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authorDaniel Friesel <daniel.friesel@uos.de>2021-03-08 14:20:50 +0100
committerDaniel Friesel <daniel.friesel@uos.de>2021-03-08 14:20:50 +0100
commit55042ca7757c041b17dcab222bd09e0373d69707 (patch)
treea1181434139fd6e3587e65b11552cf21346da363 /lib/pelt.py
parent4f763f85e9f572b56e3465ccd47641c71cdb8bbf (diff)
documentation++
Diffstat (limited to 'lib/pelt.py')
-rw-r--r--lib/pelt.py49
1 files changed, 48 insertions, 1 deletions
diff --git a/lib/pelt.py b/lib/pelt.py
index e81456a..05d93f8 100644
--- a/lib/pelt.py
+++ b/lib/pelt.py
@@ -37,6 +37,24 @@ def PELT_get_raw_states(num_measurement, algo, penalty):
class PELT:
def __init__(self, **kwargs):
+ """
+ Create PELT instance for changepoint detection using Pelt or Dynp.
+
+ See <https://centre-borelli.github.io/ruptures-docs/user-guide/> for configuration details.
+
+ :param algo: Algorithm to use, either "pelt" or "dynp". Default: "pelt"
+ :param model: Distance / Optimization metric. Default: "l1"
+ :param jump: step size for changepoint detection, higher values give coarser results. Default: 1
+ :param min_dist: minimum number of data samples between two changepoints. Default: 10
+ :param name_filter: Unused
+ :param refinement_threshold: perform changepoint detection if p1 and median / p99 and median differ by more than `refinement_threshold`
+ for at least 1/3 of traces
+ :param range_min: Minimum penalty for penalty detection, inclusive. Default: 1
+ :param range_max: Maximum penalty for penalty detection, exclusive. default: 89
+ :param with_multiprocessing: Use multiprocessing to parallelize changepoint detection.
+ Set to False when calling PELT From within a parallelized function. Default: True
+ :param tail_state_only: Only report tail states (i.e., only report the last detected changepoint).
+ """
self.algo = "pelt"
self.model = "l1"
self.jump = 1
@@ -106,6 +124,14 @@ class PELT:
return cache_key
def save_cache(self, traces, penalty, num_changepoints, data):
+ """
+ Save changepoint detection results (data) for given configuration (self, penalty, num_changepoints) and traces.
+
+ :param traces: List of traces
+ :param penalty: fixed penalty, may be None
+ :param num_changepoints: fixed number of changepoints, may be None
+ :param data: data returned by calculate_penalty_and_changepoints
+ """
if self.cache_dir is None:
return
cache_key = self.cache_key(traces, penalty, num_changepoints)
@@ -124,6 +150,14 @@ class PELT:
json.dump(data, f, cls=NpEncoder)
def load_cache(self, traces, penalty, num_changepoints):
+ """
+ Return cached changepoints for given configuration (self, penalty, num_changepoints) and data (traces).
+
+ :param traces: List of traces
+ :param penalty: fixed penalty, may be None
+ :param num_changepoints: fixed number of changepoints, may be None
+ :returns: [changepoints for traces[0], changepoints for traces[1], ...] if cache data is present, None otherwise
+ """
cache_key = self.cache_key(traces, penalty, num_changepoints)
try:
with open(
@@ -139,6 +173,19 @@ class PELT:
return None
def get_penalty_and_changepoints(self, traces, penalty=None, num_changepoints=None):
+ """
+ Return penalties and changepoints for a list of traces (of e.g. power over time), with caching.
+
+ :param traces: single data trace or list of data traces for changepoint detection.
+ Either traces = [data value, data value, data value, ...]
+ or traces[i] = [data value, data value, data value, ...]
+ :param penalty: return changepoints for given penalty instead of attempting to find one
+ :param num_changepoints: perform Dynp instead of Pelt with num_changepoints changepoints
+
+ :returns: Either [changepoints for traces[0], changespoints for traces[1], ...] or changepoints for traces
+ changespoints for traces := (penalty, changepoint_dict)
+ changepoint_dict[penalty] := [traces[i] index of first changepoint, traces[i] index of second changepoint, ...]
+ """
list_of_lists = type(traces[0]) is list or type(traces[0]) is np.ndarray
if not list_of_lists:
traces = [traces]
@@ -176,7 +223,7 @@ class PELT:
self, traces, penalty=None, num_changepoints=None
):
"""
- foo.
+ Return penalties and changepoints for a list of traces (of e.g. power over time), without cache.
:param traces: list of data traces for changepoint detection. traces[i] = [data value, data value, data value, ...]
:param penalty: return changepoints for given penalty instead of attempting to find one