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"""Plotting helpers for comparing decomposition methods."""
from __future__ import annotations
import math
from pathlib import Path
from typing import Any, Dict, Iterable, List, Optional, Sequence
import matplotlib.pyplot as plt
import numpy as np
from .decomp_methods import (
DecompConfig,
DecompMethodName,
DecompResult,
decompose_series,
)
METHOD_COLORS: Dict[str, str] = {
"stl": "tab:blue",
"mstl": "tab:orange",
"robuststl": "tab:red",
"ssa": "tab:green",
"std": "tab:olive",
"emd": "tab:purple",
"ceemdan": "tab:brown",
"vmd": "tab:pink",
"wavelet": "tab:cyan",
"ma_baseline": "tab:gray",
}
def _method_color(method: str) -> str:
return METHOD_COLORS.get(method.lower(), "tab:gray")
def _chunk_list(values: Sequence[str], size: int) -> Iterable[List[str]]:
size = max(1, size)
for i in range(0, len(values), size):
yield list(values[i : i + size])
def _component_ylim(arrays: List[np.ndarray]) -> Optional[tuple[float, float]]:
filtered = [np.asarray(arr, dtype=float).ravel() for arr in arrays if arr is not None and np.asarray(arr).size]
if not filtered:
return None
data = np.concatenate(filtered)
lo, hi = float(np.min(data)), float(np.max(data))
pad = 0.05 * (hi - lo) if hi > lo else 1.0
return lo - pad, hi + pad
def compare_decompositions_on_series(
y: np.ndarray,
methods: List[Dict[str, Any]],
title: str = "",
fs: float = 1.0,
meta: Optional[Dict[str, Any]] = None,
) -> plt.Figure:
"""
Plot a side-by-side comparison of multiple decompositions on the same series.
"""
series = np.asarray(y, dtype=float).reshape(-1)
if not methods:
raise ValueError("Provide at least one method to compare.")
results: List[Dict[str, Any]] = []
for entry in methods:
name = entry.get("name")
if name is None:
raise ValueError("Each method entry must include a 'name' key.")
config = entry.get("config")
label = entry.get("label", name)
res = decompose_series(series, method=name, config=config, fs=fs, meta=meta)
results.append({"label": label, "result": res})
fig, axes = plt.subplots(4, 1, sharex=True, figsize=(10, 8))
axes[0].plot(series, color="black", label="observed")
axes[0].set_title("Observed series")
axes[0].legend(loc="upper right")
axes[1].set_title("Trend components")
axes[2].set_title("Seasonal components")
axes[3].set_title("Residual components")
for item in results:
label = item["label"]
res: DecompResult = item["result"]
axes[1].plot(res.trend, label=label)
axes[2].plot(res.season, label=label)
axes[3].plot(res.residual, label=label)
for ax in axes[1:]:
ax.legend(loc="upper right")
if title:
fig.suptitle(title)
axes[-1].set_xlabel("Time index")
plt.tight_layout()
return fig
def plot_decomposition_overlays_paginated(
scenario_name: str,
observed: np.ndarray,
true_components: Dict[str, np.ndarray],
components_by_method: Dict[str, Dict[str, np.ndarray]],
output_dir: str | Path,
methods: Optional[List[str]] = None,
max_methods_per_figure: int = 4,
) -> List[Path]:
"""
Create paginated overlay plots (observed + T/S/R) for a subset of methods.
"""
output_dir = Path(output_dir)
output_dir.mkdir(parents=True, exist_ok=True)
methods = methods or sorted(components_by_method.keys())
saved_paths: List[Path] = []
slug = scenario_name.replace(" ", "_")
for page_idx, chunk in enumerate(_chunk_list(methods, max_methods_per_figure), start=1):
fig, axes = plt.subplots(4, 1, sharex=True, figsize=(11, 8))
axes[0].plot(observed, color="black", label="observed")
axes[0].set_title("Observed series")
axes[0].legend(loc="upper right")
components = ["trend", "seasonal", "residual"]
titles = ["Trend components", "Seasonal components", "Residual components"]
for ax, comp, title in zip(axes[1:], components, titles):
ax.set_title(title)
true_comp = true_components.get(comp)
if true_comp is not None:
ax.plot(true_comp, color="black", linewidth=1.6, label="true")
for method in chunk:
result = components_by_method.get(method)
if not result:
continue
color = _method_color(method)
for ax, comp in zip(axes[1:], components):
comp_data = result.get(comp)
if comp_data is not None:
ax.plot(comp_data, color=color, linewidth=1.0, alpha=0.9, label=method)
axes[1].legend(loc="upper right", ncol=1, fontsize="small")
axes[-1].set_xlabel("Time index")
fig.suptitle(f"Scenario: {scenario_name} – Methods {', '.join(chunk)}", fontsize=14)
fig.tight_layout(rect=[0, 0, 1, 0.97])
out_path = output_dir / f"decomp_overlay_{slug}_page{page_idx}.png"
fig.savefig(out_path, dpi=150)
plt.close(fig)
saved_paths.append(out_path)
return saved_paths
def plot_decomposition_facets(
scenario_name: str,
observed: np.ndarray,
true_components: Dict[str, np.ndarray],
components_by_method: Dict[str, Dict[str, np.ndarray]],
output_dir: str | Path,
methods: Optional[List[str]] = None,
max_methods_per_page: int = 4,
) -> List[Path]:
"""
Create per-method facet plots (observed row + method-specific T/S/R rows).
"""
output_dir = Path(output_dir)
output_dir.mkdir(parents=True, exist_ok=True)
methods = methods or sorted(components_by_method.keys())
saved_paths: List[Path] = []
slug = scenario_name.replace(" ", "_")
for page_idx, chunk in enumerate(_chunk_list(methods, max_methods_per_page), start=1):
n_methods = len(chunk)
n_rows = 1 + 3 * n_methods
fig, axes = plt.subplots(n_rows, 1, sharex=True, figsize=(12, 3 + 2.4 * n_methods))
axes[0].plot(observed, color="black")
axes[0].set_title("Observed series")
trend_arrays = [components_by_method[m].get("trend") for m in chunk if m in components_by_method]
season_arrays = [components_by_method[m].get("seasonal") for m in chunk if m in components_by_method]
resid_arrays = [components_by_method[m].get("residual") for m in chunk if m in components_by_method]
trend_ylim = _component_ylim([true_components.get("trend")] + trend_arrays)
season_ylim = _component_ylim([true_components.get("seasonal")] + season_arrays)
resid_ylim = _component_ylim([true_components.get("residual")] + resid_arrays)
for idx, method in enumerate(chunk):
base_idx = 1 + idx * 3
result = components_by_method.get(method)
if not result:
continue
color = _method_color(method)
# Trend
ax_trend = axes[base_idx]
if true_components.get("trend") is not None:
ax_trend.plot(true_components["trend"], color="black", linewidth=1.5, label="true")
ax_trend.plot(result.get("trend"), color=color, label=method)
ax_trend.set_ylabel(method)
ax_trend.set_title(f"Trend – {method}")
if trend_ylim:
ax_trend.set_ylim(trend_ylim)
# Seasonal
ax_season = axes[base_idx + 1]
if true_components.get("seasonal") is not None:
ax_season.plot(true_components["seasonal"], color="black", linewidth=1.5)
ax_season.plot(result.get("seasonal"), color=color)
ax_season.set_title(f"Seasonal – {method}")
if season_ylim:
ax_season.set_ylim(season_ylim)
# Residual
ax_resid = axes[base_idx + 2]
if true_components.get("residual") is not None:
ax_resid.plot(true_components["residual"], color="black", linewidth=1.2)
ax_resid.plot(result.get("residual"), color=color)
ax_resid.set_title(f"Residual – {method}")
if resid_ylim:
ax_resid.set_ylim(resid_ylim)
axes[-1].set_xlabel("Time index")
fig.suptitle(f"Scenario: {scenario_name} – methods {', '.join(chunk)}", fontsize=14)
fig.tight_layout(rect=[0, 0, 1, 0.97])
out_path = output_dir / f"decomp_facets_{slug}_page{page_idx}.png"
fig.savefig(out_path, dpi=150)
plt.close(fig)
saved_paths.append(out_path)
return saved_paths
def plot_component_error_timeseries(
scenario_name: str,
true_components: Dict[str, np.ndarray],
components_by_method: Dict[str, Dict[str, np.ndarray]],
output_dir: str | Path,
component: str = "trend",
methods_to_show: Optional[List[str]] = None,
) -> Path:
"""
Plot absolute error over time for a given component across methods.
"""
output_dir = Path(output_dir)
output_dir.mkdir(parents=True, exist_ok=True)
methods = methods_to_show or sorted(components_by_method.keys())
true_array = true_components.get(component)
if true_array is None:
raise ValueError(f"No ground-truth component '{component}' available.")
true_series = np.asarray(true_array, dtype=float).reshape(-1)
fig, ax = plt.subplots(figsize=(12, 4))
for method in methods:
result = components_by_method.get(method)
if not result or component not in result:
continue
est = np.asarray(result[component], dtype=float).reshape(-1)
length = min(len(est), len(true_series))
if length == 0:
continue
abs_err = np.abs(est[:length] - true_series[:length])
ax.plot(abs_err, label=method, color=_method_color(method))
ax.set_title(f"{scenario_name}{component} absolute error over time")
ax.set_xlabel("Time index")
ax.set_ylabel("|estimate - true|")
ax.legend(loc="upper right", ncol=2, fontsize="small")
fig.tight_layout()
out_path = output_dir / f"error_timeseries_{component}_{scenario_name.replace(' ', '_')}.png"
fig.savefig(out_path, dpi=150)
plt.close(fig)
return out_path
def plot_component_error_heatmap(
scenario_name: str,
true_components: Dict[str, np.ndarray],
components_by_method: Dict[str, Dict[str, np.ndarray]],
output_dir: str | Path,
component: str = "trend",
methods_to_show: Optional[List[str]] = None,
) -> Path:
"""
Plot heatmap of absolute errors over time for multiple methods.
"""
output_dir = Path(output_dir)
output_dir.mkdir(parents=True, exist_ok=True)
methods = methods_to_show or sorted(components_by_method.keys())
true_array = true_components.get(component)
if true_array is None:
raise ValueError(f"No ground-truth component '{component}' available.")
true_series = np.asarray(true_array, dtype=float).reshape(-1)
error_matrix = []
valid_methods = []
for method in methods:
result = components_by_method.get(method)
if not result or component not in result:
continue
est = np.asarray(result[component], dtype=float).reshape(-1)
length = min(len(est), len(true_series))
if length == 0:
continue
abs_err = np.abs(est[:length] - true_series[:length])
error_matrix.append(abs_err)
valid_methods.append(method)
if not error_matrix:
raise ValueError("No valid error series to plot.")
data = np.vstack(error_matrix)
fig, ax = plt.subplots(figsize=(12, 0.5 * len(valid_methods) + 2))
im = ax.imshow(data, aspect="auto", interpolation="nearest", cmap="viridis")
ax.set_title(f"{scenario_name}{component} absolute error heatmap")
ax.set_xlabel("Time index")
ax.set_yticks(range(len(valid_methods)))
ax.set_yticklabels(valid_methods)
fig.colorbar(im, ax=ax, shrink=0.75, label="abs error")
fig.tight_layout()
out_path = output_dir / f"error_heatmap_{component}_{scenario_name.replace(' ', '_')}.png"
fig.savefig(out_path, dpi=150)
plt.close(fig)
return out_path