diff options
| -rw-r--r-- | lib/pelt.py | 49 |
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 |