ts-read-data.cl

(defpackage :ts-read-data
  (:use :cl :util :vector :vars :read-data :missing-val)
  (:export 
   #:time-series-dataset
   #:time-series-data
   #:make-constant-time-series-data
   #:make-ts-point
   #:ts-p-pos
   #:ts-p-freq
   #:ts-p-label
   #:ts-p-time
   #:ts-points
   #:time-label-name
   #:copy-ts
   #:ts-start
   #:ts-end
   #:ts-freq
   #:ts-type
   #:tf-incl
   #:tf-gap
   #:ts-cleaning)
  (:import-from :read-data #:clean-points #:dimension)
  )

(in-package :ts-read-data)

(defclass time-series-dataset (specialized-dataset)
  ((frequency :initarg :frequency
              :accessor ts-freq
              :initform nil
              :type number)
   (start :initarg :start :accessor ts-start :initform nil)
   (end :initarg :end :accessor ts-end :initform nil)
   (ts-type :initarg :ts-type :accessor ts-type :initform nil)
   (ts-points :initarg :ts-points :accessor ts-points :initform nil)
   (time-label-name :initarg :time-label-name 
                    :accessor time-label-name :initform nil))
  (:documentation
   "The dataset for time-series. Values are specialized in numeric"))

(defmethod time-series-data ((d unspecialized-dataset)
                             &key (start 1) end (frequency 1)
                                  (ts-type :constant)
                                  (range :all) except
                                  time-label)
  (with-accessors ((dims dataset-dimensions)
                   (pts dataset-points)) d
  (assert (or (integerp start) (integerp (car start))))
  (assert (or (null end) (integerp end) (integerp (car end))))
  (when (integerp start)
    (setq start (list start 1)))
  (when (integerp end)
    (setq end (list end 1)))
  (assert (every #'(lambda (num) (>= num 1))
                 `(,(first start) ,(second start) ,frequency)))
  (let* ((total-size (length dims))
         (range1 (if (eq range :all)
                     (loop for i below total-size collect i)
                   range))
         (range (sort (set-difference range1 except) #'<))
         (column-names
          (loop for index in range
              collect (dimension-name (aref dims index))))
         (size (length column-names))
         (time-labels (when time-label
           (map 'vector (lambda (p) (declare (simple-vector p))
                                (format nil "~A" (svref p time-label))) pts)))
         (time-label-name (when time-label
                            (dimension-name (svref dims time-label))))
         (data
          (map 'vector
            (lambda (p)
              (declare (simple-vector p))
              (let* ((sp (make-dvec size)))
                (declare (type dvec sp))
                (loop
                    for i in range
                    for j from 0
                    as p-val = (svref p i)
                    do (setf (aref sp j) 
                         (if (na-p p-val) *nan* (coerce p-val 'double-float)))
                    finally (return sp))))
            pts)))
    (case ts-type 
      (:constant
       (make-constant-time-series-data
        column-names data
        :start start :end end :freq frequency :time-labels time-labels
        :time-label-name time-label-name))
      (t nil)))))

(defstruct (ts-point (:conc-name ts-p-)
            (:constructor %make-ts-point (time freq label pos))
            (:copier copy-ts-point))
  (time -1 :type fixnum)
  (freq -1 :type fixnum)
  (label "" :type string)
  (pos #() :type dvec))
(defun make-ts-point (time freq label pos)
  (let ((pos (coerce pos 'dvec)))
    (check-type time fixnum)
    (check-type freq fixnum)
    (check-type pos dvec)
    (%make-ts-point time freq label pos)))

(defmethod print-object ((d time-series-dataset) stream)
  (with-accessors ((start ts-start)
                   (end ts-end)
                   (freq ts-freq)
                   (points ts-points)
                   (label time-label-name)) d
    (call-next-method)
    (format stream "~&FREQUENCY:  ~A~%" freq)
    (format stream "~&START:      ~A~%" start)
    (format stream "~&END:        ~A~%" end)
    (format stream "~&POINTS:     ~A~%" (length points))
    (when label
    (format stream "~&TIME-LABEL: ~A~%" label))
    ))

(defun tf-incl (tf-list num &key (freq 1))
  (multiple-value-bind (shou mod)
      (floor (+ num (1- (second tf-list))) freq)
    `(,(+ (first tf-list) shou) ,(1+ mod))))
(defun tf-gap (tf1 tf2 &key (freq 1))
  (+ (* freq (- (first tf2) (first tf1)))
     (- (second tf2) (second tf1))))
(defun make-constant-time-series-data (all-column-names data 
                                       &key (start '(1 1)) end 
                                            (freq 1) time-labels
                                            time-label-name)
  (assert (> (length data) 0))
  (assert (> (length all-column-names) 0))
  (assert (= (length all-column-names) (length (aref data 0))))
  (assert (every #'(lambda (num)
                     (and (plusp num) (integerp num)))
                 `(,freq ,(first start) ,(second start))))
  (check-type data simple-vector)
  (check-type (aref data 0) dvec)
  (unless time-labels
    (setq time-labels (make-array (length data) :initial-element "" 
                                  :element-type 'string)))
  (assert (= (length data) (length time-labels)))
  (let ((dimensions
         (make-array (length all-column-names) :element-type 'dimension))
        (ts-len (length data)))
    (loop
        for n in all-column-names
        for i from 0
        for d = (make-dimension n :numeric i)
        do (setf (aref dimensions i) d))
    (when (null end)
      (setq end (tf-incl start (1- ts-len) :freq freq)))
    (let* ((len (tf-gap start end :freq freq))
           (ts-points
            (coerce
             (loop for i from 0 to len
                 as j = (mod i ts-len)
                 as tf = (tf-incl start i :freq freq)
                 collect (make-ts-point (first tf) (second tf)
                                        (svref time-labels j)
                                        (svref data j)))
             'vector)))
      (make-instance 'time-series-dataset
        :dimensions dimensions :ts-points ts-points :frequency freq
        :start start :end end :time-label-name time-label-name
        :ts-type :constant))))
(defmethod copy-ts ((d time-series-dataset))
  (make-instance 'time-series-dataset
    :dimensions (map 'vector (lambda (dim) (copy-dimension dim)) (dataset-dimensions d))
    :time-label-name (time-label-name d)
    :ts-points (map 'vector #'copy-ts-point (ts-points d))
    :frequency (ts-freq d) :start (ts-start d)
    :end (ts-end d) :ts-type (ts-type d)))
         
(defmethod ts-cleaning ((d time-series-dataset)
                        &key interp-types-alist
                             outlier-types-alist
                             outlier-values-alist)
  (let ((names (map 'list #'dimension-name (dataset-dimensions d))))
    (multiple-value-bind (interp-types outlier-types outlier-values)
        (hjs.learn.read-data::convert-cleaning-alist-to-list 
         names
         interp-types-alist
         outlier-types-alist
         outlier-values-alist)
      (let* ((d (copy-ts d))
             (pts
              (clean-points (map 'vector #'ts-p-pos (ts-points d))
                            interp-types outlier-types outlier-values))
             (points (ts-points d)))
        (when pts
          (do-vec (vec pts :type dvec :index-var i :return d)
            (setf (ts-p-pos (svref points i)) vec)))))))