-
Notifications
You must be signed in to change notification settings - Fork 9
/
timeseries.py
619 lines (504 loc) · 18.7 KB
/
timeseries.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
from base64 import b64decode
from collections import namedtuple
from io import BytesIO
import json
import time
import warnings
import xarray as xr
import numpy as np
import pandas as pd
from scipy.signal import resample
from ptsa import __version__ as ptsa_version
from ptsa.data.common import get_axis_index
from ptsa.filt import buttfilt
from pandas import MultiIndex
import os
os.environ["HDF5_USE_FILE_LOCKING"] = "FALSE"
class ConcatenationError(Exception):
"""Raised when an error occurs while trying to concatenate incompatible
:class:`TimeSeries` objects.
"""
# JHR: by default, inheriting many xarray methods works,
# but returns an xarray object instead of a timeseries object.
# include in the list below methods of xarray.DataArray that should
# return type TimeSeries (required for most ptsa functions and to use
# the built-in hdf5 file-saving
METHODS = ["astype", "query", "reduce"]
def convert_method_return_types(cls):
# define decorator that wraps methods and converts dtype to TimeSeries
def return_type_ts(f):
f = getattr(xr.DataArray, f)
def wrap_xarray(*args, **kwargs):
xarr = f(*args, **kwargs)
return TimeSeries(
xarr,
coords=xarr.coords,
dims=xarr.dims,
attrs=xarr.attrs,
name=xarr.name,
)
wrap_xarray.__doc__ = f"Wraps the following, returning as a TimeSeries:\
\n{getattr(xr.DataArray, f.__name__).__doc__}"
return wrap_xarray
# iterate over desired methods and decorate them
for method in METHODS:
setattr(cls, method, return_type_ts(method))
return cls
@convert_method_return_types
class TimeSeries(xr.DataArray):
"""A thin wrapper around :class:`xr.DataArray` for dealing with time series
data.
Note that xarray internals prevent us from overriding the constructor which
leads to some awkwardness: you must pass coords as a dict with a
``samplerate`` entry.
Parameters
----------
data : array-like
Time series data
coords : dict-like
Coordinate arrays. This must contain at least a ``samplerate``
coordinate.
dims : array-like
Dimension labels
name : str
Name of the time series
attrs : dict
Dictionary of arbitrary metadata
fastpath : bool
Not used, but required when subclassing :class:`xr.DataArray`.
Raises
------
AssertionError
When ``samplerate`` is not present in ``coords``.
See also
--------
xr.DataArray : Base class
"""
__slots__ = ()
def __init__(
self, data, coords, dims=None, name=None, attrs=None, fastpath=False, **kwargs
):
assert "samplerate" in coords
super(TimeSeries, self).__init__(
data=data,
coords=coords,
dims=dims,
name=name,
attrs=attrs,
fastpath=fastpath,
**kwargs,
)
@classmethod
def create(cls, data, samplerate, coords=None, dims=None, name=None, attrs=None):
"""Factory function for creating a new timeseries object with passing
the sample rate as a parameter. See :meth:`__init__` for parameters.
"""
if coords is None:
coords = {}
if samplerate is not None:
coords["samplerate"] = float(samplerate)
return cls(data, coords=coords, dims=dims, name=name, attrs=attrs)
def coerce_to(self, dtype=np.float64):
"""Coerce the data to the specified dtype in place. If dtype is None,
this method does nothing. Default: coerce to ``np.float64``.
"""
if dtype is not None:
self.data = self.data.astype(dtype)
@classmethod
def from_mne_epochs(cls, epochs, event_df):
"""Create an xarray version of epoch data."""
x = cls.create(
epochs.get_data(),
epochs.info["sfreq"],
dims=("event", "channel", "time"),
coords={
"event": pd.MultiIndex.from_frame(event_df),
"channel": epochs.info["ch_names"],
"time": epochs.times,
},
)
return x
def to_hdf(self, filename, mode="w", **kwargs):
"""Save to disk using HDF5.
Parameters
----------
filename : str
Full path to the HDF5 file
mode : str
File mode to use. See the :mod:`h5py` documentation for details.
Default: ``'w'``
kwargs: dict
Keyword arguments to be passed on to to_netcdf() call.
Notes
-----
recarrays/DataFrame fields with "O" dtypes will be assumed to be strings
and encoded accordingly.
"""
try: # pragma: nocover
import h5py
except ImportError:
raise RuntimeError("You must install h5py to save to HDF5")
# from ptsa.io import hdf5
for idx in self.indexes:
if isinstance(self.indexes[idx], MultiIndex):
self = self.reset_index(idx)
# cast booleans to integers for netcdf4
needs_casting = [
coord
for coord in self.coords
if coord != "samplerate" and type(self[coord].values[0]) is bool
]
coords_casting = {
coord: (self[coord].dims[0], self[coord].astype(int).data)
for coord in needs_casting
}
self = self.assign_coords(coords_casting)
array_name = self.name or "data"
dataset = self.to_dataset(name=array_name)
dataset.attrs["created"] = time.time()
dataset.attrs["ptsa_version"] = ptsa_version
dataset.attrs["human_readable"] = 1
dataset.attrs["array_name"] = array_name
dataset.to_netcdf(filename, mode=mode, **kwargs)
@staticmethod
def _from_hdf_base64(hfile):
"""Load non-time series data from the legacy base64-encoded HDF5 format.
Parameters
----------
hfile : h5py.File
Open HDF5 file.
Returns
-------
name, dims, coords, names, attrs
"""
rtype = namedtuple("HDFBase64RType", "name,dims,coords,attrs")
dims = hfile["dims"][:]
root = hfile["/"]
coords_group = hfile["coords"]
names = json.loads(coords_group.attrs["names"])
coords = {}
for name in names:
buffer = BytesIO(b64decode(coords_group[name][()]))
coord = np.load(buffer, allow_pickle=True)
coords[name] = coord
name = root.attrs.get("name", None)
attrs = root.attrs.get("attrs", None)
if attrs is not None:
attrs = json.loads(attrs)
dims = [dim.decode() for dim in dims]
return rtype(name, dims, coords, attrs)
@classmethod
def from_hdf(cls, filename, engine="netcdf4", **kwargs):
"""Load a serialized time series from an HDF5 file.
Uses
Parameters
----------
filename : str
Path to HDF5 file.
"""
try: # pragma: nocover
import h5py
except ImportError:
raise RuntimeError("You must install h5py to load from HDF5")
xarr = xr.open_dataset(filename, engine=engine, **kwargs)
# legacy base64 reading using h5py
if not xarr.attrs.get("human_readable"):
xarr.close()
del xarr
warnings.warn(
"Legacy base 64 encoded hdf5 is deprecated. "
"It is recommended to reload and save your data anew in the human readable format"
)
with h5py.File(filename, "r") as hfile:
loaded = cls._from_hdf_base64(hfile)
array = cls.create(
hfile["data"][()],
None,
coords=loaded.coords,
dims=loaded.dims,
name=loaded.name,
attrs=loaded.attrs,
)
return array
xarr = xarr.load()
# initialize timeseries object
array_name = xarr.attrs["array_name"]
ts = TimeSeries(
xarr[array_name].data,
coords=xarr[array_name].coords,
dims=xarr[array_name].dims,
attrs=xarr[array_name].attrs,
name=xarr[array_name].name,
)
# restore flattened MultiIndexes
reset_dims = [dim for dim in ts.dims if dim not in ts.indexes.keys()]
for dim in reset_dims:
ts = ts.set_index(
{dim: [coord for coord in ts[dim].coords if coord != "samplerate"]}
)
return ts
def append(self, other, dim=None):
"""Append another :class:`TimeSeries` to this one.
.. versionchanged:: 2.0
Appending along a dimension not present will cause that
dimension to be created.
Parameters
----------
other : TimeSeries
dim : str or None
Dimension to concatenate on. If None, attempt to concatenate all
data using :func:`numpy.concatenate`. If not present, a new
dimension will be created with coords [0,1].
Returns
-------
Appended TimeSeries
"""
if not self.dims == other.dims:
raise ConcatenationError("Dimensions are not identical")
dims = self.dims
coords = dict()
if dim is not None and dim not in dims:
new_self = self.expand_dims(dim).assign_coords(**{dim: [0]})
other = other.expand_dims(dim).assign_coords(**{dim: [1]})
return new_self.append(other, dim=dim)
for key in self.coords:
if len(self[key].shape) == 0:
if self[key].data != other[key].data:
raise ConcatenationError(
"coordinate {:s} differs\n".format(key)
+ "self -> {!s}, other -> {!s}".format(self[key], other[key])
)
else:
coords[key] = self[key]
elif dim is None:
coords[key] = np.concatenate([self.coords[key], other.coords[key]])
else:
if key != dim:
if (self[key] != other[key]).all():
raise ConcatenationError(
"Dimension {:s} doesn't match".format(key)
)
coords[key] = self[key]
else:
coords[key] = np.concatenate([self[key], other[key]])
if dim is None:
data = np.concatenate([self.data, other.data])
else:
axis = np.where(np.array(dims) == dim)[0][0]
data = np.concatenate([self.data, other.data], axis=axis)
attrs = self.attrs.copy()
attrs.update(other.attrs)
name = "{!s} appended with {!s}".format(self.name, other.name)
new = TimeSeries.create(
data, self.samplerate, coords=coords, dims=dims, attrs=attrs, name=name
)
return new
def __duration_to_samples(self, duration):
"""Convenience function to convert a duration in seconds to number of
samples.
"""
return int(np.ceil(float(self["samplerate"]) * duration))
def filter_with(self, filters):
"""Filter the time series data using the specified filters in order.
Parameters
----------
filters : BaseFilter or Iterable[BaseFilter]
The filter(s) to use.
Returns
-------
filtered : TimeSeries
The resulting data from the filter.
Raises
------
TypeError
When ``filter_class`` is not a valid filter class.
"""
if not isinstance(filters, (list, tuple)):
filters = [filters]
filtered = self
for filter_ in filters:
filtered = filter_.filter(filtered)
return filtered
def filtered(self, freq_range, filt_type="stop", order=4):
"""
Filter the data using a Butterworth filter and return a new
TimeSeries instance.
Parameters
----------
freq_range : array-like
The range of frequencies to filter.
filt_type : str
Filter type (default: ``'stop'``).
order : int
The order of the filter (default: 4).
Returns
-------
ts : TimeSeries
A TimeSeries instance with the filtered data.
"""
warnings.warn(
"The filtered method is not very flexible and will be deprecated in an upcoming release."
"Consider using filters in ptsa.data.filters instead."
)
time_axis_index = get_axis_index(self, axis_name="time")
filtered_array = buttfilt(
self.values,
freq_range,
float(self["samplerate"]),
filt_type,
order,
axis=time_axis_index,
)
new_ts = self.copy()
new_ts.data = filtered_array
return new_ts
def resampled(
self,
resampled_rate,
window=None,
loop_axis=None,
num_mp_procs=0,
pad_to_pow2=False,
):
"""Returns a time series Fourier resampled at resampled_rate.
Note that Fourier resampling assumes periodicity, so edge effects can
arise. Keeping a buffer of at least 1/f for the lowest frequency of
interest guards against this.
Parameters
----------
resampled_rate : float
New sample rate
window
ignored for now - added for legacy reasons
loop_axis
ignored for now - added for legacy reasons
num_mp_procs
ignored for now - added for legacy reasons
pad_to_pow2
ignored for now - added for legacy reasons
Returns
-------
Resampled time series
"""
# use ResampleFilter instead
# samplerate = self.attrs['samplerate']
samplerate = float(self["samplerate"])
time_axis = self["time"]
# time_axis_index = get_axis_index(self,axis_name='time')
time_axis_index = self.get_axis_num("time")
time_axis_length = np.squeeze(time_axis.shape)
new_length = int(
np.round(time_axis_length * resampled_rate / float(samplerate))
)
resampled_array, new_time_axis = resample(
self.values,
new_length,
t=time_axis.values,
axis=time_axis_index,
window=window,
)
# constructing axes
coords = {}
time_axis_name = self.dims[time_axis_index]
for coord_name, coord in list(self.coords.items()):
if len(coord.shape):
coords[coord_name] = coord
else:
continue
if coord_name == "samplerate":
continue
if coord_name == time_axis_name:
coords[coord_name] = new_time_axis
resampled_time_series = TimeSeries.create(
resampled_array,
resampled_rate,
coords=coords,
dims=[dim for dim in self.dims],
name=self.name,
attrs=self.attrs,
)
return resampled_time_series
def remove_buffer(self, duration):
"""
Return a timeseries with the desired buffer duration (in seconds)
removed and the time range reset.
Parameters
----------
duration : float
The duration to be removed. The units depend on the samplerate:
E.g., if samplerate is specified in Hz (i.e., samples per second),
the duration needs to be specified in seconds and if samplerate is
specified in kHz (i.e., samples per millisecond), the duration needs
to be specified in milliseconds. The specified duration is removed
from the beginning and end.
Returns
-------
ts : TimeSeries
A TimeSeries instance with the requested durations removed from the
beginning and/or end.
"""
samples = self.__duration_to_samples(duration)
if samples > len(self["time"]):
raise ValueError("Requested removal time is longer than the data")
if samples > 0:
return self[..., samples:-samples]
def add_mirror_buffer(self, duration, two_sided=True):
"""
Return a time series with mirrored data added to both ends of this
time series (up to specified length/duration).
The new series total time duration is:
``original duration + 2 * duration * samplerate``
Parameters
----------
duration : float
Buffer duration in seconds.
two-sided: bool
If True, mirror on both sides of the epoch. Otherwise, only
mirror on the right side of the epoch
Returns
-------
New time series with added mirrored buffer.
"""
samplerate = float(self["samplerate"])
samples = self.__duration_to_samples(duration)
if samples > len(self["time"]):
raise ValueError("Requested buffer time is longer than the data")
data = self.data
if two_sided: # mirror both sides outwards
mirrored_data = np.concatenate(
(
data[..., 1 : samples + 1][..., ::-1],
data,
data[..., -samples - 1 : -1][..., ::-1],
),
axis=-1,
)
start_time = self["time"].data[0] - duration
else: # one-sided, mirror only
mirrored_data = np.concatenate(
(data, data[..., -samples - 1 : -1][..., ::-1]), axis=-1
)
start_time = self["time"].data[0]
t_axis = (np.arange(mirrored_data.shape[-1]) * (1.0 / samplerate)) + start_time
coords = {dim_name: self.coords[dim_name] for dim_name in self.dims[:-1]}
coords["time"] = t_axis
coords["samplerate"] = float(self["samplerate"])
return TimeSeries(mirrored_data, dims=self.dims, coords=coords)
def baseline_corrected(self, base_range):
"""
Return a baseline corrected timeseries by subtracting the
average value in the baseline range from all other time points
for each dimension.
Parameters
----------
base_range: {tuple}
Tuple specifying the start and end time range (inclusive)
for the baseline.
Returns
-------
ts : {TimeSeries}
A TimeSeries instance with the baseline corrected data.
"""
return self - self.isel(
time=(self["time"] >= base_range[0]) & (self["time"] <= base_range[1])
).mean(dim="time")