defined to [chr(i) for i in range(n_bins)]. If 'ordinal',
integers are used.
Attributes
----------
bin_edges_ : array, shape = (n_bins - 1,) or (n_timestamps, n_bins - 1)
Bin edges with shape = (n_bins - 1,) if ``strategy='normal'`` or
(n_timestamps, n_bins - 1) otherwise.
support_ : array, shape = (n_coefs,)
Indices of the kept Fourier coefficients.
References
----------
.. [1] P. Schäfer, and M. Högqvist, "SFA: A Symbolic Fourier Approximation
and Index for Similarity Search in High Dimensional Datasets",
International Conference on Extending Database Technology,
15, 516-527 (2012).
Examples
--------
>>> from pyts.approximation import SymbolicFourierApproximation
>>> from pyts.datasets import load_gunpoint
>>> X, _, _, _ = load_gunpoint(return_X_y=True)
>>> transformer = SymbolicFourierApproximation(n_coefs=4)
>>> X_new = transformer.fit_transform(X)
>>> X_new.shape
(50, 4)
"""
[docs] def __init__(self, n_coefs=None, n_bins=4, strategy='quantile',
drop_sum=False, anova=False, norm_mean=False, norm_std=False,
alphabet=None):
self.n_coefs = n_coefs
self.drop_sum = drop_sum
self.anova = anova
self.norm_mean = norm_mean
self.norm_std = norm_std
self.n_bins = n_bins
self.strategy = strategy
self.alphabet = alphabet
[docs] def fit(self, X, y=None):
"""Select Fourier coefficients and compute bin edges for each feature.
Parameters
----------
X : array-like, shape = (n_samples, n_timestamps)
Data to transform.
y : None or array-like, shape = (n_samples,) (default = None)
Class labels for each sample. Only used if ``anova=True`` or
``strategy='entropy'.``
"""
dft = DiscreteFourierTransform(
n_coefs=self.n_coefs, drop_sum=self.drop_sum, anova=self.anova,
norm_mean=self.norm_mean, norm_std=self.norm_std
)
mcb = MultipleCoefficientBinning(
n_bins=self.n_bins, strategy=self.strategy, alphabet=self.alphabet
)
self._pipeline = Pipeline([('dft', dft), ('mcb', mcb)])
self._pipeline.fit(X, y)
self.support_ = self._pipeline.named_steps['dft'].support_
self.bin_edges_ = self._pipeline.named_steps['mcb'].bin_edges_
return self
