File size: 23,619 Bytes
556d303 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 | # Adapted from time_series_augmentation (https://github.com/uchidalab/time_series_augmentation)
# Original: Apache License 2.0 by Brian Kenji Iwana and Seiichi Uchida
# Modified by Jafar Bakhshaliyev (2025) - Licensed under GPL v3.0
import numpy as np
from tqdm import tqdm
def tps(x, y, patch_len=0, stride=0, shuffle_rate=0.0):
"""
Temporal Patch Shuffle (TPS) augmentation for time series classification.
Parameters:
-----------
x : numpy.ndarray
Input time series data of shape (n_samples, timesteps, n_features)
patch_len : int
Length of each patch
stride : int
Stride between patches
shuffle_rate : float
Proportion of patches to shuffle (between 0 and 1)
Returns:
--------
numpy.ndarray
Augmented time series data with same shape as input
"""
n_samples, T, n_features = x.shape
ret = np.zeros_like(x)
# Calculate required padding to avoid zeros at the end
total_patches = (T - patch_len + stride - 1) // stride + 1
total_len = (total_patches - 1) * stride + patch_len
padding_needed = total_len - T
# Process each sample
for i in range(n_samples):
# current sample
sample = x[i] # shape: (timesteps, n_features)
# Apply padding if needed
if padding_needed > 0:
padded_sample = np.pad(sample, ((0, padding_needed), (0, 0)), mode='edge')
T_padded = T + padding_needed
else:
padded_sample = sample
T_padded = T
num_patches = ((T_padded - patch_len) // stride) + 1
# Create patches for current sample
patches = np.zeros((num_patches, patch_len, n_features))
for j in range(num_patches):
start = j * stride
patches[j] = padded_sample[start:start + patch_len]
# importance of each patch
importance_scores = np.var(patches, axis=(1, 2))
# number of patches to shuffle
num_to_shuffle = int(num_patches * shuffle_rate)
if num_to_shuffle > 0:
# indices of least important patches
shuffle_indices = np.argsort(importance_scores)[:num_to_shuffle]
# Shuffle these patches among themselves
patches_to_shuffle = patches[shuffle_indices].copy()
shuffled_order = np.random.permutation(num_to_shuffle)
for idx, new_idx in enumerate(shuffled_order):
patch_idx = shuffle_indices[idx]
new_patch = patches_to_shuffle[new_idx]
patches[patch_idx] = new_patch
# Reconstruct the time series
reconstructed = np.zeros((T_padded, n_features))
counts = np.zeros((T_padded, n_features))
for j in range(num_patches):
start = j * stride
end = start + patch_len
reconstructed[start:end] += patches[j]
counts[start:end] += 1
# Average overlapping patches and handle potential zeros
# Use a mask to identify zero counts
mask = counts == 0
if np.any(mask):
# Fill in zeros with nearest non-zero values
for feat in range(n_features):
feat_mask = mask[:, feat]
if np.any(feat_mask):
# Get indices of zero and non-zero values
zero_indices = np.where(feat_mask)[0]
nonzero_indices = np.where(~feat_mask)[0]
if len(nonzero_indices) > 0:
# Find nearest non-zero index for each zero index
for zero_idx in zero_indices:
nearest_idx = nonzero_indices[np.argmin(np.abs(nonzero_indices - zero_idx))]
reconstructed[zero_idx, feat] = reconstructed[nearest_idx, feat]
counts[zero_idx, feat] = 1
# Avoid division by zero
counts[counts == 0] = 1
reconstructed = reconstructed / counts
# Remove padding
ret[i] = reconstructed[:T]
return ret
def jitter(x, sigma=0.03):
# https://arxiv.org/pdf/1706.00527.pdf
return x + np.random.normal(loc=0., scale=sigma, size=x.shape)
def scaling(x, sigma=0.1):
# https://arxiv.org/pdf/1706.00527.pdf
factor = np.random.normal(loc=1., scale=sigma, size=(x.shape[0],x.shape[2]))
return np.multiply(x, factor[:,np.newaxis,:])
def rotation(x):
flip = np.random.choice([-1, 1], size=(x.shape[0],x.shape[2]))
rotate_axis = np.arange(x.shape[2])
np.random.shuffle(rotate_axis)
return flip[:,np.newaxis,:] * x[:,:,rotate_axis]
def magnitude_warp(x, sigma=0.2, knot=4):
from scipy.interpolate import CubicSpline
orig_steps = np.arange(x.shape[1])
random_warps = np.random.normal(loc=1.0, scale=sigma, size=(x.shape[0], knot+2, x.shape[2]))
warp_steps = (np.ones((x.shape[2],1))*(np.linspace(0, x.shape[1]-1., num=knot+2))).T
ret = np.zeros_like(x)
for i, pat in enumerate(x):
warper = np.array([CubicSpline(warp_steps[:,dim], random_warps[i,:,dim])(orig_steps) for dim in range(x.shape[2])]).T
ret[i] = pat * warper
return ret
def time_warp(x, sigma=0.2, knot=4):
from scipy.interpolate import CubicSpline
orig_steps = np.arange(x.shape[1])
random_warps = np.random.normal(loc=1.0, scale=sigma, size=(x.shape[0], knot+2, x.shape[2]))
warp_steps = (np.ones((x.shape[2],1))*(np.linspace(0, x.shape[1]-1., num=knot+2))).T
ret = np.zeros_like(x)
for i, pat in enumerate(x):
for dim in range(x.shape[2]):
time_warp = CubicSpline(warp_steps[:,dim], warp_steps[:,dim] * random_warps[i,:,dim])(orig_steps)
scale = (x.shape[1]-1)/time_warp[-1]
ret[i,:,dim] = np.interp(orig_steps, np.clip(scale*time_warp, 0, x.shape[1]-1), pat[:,dim]).T
return ret
def window_slice(x, reduce_ratio=0.9):
# https://halshs.archives-ouvertes.fr/halshs-01357973/document
target_len = np.ceil(reduce_ratio*x.shape[1]).astype(int)
if target_len >= x.shape[1]:
return x
starts = np.random.randint(low=0, high=x.shape[1]-target_len, size=(x.shape[0])).astype(int)
ends = (target_len + starts).astype(int)
ret = np.zeros_like(x)
for i, pat in enumerate(x):
for dim in range(x.shape[2]):
ret[i,:,dim] = np.interp(np.linspace(0, target_len, num=x.shape[1]), np.arange(target_len), pat[starts[i]:ends[i],dim]).T
return ret
def permutation(x, max_segments=5, seg_mode="equal"):
orig_steps = np.arange(x.shape[1])
num_segs = np.random.randint(1, max_segments, size=(x.shape[0]))
ret = np.zeros_like(x)
for i, pat in enumerate(x):
if num_segs[i] > 1:
if seg_mode == "random":
# Fix: Check if we have enough points to sample from
available_points = x.shape[1] - 2
needed_points = num_segs[i] - 1
# Ensure we have enough points to sample and adjust if necessary
if available_points <= 0:
# Not enough points for random splitting, fallback to equal segments
splits = np.array_split(orig_steps, num_segs[i])
elif needed_points > available_points:
# Too many segments requested, adjust number of segments
actual_segs = min(available_points + 1, num_segs[i])
splits = np.array_split(orig_steps, actual_segs)
else:
# Original logic can work
split_points = np.random.choice(available_points, needed_points, replace=False)
split_points.sort()
splits = np.split(orig_steps, split_points)
else:
splits = np.array_split(orig_steps, num_segs[i])
# Only permute if we have more than one segment
if len(splits) > 1:
perm = np.random.permutation(len(splits))
warp = np.concatenate([splits[j] for j in perm]).ravel()
ret[i] = pat[warp]
else:
ret[i] = pat
else:
ret[i] = pat
return ret
# Fixed window_warp function
def window_warp(x, window_ratio=0.1, scales=[0.5, 2.]):
# https://halshs.archives-ouvertes.fr/halshs-01357973/document
warp_scales = np.random.choice(scales, x.shape[0])
warp_size = np.ceil(window_ratio*x.shape[1]).astype(int)
# Handle edge cases: ensure warp_size is at least 1
warp_size = max(1, warp_size)
window_steps = np.arange(warp_size)
ret = np.zeros_like(x)
for i, pat in enumerate(x):
# Check if we have enough room for warping
if x.shape[1] <= warp_size + 2:
# Not enough space for warping, return original pattern
ret[i] = pat
continue
# Safely generate window start position
try:
window_start = np.random.randint(low=1, high=x.shape[1]-warp_size-1)
except ValueError:
# Fallback if random range is invalid
window_start = 1
window_end = window_start + warp_size
for dim in range(x.shape[2]):
start_seg = pat[:window_start, dim]
window_seg = np.interp(
np.linspace(0, warp_size-1, num=int(warp_size*warp_scales[i])),
window_steps,
pat[window_start:window_end, dim]
)
end_seg = pat[window_end:, dim]
warped = np.concatenate((start_seg, window_seg, end_seg))
ret[i, :, dim] = np.interp(
np.arange(x.shape[1]),
np.linspace(0, x.shape[1]-1., num=warped.size),
warped
).T
return ret
def spawner(x, labels, sigma=0.05, verbose=0):
# https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6983028/
# use verbose=-1 to turn off warnings
# use verbose=1 to print out figures
import dtw as dtw
# Fix for the random_points generation
if x.shape[1] <= 2: # Check if there are enough time points
if verbose > -1:
print("Warning: Time series too short for spawner augmentation")
return x # Return the original data if too short
# Generate random points safely for each time series
random_points = np.zeros(x.shape[0], dtype=int)
for i in range(x.shape[0]):
try:
random_points[i] = np.random.randint(low=1, high=x.shape[1]-1)
except ValueError:
# Fallback if random range is invalid
random_points[i] = 1
window = np.ceil(x.shape[1] / 10.).astype(int)
window = max(1, window) # Ensure window is at least 1
orig_steps = np.arange(x.shape[1])
l = np.argmax(labels, axis=1) if labels.ndim > 1 else labels
ret = np.zeros_like(x)
for i, pat in enumerate(tqdm(x) if 'tqdm' in globals() else x):
# guarantees that same one isn't selected
choices = np.delete(np.arange(x.shape[0]), i)
# remove ones of different classes
choices = np.where(l[choices] == l[i])[0]
if choices.size > 0:
random_sample = x[np.random.choice(choices)]
# SPAWNER splits the path into two randomly
try:
# Handle potential edge cases with very small sequences
random_point = random_points[i]
if random_point <= 0:
random_point = 1
if random_point >= x.shape[1]:
random_point = x.shape[1] - 1
# Check if window size is appropriate
if window >= min(random_point, pat.shape[0] - random_point):
# Adjust window if it's too large
adjusted_window = max(1, min(random_point, pat.shape[0] - random_point) - 1)
if verbose > -1:
print(f"Warning: Adjusting window from {window} to {adjusted_window}")
window = adjusted_window
path1 = dtw.dtw(pat[:random_point], random_sample[:random_point],
dtw.RETURN_PATH, slope_constraint="symmetric", window=window)
path2 = dtw.dtw(pat[random_point:], random_sample[random_point:],
dtw.RETURN_PATH, slope_constraint="symmetric", window=window)
combined = np.concatenate((np.vstack(path1), np.vstack(path2+random_point)), axis=1)
if verbose:
print(random_point)
dtw_value, cost, DTW_map, path = dtw.dtw(pat, random_sample,
return_flag=dtw.RETURN_ALL,
slope_constraint="symmetric",
window=window)
dtw.draw_graph1d(cost, DTW_map, path, pat, random_sample)
dtw.draw_graph1d(cost, DTW_map, combined, pat, random_sample)
mean = np.mean([pat[combined[0]], random_sample[combined[1]]], axis=0)
# Handle potential size mismatch
if mean.shape[0] > 0:
for dim in range(x.shape[2]):
ret[i,:,dim] = np.interp(orig_steps,
np.linspace(0, x.shape[1]-1., num=mean.shape[0]),
mean[:,dim]).T
else:
if verbose > -1:
print("Warning: DTW produced empty path, skipping augmentation")
ret[i,:] = pat
except Exception as e:
if verbose > -1:
print(f"Error in DTW computation: {e}")
ret[i,:] = pat
else:
if verbose > -1:
print(f"There is only one pattern of class {l[i]}, skipping pattern average")
ret[i,:] = pat
# Assuming jitter is defined elsewhere
try:
return jitter(ret, sigma=sigma)
except:
if verbose > -1:
print("Warning: jitter function failed or not found, returning unjittered data")
return ret
def wdba(x, labels, batch_size=6, slope_constraint="symmetric", use_window=True, verbose=0):
# https://ieeexplore.ieee.org/document/8215569
# use verbose = -1 to turn off warnings
# slope_constraint is for DTW. "symmetric" or "asymmetric"
import dtw as dtw
if use_window:
window = np.ceil(x.shape[1] / 10.).astype(int)
else:
window = None
orig_steps = np.arange(x.shape[1])
l = np.argmax(labels, axis=1) if labels.ndim > 1 else labels
ret = np.zeros_like(x)
for i in tqdm(range(ret.shape[0])):
# get the same class as i
choices = np.where(l == l[i])[0]
if choices.size > 0:
# pick random intra-class pattern
k = min(choices.size, batch_size)
random_prototypes = x[np.random.choice(choices, k, replace=False)]
# calculate dtw between all
dtw_matrix = np.zeros((k, k))
for p, prototype in enumerate(random_prototypes):
for s, sample in enumerate(random_prototypes):
if p == s:
dtw_matrix[p, s] = 0.
else:
dtw_matrix[p, s] = dtw.dtw(prototype, sample, dtw.RETURN_VALUE, slope_constraint=slope_constraint, window=window)
# get medoid
medoid_id = np.argsort(np.sum(dtw_matrix, axis=1))[0]
nearest_order = np.argsort(dtw_matrix[medoid_id])
medoid_pattern = random_prototypes[medoid_id]
# start weighted DBA
average_pattern = np.zeros_like(medoid_pattern)
weighted_sums = np.zeros((medoid_pattern.shape[0]))
for nid in nearest_order:
if nid == medoid_id or dtw_matrix[medoid_id, nearest_order[1]] == 0.:
average_pattern += medoid_pattern
weighted_sums += np.ones_like(weighted_sums)
else:
path = dtw.dtw(medoid_pattern, random_prototypes[nid], dtw.RETURN_PATH, slope_constraint=slope_constraint, window=window)
dtw_value = dtw_matrix[medoid_id, nid]
warped = random_prototypes[nid, path[1]]
weight = np.exp(np.log(0.5)*dtw_value/dtw_matrix[medoid_id, nearest_order[1]])
average_pattern[path[0]] += weight * warped
weighted_sums[path[0]] += weight
ret[i,:] = average_pattern / weighted_sums[:,np.newaxis]
else:
if verbose > -1:
print("There is only one pattern of class %d, skipping pattern average"%l[i])
ret[i,:] = x[i]
return ret
def random_guided_warp(x, labels, slope_constraint="symmetric", use_window=True, dtw_type="normal", verbose=0):
# use verbose = -1 to turn off warnings
# slope_constraint is for DTW. "symmetric" or "asymmetric"
# dtw_type is for shapeDTW or DTW. "normal" or "shape"
import dtw as dtw
if use_window:
window = np.ceil(x.shape[1] / 10.).astype(int)
else:
window = None
orig_steps = np.arange(x.shape[1])
l = np.argmax(labels, axis=1) if labels.ndim > 1 else labels
ret = np.zeros_like(x)
for i, pat in enumerate(tqdm(x)):
# guarentees that same one isnt selected
choices = np.delete(np.arange(x.shape[0]), i)
# remove ones of different classes
choices = np.where(l[choices] == l[i])[0]
if choices.size > 0:
# pick random intra-class pattern
random_prototype = x[np.random.choice(choices)]
if dtw_type == "shape":
path = dtw.shape_dtw(random_prototype, pat, dtw.RETURN_PATH, slope_constraint=slope_constraint, window=window)
else:
path = dtw.dtw(random_prototype, pat, dtw.RETURN_PATH, slope_constraint=slope_constraint, window=window)
# Time warp
warped = pat[path[1]]
for dim in range(x.shape[2]):
ret[i,:,dim] = np.interp(orig_steps, np.linspace(0, x.shape[1]-1., num=warped.shape[0]), warped[:,dim]).T
else:
if verbose > -1:
print("There is only one pattern of class %d, skipping timewarping"%l[i])
ret[i,:] = pat
return ret
def random_guided_warp_shape(x, labels, slope_constraint="symmetric", use_window=True):
return random_guided_warp(x, labels, slope_constraint, use_window, dtw_type="shape")
def discriminative_guided_warp(x, labels, batch_size=6, slope_constraint="symmetric", use_window=True, dtw_type="normal", use_variable_slice=True, verbose=0):
# use verbose = -1 to turn off warnings
# slope_constraint is for DTW. "symmetric" or "asymmetric"
# dtw_type is for shapeDTW or DTW. "normal" or "shape"
import dtw as dtw
if use_window:
window = np.ceil(x.shape[1] / 10.).astype(int)
else:
window = None
orig_steps = np.arange(x.shape[1])
l = np.argmax(labels, axis=1) if labels.ndim > 1 else labels
positive_batch = np.ceil(batch_size / 2).astype(int)
negative_batch = np.floor(batch_size / 2).astype(int)
ret = np.zeros_like(x)
warp_amount = np.zeros(x.shape[0])
for i, pat in enumerate(tqdm(x)):
# guarentees that same one isnt selected
choices = np.delete(np.arange(x.shape[0]), i)
# remove ones of different classes
positive = np.where(l[choices] == l[i])[0]
negative = np.where(l[choices] != l[i])[0]
if positive.size > 0 and negative.size > 0:
pos_k = min(positive.size, positive_batch)
neg_k = min(negative.size, negative_batch)
positive_prototypes = x[np.random.choice(positive, pos_k, replace=False)]
negative_prototypes = x[np.random.choice(negative, neg_k, replace=False)]
# vector embedding and nearest prototype in one
pos_aves = np.zeros((pos_k))
neg_aves = np.zeros((pos_k))
if dtw_type == "shape":
for p, pos_prot in enumerate(positive_prototypes):
for ps, pos_samp in enumerate(positive_prototypes):
if p != ps:
pos_aves[p] += (1./(pos_k-1.))*dtw.shape_dtw(pos_prot, pos_samp, dtw.RETURN_VALUE, slope_constraint=slope_constraint, window=window)
for ns, neg_samp in enumerate(negative_prototypes):
neg_aves[p] += (1./neg_k)*dtw.shape_dtw(pos_prot, neg_samp, dtw.RETURN_VALUE, slope_constraint=slope_constraint, window=window)
selected_id = np.argmax(neg_aves - pos_aves)
path = dtw.shape_dtw(positive_prototypes[selected_id], pat, dtw.RETURN_PATH, slope_constraint=slope_constraint, window=window)
else:
for p, pos_prot in enumerate(positive_prototypes):
for ps, pos_samp in enumerate(positive_prototypes):
if p != ps:
pos_aves[p] += (1./(pos_k-1.))*dtw.dtw(pos_prot, pos_samp, dtw.RETURN_VALUE, slope_constraint=slope_constraint, window=window)
for ns, neg_samp in enumerate(negative_prototypes):
neg_aves[p] += (1./neg_k)*dtw.dtw(pos_prot, neg_samp, dtw.RETURN_VALUE, slope_constraint=slope_constraint, window=window)
selected_id = np.argmax(neg_aves - pos_aves)
path = dtw.dtw(positive_prototypes[selected_id], pat, dtw.RETURN_PATH, slope_constraint=slope_constraint, window=window)
# Time warp
warped = pat[path[1]]
warp_path_interp = np.interp(orig_steps, np.linspace(0, x.shape[1]-1., num=warped.shape[0]), path[1])
warp_amount[i] = np.sum(np.abs(orig_steps-warp_path_interp))
for dim in range(x.shape[2]):
ret[i,:,dim] = np.interp(orig_steps, np.linspace(0, x.shape[1]-1., num=warped.shape[0]), warped[:,dim]).T
else:
if verbose > -1:
print("There is only one pattern of class %d"%l[i])
ret[i,:] = pat
warp_amount[i] = 0.
if use_variable_slice:
max_warp = np.max(warp_amount)
if max_warp == 0:
# unchanged
ret = window_slice(ret, reduce_ratio=0.9)
else:
for i, pat in enumerate(ret):
# Variable Sllicing
ret[i] = window_slice(pat[np.newaxis,:,:], reduce_ratio=0.9+0.1*warp_amount[i]/max_warp)[0]
return ret
def discriminative_guided_warp_shape(x, labels, batch_size=6, slope_constraint="symmetric", use_window=True):
return discriminative_guided_warp(x, labels, batch_size, slope_constraint, use_window, dtw_type="shape")
|