"""Joint Recurrence Plots."""
# Author: Johann Faouzi <johann.faouzi@gmail.com>
# License: BSD-3-Clause
import numpy as np
from sklearn.base import BaseEstimator
from ...base import MultivariateTransformerMixin
from ...image import RecurrencePlot
from ..utils import check_3d_array
[docs]class JointRecurrencePlot(BaseEstimator, MultivariateTransformerMixin):
r"""Joint Recurrence Plot.
A recurrence plot is an image representing the distances between
trajectories extracted from the original time series.
A joint recurrence plot is an extension of recurrence plots for
multivariate time series: it is the Hadamard of the recurrence
plots obtained for each feature of the multivariate time series.
Parameters
----------
dimension : int or float (default = 1)
Dimension of the trajectory. If float, it represents a percentage of
the size of each time series and must be between 0 and 1.
time_delay : int or float (default = 1)
Time gap between two back-to-back points of the trajectory. If
float, it represents a percentage of the size of each time series and
must be between 0 and 1.
threshold : float, 'point', 'distance' or None or list thereof (default = None)
Threshold for the minimum distance. If None, the recurrence plots
are not binarized. If ``threshold='point'``, the threshold is computed
such as ``percentage`` percents of the points are smaller than the
threshold. If ``threshold='distance'``, the threshold is computed as
the ``percentage`` of the maximum distance.
percentage : int, float or list thereof (default = 10)
Percentage of black points if ``threshold='point'`` or percentage of
maximum distance for threshold if ``threshold='distance'``.
Ignored if ``threshold`` is a float or None. Note that the percentage
is calculated for each recurrence plot independently, which implies
that there will probably be less than `percentage` percents of black
points in the joint recurrence plot.
References
----------
.. [1] M. Romano, M. Thiel, J. Kurths and W. con Bloh, "Multivariate
Recurrence Plots". Physics Letters A (2004)
Examples
--------
>>> from pyts.datasets import load_basic_motions
>>> from pyts.multivariate.image import JointRecurrencePlot
>>> X, _, _, _ = load_basic_motions(return_X_y=True)
>>> transformer = JointRecurrencePlot()
>>> X_new = transformer.transform(X)
>>> X_new.shape
(40, 100, 100)
""" # noqa: E501
[docs] def __init__(self, dimension=1, time_delay=1, threshold=None,
percentage=10):
self.dimension = dimension
self.time_delay = time_delay
self.threshold = threshold
self.percentage = percentage
[docs] def fit(self, X=None, y=None):
"""Pass.
Parameters
----------
X
Ignored
y
Ignored
Returns
-------
self : object
"""
return self
@staticmethod
def _joint_recurrence_plot(X, dimension, time_delay,
threshold, percentage):
recurrence_plot = RecurrencePlot(
dimension, time_delay, threshold, percentage)
return recurrence_plot.transform(X)
def _check_params(self, n_features):
if isinstance(self.threshold, (tuple, list, np.ndarray)):
if len(self.threshold) != n_features:
raise ValueError(
"If 'threshold' is a list, its length must be equal to "
"n_features ({0} != {1})."
.format(len(self.threshold), n_features)
)
thresholds_ = self.threshold
else:
thresholds_ = [self.threshold for _ in range(n_features)]
if isinstance(self.percentage, (tuple, list, np.ndarray)):
if len(self.percentage) != n_features:
raise ValueError(
"If 'percentage' is a list, its length must be equal to "
"n_features ({0} != {1})."
.format(len(self.percentage), n_features)
)
percentages_ = self.percentage
else:
percentages_ = [self.percentage for _ in range(n_features)]
return thresholds_, percentages_