pyts.approximation
.DiscreteFourierTransform¶
-
class
pyts.approximation.
DiscreteFourierTransform
(n_coefs=None, drop_sum=False, anova=False, norm_mean=False, norm_std=False)[source]¶ Discrete Fourier Transform.
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 ifanova=True
, otherwise the firstn_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 asceil(n_coefs * (n_timestamps - 1))
ifdrop_sum=True
andceil(n_coefs * n_timestamps)
ifdrop_sum=False
.- drop_sum : bool (default = False)
If True, the first Fourier coefficient (i.e. the sum of the subseries) is dropped. Otherwise, it 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 each time series before scaling.
- norm_std : bool (default = False)
If True, scale each time series to unit variance.
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 DiscreteFourierTransform >>> from pyts.datasets import load_gunpoint >>> X, _, _, _ = load_gunpoint(return_X_y=True) >>> transformer = DiscreteFourierTransform(n_coefs=4) >>> X_new = transformer.fit_transform(X) >>> X_new.shape (50, 4)
Attributes: - support_ : array, shape = (n_coefs,)
Indices of the kept Fourier coefficients.
Methods
__init__
([n_coefs, drop_sum, anova, …])Initialize self. fit
(X[, y])Learn indices of the Fourier coefficients to keep. fit_transform
(X[, y])Learn and return the Fourier coeeficients to keep. get_params
([deep])Get parameters for this estimator. set_params
(**params)Set the parameters of this estimator. transform
(X)Return the selected Fourier coefficients for each sample. -
__init__
(n_coefs=None, drop_sum=False, anova=False, norm_mean=False, norm_std=False)[source]¶ Initialize self. See help(type(self)) for accurate signature.
-
fit
(X, y=None)[source]¶ Learn indices of the Fourier coefficients to keep.
Parameters: - X : array-like, shape = (n_samples, n_timestamps)
Training vector.
- y : None or array-like, shape = (n_samples,) (default = None)
Class labels for each data sample. Only used if
anova=True
.
Returns: - self : object
-
fit_transform
(X, y=None)[source]¶ Learn and return the Fourier coeeficients to keep.
Parameters: - X : array-like, shape = (n_samples, n_timestamps)
Training vector, where n_samples in the number of samples and n_features is the number of features.
- y : None or array-like, shape = (n_samples,) (default = None)
Class labels for each data sample.
Returns: - X_new : array, shape (n_samples, n_coefs)
The selected Fourier coefficients for each sample.
-
get_params
(deep=True)¶ Get parameters for this estimator.
Parameters: - deep : bool, default=True
If True, will return the parameters for this estimator and contained subobjects that are estimators.
Returns: - params : dict
Parameter names mapped to their values.
-
set_params
(**params)¶ Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as
Pipeline
). The latter have parameters of the form<component>__<parameter>
so that it’s possible to update each component of a nested object.Parameters: - **params : dict
Estimator parameters.
Returns: - self : estimator instance
Estimator instance.