pyts.classification.BOSSVS

class pyts.classification.BOSSVS(word_size=4, n_bins=4, window_size=10, window_step=1, anova=False, drop_sum=False, norm_mean=False, norm_std=False, strategy='quantile', alphabet=None, numerosity_reduction=True, use_idf=True, smooth_idf=False, sublinear_tf=True)[source]

Bag-of-SFA Symbols in Vector Space.

Each time series is transformed into an histogram using the Bag-of-SFA Symbols (BOSS) algorithm. Then, for each class, the histograms are added up and a tf-idf vector is computed. The predicted class for a new sample is the class giving the highest cosine similarity between its tf vector and the tf-idf vectors of each class.

Parameters:
word_size : int (default = 4)

Size of each word.

n_bins : int (default = 4)

The number of bins to produce. It must be between 2 and 26.

window_size : int or float (default = 10)

Size of the sliding window. If float, it represents the percentage of the size of each time series and must be between 0 and 1. The window size will be computed as ceil(window_size * n_timestamps).

window_step : int or float (default = 1)

Step of the sliding window. If float, it represents the percentage of the size of each time series and must be between 0 and 1. The window size will be computed as ceil(window_step * n_timestamps).

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.

drop_sum : bool (default = False)

If True, the first Fourier coefficient (i.e. the sum of the subseries) is dropped. Otherwise, it is kept.

norm_mean : bool (default = False)

If True, center each subseries before scaling.

norm_std : bool (default = False)

If True, scale each subseries to unit variance.

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
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.

numerosity_reduction : bool (default = True)

If True, delete sample-wise all but one occurence of back to back identical occurences of the same words.

use_idf : bool (default = True)

Enable inverse-document-frequency reweighting.

smooth_idf : bool (default = False)

Smooth idf weights by adding one to document frequencies, as if an extra document was seen containing every term in the collection exactly once. Prevents zero divisions.

sublinear_tf : bool (default = True)

Apply sublinear tf scaling, i.e. replace tf with 1 + log(tf).

References

[1]P. Schäfer, “Scalable Time Series Classification”. Data Mining and Knowledge Discovery, 30(5), 1273-1298 (2016).

Examples

>>> from pyts.classification import BOSSVS
>>> from pyts.datasets import load_gunpoint
>>> X_train, X_test, y_train, y_test = load_gunpoint(return_X_y=True)
>>> clf = BOSSVS(window_size=28)
>>> clf.fit(X_train, y_train)
BOSSVS(...)
>>> clf.score(X_test, y_test)
0.98
Attributes:
classes_ : array, shape = (n_classes,)

An array of class labels known to the classifier.

idf_ : array, shape = (n_features,) , or None

The learned idf vector (global term weights) when use_idf=True, None otherwise.

tfidf_ : array, shape = (n_classes, n_words)

Term-document matrix.

vocabulary_ : dict

A mapping of feature indices to terms.

Methods

__init__([word_size, n_bins, window_size, …]) Initialize self.
decision_function(X) Evaluate the cosine similarity between document-term matrix and X.
fit(X, y) Compute the document-term matrix.
get_params([deep]) Get parameters for this estimator.
predict(X) Predict the class labels for the provided data.
score(X, y[, sample_weight]) Return the mean accuracy on the given test data and labels.
set_params(**params) Set the parameters of this estimator.
__init__(word_size=4, n_bins=4, window_size=10, window_step=1, anova=False, drop_sum=False, norm_mean=False, norm_std=False, strategy='quantile', alphabet=None, numerosity_reduction=True, use_idf=True, smooth_idf=False, sublinear_tf=True)[source]

Initialize self. See help(type(self)) for accurate signature.

decision_function(X)[source]

Evaluate the cosine similarity between document-term matrix and X.

Parameters:
X : array-like, shape (n_samples, n_timestamps)

Test samples.

Returns:
X : array, shape (n_samples, n_classes)

Cosine similarity between the document-term matrix and X.

fit(X, y)[source]

Compute the document-term matrix.

Parameters:
X : array-like, shape = (n_samples, n_timestamps)

Training vector.

y : array-like, shape = (n_samples,)

Class labels for each data sample.

Returns:
self : object
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.

predict(X)[source]

Predict the class labels for the provided data.

Parameters:
X : array-like, shape = (n_samples, n_timestamps)

Test samples.

Returns:
y_pred : array, shape = (n_samples,)

Class labels for each data sample.

score(X, y, sample_weight=None)

Return the mean accuracy on the given test data and labels.

Parameters:
X : array-like, shape = (n_samples, n_timestamps)

Univariate time series.

y : array-like, shape = (n_samples,)

True labels for X.

sample_weight : None or array-like, shape = (n_samples,) (default = None)

Sample weights.

Returns:
score : float

Mean accuracy of self.predict(X) with regards to y.

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.

Examples using pyts.classification.BOSSVS

Bag-of-SFA Symbols in Vector Space (BOSSVS)

Bag-of-SFA Symbols in Vector Space (BOSSVS)

Bag-of-SFA Symbols in Vector Space (BOSSVS)