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import numpy as np | |
import matplotlib.pylab as plt | |
import ruptures as rpt | |
import streamlit as st | |
from ruptures.metrics import precision_recall | |
from ruptures.metrics import hausdorff | |
from ruptures.metrics import randindex | |
st.title("Change Point Detection") | |
# Generating Signal | |
def pw_constant_input(n,dim,n_bkps,sigma): | |
"""Piecewise constant (pw_constant)""" | |
# n, dim # number of samples, dimension | |
# n_bkps, sigma # number of change points, noise standard deviation | |
signal, bkps = rpt.pw_constant(n, dim, n_bkps, noise_std=sigma) | |
rpt.display(signal, bkps) | |
return signal,bkps | |
def pw_linear_input(n,dim,n_bkps,sigma): | |
"""Piecewise Linear""" | |
# creation of data | |
# n, dim = 500, 3 # number of samples, dimension of the covariates | |
# n_bkps, sigma = 3, 5 # number of change points, noise standart deviation | |
signal, bkps = rpt.pw_linear(n, dim, n_bkps, noise_std=sigma) | |
rpt.display(signal, bkps) | |
return signal,bkps | |
def pw_normal_input(n,dim,n_bkps,sigma): | |
"""Piecewise 2D Gaussian process (pw_normal)#""" | |
# creation of data | |
#n = 500 # number of samples | |
#n_bkps = 3 # number of change points | |
signal, bkps = rpt.pw_normal(n, n_bkps) | |
rpt.display(signal, bkps) | |
return signal,bkps | |
def pw_wavy_input(n,dim,n_bkps,sigma): | |
# creation of data | |
#n, dim = 500, 3 # number of samples, dimension | |
#n_bkps, sigma = 3, 5 # number of change points, noise standart deviation | |
signal, bkps = rpt.pw_wavy(n, n_bkps, noise_std=sigma) | |
rpt.display(signal, bkps) | |
return signal,bkps | |
input_list = ['piecewiseConstant','piecewiseLinear','piecewiseNormal','piecewiseSinusoidal'] | |
generate_signal = st.selectbox(label = "Choose an input signal", options = input_list) | |
n,dim,n_bkps,sigma = st.columns(4) | |
with n: | |
n= st.number_input('No of Samples',min_value=100,step=1) | |
with dim: | |
dim = st.number_input('No of dimesions',min_value=1,max_value = 5,step=1) | |
with n_bkps: | |
n_bkps = st.number_input('No of breakpoints',min_value=2,step=1) | |
with sigma: | |
sigma = st.number_input('Variance',min_value=1,max_value=4,step=1) | |
if generate_signal == 'piecewiseConstant': | |
signal,bkps = pw_constant_input(n,dim,n_bkps,sigma) | |
elif generate_signal== 'piecewiseLinear': | |
signal,bkps = pw_linear_input(n,dim,n_bkps,sigma) | |
elif generate_signal == 'piecewiseNormal': | |
signal,bkps = pw_normal_input(n,dim,n_bkps,sigma) | |
else: | |
signal,bkps= pw_wavy_input(n,dim,n_bkps,sigma) | |
fig, axarr = rpt.display(signal,bkps) | |
st.pyplot(fig) | |
def dynp_method(signal,bkps,n_bkps): | |
# change point detection | |
model = "l1" # "l2", "rbf" | |
algo = rpt.Dynp(model=model, min_size=3, jump=5).fit(signal) | |
my_bkps = algo.predict(n_bkps) | |
# show results | |
fig,axarr = rpt.show.display(signal, bkps, my_bkps, figsize=(10, 3)) | |
#plt.show() | |
st.pyplot(fig) | |
return my_bkps | |
def pelt_method(signal,bkps,n_bkps): | |
# change point detection | |
model = "l1" # "l2", "rbf" | |
algo = rpt.Pelt(model=model, min_size=3, jump=5).fit(signal) | |
my_bkps = algo.predict(pen=n_bkps) | |
# show results | |
fig, ax_arr = rpt.display(signal, bkps, my_bkps, figsize=(10, 2)) | |
st.pyplot(fig) | |
return my_bkps | |
def bin_seg_method(signal,bkps,n_bkps): | |
# change point detection | |
model = "l2" # "l1", "rbf", "linear", "normal", "ar",... | |
algo = rpt.Binseg(model=model).fit(signal) | |
my_bkps = algo.predict(n_bkps) | |
# show results | |
fg,axxarr = rpt.show.display(signal, bkps, my_bkps, figsize=(10, 3)) | |
st.pyplot(fig) | |
return my_bkps | |
def bot_up_seg(signal,bkps,n_bkps): | |
# change point detection | |
model = "l2" # "l1", "rbf", "linear", "normal", "ar",... | |
algo = rpt.Binseg(model=model).fit(signal) | |
my_bkps = algo.predict(n_bkps) | |
# show results | |
fig,axxar = rpt.show.display(signal, bkps, my_bkps, figsize=(10, 3)) | |
st.pyplot(fig) | |
return my_bkps | |
def win_sli_seg(signal,bkps,n_bkps): | |
# change point detection | |
model = "l2" # "l1", "rbf", "linear", "normal", "ar" | |
algo = rpt.Window(width=40, model=model).fit(signal) | |
my_bkps = algo.predict(n_bkps) | |
# show results | |
fig,axxar= rpt.show.display(signal, bkps, my_bkps, figsize=(10, 3)) | |
st.pyplot(fig) | |
return my_bkps | |
searchmethod_list = ['Dynamic Programming','Pelt','Binary Segmentation','Bottom-up Segmentation','Window sliding segmentation'] | |
detection_model = st.selectbox(label = "Choose a Detection Method",options = searchmethod_list) | |
if detection_model== 'Dynamic Programming': | |
bkps1 = dynp_method(signal,bkps,n_bkps) | |
elif detection_model=='Pelt': | |
bkps1 = pelt_method(signal,bkps,n_bkps) | |
elif detection_model=='Binary Segmentation': | |
bkps1 = bin_seg_method(signal,bkps,n_bkps) | |
elif detection_model=='Bottom-up Segmentation': | |
bkps1 = bot_up_seg(signal,bkps,n_bkps) | |
else: | |
bkps1 = win_sli_seg(signal,bkps,n_bkps) | |
p, r = precision_recall(bkps, bkps1) | |
st.header('Precision and Recall') | |
st.write(p, r) | |
st.header('Hausdorff metric') | |
st.write(hausdorff(bkps, bkps1)) | |
st.header('Rand index') | |
st.write(randindex(bkps, bkps1)) | |