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hash = "sha256:8f3246a6d839dceb4553d3e5ea64ed718f9c692f072ee8275eeb895b58e283e6"}, + {file = "xgboost-2.1.1-py3-none-manylinux_2_28_x86_64.whl", hash = "sha256:6475ca35dede1f87d1dc485b362caba08f69f6020f4440e97b167676a533850e"}, + {file = "xgboost-2.1.1-py3-none-win_amd64.whl", hash = "sha256:fcf8413f3c621e97fdaaa45abb7ae808319c88eff5447328eff14c419c7c6ae0"}, + {file = "xgboost-2.1.1.tar.gz", hash = "sha256:4b1729837f9f1ba88a32ef1be3f8efb860fee6454a68719b196dc88032c23d97"}, ] [package.dependencies] @@ -6512,7 +6579,7 @@ scipy = "*" [package.extras] dask = ["dask", "distributed", "pandas"] datatable = ["datatable"] -pandas = ["pandas"] +pandas = ["pandas (>=1.2)"] plotting = ["graphviz", "matplotlib"] pyspark = ["cloudpickle", "pyspark", "scikit-learn"] scikit-learn = ["scikit-learn"] @@ -6623,4 +6690,4 @@ multidict = ">=4.0" [metadata] lock-version = "2.0" python-versions = ">=3.10,<3.13" -content-hash = "265adeec0ea6039d404b2c7f4445cce187e0a9cebd0a0b04d62b2338bd7f96da" +content-hash = "08403137a0efa3dbf7c52349dc2d5079ecb795fdc8e6c1d19c7c7b54713d70cf" diff --git a/src/ontime/api/modular.py b/src/ontime/api/modular.py index a1525c2..94d9b61 100644 --- a/src/ontime/api/modular.py +++ b/src/ontime/api/modular.py @@ -18,7 +18,16 @@ """ -from ..core import detectors, generators, Model, models, Plot, marks, processors, TimeSeries +from ..core import ( + detectors, + generators, + Model, + models, + Plot, + marks, + processors, + TimeSeries, +) from .. import module from .. import context diff --git a/src/ontime/context/common/anomaly_frequency.py b/src/ontime/context/common/anomaly_frequency.py index 3ccc54c..f38eed1 100644 --- a/src/ontime/context/common/anomaly_frequency.py +++ b/src/ontime/context/common/anomaly_frequency.py @@ -19,9 +19,7 @@ def get_number_of_anomaly_in_window(self, window_size: str) -> TimeSeries: sum_series = self.anomalies_series.rolling(window=window_size).sum() return TimeSeries.from_series(sum_series) - def get_frequency_of_anomaly_in_window( - self, window_size: str - ) -> UnitTimeSeries: + def get_frequency_of_anomaly_in_window(self, window_size: str) -> UnitTimeSeries: """ Compute the frequency of anomalies in a time window. The frequency is computed as the number of anomalies in the window divided by the maximum number of anomalies in a window. So 1 mean that all samples in the window are diff --git a/src/ontime/context/common/data_quality_detector.py b/src/ontime/context/common/data_quality_detector.py index bf1faea..5277152 100644 --- a/src/ontime/context/common/data_quality_detector.py +++ b/src/ontime/context/common/data_quality_detector.py @@ -7,10 +7,12 @@ class DataQualityDetector: Detects anomalies in a time series given a threshold or quantile. """ - def __init__(self, - threshold_type: str, - upper_threshold: float = None, - lower_threshold: float = None): + def __init__( + self, + threshold_type: str, + upper_threshold: float = None, + lower_threshold: float = None, + ): """ Constructor for the DataQualityDetector class. @@ -30,20 +32,19 @@ def fit(self, ts: TimeSeries): :param ts: TimeSeries """ match self.threshold_type: - case 'quantile': + case "quantile": self.detector = Quantile( low_quantile=self.lower_threshold, - high_quantile=self.upper_threshold + high_quantile=self.upper_threshold, ) self.detector.fit(ts) - case 'threshold': + case "threshold": self.detector = Threshold( low_threshold=self.lower_threshold, - high_threshold=self.upper_threshold + high_threshold=self.upper_threshold, ) self.is_fitted = True - def detect(self, ts: TimeSeries) -> BinaryTimeSeries: """ Detects anomalies in the given time series given a quantile or threshold crossing. diff --git a/src/ontime/context/common/missing_data_detector.py b/src/ontime/context/common/missing_data_detector.py index 0a68f11..7d01a30 100644 --- a/src/ontime/context/common/missing_data_detector.py +++ b/src/ontime/context/common/missing_data_detector.py @@ -15,4 +15,3 @@ def detect(self, ts: TimeSeries) -> BinaryTimeSeries: :return: BinaryTimeSeries with 0 for normal values and 1 for anomalies """ return BinaryTimeSeries.from_series(ts.pd_series().isna()) - diff --git a/src/ontime/core/__init__.py b/src/ontime/core/__init__.py index 229f4c5..2ef45a5 100644 --- a/src/ontime/core/__init__.py +++ b/src/ontime/core/__init__.py @@ -5,4 +5,13 @@ from .processing import processors, abstract_processor from .time_series import TimeSeries -__all__ = ["detectors", "generators", "Model", "models", "Plot", "marks", "processors", "TimeSeries"] +__all__ = [ + "detectors", + "generators", + "Model", + "models", + "Plot", + "marks", + "processors", + "TimeSeries", +] diff --git a/src/ontime/core/detection/registry/quantile.py b/src/ontime/core/detection/registry/quantile.py index f20b415..93e60a7 100644 --- a/src/ontime/core/detection/registry/quantile.py +++ b/src/ontime/core/detection/registry/quantile.py @@ -11,11 +11,11 @@ class Quantile(QuantileDetector, AbstractDetector): """ def __init__( - self, - low_quantile: float = None, - high_quantile: float = None, - enable_logging: bool = False, - logger_params: dict = None + self, + low_quantile: float = None, + high_quantile: float = None, + enable_logging: bool = False, + logger_params: dict = None, ): """ Constructor for QuantileDetector @@ -26,7 +26,7 @@ def __init__( """ super().__init__(low_quantile, high_quantile) self.enable_logging = enable_logging - default_params = {'description': 'QuantileDetector'} + default_params = {"description": "QuantileDetector"} self.logger_params = default_params if logger_params is None else logger_params if enable_logging: self.logger = BinaryAnomalyLogger(**self.logger_params) diff --git a/src/ontime/core/detection/registry/threshold.py b/src/ontime/core/detection/registry/threshold.py index 37d9a43..82a1e29 100644 --- a/src/ontime/core/detection/registry/threshold.py +++ b/src/ontime/core/detection/registry/threshold.py @@ -13,11 +13,11 @@ class Threshold(ThresholdDetector, AbstractDetector): """ def __init__( - self, - low_threshold: Union[int, float, None] = None, - high_threshold: Union[int, float, None] = None, - enable_logging: bool = False, - logger_params: dict = None + self, + low_threshold: Union[int, float, None] = None, + high_threshold: Union[int, float, None] = None, + enable_logging: bool = False, + logger_params: dict = None, ): """ :param low_threshold: lower bounds @@ -28,7 +28,7 @@ def __init__( """ super().__init__(low_threshold, high_threshold) self.enable_logging = enable_logging - default_params = {'description': 'ThresholdDetector'} + default_params = {"description": "ThresholdDetector"} self.logger_params = default_params if logger_params is None else logger_params if enable_logging: self.logger = BinaryAnomalyLogger(**self.logger_params) diff --git a/src/ontime/core/modelling/__init__.py b/src/ontime/core/modelling/__init__.py index 20ae94e..2c8338e 100644 --- a/src/ontime/core/modelling/__init__.py +++ b/src/ontime/core/modelling/__init__.py @@ -1,12 +1,13 @@ from .model import Model from .models import Models from .registry.gru import GRU -#from .registry.autoencoder import Autoencoder -#from .registry.variational_autoencoder import VariationalAutoencoder + +# from .registry.autoencoder import Autoencoder +# from .registry.variational_autoencoder import VariationalAutoencoder models = Models() models.load("gru", GRU) -#models.load("autoencoder", AutoEncoder) -#models.load("variational_autoencoder", VariationalAutoencoder) +# models.load("autoencoder", AutoEncoder) +# models.load("variational_autoencoder", VariationalAutoencoder) __all__ = ["Model", "models"] diff --git a/src/ontime/core/modelling/registry/autoencoder.py b/src/ontime/core/modelling/registry/autoencoder.py index c1bcdee..111f694 100644 --- a/src/ontime/core/modelling/registry/autoencoder.py +++ b/src/ontime/core/modelling/registry/autoencoder.py @@ -14,7 +14,7 @@ from ontime.module.benchmarking.benchmark import Benchmark -device = 'cpu' +device = "cpu" class Encoder(nn.Module): @@ -64,7 +64,6 @@ def __str__(self): class Autoencoder(nn.Module): - def __init__(self, entry_size: int, latent_dims: int): super(Autoencoder, self).__init__() self.encoder = Encoder(entry_size, latent_dims) @@ -76,16 +75,18 @@ def forward(self, x: Tensor) -> Tensor: return self.decoder(z) def loss(self, x: Tensor, x_hat: Tensor) -> float: - loss = F.smooth_l1_loss(x, x_hat, reduction='mean') + loss = F.smooth_l1_loss(x, x_hat, reduction="mean") return loss - def get_reconstructed(self, dataset: TimeSeries, period: int, labels: TimeSeries = None, verbose: bool = False) -> \ - list[list]: + def get_reconstructed( + self, + dataset: TimeSeries, + period: int, + labels: TimeSeries = None, + verbose: bool = False, + ) -> list[list]: ds = SlicedDataset(dataset, period, labels) - data = torch.utils.data.DataLoader( - ds, - batch_size=1, - shuffle=False) + data = torch.utils.data.DataLoader(ds, batch_size=1, shuffle=False) results_x = [] results_xhat = [] results_y = [] @@ -95,8 +96,8 @@ def get_reconstructed(self, dataset: TimeSeries, period: int, labels: TimeSeries x = x.to(device) # CPU x_hat = self(x) if verbose: - print(f'x:{x.size()} -> x_hat {x_hat.size()}') - x_hat = x_hat.reshape(x.size()).to('cpu').detach() + print(f"x:{x.size()} -> x_hat {x_hat.size()}") + x_hat = x_hat.reshape(x.size()).to("cpu").detach() loss = self.loss(x, x_hat) x_hat = x_hat.numpy() x = x.cpu().numpy() @@ -106,15 +107,17 @@ def get_reconstructed(self, dataset: TimeSeries, period: int, labels: TimeSeries results_loss.append(loss) if ds.labels is not None: results_y.append(y) - reconstructed_dataset = Autoencoder._into_timeseries(dataset, results_xhat, results_loss, results_y, period) + reconstructed_dataset = Autoencoder._into_timeseries( + dataset, results_xhat, results_loss, results_y, period + ) return reconstructed_dataset def train(self, data: SlicedDataset, device: str, epochs: int = 20): opt = torch.optim.Adam(self.parameters()) for epoch in range(epochs): - i=1 + i = 1 for x, y in data: - i+=1 + i += 1 x = x.to(device) # CPU opt.zero_grad() x_hat = self(x) @@ -127,18 +130,26 @@ def train(self, data: SlicedDataset, device: str, epochs: int = 20): def get_period(dataset: TimeSeries): periods = [] for col in dataset.columns: - periods.append(pyd.findfrequency(dataset.pd_dataframe()[col].to_numpy(), detrend=True)) + periods.append( + pyd.findfrequency(dataset.pd_dataframe()[col].to_numpy(), detrend=True) + ) period = max(periods) while period < 15: period += period return period @staticmethod - def new_encoder_for_dataset(dataset: TimeSeries, period: int = None) -> 'Autoencoder': + def new_encoder_for_dataset( + dataset: TimeSeries, period: int = None + ) -> "Autoencoder": if period is None: periods = [] for col in dataset.columns: - periods.append(pyd.findfrequency(dataset.pd_dataframe()[col].to_numpy(), detrend=True)) + periods.append( + pyd.findfrequency( + dataset.pd_dataframe()[col].to_numpy(), detrend=True + ) + ) period = max(periods) while period < 15: period += period @@ -157,8 +168,12 @@ def _into_timeseries(input_dataset, xhat, loss, y, period): sample = xhat[i][0] for line in sample: x_hat_flat.append(line) - reconstructed_dataset = pd.DataFrame(x_hat_flat, columns=input_dataset.columns.tolist()) - reconstructed_dataset.index = input_dataset.time_index[:len(reconstructed_dataset.index)] + reconstructed_dataset = pd.DataFrame( + x_hat_flat, columns=input_dataset.columns.tolist() + ) + reconstructed_dataset.index = input_dataset.time_index[ + : len(reconstructed_dataset.index) + ] # loss and y reconstructed_loss = [] @@ -166,12 +181,12 @@ def _into_timeseries(input_dataset, xhat, loss, y, period): for l in loss: for i in range(0, period): reconstructed_loss.append(l) - reconstructed_dataset['loss'] = reconstructed_loss + reconstructed_dataset["loss"] = reconstructed_loss if y is not None and len(y) > 0: for ry in y: for i in range(0, period): reconstructed_y.append(ry) - reconstructed_dataset['y'] = reconstructed_y + reconstructed_dataset["y"] = reconstructed_y return TimeSeries.from_pandas(reconstructed_dataset) diff --git a/src/ontime/core/modelling/registry/gru.py b/src/ontime/core/modelling/registry/gru.py index b155cf0..caf7a4f 100644 --- a/src/ontime/core/modelling/registry/gru.py +++ b/src/ontime/core/modelling/registry/gru.py @@ -2,13 +2,20 @@ from torch import nn import pytorch_lightning as pl -from ontime.core.modelling.libs.pytorch.abstract_pytorch_model import AbstractPytorchModel +from ontime.core.modelling.libs.pytorch.abstract_pytorch_model import ( + AbstractPytorchModel, +) class GRU(AbstractPytorchModel): def __init__(self, input_dim, hidden_dim, output_steps, num_layers=1): super(GRU, self).__init__() - self.gru = nn.GRU(input_size=input_dim, hidden_size=hidden_dim, num_layers=num_layers, batch_first=True) + self.gru = nn.GRU( + input_size=input_dim, + hidden_size=hidden_dim, + num_layers=num_layers, + batch_first=True, + ) self.linear = nn.Linear(hidden_dim, output_steps) def forward(self, x): @@ -20,7 +27,7 @@ def training_step(self, batch, batch_idx): x, y = batch y_hat = self(x) loss = nn.functional.mse_loss(y_hat, y) - self.log('train_loss', loss) + self.log("train_loss", loss) return loss def configure_optimizers(self): @@ -39,8 +46,9 @@ def predict(self, horizon, *args, **kwargs): with torch.no_grad(): return self(dummy_input) + # Example usage # model = TimeSeriesGRU(input_dim=10, hidden_dim=20, output_steps=5) # ts_loader = YourDataLoader(time_series) # model.fit(ts_loader) -# predictions = model.predict(horizon=5) \ No newline at end of file +# predictions = model.predict(horizon=5) diff --git a/src/ontime/core/modelling/registry/variational_autoencoder.py b/src/ontime/core/modelling/registry/variational_autoencoder.py index 1af779d..db296a6 100644 --- a/src/ontime/core/modelling/registry/variational_autoencoder.py +++ b/src/ontime/core/modelling/registry/variational_autoencoder.py @@ -6,31 +6,31 @@ from .autoencoder import Encoder, Decoder, Autoencoder from ontime.core.time_series import TimeSeries + class VariationalEncoder(Encoder): def __init__(self, entry_size: int, latent_dims: int): super(VariationalEncoder, self).__init__(entry_size, latent_dims) self.insize = entry_size - self.midsize = latent_dims + (entry_size - latent_dims)//2 + self.midsize = latent_dims + (entry_size - latent_dims) // 2 self.outsize = latent_dims self.linear1 = nn.Linear(entry_size, self.midsize) self.linear2 = nn.Linear(self.midsize, latent_dims) self.linear3 = nn.Linear(self.midsize, latent_dims) self.N = torch.distributions.Normal(0, 1) - #self.N.loc = self.N.loc.cuda() # hack to get sampling on the GPU - #self.N.scale = self.N.scale.cuda() + # self.N.loc = self.N.loc.cuda() # hack to get sampling on the GPU + # self.N.scale = self.N.scale.cuda() self.kl = 0 self.double() - + def forward(self, x: Tensor) -> Tensor: x = torch.flatten(x, start_dim=1) x = F.relu(self.linear1(x)) mu = self.linear2(x) sigma = torch.exp(self.linear3(x)) - z = mu + sigma*self.N.sample(mu.shape) - self.kl = (sigma**2 + mu**2 - torch.log(sigma) - 1/2).sum() + z = mu + sigma * self.N.sample(mu.shape) + self.kl = (sigma**2 + mu**2 - torch.log(sigma) - 1 / 2).sum() return z - def __str__(self): s = f"Encoder: 3 layers\n\ @@ -38,7 +38,8 @@ def __str__(self): layer 1(mu): {self.midsize} -> {self.outsize}\n\ layer 2(sigma): {self.midsize} -> {self.outsize}" return s - + + class VariationalAutoencoder(Autoencoder): def __init__(self, entry_size: int, latent_dims: int): super(VariationalAutoencoder, self).__init__(entry_size, latent_dims) @@ -49,17 +50,19 @@ def __init__(self, entry_size: int, latent_dims: int): def forward(self, x: Tensor) -> Tensor: z = self.encoder(x) return self.decoder(z) - + def loss(self, x, x_hat): - return ((x - x_hat)**2).sum() + self.encoder.kl - - #train method should be correctly inherited from AutoEncoder - + return ((x - x_hat) ** 2).sum() + self.encoder.kl + + # train method should be correctly inherited from AutoEncoder + @staticmethod - def new_encoder_for_dataset(dataset: TimeSeries, period) -> 'VariationalAutoencoder': - entry_size = len(dataset.columns.tolist())*period - latent_dims = entry_size//4 # arbitrary choice + def new_encoder_for_dataset( + dataset: TimeSeries, period + ) -> "VariationalAutoencoder": + entry_size = len(dataset.columns.tolist()) * period + latent_dims = entry_size // 4 # arbitrary choice return VariationalAutoencoder(entry_size, latent_dims) def __str__(self): - return str(self.encoder) + "\n" + str(self.decoder) \ No newline at end of file + return str(self.encoder) + "\n" + str(self.decoder) diff --git a/src/ontime/core/plotting/_marks/activity.py b/src/ontime/core/plotting/_marks/activity.py index f0874ef..d4acf00 100644 --- a/src/ontime/core/plotting/_marks/activity.py +++ b/src/ontime/core/plotting/_marks/activity.py @@ -4,7 +4,9 @@ from ...time_series import TimeSeries -def activity(ts: TimeSeries, resampling_method='sum', cmap='YlGn', linewidth=2, figsize=(12, 10)) -> tuple: +def activity( + ts: TimeSeries, resampling_method="sum", cmap="YlGn", linewidth=2, figsize=(12, 10) +) -> tuple: """ Plot the activity of a TimeSeries in the style of a GitHub activity plot @@ -23,10 +25,10 @@ def activity(ts: TimeSeries, resampling_method='sum', cmap='YlGn', linewidth=2, cmap=cmap, how=resampling_method, linewidth=linewidth, - fillcolor='#ADADAD', - ax=ax + fillcolor="#ADADAD", + ax=ax, ) plt.gca().grid(False) plt.show() - return fig, ax \ No newline at end of file + return fig, ax diff --git a/src/ontime/core/plotting/_marks/area.py b/src/ontime/core/plotting/_marks/area.py index 3219c68..8138adc 100644 --- a/src/ontime/core/plotting/_marks/area.py +++ b/src/ontime/core/plotting/_marks/area.py @@ -5,72 +5,64 @@ from ..plot import Plot -def area(ts: TimeSeries, - title: str = 'Area', - encode_kwargs: dict = None - ) -> Chart: - +def area(ts: TimeSeries, title: str = "Area", encode_kwargs: dict = None) -> Chart: # Define type given the number of components if ts.is_univariate: - type = 'single' + type = "single" elif len(ts.components) == 2: - type = 'double' + type = "double" else: raise ValueError("TimeSeries must be univariate or have exactly two components") df = Plot.melt(ts) match type: - - case 'single': + case "single": assert ts.is_univariate, "TimeSeries must be univariate" # Manually add the title - df['area'] = title + df["area"] = title # Define kwargs default_kwargs = { "x": "time:T", "y": "value:Q", - "color": alt.Color('area:N', legend=alt.Legend(title="variable")) + "color": alt.Color("area:N", legend=alt.Legend(title="variable")), } - encode_kwargs = encode_kwargs if encode_kwargs is not None else default_kwargs + encode_kwargs = ( + encode_kwargs if encode_kwargs is not None else default_kwargs + ) # Make the chart chart = ( - Chart(df) - .mark_area( - opacity=0.6, - color='gray' - ) - .encode(**encode_kwargs) + Chart(df).mark_area(opacity=0.6, color="gray").encode(**encode_kwargs) ) - case 'double': - assert len(ts.components) == 2, "TimeSeries must have exactly two components" + case "double": + assert ( + len(ts.components) == 2 + ), "TimeSeries must have exactly two components" # Pivot the data and manually add the title - df = df.pivot(index='time', columns='variable', values='value').reset_index() - df['area'] = title + df = df.pivot( + index="time", columns="variable", values="value" + ).reset_index() + df["area"] = title # Define kwargs default_kwargs = { "x": "time:T", "y": f"{ts.columns[0]}:Q", "y2": f"{ts.columns[1]}:Q", - "color": alt.Color('area:N', legend=alt.Legend(title="variable")) + "color": alt.Color("area:N", legend=alt.Legend(title="variable")), } - encode_kwargs = encode_kwargs if encode_kwargs is not None else default_kwargs + encode_kwargs = ( + encode_kwargs if encode_kwargs is not None else default_kwargs + ) # Make the chart chart = ( - Chart(df) - .mark_area( - opacity=0.6, - color='gray' - ) - .encode(**encode_kwargs) + Chart(df).mark_area(opacity=0.6, color="gray").encode(**encode_kwargs) ) return chart - diff --git a/src/ontime/core/plotting/_marks/dots.py b/src/ontime/core/plotting/_marks/dots.py index b87c165..3545d48 100644 --- a/src/ontime/core/plotting/_marks/dots.py +++ b/src/ontime/core/plotting/_marks/dots.py @@ -4,9 +4,7 @@ from ..plot import Plot -def dots(ts: TimeSeries, - type: str = None, - encode_kwargs: dict = None) -> Chart: +def dots(ts: TimeSeries, type: str = None, encode_kwargs: dict = None) -> Chart: """ Plot dots of for TimeSeries @@ -25,29 +23,16 @@ def dots(ts: TimeSeries, encode_kwargs = encode_kwargs if encode_kwargs is not None else default_kwargs match type: - # Dots (filled circle) - case 'circle': - chart = ( - Chart(df) - .mark_circle(filled=False) - .encode(**encode_kwargs) - ) + case "circle": + chart = Chart(df).mark_circle(filled=False).encode(**encode_kwargs) # Square - case 'square': - chart = ( - Chart(df) - .mark_square() - .encode(**encode_kwargs) - ) + case "square": + chart = Chart(df).mark_square().encode(**encode_kwargs) # Default dots (filled circle) case _: - chart = ( - Chart(df) - .mark_circle() - .encode(**encode_kwargs) - ) + chart = Chart(df).mark_circle().encode(**encode_kwargs) return chart diff --git a/src/ontime/core/plotting/_marks/heatmap.py b/src/ontime/core/plotting/_marks/heatmap.py index 405731f..3ee4884 100644 --- a/src/ontime/core/plotting/_marks/heatmap.py +++ b/src/ontime/core/plotting/_marks/heatmap.py @@ -35,7 +35,7 @@ def heatmap(ts: TimeSeries) -> Chart: ), alt.Y("variable:N").title(None), alt.Color("sum(value)").title("Value"), - ) + ) ) - return chart \ No newline at end of file + return chart diff --git a/src/ontime/core/plotting/_marks/line.py b/src/ontime/core/plotting/_marks/line.py index 8c53473..6fa8daa 100644 --- a/src/ontime/core/plotting/_marks/line.py +++ b/src/ontime/core/plotting/_marks/line.py @@ -4,9 +4,7 @@ from ..plot import Plot -def line(ts: TimeSeries, - type: str = None, - encode_kwargs: dict = None) -> Chart: +def line(ts: TimeSeries, type: str = None, encode_kwargs: dict = None) -> Chart: """ Line plot for TimeSeries @@ -26,9 +24,8 @@ def line(ts: TimeSeries, encode_kwargs = encode_kwargs if encode_kwargs is not None else default_kwargs match type: - # Dashed line - case 'dashed': + case "dashed": chart = ( Chart(df) .mark_line( @@ -40,10 +37,6 @@ def line(ts: TimeSeries, # Default line case _: - chart = ( - Chart(df) - .mark_line() - .encode(**encode_kwargs) - ) + chart = Chart(df).mark_line().encode(**encode_kwargs) return chart diff --git a/src/ontime/core/plotting/_marks/mark.py b/src/ontime/core/plotting/_marks/mark.py index 9fda217..0197977 100644 --- a/src/ontime/core/plotting/_marks/mark.py +++ b/src/ontime/core/plotting/_marks/mark.py @@ -6,10 +6,9 @@ from ..plot import Plot -def mark(ts: TimeSeries, - data: TimeSeries, - type: str = None, - encode_kwargs: dict = None) -> Chart: +def mark( + ts: TimeSeries, data: TimeSeries, type: str = None, encode_kwargs: dict = None +) -> Chart: """ Create a plot with marks on it @@ -24,9 +23,9 @@ def get_marked_ts(ts, data) -> TimeSeries: Internal function to merge two TimeSeries where one is the original and the other is a binary mask. - + This is useful for dots or highlights - + :param ts: TimeSeries :param data: BinaryTimeSeries :return: TimeSeries @@ -47,14 +46,16 @@ def get_marked_ranges(data) -> pd.DataFrame: :return: """ df = Plot.melt(data) - df['mark_start'] = (df['value'] == 1) & (df['value'].shift(1) != 1) - df['mark_end'] = (df['value'] == 1) & (df['value'].shift(-1) != 1) - mark_ranges = pd.DataFrame({ - 'start': df.loc[df['mark_start'], 'time'], - 'end': df.loc[df['mark_end'], 'time'] - }) - mark_ranges['start'] = mark_ranges['start'].ffill() - mark_ranges['end'] = mark_ranges['end'].bfill() + df["mark_start"] = (df["value"] == 1) & (df["value"].shift(1) != 1) + df["mark_end"] = (df["value"] == 1) & (df["value"].shift(-1) != 1) + mark_ranges = pd.DataFrame( + { + "start": df.loc[df["mark_start"], "time"], + "end": df.loc[df["mark_end"], "time"], + } + ) + mark_ranges["start"] = mark_ranges["start"].ffill() + mark_ranges["end"] = mark_ranges["end"].bfill() mark_ranges = mark_ranges.drop_duplicates() return mark_ranges @@ -68,39 +69,35 @@ def get_marked_ranges(data) -> pd.DataFrame: } match type: - - case 'dot': - encode_kwargs = encode_kwargs if encode_kwargs is not None else default_kwargs + case "dot": + encode_kwargs = ( + encode_kwargs if encode_kwargs is not None else default_kwargs + ) ts = get_marked_ts(ts, data) df = Plot.melt(ts) - chart = ( - Chart(df) - .mark_circle() - .encode(**encode_kwargs) - ) + chart = Chart(df).mark_circle().encode(**encode_kwargs) - case 'highlight': - encode_kwargs = encode_kwargs if encode_kwargs is not None else default_kwargs + case "highlight": + encode_kwargs = ( + encode_kwargs if encode_kwargs is not None else default_kwargs + ) ts = get_marked_ts(ts, data) df = Plot.melt(ts) chart = ( - Chart(df) - .mark_line( - strokeWidth=5, - opacity=0.5 - ) - .encode(**encode_kwargs) + Chart(df).mark_line(strokeWidth=5, opacity=0.5).encode(**encode_kwargs) ) - case 'background': + case "background": background_kwargs = { "x": "start:T", "x2": "end:T", "color": "variable:N", } - encode_kwargs = encode_kwargs if encode_kwargs is not None else background_kwargs + encode_kwargs = ( + encode_kwargs if encode_kwargs is not None else background_kwargs + ) df = get_marked_ranges(data) - df['variable'] = data.columns[0] + df["variable"] = data.columns[0] chart = ( Chart(df) .mark_rect( diff --git a/src/ontime/core/plotting/marks.py b/src/ontime/core/plotting/marks.py index e284c28..3fd2c17 100644 --- a/src/ontime/core/plotting/marks.py +++ b/src/ontime/core/plotting/marks.py @@ -7,11 +7,13 @@ from ._marks.mark import mark # Export all marks in a DotDict -marks = DotDict({ - 'activity': activity, - 'area': area, - 'dots': dots, - 'heatmap': heatmap, - 'line': line, - 'mark': mark -}) \ No newline at end of file +marks = DotDict( + { + "activity": activity, + "area": area, + "dots": dots, + "heatmap": heatmap, + "line": line, + "mark": mark, + } +) diff --git a/src/ontime/core/plotting/plot.py b/src/ontime/core/plotting/plot.py index 0304319..e13c8c9 100644 --- a/src/ontime/core/plotting/plot.py +++ b/src/ontime/core/plotting/plot.py @@ -7,17 +7,13 @@ class Plot: - def __init__(self, ts: TimeSeries = None, **kwargs): super().__init__(**kwargs) Plot.config() self.ts = ts self.layers = [] - def add(self, - mark: Callable, - ts: TimeSeries = None, - **kwargs): + def add(self, mark: Callable, ts: TimeSeries = None, **kwargs): """ Add a mark to the plot @@ -69,4 +65,3 @@ def config(): :return: None """ alt.data_transformers.enable("vegafusion") - diff --git a/src/ontime/core/time_series/binary_time_series.py b/src/ontime/core/time_series/binary_time_series.py index 6940f77..3e2d513 100644 --- a/src/ontime/core/time_series/binary_time_series.py +++ b/src/ontime/core/time_series/binary_time_series.py @@ -9,6 +9,7 @@ class BinaryTimeSeries(RestrictedTimeSeries): """ A time series with restrictions on the data so that all values are either 0 or 1. """ + def __init__(self, xa: xr.DataArray): """ Initialize the BinaryTimeSeries. diff --git a/src/ontime/core/time_series/restricted_time_series.py b/src/ontime/core/time_series/restricted_time_series.py index 04dddfd..f067b04 100644 --- a/src/ontime/core/time_series/restricted_time_series.py +++ b/src/ontime/core/time_series/restricted_time_series.py @@ -21,7 +21,9 @@ def __init__(self, xa: xr.DataArray, restrictions=None): self.restrictions = [] if restrictions is not None: for r in restrictions: - assert isinstance(r, Restriction), "All restrictions must be of type Restriction" + assert isinstance( + r, Restriction + ), "All restrictions must be of type Restriction" self.add_restriction(r) def check(self) -> bool: diff --git a/src/ontime/core/time_series/time_series.py b/src/ontime/core/time_series/time_series.py index f6d1090..d0cb739 100644 --- a/src/ontime/core/time_series/time_series.py +++ b/src/ontime/core/time_series/time_series.py @@ -27,10 +27,10 @@ def plot(self, width: int = 400, height: int = 200, **kwargs): """ from ..plotting.plot import Plot from ..plotting._marks.line import line - return Plot(self)\ - .add(line, **kwargs)\ - .properties(width=width, height=height)\ - .show() + + return ( + Plot(self).add(line, **kwargs).properties(width=width, height=height).show() + ) def rename(self, columns: dict): """ @@ -40,7 +40,9 @@ def rename(self, columns: dict): """ col_names = list(columns.keys()) col_names_new = list(columns.values()) - return self.with_columns_renamed(col_names=col_names, col_names_new=col_names_new) + return self.with_columns_renamed( + col_names=col_names, col_names_new=col_names_new + ) def split_by_period(self, period: str) -> List[TimeSeries]: """ diff --git a/src/ontime/core/utils/anomaly_logger.py b/src/ontime/core/utils/anomaly_logger.py index 69e9a78..4c97032 100644 --- a/src/ontime/core/utils/anomaly_logger.py +++ b/src/ontime/core/utils/anomaly_logger.py @@ -16,13 +16,13 @@ def __init__(self, description: str, max_entries: int = 1000): """ self.description = description self.max_entries = max_entries - self.log = pd.DataFrame(columns=['Timestamp', 'Description', 'Value']) + self.log = pd.DataFrame(columns=["Timestamp", "Description", "Value"]) def reset_log(self): """ Reset the log """ - self.log = pd.DataFrame(columns=['Timestamp', 'Description', 'Value']) + self.log = pd.DataFrame(columns=["Timestamp", "Description", "Value"]) def log_anomalies(self, ts: BinaryTimeSeries) -> pd.DataFrame: """ @@ -35,17 +35,19 @@ def log_anomalies(self, ts: BinaryTimeSeries) -> pd.DataFrame: df = ts.pd_dataframe() df = df.reset_index() print(df.columns) - log_df = pd.DataFrame({ - 'Timestamp': df.iloc[:, 0], - 'Description': self.description, - 'Value': df.iloc[:, 1] == 1 - }) + log_df = pd.DataFrame( + { + "Timestamp": df.iloc[:, 0], + "Description": self.description, + "Value": df.iloc[:, 1] == 1, + } + ) # Merge w/ existing log self.log = pd.concat([self.log, log_df]) # Sort by timestamp - self.log.sort_values(by='Timestamp', inplace=True) + self.log.sort_values(by="Timestamp", inplace=True) # Remove duplicates - self.log.drop_duplicates(subset='Timestamp', keep='last', inplace=True) + self.log.drop_duplicates(subset="Timestamp", keep="last", inplace=True) # Trim the log if self.max_entries: self.log = self.log.tail(self.max_entries) diff --git a/src/ontime/core/utils/restriction.py b/src/ontime/core/utils/restriction.py index 93d7de2..1861436 100644 --- a/src/ontime/core/utils/restriction.py +++ b/src/ontime/core/utils/restriction.py @@ -4,7 +4,6 @@ class Restriction: - def __init__(self, name: str, restriction: Callable): self.name = name self.restriction = restriction diff --git a/src/ontime/module/benchmarking/benchmark.py b/src/ontime/module/benchmarking/benchmark.py index 5066b60..0675c2e 100644 --- a/src/ontime/module/benchmarking/benchmark.py +++ b/src/ontime/module/benchmarking/benchmark.py @@ -1,6 +1,6 @@ import sys -sys.path.insert(0, '../../..') +sys.path.insert(0, "../../..") import numpy as np from ontime.core.time_series.time_series import TimeSeries import pandas as pd @@ -12,8 +12,15 @@ class Benchmark: # a wrapper for datasets used in Benchmark class BenchmarkDataset: - def __init__(self, training_set: TimeSeries, multivariate: bool = None, name: str = None, - test_set: TimeSeries = None, target_columns=None, *args): + def __init__( + self, + training_set: TimeSeries, + multivariate: bool = None, + name: str = None, + test_set: TimeSeries = None, + target_columns=None, + *args, + ): self.training_set = training_set self.test_set = test_set if multivariate is None: @@ -34,8 +41,7 @@ def get_train_test_split(self, train_proportion=0.7): # a wrapper containing models used in Benchmark. # can be used as is or overridden to adapt for particular models class BenchmarkModelHolder: - def __init__(self, model_class, name: str, - arguments_dict: dict = None): + def __init__(self, model_class, name: str, arguments_dict: dict = None): self.model = model_class self.model_instance = None self.args = arguments_dict @@ -44,7 +50,14 @@ def __init__(self, model_class, name: str, def instantiate(self, train_set: TimeSeries, test_set: TimeSeries, **kwargs): self.model_instance = self.model(**self.args, **kwargs) - def fit(self, training_set: TimeSeries, test_set: TimeSeries, target_column=None, multivariate=False, **kwargs): + def fit( + self, + training_set: TimeSeries, + test_set: TimeSeries, + target_column=None, + multivariate=False, + **kwargs, + ): if multivariate: if target_column is None: target_column = training_set.columns.tolist()[0] @@ -54,7 +67,14 @@ def fit(self, training_set: TimeSeries, test_set: TimeSeries, target_column=None else: self.model_instance.fit(training_set, **kwargs) - def predict(self, horizon, test_set: TimeSeries, target_column=None, multivariate=False, **kwargs): + def predict( + self, + horizon, + test_set: TimeSeries, + target_column=None, + multivariate=False, + **kwargs, + ): if multivariate: if target_column is None: target_column = test_set.columns.tolist()[0] @@ -74,12 +94,15 @@ def __init__(self, metric_function, name: str): def compute(self, data: TimeSeries, pred: TimeSeries): return self.metric(data, pred) - def __init__(self, - datasets: List[Union[TimeSeries, Tuple[TimeSeries, TimeSeries], BenchmarkDataset]] = None, - models: List[BenchmarkModelHolder] = None, - metrics: List[BenchmarkMetric] = None, - train_proportion=0.7): - + def __init__( + self, + datasets: List[ + Union[TimeSeries, Tuple[TimeSeries, TimeSeries], BenchmarkDataset] + ] = None, + models: List[BenchmarkModelHolder] = None, + metrics: List[BenchmarkMetric] = None, + train_proportion=0.7, + ): self.train_proportion = train_proportion # contains BenchmarkDatasets self.datasets = [] @@ -106,33 +129,58 @@ def __init__(self, def add_model(self, model): if not isinstance(model, Benchmark.BenchmarkModelHolder): - raise TypeError(f"models must implement {Benchmark.BenchmarkModelHolder}, found{type(model)}.") + raise TypeError( + f"models must implement {Benchmark.BenchmarkModelHolder}, found{type(model)}." + ) self.models.append(model) def get_models(self): return [m.model_class for m in self.models] - def add_dataset(self, dataset: Union[TimeSeries, Tuple[TimeSeries, TimeSeries], BenchmarkDataset], - target_columns=None, name=None): - if not (isinstance(dataset, TimeSeries) or - isinstance(dataset, Tuple) or - isinstance(dataset, Benchmark.BenchmarkDataset)): + def add_dataset( + self, + dataset: Union[TimeSeries, Tuple[TimeSeries, TimeSeries], BenchmarkDataset], + target_columns=None, + name=None, + ): + if not ( + isinstance(dataset, TimeSeries) + or isinstance(dataset, Tuple) + or isinstance(dataset, Benchmark.BenchmarkDataset) + ): raise TypeError( f"datasets must be of type {Benchmark.BenchmarkDataset}, {TimeSeries} or {(TimeSeries, TimeSeries)}, " - f"found type {type(dataset)}") + f"found type {type(dataset)}" + ) multivariate = True - if (isinstance(dataset, Benchmark.BenchmarkDataset) and len(dataset.training_set.columns) < 2) \ - or (isinstance(dataset, TimeSeries) and len(dataset.columns) < 2) \ - or (isinstance(dataset, Tuple) and len(dataset[0].columns) < 2): + if ( + ( + isinstance(dataset, Benchmark.BenchmarkDataset) + and len(dataset.training_set.columns) < 2 + ) + or (isinstance(dataset, TimeSeries) and len(dataset.columns) < 2) + or (isinstance(dataset, Tuple) and len(dataset[0].columns) < 2) + ): multivariate = False if name is None: name = str(len(self.datasets)) if isinstance(dataset, TimeSeries): - self.datasets.append(Benchmark.BenchmarkDataset(dataset, multivariate, name, target_columns=target_columns)) + self.datasets.append( + Benchmark.BenchmarkDataset( + dataset, multivariate, name, target_columns=target_columns + ) + ) elif isinstance(dataset, Tuple): self.datasets.append( - Benchmark.BenchmarkDataset(dataset[0], multivariate, name, dataset[1], target_columns=target_columns)) + Benchmark.BenchmarkDataset( + dataset[0], + multivariate, + name, + dataset[1], + target_columns=target_columns, + ) + ) else: # it's a BenchmarkDataset self.datasets.append(dataset) @@ -147,7 +195,9 @@ def get_metrics(self): def run(self, verbose: bool = False, debug: bool = False): # TODO: throw error if models or datasets is empty - self.results = {} # self.results[model name][dataset name] = {metric name: value, metric name: value,...} + self.results = ( + {} + ) # self.results[model name][dataset name] = {metric name: value, metric name: value,...} if verbose: print("Starting evaluation...") i = 0 @@ -169,7 +219,9 @@ def run(self, verbose: bool = False, debug: bool = False): print(f"on dataset {dataset.name}, column {target} ") # initialize variables - train_set, test_set = dataset.get_train_test_split(self.train_proportion) + train_set, test_set = dataset.get_train_test_split( + self.train_proportion + ) nb_features = len(train_set.columns) train_size = len(train_set.time_index) test_size = len(test_set.time_index) @@ -183,15 +235,24 @@ def run(self, verbose: bool = False, debug: bool = False): try: # train start_time = time.time() - source_model.fit(train_set, test_set, target_column=target, multivariate=dataset.multivariate) + source_model.fit( + train_set, + test_set, + target_column=target, + multivariate=dataset.multivariate, + ) train_time = time.time() - start_time # test if verbose: print(f"done, took {train_time}\ntesting... ", end="") start_time = time.time() - pred = source_model.predict(test_size, test_set, target_column=target, - multivariate=dataset.multivariate) + pred = source_model.predict( + test_size, + test_set, + target_column=target, + multivariate=dataset.multivariate, + ) inference_time = time.time() - start_time if verbose: print(f"done, took {inference_time}") @@ -209,26 +270,34 @@ def run(self, verbose: bool = False, debug: bool = False): if train_success: # compute metrics - self.results[source_model.name][self._c(dataset.name, target)] = { - 'nb features': nb_features, - 'target column': target, - 'training set size': train_size, - 'training time': train_time, - 'test set size': test_size, - 'testing time': inference_time, - 'prediction': pred + self.results[source_model.name][ + self._c(dataset.name, target) + ] = { + "nb features": nb_features, + "target column": target, + "training set size": train_size, + "training time": train_time, + "test set size": test_size, + "testing time": inference_time, + "prediction": pred, } # compute user-submitted metrics for metric in self.metrics: try: if verbose: print(f"{metric.name}: ", end="") - print(f'{test_set.columns} {target}') - self.results[source_model.name] \ - [self._c(dataset.name, target)] \ - [metric.name] = metric.compute(test_set[target][:len(pred)], pred) + print(f"{test_set.columns} {target}") + self.results[source_model.name][ + self._c(dataset.name, target) + ][metric.name] = metric.compute( + test_set[target][: len(pred)], pred + ) if verbose: - print(self.results[source_model.name][self._c(dataset.name, target)][metric.name]) + print( + self.results[source_model.name][ + self._c(dataset.name, target) + ][metric.name] + ) except: # can't compute current metric print(f"Couldn't compute {metric.name}") if debug: @@ -237,21 +306,25 @@ def run(self, verbose: bool = False, debug: bool = False): # back to model-level stats supports_uni = None if len(self.datasets) - mv0 > 0: # if we have univariate ds in our batch - supports_uni = (nb_uv_run_failed > 0) + supports_uni = nb_uv_run_failed > 0 supports_mult = None if mv0 > 0: - supports_mult = (nb_mv_run_failed > 0) - self.results[source_model.name]['supports univariate'] = Benchmark._bool_to_symbol(supports_uni) - self.results[source_model.name]['supports multivariate'] = Benchmark._bool_to_symbol(supports_mult) + supports_mult = nb_mv_run_failed > 0 + self.results[source_model.name][ + "supports univariate" + ] = Benchmark._bool_to_symbol(supports_uni) + self.results[source_model.name][ + "supports multivariate" + ] = Benchmark._bool_to_symbol(supports_mult) i += 1 @staticmethod def _bool_to_symbol(b: bool) -> str: if b is None: - return 'unknown' + return "unknown" if b: - return '✓' - return 'X' + return "✓" + return "X" def get_report(self): if self.results is None: @@ -265,11 +338,16 @@ def get_report(self): for dataset in self.datasets: for target in dataset.target_columns: s += f"Dataset {dataset.name}, {target}:\n" - if self._c(dataset.name, target) not in self.results[model.name].keys(): + if ( + self._c(dataset.name, target) + not in self.results[model.name].keys() + ): s += f"{dataset.name}, {target}: couldn't complete training\n" else: - for key in self.results[model.name][self._c(dataset.name, target)].keys(): - if key == 'prediction': + for key in self.results[model.name][ + self._c(dataset.name, target) + ].keys(): + if key == "prediction": continue s += f"{key}: {self.results[model.name][self._c(dataset.name, target)][key]}\n" txt.append(s) @@ -282,14 +360,18 @@ def get_report_dataframes(self) -> dict: # index = datasets # columns = metric and details col0 = self.datasets[0].training_set.columns.tolist()[0] - me_columns = self.results[self.models[0].name][self._c(self.datasets[0].name, col0)].keys() + me_columns = self.results[self.models[0].name][ + self._c(self.datasets[0].name, col0) + ].keys() reports = {} for model in self.models: report_model = pd.DataFrame(columns=me_columns) for dataset in self.datasets: for target in dataset.target_columns: if self._c(dataset.name, target) in self.results[model.name].keys(): - report_dict = self.results[model.name][self._c(dataset.name, target)] + report_dict = self.results[model.name][ + self._c(dataset.name, target) + ] del report_dict["prediction"] report_model.loc[dataset.name] = report_dict @@ -300,4 +382,4 @@ def get_results(self): return self.results def _c(self, a, b): - return f'{a} {b}' + return f"{a} {b}" diff --git a/src/ontime/module/processing/common.py b/src/ontime/module/processing/common.py index 6b7b92d..c2ad780 100644 --- a/src/ontime/module/processing/common.py +++ b/src/ontime/module/processing/common.py @@ -90,10 +90,10 @@ def split_in_windows(ts: TimeSeries, window_length: int, stride_length: int) -> def split_inputs_from_targets( - ts_list: list, - input_length: int, - target_length: int, - gap_length: int = 0, + ts_list: list, + input_length: int, + target_length: int, + gap_length: int = 0, ) -> tuple: """ Split a list of TimeSeries into input and target TimeSeries @@ -114,8 +114,9 @@ def split_inputs_from_targets( # Iterate over each DataFrame in the list for df in dfs: # Check - assert input_length + target_length + gap_length <= len(df), \ - "input_length + target_length + gap_length is longer that the total length of the DataFrame." + assert input_length + target_length + gap_length <= len( + df + ), "input_length + target_length + gap_length is longer that the total length of the DataFrame." # Create inputs input_series = df.iloc[:input_length] diff --git a/src/ontime/module/processing/pytorch/sliced_dataset.py b/src/ontime/module/processing/pytorch/sliced_dataset.py index 7a9a448..b31639a 100644 --- a/src/ontime/module/processing/pytorch/sliced_dataset.py +++ b/src/ontime/module/processing/pytorch/sliced_dataset.py @@ -6,10 +6,7 @@ class SlicedDataset(Dataset): - def __init__(self, - data: TimeSeries, - period: int, - labels: TimeSeries = None): + def __init__(self, data: TimeSeries, period: int, labels: TimeSeries = None): """ :param data: TimeSeries of the data to model :param period: length of the input window @@ -20,7 +17,7 @@ def __init__(self, def __len__(self): return len(self.data) - def __getitem__(self, idx: int) -> Tuple[np.ndarray, np.ndarray] : + def __getitem__(self, idx: int) -> Tuple[np.ndarray, np.ndarray]: input = self.data[idx] if self.labels is not None: output = self.labels[idx] @@ -28,7 +25,9 @@ def __getitem__(self, idx: int) -> Tuple[np.ndarray, np.ndarray] : output = self.data[idx] return input, output - def slice(self, data: TimeSeries, period: int, labels: TimeSeries = None) -> Tuple[list, list]: + def slice( + self, data: TimeSeries, period: int, labels: TimeSeries = None + ) -> Tuple[list, list]: sliced_data = pp.common.split_in_windows(data, period, period) sliced_data = [elt.pd_dataframe().to_numpy() for elt in sliced_data] sliced_labels = None diff --git a/src/ontime/module/processing/pytorch/time_series_data_module.py b/src/ontime/module/processing/pytorch/time_series_data_module.py index cfdce44..5a74e46 100644 --- a/src/ontime/module/processing/pytorch/time_series_data_module.py +++ b/src/ontime/module/processing/pytorch/time_series_data_module.py @@ -10,20 +10,19 @@ class TimeSeriesDataModule(L.LightningDataModule): - - def __init__(self, - series, - window_length: int, - stride_length: int, - input_length: int, - target_length: int, - gap_length: int, - batch_size: int = 32, - num_workers: int = 0, - train_split: Union[float, int or pd.TimeStamp] = None, - transform: Pipeline = None, - ): - + def __init__( + self, + series, + window_length: int, + stride_length: int, + input_length: int, + target_length: int, + gap_length: int, + batch_size: int = 32, + num_workers: int = 0, + train_split: Union[float, int or pd.TimeStamp] = None, + transform: Pipeline = None, + ): super().__init__() # Main dataset self.series = series @@ -63,10 +62,11 @@ def compute_split(self): """ Splits the series from the datamodule given the parameters defined in the instance """ - tmp_ts_train, self.ts_test = train_test_split(self.series, train_split=self.train_split) + tmp_ts_train, self.ts_test = train_test_split( + self.series, train_split=self.train_split + ) self.ts_train, self.ts_val = train_test_split(tmp_ts_train, train_split=0.8) - def compute_transform(self): """ Compute data transformations @@ -77,7 +77,6 @@ def compute_transform(self): self.ts_test_enc = self.transform.transform(self.ts_test) def setup(self, stage: str): - self.compute_split() if self.transform is not None: self.compute_transform() @@ -89,7 +88,7 @@ def setup(self, stage: str): self.stride_length, self.input_length, self.target_length, - self.gap_length + self.gap_length, ) elif stage == "validate": self.val = create_dataset( @@ -98,7 +97,7 @@ def setup(self, stage: str): self.stride_length, self.input_length, self.target_length, - self.gap_length + self.gap_length, ) elif stage == "test": self.test = create_dataset( @@ -107,25 +106,25 @@ def setup(self, stage: str): self.stride_length, self.input_length, self.target_length, - self.gap_length + self.gap_length, ) elif stage == "predict": raise NotImplementedError def train_dataloader(self): - return DataLoader(self.train, - batch_size=self.batch_size, - num_workers=self.num_workers) + return DataLoader( + self.train, batch_size=self.batch_size, num_workers=self.num_workers + ) def val_dataloader(self): - return DataLoader(self.val, - batch_size=self.batch_size, - num_workers=self.num_workers) + return DataLoader( + self.val, batch_size=self.batch_size, num_workers=self.num_workers + ) def test_dataloader(self): - return DataLoader(self.test, - batch_size=self.batch_size, - num_workers=self.num_workers) + return DataLoader( + self.test, batch_size=self.batch_size, num_workers=self.num_workers + ) def predict_dataloader(self): raise NotImplementedError diff --git a/src/ontime/module/processing/pytorch/time_series_dataset.py b/src/ontime/module/processing/pytorch/time_series_dataset.py index 3a49770..cf76af9 100644 --- a/src/ontime/module/processing/pytorch/time_series_dataset.py +++ b/src/ontime/module/processing/pytorch/time_series_dataset.py @@ -25,4 +25,3 @@ def __getitem__(self, index): label_tensor = torch.tensor(self.labels_array[index], dtype=torch.float32) return data_tensor, label_tensor - diff --git a/src/ontime/module/processing/pytorch/utils.py b/src/ontime/module/processing/pytorch/utils.py index 678f0b7..343679c 100644 --- a/src/ontime/module/processing/pytorch/utils.py +++ b/src/ontime/module/processing/pytorch/utils.py @@ -1,18 +1,28 @@ import numpy as np -from ontime.module.processing.common import split_in_windows, split_inputs_from_targets, timeseries_list_to_numpy +from ontime.module.processing.common import ( + split_in_windows, + split_inputs_from_targets, + timeseries_list_to_numpy, +) from ontime.core.time_series import TimeSeries from .time_series_dataset import TimeSeriesDataset -def create_dataset(ts: TimeSeries, - window_length: int, - stride_length: int, - input_length: int, - target_length: int, - gap_length: int = 0): +def create_dataset( + ts: TimeSeries, + window_length: int, + stride_length: int, + input_length: int, + target_length: int, + gap_length: int = 0, +): ts_list = split_in_windows(ts, window_length, stride_length) input_ts_list, target_ts_list = split_inputs_from_targets( - ts_list, input_length=input_length, target_length=target_length, gap_length=gap_length) + ts_list, + input_length=input_length, + target_length=target_length, + gap_length=gap_length, + ) features = timeseries_list_to_numpy(input_ts_list) labels = timeseries_list_to_numpy(target_ts_list) ds = TimeSeriesDataset(features, labels) @@ -27,4 +37,4 @@ def dataset_to_numpy(dataset: TimeSeriesDataset): labels_list.append(labels) data_array = np.array(data_list) labels_array = np.array(labels_list) - return data_array, labels_array \ No newline at end of file + return data_array, labels_array diff --git a/src/ontime/module/processing/tensorflow/utils.py b/src/ontime/module/processing/tensorflow/utils.py index 67a71d5..ba1c5cd 100644 --- a/src/ontime/module/processing/tensorflow/utils.py +++ b/src/ontime/module/processing/tensorflow/utils.py @@ -1,15 +1,21 @@ import numpy as np from tensorflow.data import Dataset -from ontime.module.processing.common import split_in_windows, split_inputs_from_targets, timeseries_list_to_numpy +from ontime.module.processing.common import ( + split_in_windows, + split_inputs_from_targets, + timeseries_list_to_numpy, +) from ontime.core.time_series import TimeSeries -def create_dataset(ts: TimeSeries, - window_length: int, - stride_length: int, - input_length: int, - target_length: int, - gap_length: int = 0): +def create_dataset( + ts: TimeSeries, + window_length: int, + stride_length: int, + input_length: int, + target_length: int, + gap_length: int = 0, +): """ Create a Tensorflow Dataset given a TimeSeries @@ -24,7 +30,11 @@ def create_dataset(ts: TimeSeries, ts_list = split_in_windows(ts, window_length, stride_length) input_ts_list, target_ts_list = split_inputs_from_targets( - ts_list, input_length=input_length, target_length=target_length, gap_length=gap_length) + ts_list, + input_length=input_length, + target_length=target_length, + gap_length=gap_length, + ) features = timeseries_list_to_numpy(input_ts_list) labels = timeseries_list_to_numpy(target_ts_list) ds_feature = Dataset.from_tensor_slices(features) @@ -54,7 +64,7 @@ def dataset_to_numpy(dataset: Dataset): def arr_to_ts(arr: np.array) -> TimeSeries: """ Converts on array obtained as output of a model to a TimeSeries - + :param arr: Numpy array :return: TimeSeries """ @@ -65,7 +75,7 @@ def arr_to_ts(arr: np.array) -> TimeSeries: def get_input(dataset: Dataset) -> np.array: """ Get the input from a Tensorflow Dataset - + :param dataset: Tensorflow Dataset """ return np.array([x for x, y in dataset])