From 49d0c93c371acea6334d09c3cef4061616a9b204 Mon Sep 17 00:00:00 2001
From: Peter Luenenschloss <peter.luenenschloss@ufz.de>
Date: Fri, 2 Oct 2020 09:06:16 +0200
Subject: [PATCH] ...
---
saqc/funcs/functions.py | 23 +++++++++++++++--------
1 file changed, 15 insertions(+), 8 deletions(-)
diff --git a/saqc/funcs/functions.py b/saqc/funcs/functions.py
index 91982c1af..a10dbb4aa 100644
--- a/saqc/funcs/functions.py
+++ b/saqc/funcs/functions.py
@@ -1048,7 +1048,8 @@ def flagDriftFromReference(data, field, flagger, fields, segment_freq, thresh,
return data, flagger
-@numba.jit(nopython=True, parallel=True)
+
+#@numba.jit(parallel=True)
def _slidingWindowSearch(data_arr, bwd_start, fwd_end, stat_func, thresh_func, num_val):
stat_arr = np.zeros(num_val)
thresh_arr = np.zeros(num_val)
@@ -1079,11 +1080,7 @@ def flagChangePoints(data, field, flagger, stat_func, thresh_func, bwd_window, m
"""
Function for change point detection based on sliding window search.
- The function provides general basic architecture for applying two-sided t-tests,
- max-likelyhood modelling or piecewise regression modelling in order to detect changepoints
- via a sliding "twin window" search.
-
- See examples in the examples section to get an idea of the interface and functionality.
+ The function provides basic architecture for basic sliding window changepoint detection.
Parameters
----------
@@ -1093,12 +1090,22 @@ def flagChangePoints(data, field, flagger, stat_func, thresh_func, bwd_window, m
The reference variable, the deviation from wich determines the flagging.
flagger : saqc.flagger
A flagger object, holding flags and additional informations related to `data`.
- stat_func : {Callable[numpy.array], Callable[numpy.array, numpy.array]}
+ stat_func : Callable[numpy.array, numpy.array]
+ A function that assigns a value to every twin window. Left window content will be passed to first variable,
+ right window content will be passed to the second.
thresh_func : {float, Callable[numpy.array, numpy.array]}
+ A function that determines the value level, exceeding wich qualifies a timestamps stat func value as denoting a
+ changepoint.
bwd_window : str
+ The left (backwards facing) windows temporal extension (freq-string).
min_periods_bwd : {str, int}
+ Minimum number of periods that have to be present in a backwards facing window, for a changepoint test to be
+ performed.
fwd_window : {None, str}, default None
+ The right (forward facing) windows temporal extension (freq-string).
min_periods_fwd : {None, str, int}, default None
+ Minimum number of periods that have to be present in a forward facing window, for a changepoint test to be
+ performed.
closed : {'right', 'left', 'both', 'neither'}, default 'both'
Returns
@@ -1106,7 +1113,7 @@ def flagChangePoints(data, field, flagger, stat_func, thresh_func, bwd_window, m
"""
- data_ser = data[field]
+ data_ser = data[field].dropna()
center = False
var_len = data_ser.shape[0]
if fwd_window is None:
--
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