__author__ = 'Brian Iwana' import numpy as np import math import sys RETURN_VALUE = 0 RETURN_PATH = 1 RETURN_ALL = -1 # Core DTW def _traceback(DTW, slope_constraint): i, j = np.array(DTW.shape) - 1 p, q = [i-1], [j-1] if slope_constraint == "asymmetric": while (i > 1): tb = np.argmin((DTW[i-1, j], DTW[i-1, j-1], DTW[i-1, j-2])) if (tb == 0): i = i - 1 elif (tb == 1): i = i - 1 j = j - 1 elif (tb == 2): i = i - 1 j = j - 2 p.insert(0, i-1) q.insert(0, j-1) elif slope_constraint == "symmetric": while (i > 1 or j > 1): tb = np.argmin((DTW[i-1, j-1], DTW[i-1, j], DTW[i, j-1])) if (tb == 0): i = i - 1 j = j - 1 elif (tb == 1): i = i - 1 elif (tb == 2): j = j - 1 p.insert(0, i-1) q.insert(0, j-1) else: sys.exit("Unknown slope constraint %s"%slope_constraint) return (np.array(p), np.array(q)) def dtw(prototype, sample, return_flag = RETURN_VALUE, slope_constraint="asymmetric", window=None): """ Computes the DTW of two sequences. :param prototype: np array [0..b] :param sample: np array [0..t] :param extended: bool """ p = prototype.shape[0] assert p != 0, "Prototype empty!" s = sample.shape[0] assert s != 0, "Sample empty!" if window is None: window = s cost = np.full((p, s), np.inf) for i in range(p): start = max(0, i-window) end = min(s, i+window)+1 cost[i,start:end]=np.linalg.norm(sample[start:end] - prototype[i], axis=1) DTW = _cummulative_matrix(cost, slope_constraint, window) if return_flag == RETURN_ALL: return DTW[-1,-1], cost, DTW[1:,1:], _traceback(DTW, slope_constraint) elif return_flag == RETURN_PATH: return _traceback(DTW, slope_constraint) else: return DTW[-1,-1] def _cummulative_matrix(cost, slope_constraint, window): p = cost.shape[0] s = cost.shape[1] # Note: DTW is one larger than cost and the original patterns DTW = np.full((p+1, s+1), np.inf) DTW[0, 0] = 0.0 if slope_constraint == "asymmetric": for i in range(1, p+1): if i <= window+1: DTW[i,1] = cost[i-1,0] + min(DTW[i-1,0], DTW[i-1,1]) for j in range(max(2, i-window), min(s, i+window)+1): DTW[i,j] = cost[i-1,j-1] + min(DTW[i-1,j-2], DTW[i-1,j-1], DTW[i-1,j]) elif slope_constraint == "symmetric": for i in range(1, p+1): for j in range(max(1, i-window), min(s, i+window)+1): DTW[i,j] = cost[i-1,j-1] + min(DTW[i-1,j-1], DTW[i,j-1], DTW[i-1,j]) else: sys.exit("Unknown slope constraint %s"%slope_constraint) return DTW def shape_dtw(prototype, sample, return_flag = RETURN_VALUE, slope_constraint="asymmetric", window=None, descr_ratio=0.05): """ Computes the shapeDTW of two sequences. :param prototype: np array [0..b] :param sample: np array [0..t] :param extended: bool """ # shapeDTW # https://www.sciencedirect.com/science/article/pii/S0031320317303710 p = prototype.shape[0] assert p != 0, "Prototype empty!" s = sample.shape[0] assert s != 0, "Sample empty!" if window is None: window = s p_feature_len = np.clip(np.round(p * descr_ratio), 5, 100).astype(int) s_feature_len = np.clip(np.round(s * descr_ratio), 5, 100).astype(int) # padding p_pad_front = (np.ceil(p_feature_len / 2.)).astype(int) p_pad_back = (np.floor(p_feature_len / 2.)).astype(int) s_pad_front = (np.ceil(s_feature_len / 2.)).astype(int) s_pad_back = (np.floor(s_feature_len / 2.)).astype(int) prototype_pad = np.pad(prototype, ((p_pad_front, p_pad_back), (0, 0)), mode="edge") sample_pad = np.pad(sample, ((s_pad_front, s_pad_back), (0, 0)), mode="edge") p_p = prototype_pad.shape[0] s_p = sample_pad.shape[0] cost = np.full((p, s), np.inf) for i in range(p): for j in range(max(0, i-window), min(s, i+window)): cost[i, j] = np.linalg.norm(sample_pad[j:j+s_feature_len] - prototype_pad[i:i+p_feature_len]) DTW = _cummulative_matrix(cost, slope_constraint=slope_constraint, window=window) if return_flag == RETURN_ALL: return DTW[-1,-1], cost, DTW[1:,1:], _traceback(DTW, slope_constraint) elif return_flag == RETURN_PATH: return _traceback(DTW, slope_constraint) else: return DTW[-1,-1] # Draw helpers def draw_graph2d(cost, DTW, path, prototype, sample): import matplotlib.pyplot as plt plt.figure(figsize=(12, 8)) # plt.subplots_adjust(left=.02, right=.98, bottom=.001, top=.96, wspace=.05, hspace=.01) #cost plt.subplot(2, 3, 1) plt.imshow(cost.T, cmap=plt.cm.gray, interpolation='none', origin='lower') plt.plot(path[0], path[1], 'y') plt.xlim((-0.5, cost.shape[0]-0.5)) plt.ylim((-0.5, cost.shape[0]-0.5)) #dtw plt.subplot(2, 3, 2) plt.imshow(DTW.T, cmap=plt.cm.gray, interpolation='none', origin='lower') plt.plot(path[0]+1, path[1]+1, 'y') plt.xlim((-0.5, DTW.shape[0]-0.5)) plt.ylim((-0.5, DTW.shape[0]-0.5)) #prototype plt.subplot(2, 3, 4) plt.plot(prototype[:,0], prototype[:,1], 'b-o') #connection plt.subplot(2, 3, 5) for i in range(0,path[0].shape[0]): plt.plot([prototype[path[0][i],0], sample[path[1][i],0]],[prototype[path[0][i],1], sample[path[1][i],1]], 'y-') plt.plot(sample[:,0], sample[:,1], 'g-o') plt.plot(prototype[:,0], prototype[:,1], 'b-o') #sample plt.subplot(2, 3, 6) plt.plot(sample[:,0], sample[:,1], 'g-o') plt.tight_layout() plt.show() def draw_graph1d(cost, DTW, path, prototype, sample): import matplotlib.pyplot as plt plt.figure(figsize=(12, 8)) # plt.subplots_adjust(left=.02, right=.98, bottom=.001, top=.96, wspace=.05, hspace=.01) p_steps = np.arange(prototype.shape[0]) s_steps = np.arange(sample.shape[0]) #cost plt.subplot(2, 3, 1) plt.imshow(cost.T, cmap=plt.cm.gray, interpolation='none', origin='lower') plt.plot(path[0], path[1], 'y') plt.xlim((-0.5, cost.shape[0]-0.5)) plt.ylim((-0.5, cost.shape[0]-0.5)) #dtw plt.subplot(2, 3, 2) plt.imshow(DTW.T, cmap=plt.cm.gray, interpolation='none', origin='lower') plt.plot(path[0]+1, path[1]+1, 'y') plt.xlim((-0.5, DTW.shape[0]-0.5)) plt.ylim((-0.5, DTW.shape[0]-0.5)) #prototype plt.subplot(2, 3, 4) plt.plot(p_steps, prototype[:,0], 'b-o') #connection plt.subplot(2, 3, 5) for i in range(0,path[0].shape[0]): plt.plot([path[0][i], path[1][i]],[prototype[path[0][i],0], sample[path[1][i],0]], 'y-') plt.plot(p_steps, sample[:,0], 'g-o') plt.plot(s_steps, prototype[:,0], 'b-o') #sample plt.subplot(2, 3, 6) plt.plot(s_steps, sample[:,0], 'g-o') plt.tight_layout() plt.show()