khiva 0.1.0

checksums.yaml

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+  data.tar.gz: '09b7f85b1c1ddd51f2a78c732b24350d4e43c2471ebccbe5e37f501213a4cf65'
+SHA512:
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data/CHANGELOG.md

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+## 0.1.0 (2020-12-17)
+
+- First release

data/LICENSE.txt

@@ -0,0 +1,362 @@
+Mozilla Public License, version 2.0
+
+1. Definitions
+
+1.1. "Contributor"
+
+     means each individual or legal entity that creates, contributes to the
+     creation of, or owns Covered Software.
+
+1.2. "Contributor Version"
+
+     means the combination of the Contributions of others (if any) used by a
+     Contributor and that particular Contributor's Contribution.
+
+1.3. "Contribution"
+
+     means Covered Software of a particular Contributor.
+
+1.4. "Covered Software"
+
+     means Source Code Form to which the initial Contributor has attached the
+     notice in Exhibit A, the Executable Form of such Source Code Form, and
+     Modifications of such Source Code Form, in each case including portions
+     thereof.
+
+1.5. "Incompatible With Secondary Licenses"
+     means
+
+     a. that the initial Contributor has attached the notice described in
+        Exhibit B to the Covered Software; or
+
+     b. that the Covered Software was made available under the terms of
+        version 1.1 or earlier of the License, but not also under the terms of
+        a Secondary License.
+
+1.6. "Executable Form"
+
+     means any form of the work other than Source Code Form.
+
+1.7. "Larger Work"
+
+     means a work that combines Covered Software with other material, in a
+     separate file or files, that is not Covered Software.
+
+1.8. "License"
+
+     means this document.
+
+1.9. "Licensable"
+
+     means having the right to grant, to the maximum extent possible, whether
+     at the time of the initial grant or subsequently, any and all of the
+     rights conveyed by this License.
+
+1.10. "Modifications"
+
+     means any of the following:
+
+     a. any file in Source Code Form that results from an addition to,
+        deletion from, or modification of the contents of Covered Software; or
+
+     b. any new file in Source Code Form that contains any Covered Software.
+
+1.11. "Patent Claims" of a Contributor
+
+      means any patent claim(s), including without limitation, method,
+      process, and apparatus claims, in any patent Licensable by such
+      Contributor that would be infringed, but for the grant of the License,
+      by the making, using, selling, offering for sale, having made, import,
+      or transfer of either its Contributions or its Contributor Version.
+
+1.12. "Secondary License"
+
+      means either the GNU General Public License, Version 2.0, the GNU Lesser
+      General Public License, Version 2.1, the GNU Affero General Public
+      License, Version 3.0, or any later versions of those licenses.
+
+1.13. "Source Code Form"
+
+      means the form of the work preferred for making modifications.
+
+1.14. "You" (or "Your")
+
+      means an individual or a legal entity exercising rights under this
+      License. For legal entities, "You" includes any entity that controls, is
+      controlled by, or is under common control with You. For purposes of this
+      definition, "control" means (a) the power, direct or indirect, to cause
+      the direction or management of such entity, whether by contract or
+      otherwise, or (b) ownership of more than fifty percent (50%) of the
+      outstanding shares or beneficial ownership of such entity.
+
+
+2. License Grants and Conditions
+
+2.1. Grants
+
+     Each Contributor hereby grants You a world-wide, royalty-free,
+     non-exclusive license:
+
+     a. under intellectual property rights (other than patent or trademark)
+        Licensable by such Contributor to use, reproduce, make available,
+        modify, display, perform, distribute, and otherwise exploit its
+        Contributions, either on an unmodified basis, with Modifications, or
+        as part of a Larger Work; and
+
+     b. under Patent Claims of such Contributor to make, use, sell, offer for
+        sale, have made, import, and otherwise transfer either its
+        Contributions or its Contributor Version.
+
+2.2. Effective Date
+
+     The licenses granted in Section 2.1 with respect to any Contribution
+     become effective for each Contribution on the date the Contributor first
+     distributes such Contribution.
+
+2.3. Limitations on Grant Scope
+
+     The licenses granted in this Section 2 are the only rights granted under
+     this License. No additional rights or licenses will be implied from the
+     distribution or licensing of Covered Software under this License.
+     Notwithstanding Section 2.1(b) above, no patent license is granted by a
+     Contributor:
+
+     a. for any code that a Contributor has removed from Covered Software; or
+
+     b. for infringements caused by: (i) Your and any other third party's
+        modifications of Covered Software, or (ii) the combination of its
+        Contributions with other software (except as part of its Contributor
+        Version); or
+
+     c. under Patent Claims infringed by Covered Software in the absence of
+        its Contributions.
+
+     This License does not grant any rights in the trademarks, service marks,
+     or logos of any Contributor (except as may be necessary to comply with
+     the notice requirements in Section 3.4).
+
+2.4. Subsequent Licenses
+
+     No Contributor makes additional grants as a result of Your choice to
+     distribute the Covered Software under a subsequent version of this
+     License (see Section 10.2) or under the terms of a Secondary License (if
+     permitted under the terms of Section 3.3).
+
+2.5. Representation
+
+     Each Contributor represents that the Contributor believes its
+     Contributions are its original creation(s) or it has sufficient rights to
+     grant the rights to its Contributions conveyed by this License.
+
+2.6. Fair Use
+
+     This License is not intended to limit any rights You have under
+     applicable copyright doctrines of fair use, fair dealing, or other
+     equivalents.
+
+2.7. Conditions
+
+     Sections 3.1, 3.2, 3.3, and 3.4 are conditions of the licenses granted in
+     Section 2.1.
+
+
+3. Responsibilities
+
+3.1. Distribution of Source Form
+
+     All distribution of Covered Software in Source Code Form, including any
+     Modifications that You create or to which You contribute, must be under
+     the terms of this License. You must inform recipients that the Source
+     Code Form of the Covered Software is governed by the terms of this
+     License, and how they can obtain a copy of this License. You may not
+     attempt to alter or restrict the recipients' rights in the Source Code
+     Form.
+
+3.2. Distribution of Executable Form
+
+     If You distribute Covered Software in Executable Form then:
+
+     a. such Covered Software must also be made available in Source Code Form,
+        as described in Section 3.1, and You must inform recipients of the
+        Executable Form how they can obtain a copy of such Source Code Form by
+        reasonable means in a timely manner, at a charge no more than the cost
+        of distribution to the recipient; and
+
+     b. You may distribute such Executable Form under the terms of this
+        License, or sublicense it under different terms, provided that the
+        license for the Executable Form does not attempt to limit or alter the
+        recipients' rights in the Source Code Form under this License.
+
+3.3. Distribution of a Larger Work
+
+     You may create and distribute a Larger Work under terms of Your choice,
+     provided that You also comply with the requirements of this License for
+     the Covered Software. If the Larger Work is a combination of Covered
+     Software with a work governed by one or more Secondary Licenses, and the
+     Covered Software is not Incompatible With Secondary Licenses, this
+     License permits You to additionally distribute such Covered Software
+     under the terms of such Secondary License(s), so that the recipient of
+     the Larger Work may, at their option, further distribute the Covered
+     Software under the terms of either this License or such Secondary
+     License(s).
+
+3.4. Notices
+
+     You may not remove or alter the substance of any license notices
+     (including copyright notices, patent notices, disclaimers of warranty, or
+     limitations of liability) contained within the Source Code Form of the
+     Covered Software, except that You may alter any license notices to the
+     extent required to remedy known factual inaccuracies.
+
+3.5. Application of Additional Terms
+
+     You may choose to offer, and to charge a fee for, warranty, support,
+     indemnity or liability obligations to one or more recipients of Covered
+     Software. However, You may do so only on Your own behalf, and not on
+     behalf of any Contributor. You must make it absolutely clear that any
+     such warranty, support, indemnity, or liability obligation is offered by
+     You alone, and You hereby agree to indemnify every Contributor for any
+     liability incurred by such Contributor as a result of warranty, support,
+     indemnity or liability terms You offer. You may include additional
+     disclaimers of warranty and limitations of liability specific to any
+     jurisdiction.
+
+4. Inability to Comply Due to Statute or Regulation
+
+   If it is impossible for You to comply with any of the terms of this License
+   with respect to some or all of the Covered Software due to statute,
+   judicial order, or regulation then You must: (a) comply with the terms of
+   this License to the maximum extent possible; and (b) describe the
+   limitations and the code they affect. Such description must be placed in a
+   text file included with all distributions of the Covered Software under
+   this License. Except to the extent prohibited by statute or regulation,
+   such description must be sufficiently detailed for a recipient of ordinary
+   skill to be able to understand it.
+
+5. Termination
+
+5.1. The rights granted under this License will terminate automatically if You
+     fail to comply with any of its terms. However, if You become compliant,
+     then the rights granted under this License from a particular Contributor
+     are reinstated (a) provisionally, unless and until such Contributor
+     explicitly and finally terminates Your grants, and (b) on an ongoing
+     basis, if such Contributor fails to notify You of the non-compliance by
+     some reasonable means prior to 60 days after You have come back into
+     compliance. Moreover, Your grants from a particular Contributor are
+     reinstated on an ongoing basis if such Contributor notifies You of the
+     non-compliance by some reasonable means, this is the first time You have
+     received notice of non-compliance with this License from such
+     Contributor, and You become compliant prior to 30 days after Your receipt
+     of the notice.
+
+5.2. If You initiate litigation against any entity by asserting a patent
+     infringement claim (excluding declaratory judgment actions,
+     counter-claims, and cross-claims) alleging that a Contributor Version
+     directly or indirectly infringes any patent, then the rights granted to
+     You by any and all Contributors for the Covered Software under Section
+     2.1 of this License shall terminate.
+
+5.3. In the event of termination under Sections 5.1 or 5.2 above, all end user
+     license agreements (excluding distributors and resellers) which have been
+     validly granted by You or Your distributors under this License prior to
+     termination shall survive termination.
+
+6. Disclaimer of Warranty
+
+   Covered Software is provided under this License on an "as is" basis,
+   without warranty of any kind, either expressed, implied, or statutory,
+   including, without limitation, warranties that the Covered Software is free
+   of defects, merchantable, fit for a particular purpose or non-infringing.
+   The entire risk as to the quality and performance of the Covered Software
+   is with You. Should any Covered Software prove defective in any respect,
+   You (not any Contributor) assume the cost of any necessary servicing,
+   repair, or correction. This disclaimer of warranty constitutes an essential
+   part of this License. No use of  any Covered Software is authorized under
+   this License except under this disclaimer.
+
+7. Limitation of Liability
+
+   Under no circumstances and under no legal theory, whether tort (including
+   negligence), contract, or otherwise, shall any Contributor, or anyone who
+   distributes Covered Software as permitted above, be liable to You for any
+   direct, indirect, special, incidental, or consequential damages of any
+   character including, without limitation, damages for lost profits, loss of
+   goodwill, work stoppage, computer failure or malfunction, or any and all
+   other commercial damages or losses, even if such party shall have been
+   informed of the possibility of such damages. This limitation of liability
+   shall not apply to liability for death or personal injury resulting from
+   such party's negligence to the extent applicable law prohibits such
+   limitation. Some jurisdictions do not allow the exclusion or limitation of
+   incidental or consequential damages, so this exclusion and limitation may
+   not apply to You.
+
+8. Litigation
+
+   Any litigation relating to this License may be brought only in the courts
+   of a jurisdiction where the defendant maintains its principal place of
+   business and such litigation shall be governed by laws of that
+   jurisdiction, without reference to its conflict-of-law provisions. Nothing
+   in this Section shall prevent a party's ability to bring cross-claims or
+   counter-claims.
+
+9. Miscellaneous
+
+   This License represents the complete agreement concerning the subject
+   matter hereof. If any provision of this License is held to be
+   unenforceable, such provision shall be reformed only to the extent
+   necessary to make it enforceable. Any law or regulation which provides that
+   the language of a contract shall be construed against the drafter shall not
+   be used to construe this License against a Contributor.
+
+
+10. Versions of the License
+
+10.1. New Versions
+
+      Mozilla Foundation is the license steward. Except as provided in Section
+      10.3, no one other than the license steward has the right to modify or
+      publish new versions of this License. Each version will be given a
+      distinguishing version number.
+
+10.2. Effect of New Versions
+
+      You may distribute the Covered Software under the terms of the version
+      of the License under which You originally received the Covered Software,
+      or under the terms of any subsequent version published by the license
+      steward.
+
+10.3. Modified Versions
+
+      If you create software not governed by this License, and you want to
+      create a new license for such software, you may create and use a
+      modified version of this License if you rename the license and remove
+      any references to the name of the license steward (except to note that
+      such modified license differs from this License).
+
+10.4. Distributing Source Code Form that is Incompatible With Secondary
+      Licenses If You choose to distribute Source Code Form that is
+      Incompatible With Secondary Licenses under the terms of this version of
+      the License, the notice described in Exhibit B of this License must be
+      attached.
+
+Exhibit A - Source Code Form License Notice
+
+      This Source Code Form is subject to the
+      terms of the Mozilla Public License, v.
+      2.0. If a copy of the MPL was not
+      distributed with this file, You can
+      obtain one at
+      http://mozilla.org/MPL/2.0/.
+
+If it is not possible or desirable to put the notice in a particular file,
+then You may include the notice in a location (such as a LICENSE file in a
+relevant directory) where a recipient would be likely to look for such a
+notice.
+
+You may add additional accurate notices of copyright ownership.
+
+Exhibit B - "Incompatible With Secondary Licenses" Notice
+
+      This Source Code Form is "Incompatible
+      With Secondary Licenses", as defined by
+      the Mozilla Public License, v. 2.0.

data/README.md

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+# Khiva
+
+[Khiva](https://github.com/shapelets/khiva) - high-performance time series algorithms - for Ruby
+
+[![Build Status](https://github.com/ankane/khiva-ruby/workflows/build/badge.svg?branch=master)](https://github.com/ankane/khiva-ruby/actions)
+
+## Installation
+
+First, [install Khiva](#khiva-installation). For Homebrew use:
+
+```sh
+brew install khiva
+```
+
+Add this line to your application’s Gemfile:
+
+```ruby
+gem 'khiva'
+```
+
+## Getting Started
+
+Calculate a matrix profile
+
+```ruby
+a = Khiva::Array.new([11, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 11])
+b = Khiva::Array.new([9, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 9])
+profile, index = Khiva::Matrix.stomp(a, b, 3)
+```
+
+Find discords
+
+```ruby
+discords, discords_indices, subsequence_indices = Khiva::Matrix.find_best_n_discords(profile, index, 2, 2)
+```
+
+## Arrays
+
+Create an array from a Ruby array
+
+```ruby
+Khiva::Array.new([1, 2, 3])
+```
+
+Specify the type
+
+```ruby
+Khiva::Array.new([1, 2, 3], type: :s64)
+```
+
+Get the type and dimensions
+
+```ruby
+a.type
+a.dims
+```
+
+Perform operations on arrays
+
+```ruby
+a + b
+a - b
+a * b
+a / b
+a % b
+a ** b
+```
+
+Compare arrays
+
+```ruby
+a.eq(b)
+a.ne(b)
+a.lt(b)
+a.gt(b)
+a.le(b)
+a.ge(b)
+```
+
+## Distances
+
+Dynamic time warping (DTW) distance
+
+```ruby
+Khiva::Distances.dtw(tss)
+```
+
+Euclidean distance
+
+```ruby
+Khiva::Distances.euclidean(tss)
+```
+
+Hamming distance
+
+```ruby
+Khiva::Distances.hamming(tss)
+```
+
+Manhattan distance
+
+```ruby
+Khiva::Distances.manhattan(tss)
+```
+
+Shape-based distance (SBD)
+
+```ruby
+Khiva::Distances.sbd(tss)
+```
+
+Squared Euclidean distance
+
+```ruby
+Khiva::Distances.squared_euclidean(tss)
+```
+
+## Normalization
+
+Decimal scaling
+
+```ruby
+Khiva::Distances.decimal_scaling_norm(tss)
+Khiva::Distances.decimal_scaling_norm!(tss)
+```
+
+Max min
+
+```ruby
+Khiva::Distances.max_min_norm(tss)
+Khiva::Distances.max_min_norm!(tss)
+```
+
+Mean
+
+```ruby
+Khiva::Distances.mean_norm(tss)
+Khiva::Distances.mean_norm!(tss)
+```
+
+Znorm
+
+```ruby
+Khiva::Distances.znorm(tss)
+Khiva::Distances.znorm!(tss)
+```
+
+## Statistics
+
+Covariance
+
+```ruby
+Khiva::Statistics.covariance(tss, unbiased: false)
+```
+
+## Khiva Installation
+
+### Linux
+
+Run:
+
+```sh
+# todo
+```
+
+### Mac
+
+Run:
+
+```sh
+brew install khiva
+```
+
+### Windows
+
+See [instructions](https://khiva.readthedocs.io/en/latest/gettingStarted.html#windows).
+
+## Credits
+
+This library is modeled after the [Khiva-Python API](https://github.com/shapelets/khiva-python).
+
+## History
+
+View the [changelog](https://github.com/ankane/khiva-ruby/blob/master/CHANGELOG.md)
+
+## Contributing
+
+Everyone is encouraged to help improve this project. Here are a few ways you can help:
+
+- [Report bugs](https://github.com/ankane/khiva-ruby/issues)
+- Fix bugs and [submit pull requests](https://github.com/ankane/khiva-ruby/pulls)
+- Write, clarify, or fix documentation
+- Suggest or add new features
+
+To get started with development:
+
+```sh
+git clone https://github.com/ankane/khiva-ruby.git
+cd khiva-ruby
+bundle install
+bundle exec rake test
+```

data/lib/khiva.rb

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+# stdlib
+require "fiddle/import"
+
+# modules
+require "khiva/array"
+require "khiva/distances"
+require "khiva/library"
+require "khiva/matrix"
+require "khiva/normalization"
+require "khiva/statistics"
+require "khiva/utils"
+require "khiva/version"
+
+module Khiva
+  class Error < StandardError; end
+
+  class << self
+    attr_accessor :ffi_lib
+  end
+  self.ffi_lib =
+    if Gem.win_platform?
+      ["khiva_c.dll"]
+    elsif RbConfig::CONFIG["host_os"] =~ /darwin/i
+      ["libkhiva_c.dylib"]
+    else
+      ["libkhiva_c.so"]
+    end
+
+  # friendlier error message
+  autoload :FFI, "khiva/ffi"
+
+  def self.lib_version
+    v = Fiddle::Pointer.malloc(20)
+    FFI.call(:version, v.ref)
+    v.to_s
+  end
+end

data/lib/khiva/array.rb

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+module Khiva
+  class Array
+    TYPES = [:f32, :c32, :f64, :c64, :b8, :s32, :u32, :u8, :s64, :u64, :s16, :u16]
+    # TODO support complex
+    TYPE_FORMAT = {
+      f32: "f",
+      c32: "",
+      f64: "d",
+      c64: "",
+      b8: "c",
+      s32: "l",
+      u32: "L",
+      u8: "C",
+      s64: "q",
+      u64: "Q",
+      s16: "s",
+      u16: "S"
+    }
+
+    def initialize(obj, type: nil)
+      if obj.is_a?(Fiddle::Pointer)
+        @ptr = obj
+      else
+        # TODO make more performant for Numo
+        obj = obj.to_a
+        dims = []
+        o = obj
+        4.times do
+          break unless o.is_a?(::Array)
+          dims << o.size
+          o = o.first
+        end
+        dims.reverse!
+
+        flat_obj = obj.flatten(dims.size)
+
+        # TODO check each dimension
+        expected_size = dims.inject(1, &:*)
+        raise Error, "Unexpected size" if flat_obj.size != expected_size
+
+        # TODO check integer range
+        type ||= flat_obj.all? { |v| v.is_a?(Integer) } ? :s64 : :f64
+
+        data = Fiddle::Pointer[flat_obj.pack("#{TYPE_FORMAT[type]}*")]
+        ndims = dims.size
+        dims = Fiddle::Pointer[dims.pack("q!*")]
+        result = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
+
+        FFI.call(:create_array, data, ndims, dims, result, TYPES.index(type))
+        @ptr = result
+      end
+
+      ObjectSpace.define_finalizer(self, self.class.finalize(@ptr))
+    end
+
+    def display
+      FFI.call(:display, @ptr)
+    end
+
+    # TODO add bit operations
+    [
+      [:+, :khiva_add],
+      [:-, :khiva_sub],
+      [:*, :khiva_mul],
+      [:/, :khiva_div],
+      [:%, :khiva_mod],
+      [:**, :khiva_pow],
+      [:lt, :khiva_lt],
+      [:gt, :khiva_gt],
+      [:le, :khiva_le],
+      [:ge, :khiva_ge],
+      [:eq, :khiva_eq],
+      [:ne, :khiva_ne]
+    ].each do |ruby_method, ffi_method|
+      define_method(ruby_method) do |other|
+        result = Utils.create_ptr
+        FFI.call(ffi_method, @ptr, other, result)
+        self.class.new(result)
+      end
+    end
+
+    def to_a
+      d = dims
+      d.pop while d.last == 1 && d.size > 1
+
+      elements = dims.inject(1, &:*)
+      data = Fiddle::Pointer.malloc(elements * element_size)
+      FFI.call(:get_data, @ptr, data)
+      result = data.to_s(data.size).unpack("#{TYPE_FORMAT[type]}*")
+      result.map! { |r| r > 0 ? true : false } if type == :b8
+      Utils.reshape(result, d)
+    end
+
+    def dims
+      dims = Fiddle::Pointer.malloc(Fiddle::SIZEOF_LONG_LONG * 4)
+      FFI.call(:get_dims, @ptr, dims)
+      dims.to_s(dims.size).unpack("q!*")
+    end
+
+    def type
+      type = Fiddle::Pointer.malloc(Fiddle::SIZEOF_INT)
+      FFI.call(:get_type, @ptr, type)
+      TYPES[type.to_s(type.size).unpack1("i")]
+    end
+
+    def to_ptr
+      @ptr
+    end
+
+    def element_size
+      case type
+      when :b8, :u8
+        1
+      when :s16, :u16
+        2
+      when :f32, :c32, :s32, :u32
+        4
+      when :f64, :c64, :s64, :u64
+        8
+      else
+        raise Error, "Unknown type: #{type}"
+      end
+    end
+
+    def copy
+      result = Utils.create_ptr
+      FFI.call(:copy, @ptr, result)
+      self.class.new(result)
+    end
+    alias_method :dup, :copy
+    alias_method :clone, :copy
+
+    def self.finalize(ptr)
+      # must use proc instead of stabby lambda
+      proc { FFI.call(:delete_array, ptr) }
+    end
+  end
+end

data/lib/khiva/distances.rb

@@ -0,0 +1,41 @@
+module Khiva
+  module Distances
+    class << self
+      def dtw(tss)
+        result = Utils.create_ptr
+        FFI.call(:dtw, tss, result)
+        Array.new(result)
+      end
+
+      def euclidean(tss)
+        result = Utils.create_ptr
+        FFI.call(:euclidean, tss, result)
+        Array.new(result)
+      end
+
+      def hamming(tss)
+        result = Utils.create_ptr
+        FFI.call(:hamming, tss, result)
+        Array.new(result)
+      end
+
+      def manhattan(tss)
+        result = Utils.create_ptr
+        FFI.call(:manhattan, tss, result)
+        Array.new(result)
+      end
+
+      def sbd(tss)
+        result = Utils.create_ptr
+        FFI.call(:sbd, tss, result)
+        Array.new(result)
+      end
+
+      def squared_euclidean(tss)
+        result = Utils.create_ptr
+        FFI.call(:squared_euclidean, tss, result)
+        Array.new(result)
+      end
+    end
+  end
+end

data/lib/khiva/ffi.rb

@@ -0,0 +1,101 @@
+module Khiva
+  module FFI
+    extend Fiddle::Importer
+
+    libs = Khiva.ffi_lib.dup
+    begin
+      dlload Fiddle.dlopen(libs.shift)
+    rescue Fiddle::DLError => e
+      retry if libs.any?
+      raise e if ENV["KHIVA_DEBUG"]
+      raise LoadError, "Khiva not found"
+    end
+
+    typealias "bool", "char"
+
+    # array.h
+    extern "void create_array(const void *data, unsigned int ndims, const long long *dims, khiva_array *result, int type, int *error_code, char *error_message)"
+    extern "void delete_array(khiva_array *array, int *error_code, char *error_message)"
+    extern "void display(const khiva_array *array, int *error_code, char *error_message)"
+    extern "void get_data(const khiva_array *array, void *data, int *error_code, char *error_message)"
+    extern "void get_dims(const khiva_array *array, long long *dims, int *error_code, char *error_message)"
+    extern "void get_type(const khiva_array *array, int *t, int *error_code, char *error_message)"
+    extern "void join(int dim, const khiva_array *first, const khiva_array *second, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_add(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_mul(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_sub(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_div(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_mod(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_pow(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_lt(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_gt(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_le(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_ge(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_eq(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_ne(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_bitand(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_bitor(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_bitxor(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_bitshiftl(const khiva_array *array, int n, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_bitshiftr(const khiva_array *array, int n, khiva_array *result, int *error_code, char *error_message)"
+    extern "void khiva_not(const khiva_array *array, khiva_array *result, int *error_code, char *error_message)"
+    extern "void copy(const khiva_array *array, khiva_array *result, int *error_code, char *error_message)"
+
+    # library.h
+    extern "void backend_info(char **info, int *error_code, char *error_message)"
+    extern "void set_backend(const int *backend, int *error_code, char *error_message)"
+    extern "void set_device(const int *device, int *error_code, char *error_message)"
+    extern "void version(char **v, int *error_code, char *error_message)"
+
+    # distances.h
+    extern "void dtw(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
+    extern "void euclidean(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
+    extern "void hamming(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
+    extern "void manhattan(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
+    extern "void sbd(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
+    extern "void squared_euclidean(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
+
+    # matrix.h
+    extern "void find_best_n_discords(const khiva_array *profile, const khiva_array *index, long m, long n, khiva_array *discord_distances, khiva_array *discord_indices, khiva_array *subsequence_indices, bool self_join, int *error_code, char *error_message)"
+    extern "void stomp(const khiva_array *tssa, const khiva_array *tssb, long m, khiva_array *p, khiva_array *i, int *error_code, char *error_message)"
+
+    # normalization.h
+    extern "void decimal_scaling_norm(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
+    extern "void decimal_scaling_norm_in_place(khiva_array *tss, int *error_code, char *error_message)"
+    extern "void max_min_norm(const khiva_array *tss, const double *high, const double *low, const double *epsilon, khiva_array *result, int *error_code, char *error_message)"
+    extern "void max_min_norm_in_place(khiva_array *tss, const double *high, const double *low, const double *epsilon, int *error_code, char *error_message)"
+    extern "void mean_norm(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
+    extern "void mean_norm_in_place(khiva_array *tss, int *error_code, char *error_message)"
+    extern "void znorm(const khiva_array *tss, const double *epsilon, khiva_array *result, int *error_code, char *error_message)"
+    extern "void znorm_in_place(khiva_array *tss, const double *epsilon, int *error_code, char *error_message)"
+
+    # statistics.h
+    extern "void covariance_statistics(const khiva_array *tss, const bool *unbiased, khiva_array *result, int *error_code, char *error_message)"
+    extern "void kurtosis_statistics(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
+    extern "void ljung_box(const khiva_array *tss, const long *lags, khiva_array *result, int *error_code, char *error_message)"
+    extern "void moment_statistics(const khiva_array *tss, const int *k, khiva_array *result, int *error_code, char *error_message)"
+    extern "void quantile_statistics(const khiva_array *tss, const khiva_array *q, const float *precision, khiva_array *result, int *error_code, char *error_message)"
+    extern "void quantiles_cut_statistics(const khiva_array *tss, const float *quantiles, const float *precision, khiva_array *result, int *error_code, char *error_message)"
+    extern "void sample_stdev_statistics(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
+    extern "void skewness_statistics(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
+
+    class << self
+      # thread-safe
+      def error_code
+        Thread.current[:khiva_error_code] ||= Fiddle::Pointer.malloc(Fiddle::SIZEOF_INT)
+      end
+
+      # thread-safe
+      def error_message
+        Thread.current[:khiva_error_message] ||= Fiddle::Pointer.malloc(256)
+      end
+
+      def call(method, *args)
+        FFI.send(method, *args, error_code, error_message)
+        if error_code.to_s(error_code.size).unpack1("i*") != 0
+          raise Error, error_message.to_s
+        end
+      end
+    end
+  end
+end

data/lib/khiva/library.rb

@@ -0,0 +1,28 @@
+module Khiva
+  module Library
+    BACKENDS = {
+      default: 0,
+      cpu: 1,
+      cuda: 2,
+      opencl: 4
+    }
+
+    class << self
+      def backend_info
+        info = Fiddle::Pointer.malloc(1000)
+        FFI.call(:backend_info, info.ref)
+        info.to_s
+      end
+
+      def set_backend(backend)
+        b = BACKENDS[backend]
+        raise Error, "Invalid backend: #{backend}" unless b
+        FFI.call(:set_backend, Utils.int_ptr(b))
+      end
+
+      def set_device(device)
+        FFI.call(:set_device, Utils.int_ptr(device))
+      end
+    end
+  end
+end

data/lib/khiva/matrix.rb

@@ -0,0 +1,20 @@
+module Khiva
+  module Matrix
+    class << self
+      def find_best_n_discords(profile, index, m, n, self_join: false)
+        discord_distances = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
+        discord_indices = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
+        subsequence_indices = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
+        FFI.call(:find_best_n_discords, profile, index, m, n, discord_distances, discord_indices, subsequence_indices, self_join ? 1 : 0)
+        [Array.new(discord_distances), Array.new(discord_indices), Array.new(subsequence_indices)]
+      end
+
+      def stomp(tssa, tssb, m)
+        profile = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
+        index = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
+        FFI.call(:stomp, tssa, tssb, m, profile, index)
+        [Array.new(profile), Array.new(index)]
+      end
+    end
+  end
+end

data/lib/khiva/normalization.rb

@@ -0,0 +1,49 @@
+module Khiva
+  module Normalization
+    class << self
+      def decimal_scaling_norm(tss)
+        result = Utils.create_ptr
+        FFI.call(:decimal_scaling_norm, tss, result)
+        Array.new(result)
+      end
+
+      def decimal_scaling_norm!(tss)
+        FFI.call(:decimal_scaling_norm_in_place, tss)
+        tss
+      end
+
+      def max_min_norm(tss, high: 1, low: 0, epsilon: 0.00000001)
+        result = Utils.create_ptr
+        FFI.call(:max_min_norm, tss, Utils.double_ptr(high), Utils.double_ptr(low), Utils.double_ptr(epsilon), result)
+        Array.new(result)
+      end
+
+      def max_min_norm!(tss, high: 1, low: 0, epsilon: 0.00000001)
+        FFI.call(:max_min_norm_in_place, tss, Utils.double_ptr(high), Utils.double_ptr(low), Utils.double_ptr(epsilon))
+        tss
+      end
+
+      def mean_norm(tss)
+        result = Utils.create_ptr
+        FFI.call(:mean_norm, tss, result)
+        Array.new(result)
+      end
+
+      def mean_norm!(tss)
+        FFI.call(:mean_norm_in_place, tss)
+        tss
+      end
+
+      def znorm(tss, epsilon: 0.00000001)
+        result = Utils.create_ptr
+        FFI.call(:znorm, tss, Utils.double_ptr(epsilon), result)
+        Array.new(result)
+      end
+
+      def znorm!(tss, epsilon: 0.00000001)
+        FFI.call(:znorm_in_place, tss, Utils.double_ptr(epsilon))
+        tss
+      end
+    end
+  end
+end

data/lib/khiva/statistics.rb

@@ -0,0 +1,11 @@
+module Khiva
+  module Statistics
+    class << self
+      def covariance(tss, unbiased: false)
+        result = Utils.create_ptr
+        FFI.call(:covariance_statistics, tss, Utils.bool_ptr(unbiased), result)
+        Array.new(result)
+      end
+    end
+  end
+end

data/lib/khiva/utils.rb

@@ -0,0 +1,30 @@
+module Khiva
+  module Utils
+    class << self
+      def create_ptr
+        Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
+      end
+
+      def int_ptr(v)
+        Fiddle::Pointer[[v].pack("i*")]
+      end
+
+      def double_ptr(v)
+        Fiddle::Pointer[[v].pack("d")]
+      end
+
+      def bool_ptr(v)
+        Fiddle::Pointer[[v ? 1 : 0].pack("c")]
+      end
+
+      # TODO make more efficient
+      def reshape(arr, dims)
+        arr = arr.flatten
+        dims[1..-1].reverse.each do |dim|
+          arr = arr.each_slice(dim)
+        end
+        arr.to_a
+      end
+    end
+  end
+end

data/lib/khiva/version.rb

@@ -0,0 +1,3 @@
+module Khiva
+  VERSION = "0.1.0"
+end

metadata

@@ -0,0 +1,55 @@
+--- !ruby/object:Gem::Specification
+name: khiva
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- Andrew Kane
+autorequire:
+bindir: bin
+cert_chain: []
+date: 2020-12-17 00:00:00.000000000 Z
+dependencies: []
+description:
+email: andrew@chartkick.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- CHANGELOG.md
+- LICENSE.txt
+- README.md
+- lib/khiva.rb
+- lib/khiva/array.rb
+- lib/khiva/distances.rb
+- lib/khiva/ffi.rb
+- lib/khiva/library.rb
+- lib/khiva/matrix.rb
+- lib/khiva/normalization.rb
+- lib/khiva/statistics.rb
+- lib/khiva/utils.rb
+- lib/khiva/version.rb
+homepage: https://github.com/ankane/khiva
+licenses:
+- MPL-2.0
+metadata: {}
+post_install_message:
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '2.5'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.1.4
+signing_key:
+specification_version: 4
+summary: High-performance time series algorithms for Ruby
+test_files: []