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data_loader.py
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executable file
·873 lines (743 loc) · 35.4 KB
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import os
import numpy as np
import pandas as pd
import glob
import re
import torch
from sktime.datasets import load_from_tsfile_to_dataframe
from torch.utils.data import Dataset
from sklearn.preprocessing import StandardScaler
from utils.timefeatures import time_features
from data_provider.m4 import M4Dataset, M4Meta
from data_provider.uea import subsample, interpolate_missing, Normalizer
from data_provider.uea import Normalizer, interpolate_missing
import warnings
warnings.filterwarnings('ignore')
class Dataset_ETT_hour(Dataset):
def __init__(self, root_path, flag='train', size=None,
features='S', data_path='ETTh1.csv',
target='OT', scale=True, timeenc=0, freq='h', seasonal_patterns=None):
# size [seq_len, label_len, pred_len]
# info
if size == None:
self.seq_len = 24 * 4 * 4
self.label_len = 24 * 4
self.pred_len = 24 * 4
else:
self.seq_len = size[0]
self.label_len = size[1]
self.pred_len = size[2]
# init
assert flag in ['train', 'test', 'val']
type_map = {'train': 0, 'val': 1, 'test': 2}
self.set_type = type_map[flag]
self.features = features
self.target = target
self.scale = scale
self.timeenc = timeenc
self.freq = freq
self.root_path = root_path
self.data_path = data_path
self.__read_data__()
def __read_data__(self):
self.scaler = StandardScaler()
df_raw = pd.read_csv(os.path.join(self.root_path,
self.data_path))
border1s = [0, 12 * 30 * 24 - self.seq_len, 12 * 30 * 24 + 4 * 30 * 24 - self.seq_len]
border2s = [12 * 30 * 24, 12 * 30 * 24 + 4 * 30 * 24, 12 * 30 * 24 + 8 * 30 * 24]
border1 = border1s[self.set_type]
border2 = border2s[self.set_type]
if self.features == 'M' or self.features == 'MS':
cols_data = df_raw.columns[1:]
df_data = df_raw[cols_data]
elif self.features == 'S':
df_data = df_raw[[self.target]]
if self.scale:
train_data = df_data[border1s[0]:border2s[0]]
self.scaler.fit(train_data.values)
data = self.scaler.transform(df_data.values)
else:
data = df_data.values
df_stamp = df_raw[['date']][border1:border2]
df_stamp['date'] = pd.to_datetime(df_stamp.date)
if self.timeenc == 0:
df_stamp['month'] = df_stamp.date.apply(lambda row: row.month, 1)
df_stamp['day'] = df_stamp.date.apply(lambda row: row.day, 1)
df_stamp['weekday'] = df_stamp.date.apply(lambda row: row.weekday(), 1)
df_stamp['hour'] = df_stamp.date.apply(lambda row: row.hour, 1)
data_stamp = df_stamp.drop(['date'], 1).values
elif self.timeenc == 1:
data_stamp = time_features(pd.to_datetime(df_stamp['date'].values), freq=self.freq)
data_stamp = data_stamp.transpose(1, 0)
self.data_x = data[border1:border2]
self.data_y = data[border1:border2]
self.data_stamp = data_stamp
def __getitem__(self, index):
s_begin = index
s_end = s_begin + self.seq_len
r_begin = s_end - self.label_len
r_end = r_begin + self.label_len + self.pred_len
seq_x = self.data_x[s_begin:s_end]
seq_y = self.data_y[r_begin:r_end]
seq_x_mark = self.data_stamp[s_begin:s_end]
seq_y_mark = self.data_stamp[r_begin:r_end]
return seq_x, seq_y, seq_x_mark, seq_y_mark
def __len__(self):
return len(self.data_x) - self.seq_len - self.pred_len + 1
def inverse_transform(self, data):
return self.scaler.inverse_transform(data)
class Dataset_ETT_minute(Dataset):
def __init__(self, root_path, flag='train', size=None,
features='S', data_path='ETTm1.csv',
target='OT', scale=True, timeenc=0, freq='t', seasonal_patterns=None):
# size [seq_len, label_len, pred_len]
# info
if size == None:
self.seq_len = 24 * 4 * 4
self.label_len = 24 * 4
self.pred_len = 24 * 4
else:
self.seq_len = size[0]
self.label_len = size[1]
self.pred_len = size[2]
# init
assert flag in ['train', 'test', 'val']
type_map = {'train': 0, 'val': 1, 'test': 2}
self.set_type = type_map[flag]
self.features = features
self.target = target
self.scale = scale
self.timeenc = timeenc
self.freq = freq
self.root_path = root_path
self.data_path = data_path
self.__read_data__()
def __read_data__(self):
self.scaler = StandardScaler()
df_raw = pd.read_csv(os.path.join(self.root_path,
self.data_path))
border1s = [0, 12 * 30 * 24 * 4 - self.seq_len, 12 * 30 * 24 * 4 + 4 * 30 * 24 * 4 - self.seq_len]
border2s = [12 * 30 * 24 * 4, 12 * 30 * 24 * 4 + 4 * 30 * 24 * 4, 12 * 30 * 24 * 4 + 8 * 30 * 24 * 4]
border1 = border1s[self.set_type]
border2 = border2s[self.set_type]
if self.features == 'M' or self.features == 'MS':
cols_data = df_raw.columns[1:]
df_data = df_raw[cols_data]
elif self.features == 'S':
df_data = df_raw[[self.target]]
if self.scale:
train_data = df_data[border1s[0]:border2s[0]]
self.scaler.fit(train_data.values)
data = self.scaler.transform(df_data.values)
else:
data = df_data.values
df_stamp = df_raw[['date']][border1:border2]
df_stamp['date'] = pd.to_datetime(df_stamp.date)
if self.timeenc == 0:
df_stamp['month'] = df_stamp.date.apply(lambda row: row.month, 1)
df_stamp['day'] = df_stamp.date.apply(lambda row: row.day, 1)
df_stamp['weekday'] = df_stamp.date.apply(lambda row: row.weekday(), 1)
df_stamp['hour'] = df_stamp.date.apply(lambda row: row.hour, 1)
df_stamp['minute'] = df_stamp.date.apply(lambda row: row.minute, 1)
df_stamp['minute'] = df_stamp.minute.map(lambda x: x // 15)
data_stamp = df_stamp.drop(['date'], 1).values
elif self.timeenc == 1:
data_stamp = time_features(pd.to_datetime(df_stamp['date'].values), freq=self.freq)
data_stamp = data_stamp.transpose(1, 0)
self.data_x = data[border1:border2]
self.data_y = data[border1:border2]
self.data_stamp = data_stamp
def __getitem__(self, index):
s_begin = index
s_end = s_begin + self.seq_len
r_begin = s_end - self.label_len
r_end = r_begin + self.label_len + self.pred_len
seq_x = self.data_x[s_begin:s_end]
seq_y = self.data_y[r_begin:r_end]
seq_x_mark = self.data_stamp[s_begin:s_end]
seq_y_mark = self.data_stamp[r_begin:r_end]
return seq_x, seq_y, seq_x_mark, seq_y_mark
def __len__(self):
return len(self.data_x) - self.seq_len - self.pred_len + 1
def inverse_transform(self, data):
return self.scaler.inverse_transform(data)
class Dataset_Custom(Dataset):
def __init__(self, root_path, flag='train', size=None,
features='S', data_path='ETTh1.csv',
target='OT', scale=True, timeenc=0, freq='h', seasonal_patterns=None):
# size [seq_len, label_len, pred_len]
# info
if size == None:
self.seq_len = 24 * 4 * 4
self.label_len = 24 * 4
self.pred_len = 24 * 4
else:
self.seq_len = size[0]
self.label_len = size[1]
self.pred_len = size[2]
# init
assert flag in ['train', 'test', 'val']
type_map = {'train': 0, 'val': 1, 'test': 2}
self.set_type = type_map[flag]
self.features = features
self.target = target
self.scale = scale
self.timeenc = timeenc
self.freq = freq
self.root_path = root_path
self.data_path = data_path
self.__read_data__()
def __read_data__(self):
self.scaler = StandardScaler()
df_raw = pd.read_csv(os.path.join(self.root_path,
self.data_path))
'''
df_raw.columns: ['date', ...(other features), target feature]
'''
cols = list(df_raw.columns)
cols.remove(self.target)
cols.remove('date')
df_raw = df_raw[['date'] + cols + [self.target]]
num_train = int(len(df_raw) * 0.7)
num_test = int(len(df_raw) * 0.2)
num_vali = len(df_raw) - num_train - num_test
border1s = [0, num_train - self.seq_len, len(df_raw) - num_test - self.seq_len]
border2s = [num_train, num_train + num_vali, len(df_raw)]
border1 = border1s[self.set_type]
border2 = border2s[self.set_type]
if self.features == 'M' or self.features == 'MS':
cols_data = df_raw.columns[1:]
df_data = df_raw[cols_data]
elif self.features == 'S':
df_data = df_raw[[self.target]]
if self.scale:
train_data = df_data[border1s[0]:border2s[0]]
self.scaler.fit(train_data.values)
data = self.scaler.transform(df_data.values)
else:
data = df_data.values
df_stamp = df_raw[['date']][border1:border2]
df_stamp['date'] = pd.to_datetime(df_stamp.date)
if self.timeenc == 0:
df_stamp['month'] = df_stamp.date.apply(lambda row: row.month, 1)
df_stamp['day'] = df_stamp.date.apply(lambda row: row.day, 1)
df_stamp['weekday'] = df_stamp.date.apply(lambda row: row.weekday(), 1)
df_stamp['hour'] = df_stamp.date.apply(lambda row: row.hour, 1)
data_stamp = df_stamp.drop(['date'], 1).values
elif self.timeenc == 1:
data_stamp = time_features(pd.to_datetime(df_stamp['date'].values), freq=self.freq)
data_stamp = data_stamp.transpose(1, 0)
self.data_x = data[border1:border2]
self.data_y = data[border1:border2]
self.data_stamp = data_stamp
def __getitem__(self, index):
s_begin = index
s_end = s_begin + self.seq_len
r_begin = s_end - self.label_len
r_end = r_begin + self.label_len + self.pred_len
seq_x = self.data_x[s_begin:s_end]
seq_y = self.data_y[r_begin:r_end]
seq_x_mark = self.data_stamp[s_begin:s_end]
seq_y_mark = self.data_stamp[r_begin:r_end]
return seq_x, seq_y, seq_x_mark, seq_y_mark
def __len__(self):
return len(self.data_x) - self.seq_len - self.pred_len + 1
def inverse_transform(self, data):
return self.scaler.inverse_transform(data)
class Dataset_M4(Dataset):
def __init__(self, root_path, flag='pred', size=None,
features='S', data_path='ETTh1.csv',
target='OT', scale=False, inverse=False, timeenc=0, freq='15min',
seasonal_patterns='Yearly'):
# size [seq_len, label_len, pred_len]
# init
self.features = features
self.target = target
self.scale = scale
self.inverse = inverse
self.timeenc = timeenc
self.root_path = root_path
self.seq_len = size[0]
self.label_len = size[1]
self.pred_len = size[2]
self.seasonal_patterns = seasonal_patterns
self.history_size = M4Meta.history_size[seasonal_patterns]
self.window_sampling_limit = int(self.history_size * self.pred_len)
self.flag = flag
self.__read_data__()
def __read_data__(self):
# M4Dataset.initialize()
if self.flag == 'train':
dataset = M4Dataset.load(training=True, dataset_file=self.root_path)
else:
dataset = M4Dataset.load(training=False, dataset_file=self.root_path)
training_values = np.array(
[v[~np.isnan(v)] for v in
dataset.values[dataset.groups == self.seasonal_patterns]]) # split different frequencies
self.ids = np.array([i for i in dataset.ids[dataset.groups == self.seasonal_patterns]])
self.timeseries = [ts for ts in training_values]
def __getitem__(self, index):
insample = np.zeros((self.seq_len, 1))
insample_mask = np.zeros((self.seq_len, 1))
outsample = np.zeros((self.pred_len + self.label_len, 1))
outsample_mask = np.zeros((self.pred_len + self.label_len, 1)) # m4 dataset
sampled_timeseries = self.timeseries[index]
cut_point = np.random.randint(low=max(1, len(sampled_timeseries) - self.window_sampling_limit),
high=len(sampled_timeseries),
size=1)[0]
insample_window = sampled_timeseries[max(0, cut_point - self.seq_len):cut_point]
insample[-len(insample_window):, 0] = insample_window
insample_mask[-len(insample_window):, 0] = 1.0
outsample_window = sampled_timeseries[
cut_point - self.label_len:min(len(sampled_timeseries), cut_point + self.pred_len)]
outsample[:len(outsample_window), 0] = outsample_window
outsample_mask[:len(outsample_window), 0] = 1.0
return insample, outsample, insample_mask, outsample_mask
def __len__(self):
return len(self.timeseries)
def inverse_transform(self, data):
return self.scaler.inverse_transform(data)
def last_insample_window(self):
"""
The last window of insample size of all timeseries.
This function does not support batching and does not reshuffle timeseries.
:return: Last insample window of all timeseries. Shape "timeseries, insample size"
"""
insample = np.zeros((len(self.timeseries), self.seq_len))
insample_mask = np.zeros((len(self.timeseries), self.seq_len))
for i, ts in enumerate(self.timeseries):
ts_last_window = ts[-self.seq_len:]
insample[i, -len(ts):] = ts_last_window
insample_mask[i, -len(ts):] = 1.0
return insample, insample_mask
class PSMSegLoader(Dataset):
def __init__(self, root_path, win_size, step=1, flag="train"):
self.flag = flag
self.step = step
self.win_size = win_size
self.scaler = StandardScaler()
data = pd.read_csv(os.path.join(root_path, 'train.csv'))
data = data.values[:, 1:]
data = np.nan_to_num(data)
self.scaler.fit(data)
data = self.scaler.transform(data)
test_data = pd.read_csv(os.path.join(root_path, 'test.csv'))
test_data = test_data.values[:, 1:]
test_data = np.nan_to_num(test_data)
self.test = self.scaler.transform(test_data)
self.train = data
self.val = self.test
self.test_labels = pd.read_csv(os.path.join(root_path, 'test_label.csv')).values[:, 1:]
print("test:", self.test.shape)
print("train:", self.train.shape)
def __len__(self):
if self.flag == "train":
return (self.train.shape[0] - self.win_size) // self.step + 1
elif (self.flag == 'val'):
return (self.val.shape[0] - self.win_size) // self.step + 1
elif (self.flag == 'test'):
return (self.test.shape[0] - self.win_size) // self.step + 1
else:
return (self.test.shape[0] - self.win_size) // self.win_size + 1
def __getitem__(self, index):
index = index * self.step
if self.flag == "train":
return np.float32(self.train[index:index + self.win_size]), np.float32(self.test_labels[0:self.win_size])
elif (self.flag == 'val'):
return np.float32(self.val[index:index + self.win_size]), np.float32(self.test_labels[0:self.win_size])
elif (self.flag == 'test'):
return np.float32(self.test[index:index + self.win_size]), np.float32(
self.test_labels[index:index + self.win_size])
else:
return np.float32(self.test[
index // self.step * self.win_size:index // self.step * self.win_size + self.win_size]), np.float32(
self.test_labels[index // self.step * self.win_size:index // self.step * self.win_size + self.win_size])
class MSLSegLoader(Dataset):
def __init__(self, root_path, win_size, step=1, flag="train"):
self.flag = flag
self.step = step
self.win_size = win_size
self.scaler = StandardScaler()
data = np.load(os.path.join(root_path, "MSL_train.npy"))
self.scaler.fit(data)
data = self.scaler.transform(data)
test_data = np.load(os.path.join(root_path, "MSL_test.npy"))
self.test = self.scaler.transform(test_data)
self.train = data
self.val = self.test
self.test_labels = np.load(os.path.join(root_path, "MSL_test_label.npy"))
print("test:", self.test.shape)
print("train:", self.train.shape)
def __len__(self):
if self.flag == "train":
return (self.train.shape[0] - self.win_size) // self.step + 1
elif (self.flag == 'val'):
return (self.val.shape[0] - self.win_size) // self.step + 1
elif (self.flag == 'test'):
return (self.test.shape[0] - self.win_size) // self.step + 1
else:
return (self.test.shape[0] - self.win_size) // self.win_size + 1
def __getitem__(self, index):
index = index * self.step
if self.flag == "train":
return np.float32(self.train[index:index + self.win_size]), np.float32(self.test_labels[0:self.win_size])
elif (self.flag == 'val'):
return np.float32(self.val[index:index + self.win_size]), np.float32(self.test_labels[0:self.win_size])
elif (self.flag == 'test'):
return np.float32(self.test[index:index + self.win_size]), np.float32(
self.test_labels[index:index + self.win_size])
else:
return np.float32(self.test[
index // self.step * self.win_size:index // self.step * self.win_size + self.win_size]), np.float32(
self.test_labels[index // self.step * self.win_size:index // self.step * self.win_size + self.win_size])
class SMAPSegLoader(Dataset):
def __init__(self, root_path, win_size, step=1, flag="train"):
self.flag = flag
self.step = step
self.win_size = win_size
self.scaler = StandardScaler()
data = np.load(os.path.join(root_path, "SMAP_train.npy"))
self.scaler.fit(data)
data = self.scaler.transform(data)
test_data = np.load(os.path.join(root_path, "SMAP_test.npy"))
self.test = self.scaler.transform(test_data)
self.train = data
self.val = self.test
self.test_labels = np.load(os.path.join(root_path, "SMAP_test_label.npy"))
print("test:", self.test.shape)
print("train:", self.train.shape)
def __len__(self):
if self.flag == "train":
return (self.train.shape[0] - self.win_size) // self.step + 1
elif (self.flag == 'val'):
return (self.val.shape[0] - self.win_size) // self.step + 1
elif (self.flag == 'test'):
return (self.test.shape[0] - self.win_size) // self.step + 1
else:
return (self.test.shape[0] - self.win_size) // self.win_size + 1
def __getitem__(self, index):
index = index * self.step
if self.flag == "train":
return np.float32(self.train[index:index + self.win_size]), np.float32(self.test_labels[0:self.win_size])
elif (self.flag == 'val'):
return np.float32(self.val[index:index + self.win_size]), np.float32(self.test_labels[0:self.win_size])
elif (self.flag == 'test'):
return np.float32(self.test[index:index + self.win_size]), np.float32(
self.test_labels[index:index + self.win_size])
else:
return np.float32(self.test[
index // self.step * self.win_size:index // self.step * self.win_size + self.win_size]), np.float32(
self.test_labels[index // self.step * self.win_size:index // self.step * self.win_size + self.win_size])
class SMDSegLoader(Dataset):
def __init__(self, root_path, win_size, step=100, flag="train"):
self.flag = flag
self.step = step
self.win_size = win_size
self.scaler = StandardScaler()
data = np.load(os.path.join(root_path, "SMD_train.npy"))
self.scaler.fit(data)
data = self.scaler.transform(data)
test_data = np.load(os.path.join(root_path, "SMD_test.npy"))
self.test = self.scaler.transform(test_data)
self.train = data
data_len = len(self.train)
self.val = self.train[(int)(data_len * 0.8):]
self.test_labels = np.load(os.path.join(root_path, "SMD_test_label.npy"))
def __len__(self):
if self.flag == "train":
return (self.train.shape[0] - self.win_size) // self.step + 1
elif (self.flag == 'val'):
return (self.val.shape[0] - self.win_size) // self.step + 1
elif (self.flag == 'test'):
return (self.test.shape[0] - self.win_size) // self.step + 1
else:
return (self.test.shape[0] - self.win_size) // self.win_size + 1
def __getitem__(self, index):
index = index * self.step
if self.flag == "train":
return np.float32(self.train[index:index + self.win_size]), np.float32(self.test_labels[0:self.win_size])
elif (self.flag == 'val'):
return np.float32(self.val[index:index + self.win_size]), np.float32(self.test_labels[0:self.win_size])
elif (self.flag == 'test'):
return np.float32(self.test[index:index + self.win_size]), np.float32(
self.test_labels[index:index + self.win_size])
else:
return np.float32(self.test[
index // self.step * self.win_size:index // self.step * self.win_size + self.win_size]), np.float32(
self.test_labels[index // self.step * self.win_size:index // self.step * self.win_size + self.win_size])
class SWATSegLoader(Dataset):
def __init__(self, root_path, win_size, step=1, flag="train"):
self.flag = flag
self.step = step
self.win_size = win_size
self.scaler = StandardScaler()
train_data = pd.read_csv(os.path.join(root_path, 'swat_train2.csv'))
test_data = pd.read_csv(os.path.join(root_path, 'swat2.csv'))
labels = test_data.values[:, -1:]
train_data = train_data.values[:, :-1]
test_data = test_data.values[:, :-1]
self.scaler.fit(train_data)
train_data = self.scaler.transform(train_data)
test_data = self.scaler.transform(test_data)
self.train = train_data
self.test = test_data
self.val = test_data
self.test_labels = labels
print("test:", self.test.shape)
print("train:", self.train.shape)
def __len__(self):
"""
Number of images in the object dataset.
"""
if self.flag == "train":
return (self.train.shape[0] - self.win_size) // self.step + 1
elif (self.flag == 'val'):
return (self.val.shape[0] - self.win_size) // self.step + 1
elif (self.flag == 'test'):
return (self.test.shape[0] - self.win_size) // self.step + 1
else:
return (self.test.shape[0] - self.win_size) // self.win_size + 1
def __getitem__(self, index):
index = index * self.step
if self.flag == "train":
return np.float32(self.train[index:index + self.win_size]), np.float32(self.test_labels[0:self.win_size])
elif (self.flag == 'val'):
return np.float32(self.val[index:index + self.win_size]), np.float32(self.test_labels[0:self.win_size])
elif (self.flag == 'test'):
return np.float32(self.test[index:index + self.win_size]), np.float32(
self.test_labels[index:index + self.win_size])
else:
return np.float32(self.test[
index // self.step * self.win_size:index // self.step * self.win_size + self.win_size]), np.float32(
self.test_labels[index // self.step * self.win_size:index // self.step * self.win_size + self.win_size])
class UEAloader(Dataset):
"""
Dataset class for dataset included in:
Time Series Classification Archive (www.timeseriesclassification.com)
Argument:
limit_size: float in (0, 1) for debug
Attributes:
all_df: (num_samples * seq_len, num_columns) dataframe indexed by integer indices, with multiple rows corresponding to the same index (sample).
Each row is a time step; Each column contains either metadata (e.g. timestamp) or a feature.
feature_df: (num_samples * seq_len, feat_dim) dataframe; contains the subset of columns of `all_df` which correspond to selected features
feature_names: names of columns contained in `feature_df` (same as feature_df.columns)
all_IDs: (num_samples,) series of IDs contained in `all_df`/`feature_df` (same as all_df.index.unique() )
labels_df: (num_samples, num_labels) pd.DataFrame of label(s) for each sample
max_seq_len: maximum sequence (time series) length. If None, script argument `max_seq_len` will be used.
(Moreover, script argument overrides this attribute)
"""
def __init__(self, root_path, file_list=None, limit_size=None, flag=None):
self.root_path = root_path
self.all_df, self.labels_df = self.load_all(root_path, file_list=file_list, flag=flag)
self.all_IDs = self.all_df.index.unique() # all sample IDs (integer indices 0 ... num_samples-1)
if limit_size is not None:
if limit_size > 1:
limit_size = int(limit_size)
else: # interpret as proportion if in (0, 1]
limit_size = int(limit_size * len(self.all_IDs))
self.all_IDs = self.all_IDs[:limit_size]
self.all_df = self.all_df.loc[self.all_IDs]
# use all features
self.feature_names = self.all_df.columns
self.feature_df = self.all_df
# pre_process
normalizer = Normalizer()
self.feature_df = normalizer.normalize(self.feature_df)
print(len(self.all_IDs))
def load_all(self, root_path, file_list=None, flag=None):
"""
Loads dataset from csv files contained in `root_path` into a dataframe, optionally choosing from `pattern`
Args:
root_path: directory containing all individual .csv files
file_list: optionally, provide a list of file paths within `root_path` to consider.
Otherwise, entire `root_path` contents will be used.
Returns:
all_df: a single (possibly concatenated) dataframe with all data corresponding to specified files
labels_df: dataframe containing label(s) for each sample
"""
# Select paths for training and evaluation
if file_list is None:
data_paths = glob.glob(os.path.join(root_path, '*')) # list of all paths
else:
data_paths = [os.path.join(root_path, p) for p in file_list]
if len(data_paths) == 0:
raise Exception('No files found using: {}'.format(os.path.join(root_path, '*')))
if flag is not None:
data_paths = list(filter(lambda x: re.search(flag, x), data_paths))
input_paths = [p for p in data_paths if os.path.isfile(p) and p.endswith('.ts')]
if len(input_paths) == 0:
pattern='*.ts'
raise Exception("No .ts files found using pattern: '{}'".format(pattern))
all_df, labels_df = self.load_single(input_paths[0]) # a single file contains dataset
return all_df, labels_df
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 instance_norm(self, case):
if self.root_path.count('EthanolConcentration') > 0: # special process for numerical stability
mean = case.mean(0, keepdim=True)
case = case - mean
stdev = torch.sqrt(torch.var(case, dim=1, keepdim=True, unbiased=False) + 1e-5)
case /= stdev
return case
else:
return case
def __getitem__(self, ind):
return self.instance_norm(torch.from_numpy(self.feature_df.loc[self.all_IDs[ind]].values)), \
torch.from_numpy(self.labels_df.loc[self.all_IDs[ind]].values)
def __len__(self):
return len(self.all_IDs)
class Dataset_PEMS(Dataset):
def __init__(self, root_path, flag='train', size=None,
features='S', data_path='ETTh1.csv',
target='OT', scale=True, timeenc=0, freq='h', seasonal_patterns=None):
# size [seq_len, label_len, pred_len]
# info
self.seq_len = size[0]
self.label_len = size[1]
self.pred_len = size[2]
# init
assert flag in ['train', 'test', 'val']
type_map = {'train': 0, 'val': 1, 'test': 2}
self.set_type = type_map[flag]
self.features = features
self.target = target
self.scale = scale
self.timeenc = timeenc
self.freq = freq
self.root_path = root_path
self.data_path = data_path
self.__read_data__()
def __read_data__(self):
self.scaler = StandardScaler()
data_file = os.path.join(self.root_path, self.data_path)
print('data file:', data_file)
data = np.load(data_file, allow_pickle=True)
data = data['data'][:, :, 0]
train_ratio = 0.6
valid_ratio = 0.2
train_data = data[:int(train_ratio * len(data))]
valid_data = data[int(train_ratio * len(data)):int((train_ratio + valid_ratio) * len(data))]
test_data = data[int((train_ratio + valid_ratio) * len(data)):]
total_data = [train_data, valid_data, test_data]
data = total_data[self.set_type]
if self.scale:
self.scaler.fit(data)
data = self.scaler.transform(data)
df = pd.DataFrame(data)
df = df.fillna(method='ffill', limit=len(df)).fillna(method='bfill', limit=len(df)).values
self.data_x = df
self.data_y = df
def __getitem__(self, index):
if self.set_type == 2: # test:首尾相连
s_begin = index * 12
else:
s_begin = index
s_end = s_begin + self.seq_len
r_begin = s_end - self.label_len
r_end = r_begin + self.label_len + self.pred_len
seq_x = self.data_x[s_begin:s_end]
seq_y = self.data_y[r_begin:r_end]
seq_x_mark = torch.zeros((seq_x.shape[0], 1))
seq_y_mark = torch.zeros((seq_y.shape[0], 1))
return seq_x, seq_y, seq_x_mark, seq_y_mark
def __len__(self):
if self.set_type == 2: # test:首尾相连
return (len(self.data_x) - self.seq_len - self.pred_len + 1) // 12
else:
return len(self.data_x) - self.seq_len - self.pred_len + 1
def inverse_transform(self, data):
return self.scaler.inverse_transform(data)
class Dataset_Solar(Dataset):
def __init__(self, root_path, flag='train', size=None,
features='S', data_path='ETTh1.csv',
target='OT', scale=True, timeenc=0, freq='h', seasonal_patterns=None):
# size [seq_len, label_len, pred_len]
# info
if size == None:
self.seq_len = 24 * 4 * 4
self.label_len = 24 * 4
self.pred_len = 24 * 4
else:
self.seq_len = size[0]
self.label_len = size[1]
self.pred_len = size[2]
# init
assert flag in ['train', 'test', 'val']
type_map = {'train': 0, 'val': 1, 'test': 2}
self.set_type = type_map[flag]
self.features = features
self.target = target
self.scale = scale
self.timeenc = timeenc
self.freq = freq
self.root_path = root_path
self.data_path = data_path
self.__read_data__()
def __read_data__(self):
self.scaler = StandardScaler()
df_raw = []
with open(os.path.join(self.root_path, self.data_path), "r", encoding='utf-8') as f:
for line in f.readlines():
line = line.strip('\n').split(',') # 去除文本中的换行符
data_line = np.stack([float(i) for i in line])
df_raw.append(data_line)
df_raw = np.stack(df_raw, 0)
df_raw = pd.DataFrame(df_raw)
'''
df_raw.columns: ['date', ...(other features), target feature]
'''
num_train = int(len(df_raw) * 0.7)
num_test = int(len(df_raw) * 0.2)
num_vali = len(df_raw) - num_train - num_test
border1s = [0, num_train - self.seq_len, len(df_raw) - num_test - self.seq_len]
border2s = [num_train, num_train + num_vali, len(df_raw)]
border1 = border1s[self.set_type]
border2 = border2s[self.set_type]
df_data = df_raw.values
if self.scale:
train_data = df_data[border1s[0]:border2s[0]]
self.scaler.fit(train_data)
data = self.scaler.transform(df_data)
else:
data = df_data
self.data_x = data[border1:border2]
self.data_y = data[border1:border2]
def __getitem__(self, index):
s_begin = index
s_end = s_begin + self.seq_len
r_begin = s_end - self.label_len
r_end = r_begin + self.label_len + self.pred_len
seq_x = self.data_x[s_begin:s_end]
seq_y = self.data_y[r_begin:r_end]
seq_x_mark = torch.zeros((seq_x.shape[0], 1))
seq_y_mark = torch.zeros((seq_y.shape[0], 1))
return seq_x, seq_y, seq_x_mark, seq_x_mark
def __len__(self):
return len(self.data_x) - self.seq_len - self.pred_len + 1
def inverse_transform(self, data):
return self.scaler.inverse_transform(data)