org.deeplearning4j.util.TimeSeriesUtils Maven / Gradle / Ivy
/*
*
* * Copyright 2015 Skymind,Inc.
* *
* * Licensed under the Apache License, Version 2.0 (the "License");
* * you may not use this file except in compliance with the License.
* * You may obtain a copy of the License at
* *
* * http://www.apache.org/licenses/LICENSE-2.0
* *
* * Unless required by applicable law or agreed to in writing, software
* * distributed under the License is distributed on an "AS IS" BASIS,
* * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* * See the License for the specific language governing permissions and
* * limitations under the License.
*
*/
package org.deeplearning4j.util;
import org.nd4j.linalg.api.ndarray.INDArray;
import org.nd4j.linalg.factory.Nd4j;
import org.nd4j.linalg.indexing.INDArrayIndex;
import org.nd4j.linalg.indexing.NDArrayIndex;
/**
* Basic time series utils
* @author Adam Gibson
*/
public class TimeSeriesUtils {
private TimeSeriesUtils() {
}
/**
* Calculate a moving average given the length
* @param toAvg the array to average
* @param n the length of the moving window
* @return the moving averages for each row
*/
public static INDArray movingAverage(INDArray toAvg,int n) {
INDArray ret = Nd4j.cumsum(toAvg);
INDArrayIndex[] ends = new INDArrayIndex[]{NDArrayIndex.interval(n ,toAvg.columns())};
INDArrayIndex[] begins = new INDArrayIndex[]{NDArrayIndex.interval(0,toAvg.columns() - n,false)};
INDArrayIndex[] nMinusOne = new INDArrayIndex[]{NDArrayIndex.interval(n - 1,toAvg.columns())};
ret.put(ends,ret.get(ends).sub(ret.get(begins)));
return ret.get(nMinusOne).divi(n);
}
/**
* Reshape time series mask arrays. This should match the assumptions (f order, etc) in RnnOutputLayer
* @param timeSeriesMask Mask array to reshape to a column vector
* @return Mask array as a column vector
*/
public static INDArray reshapeTimeSeriesMaskToVector(INDArray timeSeriesMask){
if(timeSeriesMask.rank() != 2) throw new IllegalArgumentException("Cannot reshape mask: rank is not 2");
if(timeSeriesMask.ordering() != 'f') timeSeriesMask = timeSeriesMask.dup('f');
return timeSeriesMask.reshape('f',new int[]{timeSeriesMask.length(),1});
}
}
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