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**LSTM for Regression Using the Window Method**
# load the dataset dataframe = pandas.read_csv('airline-passengers.csv', usecols=[1], engine='python') dataset = dataframe.values dataset = dataset.astype('float32') # normalize the dataset scaler = MinMaxScaler(feature_range=(0, 1)) dataset = scaler.fit_transform(dataset) # split into train and test sets train_size = ...
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MIT
time-series-prediction.ipynb
srivarshan-s/LSTM-Trials
**LSTM for Regression with Time Steps**
# load the dataset dataframe = pandas.read_csv('airline-passengers.csv', usecols=[1], engine='python') dataset = dataframe.values dataset = dataset.astype('float32') # normalize the dataset scaler = MinMaxScaler(feature_range=(0, 1)) dataset = scaler.fit_transform(dataset) # split into train and test sets train_size = ...
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MIT
time-series-prediction.ipynb
srivarshan-s/LSTM-Trials
**LSTM with Memory Between Batches**
# load the dataset dataframe = pandas.read_csv('airline-passengers.csv', usecols=[1], engine='python') dataset = dataframe.values dataset = dataset.astype('float32') # normalize the dataset scaler = MinMaxScaler(feature_range=(0, 1)) dataset = scaler.fit_transform(dataset) # split into train and test sets train_size = ...
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MIT
time-series-prediction.ipynb
srivarshan-s/LSTM-Trials
**Stacked LSTMs with Memory Between Batches**
# load the dataset dataframe = pandas.read_csv('airline-passengers.csv', usecols=[1], engine='python') dataset = dataframe.values dataset = dataset.astype('float32') # normalize the dataset scaler = MinMaxScaler(feature_range=(0, 1)) dataset = scaler.fit_transform(dataset) # split into train and test sets train_size = ...
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MIT
time-series-prediction.ipynb
srivarshan-s/LSTM-Trials
**Time series prediction of TESLA closing stock price**
# Importing libraries import numpy import matplotlib.pyplot as plt from pandas import read_csv import math from keras.models import Sequential from keras.layers import Dense from keras.layers import LSTM from sklearn.preprocessing import MinMaxScaler from sklearn.metrics import mean_squared_error ! pip install nsepy fr...
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MIT
time-series-prediction.ipynb
srivarshan-s/LSTM-Trials
The YUSAG Football Model by Matt Robinson, matthew.robinson@yale.edu, Yale Undergraduate Sports Analytics Group This notebook introduces the model we at the Yale Undergraduate Sports Analytics Group (YUSAG) use for our college football rankings. This specific notebook details our FBS rankings at the beginning of...
import numpy as np import pandas as pd import math
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
Let's start by reading in the NCAA FBS football data from 2013-2016:
df_1 = pd.read_csv('NCAA_FBS_Results_2013_.csv') df_2 = pd.read_csv('NCAA_FBS_Results_2014_.csv') df_3 = pd.read_csv('NCAA_FBS_Results_2015_.csv') df_4 = pd.read_csv('NCAA_FBS_Results_2016_.csv') df = pd.concat([df_1,df_2,df_3,df_4],ignore_index=True) df.head()
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
As you can see, the `OT` column has some `NaN` values that we will replace with 0.
# fill missing data with 0 df = df.fillna(0) df.head()
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
I'm also going to make some weights for when we run our linear regression. I have found that using the factorial of the difference between the year and 2012 seems to work decently well. Clearly, the most recent seasons are weighted quite heavily in this scheme.
# update the weights based on a factorial scheme df['weights'] = (df['year']-2012) df['weights'] = df['weights'].apply(lambda x: math.factorial(x))
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
And now, we also are going to make a `scorediff` column that we can use in our linear regression.
df['scorediff'] = (df['teamscore']-df['oppscore']) df.head()
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
Since we need numerical values for the linear regression algorithm, I am going to replace the locations with what seem like reasonable numbers:* Visiting = -1* Neutral = 0* Home = 1The reason we picked these exact numbers will become clearer in a little bit.
df['location'] = df['location'].replace('V',-1) df['location'] = df['location'].replace('N',0) df['location'] = df['location'].replace('H',1) df.head()
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
The way our linear regression model works is a little tricky to code up in scikit-learn. It's much easier to do in R, but then you don't have a full understanding of what's happening when we make the model.In simplest terms, our model predicts the score differential (`scorediff`) of each game based on three things: the...
# create dummy variables, need to do this in python b/c does not handle automatically like R team_dummies = pd.get_dummies(df.team, prefix='team') opponent_dummies = pd.get_dummies(df.opponent, prefix='opponent') df = pd.concat([df, team_dummies, opponent_dummies], axis=1) df.head()
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
Now let's make our training data, so that we can construct the model. At this point, I am going to use all the avaiable data to train the model, using our predetermined hyperparameters. This way, the model is ready to make predictions for the 2017 season.
# make the training data X = df.drop(['year','month','day','team','opponent','teamscore','oppscore','D1','OT','weights','scorediff'], axis=1) y = df['scorediff'] weights = df['weights'] X.head() y.head() weights.head()
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
Now let's train the linear regression model. You'll notice that I'm actually using ridge regression (adds an l2 penalty with alpha = 1.0) because that prevents the model from overfitting and also limits the values of the coefficients to be more interpretable. If I did not add this penalty, the coefficients would be hug...
from sklearn.linear_model import Ridge ridge_reg = Ridge() ridge_reg.fit(X, y, sample_weight=weights) # get the R^2 value r_squared = ridge_reg.score(X, y, sample_weight=weights) print('R^2 on the training data:') print(r_squared)
R^2 on the training data: 0.495412735743
MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
Now that the model is trained, we can use it to provide our rankings. Note that in this model, a team's ranking is simply defined as its linear regression coefficient, which we call the YUSAG coefficient. When predicting a game's score differential on a neutral field, the predicted score differential (`scorediff`) is j...
# get the coefficients for each feature coef_data = list(zip(X.columns,ridge_reg.coef_)) coef_df = pd.DataFrame(coef_data,columns=['feature','feature_coef']) coef_df.head()
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
Let's get only the team variables, so that it is a proper ranking
# first get rid of opponent_ variables team_df = coef_df[~coef_df['feature'].str.contains("opponent")] # get rid of the location variable team_df = team_df.iloc[1:] team_df.head() # rank them by coef, not alphabetical order ranked_team_df = team_df.sort_values(['feature_coef'],ascending=False) # reset the indices at 0...
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
I'm goint to change the name of the columns and remove the 'team_' part of every string:
ranked_team_df.rename(columns={'feature':'team', 'feature_coef':'YUSAG_coef'}, inplace=True) ranked_team_df['team'] = ranked_team_df['team'].str.replace('team_', '') ranked_team_df.head()
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
Lastly, I'm just going to shift the index to start at 1, so that it corresponds to the ranking.
ranked_team_df.index = ranked_team_df.index + 1 ranked_team_df.to_csv("FBS_power_rankings.csv")
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
Additional stuff: Testing the modelThis section is mostly about how own could test the performance of the model or how one could choose appropriate hyperparamters. Creating a new dataframeFirst let's take the original dataframe and sort it by date, so that the order of games in the dataframe matches the order the game...
# sort by date and reset the indices to 0 df_dated = df.sort_values(['year', 'month','day'], ascending=[True, True, True]) df_dated = df_dated.reset_index(drop=True) df_dated.head()
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
Let's first make a dataframe with training data (the first three years of results)
thirteen_df = df_dated.loc[df_dated['year']==2013] fourteen_df = df_dated.loc[df_dated['year']==2014] fifteen_df = df_dated.loc[df_dated['year']==2015] train_df = pd.concat([thirteen_df,fourteen_df,fifteen_df], ignore_index=True)
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
Now let's make an initial testing dataframe with the data from this past year.
sixteen_df = df_dated.loc[df_dated['year']==2016] seventeen_df = df_dated.loc[df_dated['year']==2017] test_df = pd.concat([sixteen_df,seventeen_df], ignore_index=True)
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
I am now going to set up a testing/validation scheme for the model. It works like this:First I start off where my training data is all games from 2012-2015. Using the model trained on this data, I then predict games from the first week of the 2016 season and look at the results.Next, I add that first week's worth of ga...
def train_test_model(train_df, test_df): # make the training data X_train = train_df.drop(['year','month','day','team','opponent','teamscore','oppscore','D1','OT','weights','scorediff'], axis=1) y_train = train_df['scorediff'] weights_train = train_df['weights'] # train the model ridge_reg...
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MIT
YUSAG_FBS_football_linear_model.ipynb
mc-robinson/YUSAG_football_model
Using fmriprep [fmriprep](https://fmriprep.readthedocs.io/en/stable/) is a package developed by the Poldrack lab to do the minimal preprocessing of fMRI data required. It covers brain extraction, motion correction, field unwarping, and registration. It uses a combination of well-known software packages (e.g., FSL, SPM...
#!fmriprep \ # --ignore slicetiming \ # --ignore fieldmaps \ # --output-space template \ # --template MNI152NLin2009cAsym \ # --template-resampling-grid 2mm \ # --fs-no-reconall \ # --fs-license-file \ # ../license.txt \ # ../data/ds000030 ../data/ds000030/derivatives/fmriprep participant
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CC-BY-4.0
code/01_preprocessing.ipynb
maxim-belkin/SDC-BIDS-fMRI
Скачайте данные в формате csv, выберите из таблицы данные по России, начиная с 3 марта 2020 г. (в этот момент впервые стало больше 2 заболевших). В качестве целевой переменной возьмём число случаев заболевания (столбцы total_cases и new_cases); для упрощения обработки можно заменить в столбце new_cases все нули на един...
from datetime import datetime import pandas as pd import numpy as np import scipy from sklearn.base import BaseEstimator, TransformerMixin from sklearn.linear_model import LinearRegression import matplotlib.pyplot as plt %matplotlib inline plt.rcParams['figure.figsize'] = 16, 6
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MIT
homework2.ipynb
x-sile/made_ml
Загрузка и предобработка данных
# загрузим данные df = pd.read_csv('full_data.csv') df = df[(df['location'] == 'Russia') & (df['date'] >= '2020-03-03')].reset_index(drop=True) df.loc[df['new_cases'] == 0, 'new_cases'] = 1 df['day'] = df.index start_day = datetime.strptime('2020-03-03', '%Y-%m-%d') may_first = datetime.strptime('2020-05-01', '%Y-%m-%d...
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MIT
homework2.ipynb
x-sile/made_ml
Разделим на трейн и тест
# разделим на трейн и тест. Возьмем 60! дней, т.к. результаты получаются более адекватные TRAIN_DAYS = 60 train = df[:TRAIN_DAYS] test = df[TRAIN_DAYS:]
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MIT
homework2.ipynb
x-sile/made_ml
Код для байесовской регрессии
class BayesLR(BaseEstimator, TransformerMixin): def __init__(self, mu, sigma, noise=None): self.mu = mu self.sigma = sigma self.noise = None def _estimate_noise(self, X, y): return np.std(y - X.dot(np.linalg.inv(X.T.dot(X)).dot(X.T).dot(y))) # linear regression ...
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MIT
homework2.ipynb
x-sile/made_ml
Часть 1: моделирование экспонентной 1.1 Графики
plt.plot(train['total_cases'], label='общее число зараженных') plt.plot(train['new_cases'], label='количество новых случаев за день') plt.title('Графики целевых переменных') plt.legend();
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MIT
homework2.ipynb
x-sile/made_ml
1.2 Линейная регрессия y ~ exp(wX) Чтобы построить линейную регрессию для такого случая, прологарифмируем целевую переменную (общее количество зараженных).
X_tr = train[['day']].values y_tr = np.log(train['total_cases'].values) X_te = test[['day']].values y_te = np.log(test['total_cases'].values) X_full = np.arange(till_year_end + 1).reshape(-1, 1) # до конца года # Выберем uninformative prior mu_prior = np.array([0, 0]) sigma_prior = 100 * np.array([[1, 0], ...
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MIT
homework2.ipynb
x-sile/made_ml
1.3 Предсказания
# Семплируем экспоненты для трейна sampled_train = np.exp(bayes_lr.sample(X_tr)) plot_sampled(sampled_train) plt.plot(np.exp(y_tr), color='red', label='Реальное число зараженных') plt.legend() plt.title('Предсказания для трейна'); # Посемплируем экспоненты для теста sampled_test = np.exp(bayes_lr.sample(X_te, n_samples...
1 мая: 0.3274 млн зараженных 1 июня: 99.7141 млн зараженных 1 сентября: 2342098539.3834 млн зараженных
MIT
homework2.ipynb
x-sile/made_ml
Получается, что к 1 июня 2/3 России вымрет, не очень реалистично.
# Посемплируем экспоненты на будущее sampled_full = np.exp(bayes_lr.sample(X_full, n_samples=10000)) fig, ax = plt.subplots(2, 2, figsize=(16, 10)) ax[0][0].hist(sampled_full[till_may], bins=50) ax[0][0].set_title('Предсказательное распределение количества зараженных к маю') ax[0][1].hist(sampled_full[till_june], bin...
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MIT
homework2.ipynb
x-sile/made_ml
Вывод: моделирование экспонентой - это шляпа =) Часть 2: моделирование сигмоидой 2.1 Как такое обучать Справа у нас интеграл - можем взять производную, а затем прологарифмировать, в итоге получим:$ln$($\Delta$y) = w_2 * x^2 + w_1 * x + w_0 Другими словами, мы можем замоделировать количество новых случаев заражения с ...
# Функция для приведения наших предсказаний приростов к общему числу зараженных def to_total(preds): return 2 + np.cumsum(np.exp(preds), axis=0) X_tr = np.hstack([X_tr, X_tr ** 2]) y_tr = np.log(train['new_cases'].values) X_te = np.hstack([X_te, X_te ** 2]) y_te = np.log(test['new_cases'].values) X_full = np.hsta...
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MIT
homework2.ipynb
x-sile/made_ml
2.3 Предсказываем
# Семплируем сигмоиды для трейна sampled_train = to_total(bayes_lr.sample(X_tr)) plot_sampled(sampled_train) plt.plot(to_total(y_tr), color='red', label='Реальное число зараженных') plt.legend() plt.title('Предсказания для трейна'); # Посемплируем сигмоиды для теста sampled_test = to_total(bayes_lr.sample(X_te)) # Дел...
Оптимистичный прогноз к концу года: 0.2409 млн человек Пессимистичный прогноз к концу года: 1.3295 млн человек
MIT
homework2.ipynb
x-sile/made_ml
SVM
import pandas as pd from sklearn import svm, metrics from sklearn.model_selection import train_test_split wesad_eda = pd.read_csv('D:\data\wesad-chest-combined-classification-eda.csv') # need to adjust a path of dataset wesad_eda.columns original_column_list = ['MEAN', 'MAX', 'MIN', 'RANGE', 'KURT', 'SKEW', 'MEAN_1ST_G...
0.9998672250025533
MIT
SVM/SVM_wesad_eda.ipynb
aiLocsRnD/classification
Time series analysis on AWS*Chapter 1 - Time series analysis overview* Initializations---
!pip install --quiet tqdm kaggle tsia ruptures
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
Imports
import matplotlib.colors as mpl_colors import matplotlib.dates as mdates import matplotlib.ticker as ticker import matplotlib.pyplot as plt import numpy as np import os import pandas as pd import ruptures as rpt import sys import tsia import warnings import zipfile from matplotlib import gridspec from sklearn.preproce...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
Parameters
RAW_DATA = os.path.join('..', 'Data', 'raw') DATA = os.path.join('..', 'Data') warnings.filterwarnings("ignore") os.makedirs(RAW_DATA, exist_ok=True) %matplotlib inline # plt.style.use('Solarize_Light2') plt.style.use('fivethirtyeight') prop_cycle = plt.rcParams['axes.prop_cycle'] colors = prop_cycle.by_key()['color']...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
Helper functions
def progress_report_hook(count, block_size, total_size): mb = int(count * block_size // 1048576) if count % 500 == 0: sys.stdout.write("\r{} MB downloaded".format(mb)) sys.stdout.flush()
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
Downloading datasets **Dataset 1:** Household energy consumption
ORIGINAL_DATA = 'https://archive.ics.uci.edu/ml/machine-learning-databases/00321/LD2011_2014.txt.zip' ARCHIVE_PATH = os.path.join(RAW_DATA, 'energy-consumption.zip') FILE_NAME = 'energy-consumption.csv' FILE_PATH = os.path.join(DATA, 'energy', FILE_NAME) FILE_DIR = os.path.dirname(FILE_PATH) if not os.pa...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
**Dataset 2:** Nasa Turbofan remaining useful lifetime
ok = True ok = ok and os.path.exists(os.path.join(DATA, 'turbofan', 'train_FD001.txt')) ok = ok and os.path.exists(os.path.join(DATA, 'turbofan', 'test_FD001.txt')) ok = ok and os.path.exists(os.path.join(DATA, 'turbofan', 'RUL_FD001.txt')) if (ok): print("File found, skipping download") else: print('Some dat...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
**Dataset 3:** Human heartbeat
ECG_DATA_SOURCE = 'http://www.timeseriesclassification.com/Downloads/ECG200.zip' ARCHIVE_PATH = os.path.join(RAW_DATA, 'ECG200.zip') FILE_NAME = 'ecg.csv' FILE_PATH = os.path.join(DATA, 'ecg', FILE_NAME) FILE_DIR = os.path.dirname(FILE_PATH) if not os.path.isfile(FILE_PATH): urlretrieve(ECG_DATA_SOUR...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
**Dataset 4:** Industrial pump dataTo download this dataset from Kaggle, you will need to have an account and create a token that you install on your machine. You can follow [**this link**](https://www.kaggle.com/docs/api) to get started with the Kaggle API. Once generated, make sure your Kaggle token is stored in the...
FILE_NAME = 'pump-sensor-data.zip' ARCHIVE_PATH = os.path.join(RAW_DATA, FILE_NAME) FILE_PATH = os.path.join(DATA, 'pump', 'sensor.csv') FILE_DIR = os.path.dirname(FILE_PATH) if not os.path.isfile(FILE_PATH): if not os.path.exists('/home/ec2-user/.kaggle/kaggle.json'): os.makedirs('/home/ec2-user...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
**Dataset 5:** London household energy consumption with weather data
FILE_NAME = 'smart-meters-in-london.zip' ARCHIVE_PATH = os.path.join(RAW_DATA, FILE_NAME) FILE_PATH = os.path.join(DATA, 'energy-london', 'smart-meters-in-london.zip') FILE_DIR = os.path.dirname(FILE_PATH) # Checks if the data were already downloaded: if os.path.exists(os.path.join(DATA, 'energy-london', 'ac...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
Dataset visualization--- **1.** Household energy consumption
%%time FILE_PATH = os.path.join(DATA, 'energy', 'energy-consumption.csv') energy_df = pd.read_csv(FILE_PATH, sep=';', decimal=',') energy_df = energy_df.rename(columns={'Unnamed: 0': 'Timestamp'}) energy_df['Timestamp'] = pd.to_datetime(energy_df['Timestamp']) energy_df = energy_df.set_index('Timestamp') energy_df.ilo...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
**2.** NASA Turbofan data
FILE_PATH = os.path.join(DATA, 'turbofan', 'train_FD001.txt') turbofan_df = pd.read_csv(FILE_PATH, header=None, sep=' ') turbofan_df.dropna(axis='columns', how='all', inplace=True) print('Shape:', turbofan_df.shape) turbofan_df.head(5) columns = [ 'unit_number', 'cycle', 'setting_1', 'setting_2', 's...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
**3.** ECG Data
FILE_PATH = os.path.join(DATA, 'ecg', 'ecg.csv') ecg_df = pd.read_csv(FILE_PATH, header=None, sep=' ') print('Shape:', ecg_df.shape) ecg_df.head() plt.rcParams['lines.linewidth'] = 0.7 fig = plt.figure(figsize=(5,2)) label_normal = False label_ischemia = False for i in range(0,100): label = ecg_df.iloc[i, 0] i...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
**4.** Industrial pump data
FILE_PATH = os.path.join(DATA, 'pump', 'sensor.csv') pump_df = pd.read_csv(FILE_PATH, sep=',') pump_df.drop(columns={'Unnamed: 0'}, inplace=True) pump_df['timestamp'] = pd.to_datetime(pump_df['timestamp'], format='%Y-%m-%d %H:%M:%S') pump_df = pump_df.set_index('timestamp') pump_df['machine_status'].replace(to_replace...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
**5.** London household energy consumption with weather data We want to filter out households that are are subject to the dToU tariff and keep only the ones with a known ACORN (i.e. not in the ACORN-U group): this will allow us to better model future analysis by adding the Acorn detail informations (which by definitio...
household_filename = os.path.join(DATA, 'energy-london', 'informations_households.csv') household_df = pd.read_csv(household_filename) household_df = household_df[(household_df['stdorToU'] == 'Std') & (household_df['Acorn'] == 'ACORN-E')] print(household_df.shape) household_df.head()
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
Associating households with they energy consumption dataEach household (with an ID starting by `MACxxxxx` in the table above) has its consumption data stored in a block file name `block_xx`. This file is also available from the `informations_household.csv` file extracted above. We have the association between `househo...
%%time household_ids = household_df['LCLid'].tolist() consumption_file = os.path.join(DATA, 'energy-london', 'hourly_consumption.csv') min_data_points = ((pd.to_datetime('2020-12-31') - pd.to_datetime('2020-01-01')).days + 1)*24*2 if os.path.exists(consumption_file): print('Half-hourly consumption file already ex...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
File structure exploration---
from IPython.display import display_html def display_multiple_dataframe(*args, max_rows=None, max_cols=None): html_str = '' for df in args: html_str += df.to_html(max_cols=max_cols, max_rows=max_rows) display_html(html_str.replace('table','table style="display:inline"'), raw=True) display_...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
Visualization---
fig = plt.figure(figsize=(5,1)) ax1 = fig.add_subplot(1,1,1) ax2 = ax1.twinx() plot_sensor_0 = ax1.plot(pump_df['sensor_00'], label='Sensor 0', color=colors[0], linewidth=1, alpha=0.8) plot_sensor_1 = ax2.plot(pump_df['sensor_01'], label='Sensor 1', color=colors[1], linewidth=1, alpha=0.8) ax2.grid(False) plt.title('P...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
Recurrence plot
from pyts.image import RecurrencePlot from pyts.image import GramianAngularField from pyts.image import MarkovTransitionField hhid = household_ids[2] hh_energy = energy_df.loc[hhid, :] pump_extract_df = pump_df.iloc[:800, 0].copy() rp = RecurrencePlot(threshold='point', percentage=30) weather_rp = rp.fit_transform(wea...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
Symbolic representation---
from pyts.bag_of_words import BagOfWords window_size, word_size = 30, 5 bow = BagOfWords(window_size=window_size, word_size=word_size, window_step=window_size, numerosity_reduction=False) X = weather_df.loc['2013-01-01':'2013-01-31']['temperature'].values.reshape(1, -1) X_bow = bow.transform(X) time_index = weather_df...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
Statistics---
plt.rcParams['xtick.labelsize'] = 3 import statsmodels.api as sm fig = plt.figure(figsize=(5.5, 3)) gs = gridspec.GridSpec(nrows=3, ncols=2, width_ratios=[1,1], hspace=0.8) # Pump ax = fig.add_subplot(gs[0]) ax.plot(pump_extract_df, label='Pump sensor 0') ax.set_title(f'Pump sensor 0') ax.tick_params(axis='x', which...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
Binary segmentation---
signal = weather_df.loc['2013-01-01':'2013-01-31']['temperature'].values.squeeze() algo = rpt.Binseg(model='l2').fit(signal) my_bkps = algo.predict(n_bkps=3) my_bkps = [0] + my_bkps my_bkps fig = plt.figure(figsize=(5.5,1)) start = '2012-07-01' end = '2012-07-15' plt.plot(weather_df.loc['2013-01-01':'2013-01-31']['temp...
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MIT
Chapter01/chapter1-time-series-analysis-overview.ipynb
PacktPublishing/Time-Series-Analysis-on-AWS
MOHID visualisation tools
from IPython.display import HTML HTML('''<script> code_show=true; function code_toggle() { if (code_show){ $('div.input').hide(); } else { $('div.input').show(); } code_show = !code_show } $( document ).ready(code_toggle); </script> <form action="javascript:code_toggle()"><input type="submit" value="Click here...
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Apache-2.0
climatology_analysis_notebooks/mohid_viz.ipynb
MIDOSS/analysis-ashutosh
How to Parse time into datetime64 string format
from datetime import datetime, timedelta from dateutil.parser import parse def to_datetime64(time): """Convert string to string in datetime64[s] format :arg time: string :return datetime64: str in datetime64[s] format """ time = parse(time) # parse to datetime format # now just take care of form...
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Apache-2.0
climatology_analysis_notebooks/mohid_viz.ipynb
MIDOSS/analysis-ashutosh
Usage:
to_datetime64('1 Jan 2016')
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Apache-2.0
climatology_analysis_notebooks/mohid_viz.ipynb
MIDOSS/analysis-ashutosh
Generate heat maps of vertical velocities Getting depth slices
# load a profile sog2015 = xr.open_dataset('Vertical_velocity_profiles/sog2015.nc') sog2015 # slice by layer index sog2015.vovecrtz.isel(depthw = slice(0,11)) # slice explicitly by layer depth # print depth with corresponding index for i in zip(range(40), sog2015.depthw.values): print(i) sog2015.vovecrtz.sel(depth...
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Apache-2.0
climatology_analysis_notebooks/mohid_viz.ipynb
MIDOSS/analysis-ashutosh
Getting time slices using parsing
# this is where to_datetime64 comes in handy # getting the first week in january sog2015.sel(time_counter = slice(to_datetime64('1 jan 2015'), to_datetime64('7 jan 2015')))
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Apache-2.0
climatology_analysis_notebooks/mohid_viz.ipynb
MIDOSS/analysis-ashutosh
Slicing by time and depth at the same time
slice_example = sog2015.vovecrtz.sel(time_counter = slice(to_datetime64('1 jan 2015'), to_datetime64('7 jan 2015'))).isel(depthw = slice(0,11)) slice_example
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Apache-2.0
climatology_analysis_notebooks/mohid_viz.ipynb
MIDOSS/analysis-ashutosh
Plotting the slice
slice_example.T.plot(cmap = 'RdBu') # transposed to have depth on y axis. cmap specified as RdBu. plt.gca().invert_yaxis()
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Apache-2.0
climatology_analysis_notebooks/mohid_viz.ipynb
MIDOSS/analysis-ashutosh
Extracting the data you just visualised
a_slice.data()
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Apache-2.0
climatology_analysis_notebooks/mohid_viz.ipynb
MIDOSS/analysis-ashutosh
Plotting the trend of the depth of maximum vertical change
def find_bottom(array): """Find the bottom depth layer index :arg array: one dimesional array (profile at giventime stamp) :returns bottom: int, 1 + index of sea floor layer """ i=-1 for value in np.flip(array): if value != 0: bottom = 39-i return bottom e...
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Apache-2.0
climatology_analysis_notebooks/mohid_viz.ipynb
MIDOSS/analysis-ashutosh
Salinity profiles with shaded range region
import seaborn as sns palette = sns.color_palette("Reds", n_colors = 14) sal_sog2015 = xr.open_dataset('salinity_profiles/salinity_sog2015.nc') A = sal_sog2015.sel(time_counter = slice(to_datetime64('1 Jan 2015'),to_datetime64('8 Jan 2015'))) fig = plt.figure(figsize = (10,10)) ax = plt.subplot(111) depths = A.deptht.v...
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Apache-2.0
climatology_analysis_notebooks/mohid_viz.ipynb
MIDOSS/analysis-ashutosh
Heat maps of Salinity
salinity_slice = sal_sog2015.sel(time_counter=slice(to_datetime64('1 Jan 2015'), to_datetime64('7 jan 2015'))) salinity_slice.vosaline.T.plot(cmap = cmocean.cm.haline) plt.gca().invert_yaxis()
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Apache-2.0
climatology_analysis_notebooks/mohid_viz.ipynb
MIDOSS/analysis-ashutosh
Difference between surface and botttom salinity
salinity_slice = sal_sog2015.sel(time_counter=slice(to_datetime64('1 Jan 2015'), to_datetime64('7 jan 2015'))) bottom = find_bottom(sal_sog2015.vosaline.isel(time_counter=0).values) # plot the difference between the surface and bottom salinity diff = salinity_slice.isel(deptht = 0) - salinity_slice.isel(deptht = bottom...
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Apache-2.0
climatology_analysis_notebooks/mohid_viz.ipynb
MIDOSS/analysis-ashutosh
ML Lab 3 Neural NetworksIn the following exercise class we explore how to design and train neural networks in various ways. Prerequisites:In order to follow the exercises you need to:1. Activate your conda environment from last week via: `source activate ` 2. Install tensorflow (https://www.tensorflow.org) via: `pip i...
import numpy as np def generate_xor_data(): X = [(i,j) for i in [0,1] for j in [0,1]] y = [int(np.logical_xor(x[0], x[1])) for x in X] return X, y print(generate_xor_data())
([(0, 0), (0, 1), (1, 0), (1, 1)], [0, 1, 1, 0])
Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
HintsA single layer in a multilayer perceptron can be described by the equation $y = f(\vec{b} + W\vec{x})$ with $f$ the logistic function, a smooth and differentiable version of the step function, and defined as $f(z) = \frac{1}{1+e^{-z}}$. $\vec{b}$ is the so called bias, a constant offset vector and $W$ is the weig...
""" Implement your solution here. """
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Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
Solution | X | Y | AND(NOT X, Y) | AND(X,NOT Y) | OR[AND(NOT X, Y), AND(X, NOT Y)]| XOR(X,Y) ||---|---|---------------|--------------|---------------------------------|----------|| 0 | 0 | 0 | 0 | 0 | 0 || 0 | 1 | 1 | 0 | ...
""" Definitions: Input = np.array([X,Y]) 0 if value < 0.5 1 if value >= 0.5 """ def threshold(vector): return (vector>=0.5).astype(float) def mlp(x, W0, W1, b0, b1, f): x0 = f(np.dot(W0, x) + b0) x1 = f(np.dot(W1, x0) + b1) return x1 # AND(NOT X, Y) w_andnotxy = np.array([-1.0, 1.0]) # AND(X, NOT Y...
Input Output XOR (0, 0) 0 0 (0, 1) 1 1 (1, 0) 1 1 (1, 1) 0 0
Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
Exercise 2: Use Keras to design, train and evaluate a neural network that can classify points on a 2D plane. Data generator
import numpy as np import matplotlib.pyplot as plt def generate_spiral_data(n_points, noise=1.0): n = np.sqrt(np.random.rand(n_points,1)) * 780 * (2*np.pi)/360 d1x = -np.cos(n)*n + np.random.rand(n_points,1) * noise d1y = np.sin(n)*n + np.random.rand(n_points,1) * noise return (np.vstack((np.hstack((d1...
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Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
Training data
X_train, y_train = generate_spiral_data(1000) plt.title('Training set') plt.plot(X_train[y_train==0,0], X_train[y_train==0,1], '.', label='Class 1') plt.plot(X_train[y_train==1,0], X_train[y_train==1,1], '.', label='Class 2') plt.legend() plt.show()
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Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
Test data
X_test, y_test = generate_spiral_data(1000) plt.title('Test set') plt.plot(X_test[y_test==0,0], X_test[y_test==0,1], '.', label='Class 1') plt.plot(X_test[y_test==1,0], X_test[y_test==1,1], '.', label='Class 2') plt.legend() plt.show()
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Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
2.1. Design and train your modelThe current model performs badly, try to find a more advanced architecture that is able to solve the classification problem. Read the following code snippet and understand the involved functions. Vary width and depth of the network and play around with activation functions, loss functio...
from keras.models import Sequential from keras.layers import Dense """ Replace the following model with yours and try to achieve better classification performance """ bad_model = Sequential() bad_model.add(Dense(12, input_dim=2, activation='tanh')) bad_model.add(Dense(1, activation='sigmoid')) bad_model.compile(loss=...
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Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
Predict
bad_prediction = np.round(bad_model.predict(X_test).T[0])
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Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
Visualize
plt.subplot(1,2,1) plt.title('Test set') plt.plot(X_test[y_test==0,0], X_test[y_test==0,1], '.') plt.plot(X_test[y_test==1,0], X_test[y_test==1,1], '.') plt.subplot(1,2,2) plt.title('Bad model classification') plt.plot(X_test[bad_prediction==0,0], X_test[bad_prediction==0,1], '.') plt.plot(X_test[bad_prediction==1,0]...
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Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
2.2. Visualize the decision boundary of your model.
""" Implement your solution here. """
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Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
Solution Model design and training
from keras.layers import Dense, Dropout good_model = Sequential() good_model.add(Dense(64, input_dim=2, activation='relu')) good_model.add(Dense(64, activation='relu')) good_model.add(Dense(64, activation='relu')) good_model.add(Dense(1, activation='sigmoid')) good_model.compile(loss='binary_crossentropy', ...
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Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
Prediction
good_prediction = np.round(good_model.predict(X_test).T[0])
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Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
Visualization Performance
plt.subplot(1,2,1) plt.title('Test set') plt.plot(X_test[y_test==0,0], X_test[y_test==0,1], '.') plt.plot(X_test[y_test==1,0], X_test[y_test==1,1], '.') plt.subplot(1,2,2) plt.title('Good model classification') plt.plot(X_test[good_prediction==0,0], X_test[good_prediction==0,1], '.') plt.plot(X_test[good_prediction==1,...
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Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
Decision boundary
# Generate grid: line = np.linspace(-15,15) xx, yy = np.meshgrid(line,line) grid = np.stack((xx,yy)) # Reshape to fit model input size: grid = grid.T.reshape(-1,2) # Predict: good_prediction = good_model.predict(grid) bad_prediction = bad_model.predict(grid) # Reshape to grid for visualization: plt.title("Good Decis...
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Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
Design, train and test a neural network that is able to classify MNIST digits using Keras. Data
from keras.datasets import mnist (x_train, y_train), (x_test, y_test) = mnist.load_data() """ Returns: 2 tuples: x_train, x_test: uint8 array of grayscale image data with shape (num_samples, 28, 28). y_train, y_test: uint8 array of digit labels (integers in range 0-9) with shape (num_samples,). """ # Show example d...
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Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
Solution
from keras.utils import to_categorical from keras.models import Sequential from keras.layers import Dense, Flatten, Dropout, Conv2D, MaxPooling2D """ We need to add a channel dimension to the image input. """ x_train = x_train.reshape(x_train.shape[0], x_train.shape[1], ...
Train on 60000 samples, validate on 10000 samples Epoch 1/10 60000/60000 [==============================] - 38s 630us/step - loss: 0.1783 - acc: 0.9452 - val_loss: 0.0650 - val_acc: 0.9800 Epoch 2/10 60000/60000 [==============================] - 38s 636us/step - loss: 0.0683 - acc: 0.9798 - val_loss: 0.0501 - val_acc:...
Apache-2.0
lecture_3/lab_3_solutions.ipynb
jakirkham/JaneliaMLCourse
Linearly Weighted Moving Average https://www.investopedia.com/terms/l/linearlyweightedmovingaverage.asp
import numpy as np import pandas as pd import matplotlib.pyplot as plt import warnings warnings.filterwarnings("ignore") # fix_yahoo_finance is used to fetch data import fix_yahoo_finance as yf yf.pdr_override() # input symbol = 'AAPL' start = '2018-08-01' end = '2019-01-01' # Read data df = yf.download(symbol,sta...
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BSD-3-Clause
src/reference/Python_Stock/Technical_Indicators/Linear_Weighted_Moving_Average.ipynb
sumukshashidhar/toreda
Candlestick with Linearly Weighted Moving Average
from matplotlib import dates as mdates import datetime as dt dfc = df.copy() dfc['VolumePositive'] = dfc['Open'] < dfc['Adj Close'] #dfc = dfc.dropna() dfc = dfc.reset_index() dfc['Date'] = pd.to_datetime(dfc['Date']) dfc['Date'] = dfc['Date'].apply(mdates.date2num) dfc.head() from mpl_finance import candlestick_ohlc ...
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BSD-3-Clause
src/reference/Python_Stock/Technical_Indicators/Linear_Weighted_Moving_Average.ipynb
sumukshashidhar/toreda
data acquisition / processing homework 2> I pledge my Honor that I have abided by the Stevens Honor System. - Joshua Schmidt 2/27/21 Problem 1a. For a stationary AR(1) time series x(t), x(t) is uncorrelated to x(t-l) for l>=2.This is false. For AR(1), $x(t) = a_0 + a_1 \cdot x(t - 1) + \epsilon_t$. In this expression...
# imports import pandas as pd import numpy as np import seaborn as sns import matplotlib.pyplot as plt from statsmodels.graphics.tsaplots import plot_acf, plot_pacf from statsmodels.tsa.arima.model import ARIMA q2_data = pd.read_csv('./q2.csv', header=None) print('question 2 samples:') q2_data.head() q2_plot = sns.line...
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MIT
assignments/hw2/hw2.ipynb
jschmidtnj/ee627
Looking at these plots, the acf quickly converges towards 0 (like a cliff), but the pacf takes a lag of 9 before finally converging towards 0 (it is gradual). Therefore, the best predictive model of this time series is most likely an MA model, maybe moving average of 2.
q2_model = ARIMA(q2_data, order=(0, 0, 4)) q2_model_fit = q2_model.fit() q2_model_fit.summary() q2_residuals = pd.DataFrame(q2_model_fit.resid) plot_acf(q2_residuals, title='q2 residuals acf') plt.show() plot_pacf(q2_residuals, title='q2 residuals pacf', zero=False) plt.show() q3_data = pd.read_csv('./q3.csv', header=N...
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MIT
assignments/hw2/hw2.ipynb
jschmidtnj/ee627
Looking at these plots, the acf does not converge to 0, but instead slowly decreases in value while the pacf quickly converges towards 0 (like a cliff). This suggests that there are correlation values, and it is not a statistical fluke.
q3_model = ARIMA(q3_data, order=(3, 1, 2)) q3_model_fit = q3_model.fit() q3_model_fit.summary() q3_residuals = pd.DataFrame(q3_model_fit.resid) plot_acf(q3_residuals, title='q3 residuals acf') plt.show() plot_pacf(q3_residuals, title='q3 residuals pacf', zero=False) plt.show()
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MIT
assignments/hw2/hw2.ipynb
jschmidtnj/ee627
Initiate the vissim instance
# COM-Server import win32com.client as com import igraph import qgrid from VISSIM_helpers import VissimRoadNet from os.path import abspath, join, exists import os from shutil import copyfile import pandas as pd import math from pythoncom import com_error
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Apache-2.0
SO runner.ipynb
EngTurtle/VISSIM_Routing_Thesis
Add autocompletion for VISSIM COM Object
from IPython.utils.generics import complete_object @complete_object.register(com.DispatchBaseClass) def complete_dispatch_base_class(obj, prev_completions): try: ole_props = set(obj._prop_map_get_).union(set(obj._prop_map_put_)) return list(ole_props) + prev_completions except AttributeError: ...
_____no_output_____
Apache-2.0
SO runner.ipynb
EngTurtle/VISSIM_Routing_Thesis
Start Vissim and load constants
Vissim = com.gencache.EnsureDispatch("Vissim.Vissim") from win32com.client import constants as c
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Apache-2.0
SO runner.ipynb
EngTurtle/VISSIM_Routing_Thesis
Setting the parameters used for simulation
DTA_Parameters = dict( # DTA Parameters EvalInt = 600, # seconds ScaleTotVol = False, ScaleTotVolPerc = 1, CostFile = 'costs.bew', ChkEdgOnReadingCostFile = True, PathFile = 'paths.weg', ChkEdgOnReadingPathFile = True, CreateArchiveFiles = True, VehClasses = '', ) # Simulation p...
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Apache-2.0
SO runner.ipynb
EngTurtle/VISSIM_Routing_Thesis
Resetting edge and path cost files
default_cost_file = abspath('..\SO sim files\costs_020.bew') defualt_path_file = abspath('..\SO sim files\paths_020.weg') current_cost_file = abspath(join(WorkingFolder, DTA_Parameters['CostFile'])) if exists(current_cost_file): os.remove(current_cost_file) copyfile(default_cost_file, current_cost_file) current_p...
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Apache-2.0
SO runner.ipynb
EngTurtle/VISSIM_Routing_Thesis
Load the test network
Vissim.LoadNet(FileName)
_____no_output_____
Apache-2.0
SO runner.ipynb
EngTurtle/VISSIM_Routing_Thesis
Read dynamic assignment network
vis_net = Vissim.Net vis_net.Paths.ReadDynAssignPathFile() network_graph = VissimRoadNet(vis_net)
_____no_output_____
Apache-2.0
SO runner.ipynb
EngTurtle/VISSIM_Routing_Thesis
Check if dynamic assignment graph has changed
ref_edge_list = pd.read_pickle("edges_attr.pkl.gz") assert (network_graph.visedges['ToNode'] == ref_edge_list['ToNode']).all() network_graph.save(join(WorkingFolder, "network_graph.pkl.gz"), format="picklez")
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Apache-2.0
SO runner.ipynb
EngTurtle/VISSIM_Routing_Thesis
We start by opening the network to be tested and adjust its settings
DynamicAssignment = Vissim.Net.DynamicAssignment for attname, attvalue in DTA_Parameters.items(): DynamicAssignment.SetAttValue(attname, attvalue) Simulation = Vissim.Net.Simulation for attname, attvalue in Sim_Parameters.items(): Simulation.SetAttValue(attname, attvalue)
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Apache-2.0
SO runner.ipynb
EngTurtle/VISSIM_Routing_Thesis
Run first DTA period as usual
Vissim.Graphics.CurrentNetworkWindow.SetAttValue("QuickMode", 1) Simulation.RunSingleStep() while current_period() < 2: network_graph.update_volume(vis_net) Simulation.RunSingleStep()
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Apache-2.0
SO runner.ipynb
EngTurtle/VISSIM_Routing_Thesis
Run simulation with custom route assignment
bad_paths = [] while True: network_graph.update_weights(vis_net) new_vehs = vis_net.Vehicles.GetDeparted() for veh in new_vehs: origin_lot = int(veh.AttValue('OrigParkLot')) destination_lot = int(veh.AttValue('DestParkLot')) node_paths, edge_paths = network_graph.parking_lot_routes(...
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Apache-2.0
SO runner.ipynb
EngTurtle/VISSIM_Routing_Thesis
Some more on ```spaCy``` and ```pandas``` First we want to import some of the packages we need.
import os import spacy # Remember we need to initialise spaCy nlp = spacy.load("en_core_web_sm")
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MIT
notebooks/session4_inclass_rdkm.ipynb
agnesbn/cds-language