How to use the ruptures.datasets.pw_constant function in ruptures

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github deepcharles / ruptures / tests / test_pelt.py View on Github external
def test2_ruptures1D():
    n_regimes = 5
    n_samples = 500

    # Piecewise constant signal
    signal, chg_pts = pw_constant(n=n_samples, clusters=n_regimes,
                                  min_size=50, noisy=True, snr=0.1)

    func_to_minimize = gaussmean(signal)  # - log likelihood
    pen = 10
    pe = Pelt(func_to_minimize, penalty=pen,
              n=signal.shape[0], K=0, min_size=1)
    pe.fit()

    # Piecewise linear signal
    signal, chg_pts = pw_linear(n=n_samples, clusters=n_regimes,
                                min_size=50, noisy=True, snr=0.1)

    func_to_minimize = linear_mse(signal)  # mean squared error
    for pen in np.linspace(0.1, 100, 20):
        pe = Pelt(func_to_minimize, penalty=pen, n=signal.shape[0], K=0)
        pe.fit()
github deepcharles / ruptures / tests / test_pelt.py View on Github external
def test1_ruptures1D():
    n_regimes = 5
    n_samples = 500

    # Piecewise constant signal
    signal, chg_pts = pw_constant(n=n_samples, clusters=n_regimes,
                                  min_size=50, noisy=True, snr=0.1)

    func_to_minimize = gaussmean(signal)  # - log likelihood
    for pen in np.linspace(0.1, 100, 20):
        pe = Pelt(func_to_minimize, penalty=pen, n=signal.shape[0], K=0)
        pe.fit()

    # Piecewise linear signal
    signal, chg_pts = pw_linear(n=n_samples, clusters=n_regimes,
                                min_size=50, noisy=True, snr=0.1)

    func_to_minimize = linear_mse(signal)  # mean squared error
    for pen in np.linspace(0.1, 100, 20):
        pe = Pelt(func_to_minimize, penalty=pen,
                  n=signal.shape[0], K=0, min_size=3)
        pe.fit()
github deepcharles / ruptures / tests / test_pelt.py View on Github external
def test4_ruptures1D():
    n_regimes = 5
    n_samples = 500

    # Piecewise constant signal
    signal, chg_pts = pw_constant(n=n_samples, clusters=n_regimes,
                                  min_size=50, noisy=True, snr=0.001)

    func_to_minimize = gaussmean(signal)  # - log likelihood
    pen = 50
    pe = Pelt(func_to_minimize, penalty=pen, n=signal.shape[0], K=0)
    my_chg_pts = pe.fit()

    assert np.array_equal(np.sort(chg_pts), np.sort(my_chg_pts))
github deepcharles / ruptures / tests / test_costs.py View on Github external
def signal_bkps_5D():
    signal, bkps = pw_constant(n_features=5)
    return signal, bkps
github deepcharles / ruptures / tests / test_costs.py View on Github external
def signal_bkps_1D_noisy():
    signal, bkps = pw_constant(n_features=1, noise_std=1)
    return signal, bkps
github deepcharles / ruptures / tests / test_datasets.py View on Github external
                         product([pw_constant],
                                 range(20, 1000, 200),
                                 range(1, 4),
                                 [2, 5, 3],
                                 [None, 1, 2]))
def test_constant(func, n_samples, n_features, n_bkps, noise_std):
    signal, bkps = func(
        n_samples=n_samples, n_features=n_features, n_bkps=n_bkps, noise_std=noise_std)
    assert signal.shape == (n_samples, n_features)
    assert len(bkps) == n_bkps + 1
    assert bkps[-1] == n_samples
github deepcharles / ruptures / tests / test_kernel.py View on Github external
def signal_bkps():
    n_samples = 300
    n_regimes = 3
    dim = 3
    signal, bkps = pw_constant(n=n_samples,
                               clusters=n_regimes,
                               noisy=True,
                               dim=dim,
                               snr=.01)
    return signal, bkps
github deepcharles / ruptures / tests / test_costs.py View on Github external
def signal_bkps_5D_noisy():
    signal, bkps = pw_constant(n_features=5, noise_std=1)
    return signal, bkps
github deepcharles / ruptures / tests / test_display.py View on Github external
def signal_bkps():
    signal, bkps = pw_constant()
    return signal, bkps
github deepcharles / ruptures / ruptures / datasets / pw_linear.py View on Github external
def pw_linear(n_samples=200, n_features=1, n_bkps=3, noise_std=None):
    """
    Return piecewise linear signal and the associated changepoints.

    Args:
        n_samples (int, optional): signal length
        n_features (int, optional): number of covariates
        n_bkps (int, optional): number of change points
        noise_std (float, optional): noise std. If None, no noise is added
    Returns:
        tuple: signal of shape (n_samples, n_features+1), list of breakpoints
    """

    covar = normal(size=(n_samples, n_features))
    linear_coeff, bkps = pw_constant(n_samples=n_samples,
                                     n_bkps=n_bkps,
                                     n_features=n_features,
                                     noise_std=None)
    var = np.sum(linear_coeff * covar, axis=1)
    if noise_std is not None:
        var += normal(scale=noise_std, size=var.shape)
    signal = np.c_[var, covar]
    return signal, bkps