Source code for torch_timeseries.dataset.UEA

from sktime.datasets import load_from_tsfile_to_dataframe


import os
import resource
from ..core.dataset.dataset import Dataset, TimeSeriesDataset
from typing import Any, Callable, List, Optional
import torch
from torchvision.datasets.utils import (
    download_url,
    download_and_extract_archive,
    check_integrity,
)
import pandas as pd
import numpy as np
import torch.utils.data

def subsample(y, limit=256, factor=2):
    """
    If a given Series is longer than `limit`, returns subsampled sequence by the specified integer factor
    """
    if len(y) > limit:
        return y[::factor].reset_index(drop=True)
    return y


def interpolate_missing(y):
    """
    Replaces NaN values in pd.Series `y` using linear interpolation
    """
    if y.isna().any():
        y = y.interpolate(method='linear', limit_direction='both')
    return y


[docs]class UEA(TimeSeriesDataset): """ Dataset class for datasets included in: Time Series Classification Archive (www.timeseriesclassification.com). For a list of available datasets, see https://www.timeseriesclassification.com/dataset.php. Attributes: train_df (pd.DataFrame): DataFrame containing the training data. train_labels (pd.DataFrame): DataFrame containing the labels for the training data. test_df (pd.DataFrame): DataFrame containing the test data. test_labels (pd.DataFrame): DataFrame containing the labels for the test data. num_classes (int): Number of classes in the dataset. """ train_df : pd.DataFrame train_labels : pd.DataFrame test_df : pd.DataFrame test_labels : pd.DataFrame num_classes : int def __init__(self, name, root='./data'): self.name = name self.root = root self.dir = os.path.join(root, self.name) os.makedirs(self.dir, exist_ok=True) self.download() self._load() self.num_features = self.train_features_data.shape[1] def download(self): download_and_extract_archive( f"https://www.timeseriesclassification.com/aeon-toolkit/{self.name}.zip", self.dir, filename=f"{self.name}.zip", ) def load_single(self, filepath): df, labels = load_from_tsfile_to_dataframe(filepath, return_separate_X_and_y=True, replace_missing_vals_with='NaN') labels = pd.Series(labels, dtype="category") self.class_names = labels.cat.categories labels_df = pd.DataFrame(labels.cat.codes, dtype=np.int8) # int8-32 gives an error when using nn.CrossEntropyLoss lengths = df.applymap( lambda x: len(x)).values # (num_samples, num_dimensions) array containing the length of each series horiz_diffs = np.abs(lengths - np.expand_dims(lengths[:, 0], -1)) if np.sum(horiz_diffs) > 0: # if any row (sample) has varying length across dimensions df = df.applymap(subsample) lengths = df.applymap(lambda x: len(x)).values vert_diffs = np.abs(lengths - np.expand_dims(lengths[0, :], 0)) if np.sum(vert_diffs) > 0: # if any column (dimension) has varying length across samples self.max_seq_len = int(np.max(lengths[:, 0])) else: self.max_seq_len = lengths[0, 0] # First create a (seq_len, feat_dim) dataframe for each sample, indexed by a single integer ("ID" of the sample) # Then concatenate into a (num_samples * seq_len, feat_dim) dataframe, with multiple rows corresponding to the # sample index (i.e. the same scheme as all datasets in this project) df = pd.concat((pd.DataFrame({col: df.loc[row, col] for col in df.columns}).reset_index(drop=True).set_index( pd.Series(lengths[row, 0] * [row])) for row in range(df.shape[0])), axis=0) # Replace NaN values grp = df.groupby(by=df.index) df = grp.transform(interpolate_missing) return df, labels_df def _load(self) -> np.ndarray: self.train_filepath = os.path.join(self.dir, f"{self.name}_TRAIN.ts") self.test_filepath = os.path.join(self.dir, f"{self.name}_TEST.ts") self.train_df, self.train_labels = self.load_single(self.train_filepath) self.test_df, self.test_labels = self.load_single(self.test_filepath) self.train_features_data, self.train_labels_data = self.train_df.values, self.train_labels.values self.test_features_data, self.test_labels_data = self.test_df.values, self.test_labels.values self.num_classes = len(self.class_names)