DTW.h

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#ifndef GRT_DTW_HEADER
#define GRT_DTW_HEADER

#include "../../CoreModules/Classifier.h"
#include "../../Util/TimeSeriesClassificationSampleTrimmer.h"

GRT_BEGIN_NAMESPACE

class GRT_API IndexDist{
 public:
 IndexDist(int x=0,int y=0,Float dist=0){
 this->x = x;
 this->y = y;
 this->dist = dist;
 }
 ~IndexDist(){};
 IndexDist& operator=(const IndexDist &rhs){
 if(this!=&rhs){
 this->x = rhs.x;
 this->y = rhs.y;
 this->dist = rhs.dist;
 }
 return (*this);
 }
 
 int x;
 int y;
 Float dist;
};

class GRT_API DTWTemplate{
 public:
 DTWTemplate(){
 classLabel = 0;
 trainingMu = 0.0;
 trainingSigma = 0.0;
 averageTemplateLength=0;
 }
 ~DTWTemplate(){};
 
 UINT classLabel; //The class that this template belongs to
 MatrixFloat timeSeries; //The raw time series
 Float trainingMu; //The mean distance value of the training data with the trained template
 Float trainingSigma; //The sigma of the distance value of the training data with the trained template
 UINT averageTemplateLength; //The average length of the examples used to train this template
};

class GRT_API DTW : public Classifier
{
public:

 enum DistanceMethods{ABSOLUTE_DIST=0,EUCLIDEAN_DIST,NORM_ABSOLUTE_DIST};
 enum RejectionModes{TEMPLATE_THRESHOLDS=0,CLASS_LIKELIHOODS,THRESHOLDS_AND_LIKELIHOODS};
 
 DTW(bool useScaling=false,bool useNullRejection=false,Float nullRejectionCoeff=3.0,UINT rejectionMode = DTW::TEMPLATE_THRESHOLDS,bool dtwConstrain=true,Float radius=0.2,bool offsetUsingFirstSample=false,bool useSmoothing = false,UINT smoothingFactor = 5, Float nullRejectionLikelihoodThreshold = 0.99);
 
 DTW(const DTW &rhs);
 
 virtual ~DTW(void);
 
 DTW& operator=(const DTW &rhs);
 
 virtual bool deepCopyFrom(const Classifier *classifier);
 
 virtual bool train_(TimeSeriesClassificationData &trainingData);
 
 virtual bool predict_(VectorFloat &inputVector);
 
 virtual bool predict_(MatrixFloat &timeSeries);
 
 virtual bool reset();
 
 virtual bool clear();
 
 virtual bool save( std::fstream &file ) const;
 
 virtual bool load( std::fstream &file );
 
 virtual bool recomputeNullRejectionThresholds();
 
 UINT getNumTemplates() const { return numTemplates; }
 
 bool setRejectionMode(UINT rejectionMode);
 
 bool setNullRejectionThreshold(Float nullRejectionLikelihoodThreshold);
 
 bool setOffsetTimeseriesUsingFirstSample(bool offsetUsingFirstSample);
 
 bool setContrainWarpingPath(bool constrain);
 
 bool setWarpingRadius(Float radius);
 
 UINT getRejectionMode() const { return rejectionMode; }
 
 bool enableZNormalization(bool useZNormalization,bool constrainZNorm = true);
 
 bool enableTrimTrainingData(bool trimTrainingData,Float trimThreshold,Float maximumTrimPercentage);
 
 Vector< DTWTemplate > getModels() const { return templatesBuffer; }
 
 bool setModels( Vector< DTWTemplate > newTemplates );
 
 Vector< VectorFloat > getInputDataBuffer() const { return continuousInputDataBuffer.getData(); }
 
 const Vector< MatrixFloat >& getDistanceMatrices() const { return distanceMatrices; }
 
 const Vector< Vector< IndexDist > >& getWarpingPaths() const { return warpPaths; }

 static std::string getId();
 
 //Tell the compiler we are using the base class train method to stop hidden virtual function warnings
 using MLBase::save;
 using MLBase::load;
 using MLBase::train_;
 using MLBase::predict_;
 
protected:
 //Public training and prediction methods
 bool train_NDDTW(TimeSeriesClassificationData &trainingData,DTWTemplate &dtwTemplate,UINT &bestIndex);
 
 //The actual DTW function
 Float computeDistance(MatrixFloat &timeSeriesA,MatrixFloat &timeSeriesB,MatrixFloat &distanceMatrix,Vector< IndexDist > &warpPath);
 Float d(int m,int n,MatrixFloat &distanceMatrix,const int M,const int N);
 Float inline MIN_(Float a,Float b, Float c);
 
 //Scaling and Utility Functions
 void scaleData(TimeSeriesClassificationData &trainingData);
 void scaleData(MatrixFloat &data,MatrixFloat &scaledData);
 void znormData(TimeSeriesClassificationData &trainingData);
 void znormData(MatrixFloat &data,MatrixFloat &normData);
 void smoothData(VectorFloat &data,UINT smoothFactor,VectorFloat &resultsData);
 void smoothData(MatrixFloat &data,UINT smoothFactor,MatrixFloat &resultsData);
 void offsetTimeseries(MatrixFloat &timeseries);
 bool loadLegacyModelFromFile( std::fstream &file );
 
 Vector< DTWTemplate > templatesBuffer; //A buffer to store the templates for each time series
 Vector< MatrixFloat > distanceMatrices;
 Vector< Vector< IndexDist > > warpPaths;
 CircularBuffer< VectorFloat > continuousInputDataBuffer;
 UINT numTemplates; //The number of templates in our buffer
 UINT rejectionMode; //The rejection mode used to reject null gestures during the prediction phase
 
 //Flags
 bool useSmoothing; //A flag to check if we need to smooth the data
 bool useZNormalisation; //A flag to check if we need to znorm the training and prediction data
 bool offsetUsingFirstSample; //A flag to check if each timeseries should be offset by the first sample in the time series
 bool constrainZNorm; //A flag to check if we need to constrain zNorm (only zNorm if stdDev > zNormConstrainThreshold)
 bool constrainWarpingPath; //A flag to check if we need to constrain the dtw cost matrix and search
 bool trimTrainingData; //A flag to check if we need to trim the training data first before training
 
 Float zNormConstrainThreshold;//The threshold value to be used if constrainZNorm is turned on
 Float radius;
 Float trimThreshold; //Sets the threshold under which training data should be trimmed (default 0.1)
 Float maximumTrimPercentage; //Sets the maximum amount of data that can be trimmed for each training sample (default 20)
 Float nullRejectionLikelihoodThreshold; //Sets the threshold for null rejection based on likelihoods
 
 UINT smoothingFactor; //The smoothing factor if smoothing is used
 UINT distanceMethod; //The distance method to be used (should be of enum DISTANCE_METHOD)
 UINT averageTemplateLength; //The overall average template length (over all the templates)
 
private:
 static RegisterClassifierModule< DTW > registerModule;
 static const std::string id;
};

GRT_END_NAMESPACE

#endif //GRT_DTW_HEADER