khiva 0.1.0
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- checksums.yaml +7 -0
- data/CHANGELOG.md +3 -0
- data/LICENSE.txt +362 -0
- data/README.md +202 -0
- data/lib/khiva.rb +37 -0
- data/lib/khiva/array.rb +138 -0
- data/lib/khiva/distances.rb +41 -0
- data/lib/khiva/ffi.rb +101 -0
- data/lib/khiva/library.rb +28 -0
- data/lib/khiva/matrix.rb +20 -0
- data/lib/khiva/normalization.rb +49 -0
- data/lib/khiva/statistics.rb +11 -0
- data/lib/khiva/utils.rb +30 -0
- data/lib/khiva/version.rb +3 -0
- metadata +55 -0
checksums.yaml
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@@ -0,0 +1,7 @@
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---
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SHA256:
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metadata.gz: d46c3d7ed62e5adf119b172084d7a7bf6f6a77d49eae2cb3039cca6ce4a9b9a3
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data.tar.gz: '09b7f85b1c1ddd51f2a78c732b24350d4e43c2471ebccbe5e37f501213a4cf65'
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SHA512:
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metadata.gz: 7e5ef4486b11cd7333fd819381150f854a62b2c744c31014950f1e5e7ca8b17ede6e87e1277751c58211e029edb990a605e7d2f428c8374ec7c1cc63ec8c3c7d
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data.tar.gz: a96c1716abec95ddef7caa6e389e8fa796c4ef03a584c0204508ab37a0096fce5b356040c2d1770e422803285a7a3aa2d7a27e4573e35d0faf89857b588f7100
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data/CHANGELOG.md
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data/LICENSE.txt
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Mozilla Public License, version 2.0
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1. Definitions
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1.1. "Contributor"
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means each individual or legal entity that creates, contributes to the
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creation of, or owns Covered Software.
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1.2. "Contributor Version"
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means the combination of the Contributions of others (if any) used by a
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Contributor and that particular Contributor's Contribution.
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1.3. "Contribution"
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means Covered Software of a particular Contributor.
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1.4. "Covered Software"
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means Source Code Form to which the initial Contributor has attached the
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notice in Exhibit A, the Executable Form of such Source Code Form, and
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Modifications of such Source Code Form, in each case including portions
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thereof.
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1.5. "Incompatible With Secondary Licenses"
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means
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a. that the initial Contributor has attached the notice described in
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Exhibit B to the Covered Software; or
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b. that the Covered Software was made available under the terms of
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version 1.1 or earlier of the License, but not also under the terms of
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a Secondary License.
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1.6. "Executable Form"
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means any form of the work other than Source Code Form.
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1.7. "Larger Work"
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means a work that combines Covered Software with other material, in a
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separate file or files, that is not Covered Software.
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1.8. "License"
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means this document.
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1.9. "Licensable"
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means having the right to grant, to the maximum extent possible, whether
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at the time of the initial grant or subsequently, any and all of the
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rights conveyed by this License.
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1.10. "Modifications"
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means any of the following:
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a. any file in Source Code Form that results from an addition to,
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deletion from, or modification of the contents of Covered Software; or
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b. any new file in Source Code Form that contains any Covered Software.
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1.11. "Patent Claims" of a Contributor
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means any patent claim(s), including without limitation, method,
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process, and apparatus claims, in any patent Licensable by such
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Contributor that would be infringed, but for the grant of the License,
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by the making, using, selling, offering for sale, having made, import,
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or transfer of either its Contributions or its Contributor Version.
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1.12. "Secondary License"
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means either the GNU General Public License, Version 2.0, the GNU Lesser
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General Public License, Version 2.1, the GNU Affero General Public
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License, Version 3.0, or any later versions of those licenses.
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1.13. "Source Code Form"
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means the form of the work preferred for making modifications.
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1.14. "You" (or "Your")
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means an individual or a legal entity exercising rights under this
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License. For legal entities, "You" includes any entity that controls, is
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controlled by, or is under common control with You. For purposes of this
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definition, "control" means (a) the power, direct or indirect, to cause
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the direction or management of such entity, whether by contract or
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otherwise, or (b) ownership of more than fifty percent (50%) of the
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outstanding shares or beneficial ownership of such entity.
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2. License Grants and Conditions
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2.1. Grants
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Each Contributor hereby grants You a world-wide, royalty-free,
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non-exclusive license:
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a. under intellectual property rights (other than patent or trademark)
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Licensable by such Contributor to use, reproduce, make available,
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modify, display, perform, distribute, and otherwise exploit its
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Contributions, either on an unmodified basis, with Modifications, or
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as part of a Larger Work; and
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b. under Patent Claims of such Contributor to make, use, sell, offer for
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sale, have made, import, and otherwise transfer either its
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Contributions or its Contributor Version.
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2.2. Effective Date
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The licenses granted in Section 2.1 with respect to any Contribution
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become effective for each Contribution on the date the Contributor first
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distributes such Contribution.
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2.3. Limitations on Grant Scope
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The licenses granted in this Section 2 are the only rights granted under
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this License. No additional rights or licenses will be implied from the
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distribution or licensing of Covered Software under this License.
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Notwithstanding Section 2.1(b) above, no patent license is granted by a
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Contributor:
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a. for any code that a Contributor has removed from Covered Software; or
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b. for infringements caused by: (i) Your and any other third party's
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modifications of Covered Software, or (ii) the combination of its
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Contributions with other software (except as part of its Contributor
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Version); or
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c. under Patent Claims infringed by Covered Software in the absence of
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its Contributions.
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This License does not grant any rights in the trademarks, service marks,
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or logos of any Contributor (except as may be necessary to comply with
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the notice requirements in Section 3.4).
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2.4. Subsequent Licenses
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No Contributor makes additional grants as a result of Your choice to
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distribute the Covered Software under a subsequent version of this
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License (see Section 10.2) or under the terms of a Secondary License (if
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permitted under the terms of Section 3.3).
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2.5. Representation
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Each Contributor represents that the Contributor believes its
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Contributions are its original creation(s) or it has sufficient rights to
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grant the rights to its Contributions conveyed by this License.
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2.6. Fair Use
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This License is not intended to limit any rights You have under
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applicable copyright doctrines of fair use, fair dealing, or other
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equivalents.
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2.7. Conditions
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Sections 3.1, 3.2, 3.3, and 3.4 are conditions of the licenses granted in
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Section 2.1.
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3. Responsibilities
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3.1. Distribution of Source Form
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All distribution of Covered Software in Source Code Form, including any
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Modifications that You create or to which You contribute, must be under
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the terms of this License. You must inform recipients that the Source
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Code Form of the Covered Software is governed by the terms of this
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License, and how they can obtain a copy of this License. You may not
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attempt to alter or restrict the recipients' rights in the Source Code
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Form.
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3.2. Distribution of Executable Form
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If You distribute Covered Software in Executable Form then:
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a. such Covered Software must also be made available in Source Code Form,
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as described in Section 3.1, and You must inform recipients of the
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Executable Form how they can obtain a copy of such Source Code Form by
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reasonable means in a timely manner, at a charge no more than the cost
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of distribution to the recipient; and
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b. You may distribute such Executable Form under the terms of this
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License, or sublicense it under different terms, provided that the
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license for the Executable Form does not attempt to limit or alter the
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recipients' rights in the Source Code Form under this License.
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3.3. Distribution of a Larger Work
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You may create and distribute a Larger Work under terms of Your choice,
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provided that You also comply with the requirements of this License for
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the Covered Software. If the Larger Work is a combination of Covered
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Software with a work governed by one or more Secondary Licenses, and the
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Covered Software is not Incompatible With Secondary Licenses, this
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License permits You to additionally distribute such Covered Software
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under the terms of such Secondary License(s), so that the recipient of
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the Larger Work may, at their option, further distribute the Covered
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Software under the terms of either this License or such Secondary
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License(s).
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3.4. Notices
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You may not remove or alter the substance of any license notices
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(including copyright notices, patent notices, disclaimers of warranty, or
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limitations of liability) contained within the Source Code Form of the
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Covered Software, except that You may alter any license notices to the
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extent required to remedy known factual inaccuracies.
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3.5. Application of Additional Terms
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You may choose to offer, and to charge a fee for, warranty, support,
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indemnity or liability obligations to one or more recipients of Covered
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Software. However, You may do so only on Your own behalf, and not on
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behalf of any Contributor. You must make it absolutely clear that any
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such warranty, support, indemnity, or liability obligation is offered by
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You alone, and You hereby agree to indemnify every Contributor for any
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liability incurred by such Contributor as a result of warranty, support,
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indemnity or liability terms You offer. You may include additional
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disclaimers of warranty and limitations of liability specific to any
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jurisdiction.
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4. Inability to Comply Due to Statute or Regulation
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If it is impossible for You to comply with any of the terms of this License
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with respect to some or all of the Covered Software due to statute,
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judicial order, or regulation then You must: (a) comply with the terms of
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this License to the maximum extent possible; and (b) describe the
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limitations and the code they affect. Such description must be placed in a
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text file included with all distributions of the Covered Software under
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this License. Except to the extent prohibited by statute or regulation,
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such description must be sufficiently detailed for a recipient of ordinary
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skill to be able to understand it.
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5. Termination
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5.1. The rights granted under this License will terminate automatically if You
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fail to comply with any of its terms. However, if You become compliant,
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then the rights granted under this License from a particular Contributor
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are reinstated (a) provisionally, unless and until such Contributor
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explicitly and finally terminates Your grants, and (b) on an ongoing
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basis, if such Contributor fails to notify You of the non-compliance by
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some reasonable means prior to 60 days after You have come back into
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compliance. Moreover, Your grants from a particular Contributor are
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reinstated on an ongoing basis if such Contributor notifies You of the
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non-compliance by some reasonable means, this is the first time You have
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received notice of non-compliance with this License from such
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Contributor, and You become compliant prior to 30 days after Your receipt
|
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of the notice.
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5.2. If You initiate litigation against any entity by asserting a patent
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infringement claim (excluding declaratory judgment actions,
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254
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counter-claims, and cross-claims) alleging that a Contributor Version
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directly or indirectly infringes any patent, then the rights granted to
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You by any and all Contributors for the Covered Software under Section
|
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2.1 of this License shall terminate.
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+
|
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5.3. In the event of termination under Sections 5.1 or 5.2 above, all end user
|
260
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license agreements (excluding distributors and resellers) which have been
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validly granted by You or Your distributors under this License prior to
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termination shall survive termination.
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6. Disclaimer of Warranty
|
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Covered Software is provided under this License on an "as is" basis,
|
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without warranty of any kind, either expressed, implied, or statutory,
|
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including, without limitation, warranties that the Covered Software is free
|
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of defects, merchantable, fit for a particular purpose or non-infringing.
|
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The entire risk as to the quality and performance of the Covered Software
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is with You. Should any Covered Software prove defective in any respect,
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You (not any Contributor) assume the cost of any necessary servicing,
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repair, or correction. This disclaimer of warranty constitutes an essential
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part of this License. No use of any Covered Software is authorized under
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this License except under this disclaimer.
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7. Limitation of Liability
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Under no circumstances and under no legal theory, whether tort (including
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negligence), contract, or otherwise, shall any Contributor, or anyone who
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distributes Covered Software as permitted above, be liable to You for any
|
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direct, indirect, special, incidental, or consequential damages of any
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character including, without limitation, damages for lost profits, loss of
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goodwill, work stoppage, computer failure or malfunction, or any and all
|
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other commercial damages or losses, even if such party shall have been
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informed of the possibility of such damages. This limitation of liability
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shall not apply to liability for death or personal injury resulting from
|
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such party's negligence to the extent applicable law prohibits such
|
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limitation. Some jurisdictions do not allow the exclusion or limitation of
|
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incidental or consequential damages, so this exclusion and limitation may
|
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not apply to You.
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8. Litigation
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Any litigation relating to this License may be brought only in the courts
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of a jurisdiction where the defendant maintains its principal place of
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business and such litigation shall be governed by laws of that
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jurisdiction, without reference to its conflict-of-law provisions. Nothing
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in this Section shall prevent a party's ability to bring cross-claims or
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counter-claims.
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|
302
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9. Miscellaneous
|
303
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|
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This License represents the complete agreement concerning the subject
|
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matter hereof. If any provision of this License is held to be
|
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unenforceable, such provision shall be reformed only to the extent
|
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necessary to make it enforceable. Any law or regulation which provides that
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the language of a contract shall be construed against the drafter shall not
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be used to construe this License against a Contributor.
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311
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10. Versions of the License
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10.1. New Versions
|
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|
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Mozilla Foundation is the license steward. Except as provided in Section
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10.3, no one other than the license steward has the right to modify or
|
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publish new versions of this License. Each version will be given a
|
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distinguishing version number.
|
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10.2. Effect of New Versions
|
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You may distribute the Covered Software under the terms of the version
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of the License under which You originally received the Covered Software,
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or under the terms of any subsequent version published by the license
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steward.
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10.3. Modified Versions
|
329
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|
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If you create software not governed by this License, and you want to
|
331
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create a new license for such software, you may create and use a
|
332
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modified version of this License if you rename the license and remove
|
333
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any references to the name of the license steward (except to note that
|
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such modified license differs from this License).
|
335
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|
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10.4. Distributing Source Code Form that is Incompatible With Secondary
|
337
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Licenses If You choose to distribute Source Code Form that is
|
338
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+
Incompatible With Secondary Licenses under the terms of this version of
|
339
|
+
the License, the notice described in Exhibit B of this License must be
|
340
|
+
attached.
|
341
|
+
|
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|
+
Exhibit A - Source Code Form License Notice
|
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|
+
|
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|
+
This Source Code Form is subject to the
|
345
|
+
terms of the Mozilla Public License, v.
|
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|
+
2.0. If a copy of the MPL was not
|
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|
+
distributed with this file, You can
|
348
|
+
obtain one at
|
349
|
+
http://mozilla.org/MPL/2.0/.
|
350
|
+
|
351
|
+
If it is not possible or desirable to put the notice in a particular file,
|
352
|
+
then You may include the notice in a location (such as a LICENSE file in a
|
353
|
+
relevant directory) where a recipient would be likely to look for such a
|
354
|
+
notice.
|
355
|
+
|
356
|
+
You may add additional accurate notices of copyright ownership.
|
357
|
+
|
358
|
+
Exhibit B - "Incompatible With Secondary Licenses" Notice
|
359
|
+
|
360
|
+
This Source Code Form is "Incompatible
|
361
|
+
With Secondary Licenses", as defined by
|
362
|
+
the Mozilla Public License, v. 2.0.
|
data/README.md
ADDED
@@ -0,0 +1,202 @@
|
|
1
|
+
# Khiva
|
2
|
+
|
3
|
+
[Khiva](https://github.com/shapelets/khiva) - high-performance time series algorithms - for Ruby
|
4
|
+
|
5
|
+
[![Build Status](https://github.com/ankane/khiva-ruby/workflows/build/badge.svg?branch=master)](https://github.com/ankane/khiva-ruby/actions)
|
6
|
+
|
7
|
+
## Installation
|
8
|
+
|
9
|
+
First, [install Khiva](#khiva-installation). For Homebrew use:
|
10
|
+
|
11
|
+
```sh
|
12
|
+
brew install khiva
|
13
|
+
```
|
14
|
+
|
15
|
+
Add this line to your application’s Gemfile:
|
16
|
+
|
17
|
+
```ruby
|
18
|
+
gem 'khiva'
|
19
|
+
```
|
20
|
+
|
21
|
+
## Getting Started
|
22
|
+
|
23
|
+
Calculate a matrix profile
|
24
|
+
|
25
|
+
```ruby
|
26
|
+
a = Khiva::Array.new([11, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 11])
|
27
|
+
b = Khiva::Array.new([9, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 9])
|
28
|
+
profile, index = Khiva::Matrix.stomp(a, b, 3)
|
29
|
+
```
|
30
|
+
|
31
|
+
Find discords
|
32
|
+
|
33
|
+
```ruby
|
34
|
+
discords, discords_indices, subsequence_indices = Khiva::Matrix.find_best_n_discords(profile, index, 2, 2)
|
35
|
+
```
|
36
|
+
|
37
|
+
## Arrays
|
38
|
+
|
39
|
+
Create an array from a Ruby array
|
40
|
+
|
41
|
+
```ruby
|
42
|
+
Khiva::Array.new([1, 2, 3])
|
43
|
+
```
|
44
|
+
|
45
|
+
Specify the type
|
46
|
+
|
47
|
+
```ruby
|
48
|
+
Khiva::Array.new([1, 2, 3], type: :s64)
|
49
|
+
```
|
50
|
+
|
51
|
+
Get the type and dimensions
|
52
|
+
|
53
|
+
```ruby
|
54
|
+
a.type
|
55
|
+
a.dims
|
56
|
+
```
|
57
|
+
|
58
|
+
Perform operations on arrays
|
59
|
+
|
60
|
+
```ruby
|
61
|
+
a + b
|
62
|
+
a - b
|
63
|
+
a * b
|
64
|
+
a / b
|
65
|
+
a % b
|
66
|
+
a ** b
|
67
|
+
```
|
68
|
+
|
69
|
+
Compare arrays
|
70
|
+
|
71
|
+
```ruby
|
72
|
+
a.eq(b)
|
73
|
+
a.ne(b)
|
74
|
+
a.lt(b)
|
75
|
+
a.gt(b)
|
76
|
+
a.le(b)
|
77
|
+
a.ge(b)
|
78
|
+
```
|
79
|
+
|
80
|
+
## Distances
|
81
|
+
|
82
|
+
Dynamic time warping (DTW) distance
|
83
|
+
|
84
|
+
```ruby
|
85
|
+
Khiva::Distances.dtw(tss)
|
86
|
+
```
|
87
|
+
|
88
|
+
Euclidean distance
|
89
|
+
|
90
|
+
```ruby
|
91
|
+
Khiva::Distances.euclidean(tss)
|
92
|
+
```
|
93
|
+
|
94
|
+
Hamming distance
|
95
|
+
|
96
|
+
```ruby
|
97
|
+
Khiva::Distances.hamming(tss)
|
98
|
+
```
|
99
|
+
|
100
|
+
Manhattan distance
|
101
|
+
|
102
|
+
```ruby
|
103
|
+
Khiva::Distances.manhattan(tss)
|
104
|
+
```
|
105
|
+
|
106
|
+
Shape-based distance (SBD)
|
107
|
+
|
108
|
+
```ruby
|
109
|
+
Khiva::Distances.sbd(tss)
|
110
|
+
```
|
111
|
+
|
112
|
+
Squared Euclidean distance
|
113
|
+
|
114
|
+
```ruby
|
115
|
+
Khiva::Distances.squared_euclidean(tss)
|
116
|
+
```
|
117
|
+
|
118
|
+
## Normalization
|
119
|
+
|
120
|
+
Decimal scaling
|
121
|
+
|
122
|
+
```ruby
|
123
|
+
Khiva::Distances.decimal_scaling_norm(tss)
|
124
|
+
Khiva::Distances.decimal_scaling_norm!(tss)
|
125
|
+
```
|
126
|
+
|
127
|
+
Max min
|
128
|
+
|
129
|
+
```ruby
|
130
|
+
Khiva::Distances.max_min_norm(tss)
|
131
|
+
Khiva::Distances.max_min_norm!(tss)
|
132
|
+
```
|
133
|
+
|
134
|
+
Mean
|
135
|
+
|
136
|
+
```ruby
|
137
|
+
Khiva::Distances.mean_norm(tss)
|
138
|
+
Khiva::Distances.mean_norm!(tss)
|
139
|
+
```
|
140
|
+
|
141
|
+
Znorm
|
142
|
+
|
143
|
+
```ruby
|
144
|
+
Khiva::Distances.znorm(tss)
|
145
|
+
Khiva::Distances.znorm!(tss)
|
146
|
+
```
|
147
|
+
|
148
|
+
## Statistics
|
149
|
+
|
150
|
+
Covariance
|
151
|
+
|
152
|
+
```ruby
|
153
|
+
Khiva::Statistics.covariance(tss, unbiased: false)
|
154
|
+
```
|
155
|
+
|
156
|
+
## Khiva Installation
|
157
|
+
|
158
|
+
### Linux
|
159
|
+
|
160
|
+
Run:
|
161
|
+
|
162
|
+
```sh
|
163
|
+
# todo
|
164
|
+
```
|
165
|
+
|
166
|
+
### Mac
|
167
|
+
|
168
|
+
Run:
|
169
|
+
|
170
|
+
```sh
|
171
|
+
brew install khiva
|
172
|
+
```
|
173
|
+
|
174
|
+
### Windows
|
175
|
+
|
176
|
+
See [instructions](https://khiva.readthedocs.io/en/latest/gettingStarted.html#windows).
|
177
|
+
|
178
|
+
## Credits
|
179
|
+
|
180
|
+
This library is modeled after the [Khiva-Python API](https://github.com/shapelets/khiva-python).
|
181
|
+
|
182
|
+
## History
|
183
|
+
|
184
|
+
View the [changelog](https://github.com/ankane/khiva-ruby/blob/master/CHANGELOG.md)
|
185
|
+
|
186
|
+
## Contributing
|
187
|
+
|
188
|
+
Everyone is encouraged to help improve this project. Here are a few ways you can help:
|
189
|
+
|
190
|
+
- [Report bugs](https://github.com/ankane/khiva-ruby/issues)
|
191
|
+
- Fix bugs and [submit pull requests](https://github.com/ankane/khiva-ruby/pulls)
|
192
|
+
- Write, clarify, or fix documentation
|
193
|
+
- Suggest or add new features
|
194
|
+
|
195
|
+
To get started with development:
|
196
|
+
|
197
|
+
```sh
|
198
|
+
git clone https://github.com/ankane/khiva-ruby.git
|
199
|
+
cd khiva-ruby
|
200
|
+
bundle install
|
201
|
+
bundle exec rake test
|
202
|
+
```
|
data/lib/khiva.rb
ADDED
@@ -0,0 +1,37 @@
|
|
1
|
+
# stdlib
|
2
|
+
require "fiddle/import"
|
3
|
+
|
4
|
+
# modules
|
5
|
+
require "khiva/array"
|
6
|
+
require "khiva/distances"
|
7
|
+
require "khiva/library"
|
8
|
+
require "khiva/matrix"
|
9
|
+
require "khiva/normalization"
|
10
|
+
require "khiva/statistics"
|
11
|
+
require "khiva/utils"
|
12
|
+
require "khiva/version"
|
13
|
+
|
14
|
+
module Khiva
|
15
|
+
class Error < StandardError; end
|
16
|
+
|
17
|
+
class << self
|
18
|
+
attr_accessor :ffi_lib
|
19
|
+
end
|
20
|
+
self.ffi_lib =
|
21
|
+
if Gem.win_platform?
|
22
|
+
["khiva_c.dll"]
|
23
|
+
elsif RbConfig::CONFIG["host_os"] =~ /darwin/i
|
24
|
+
["libkhiva_c.dylib"]
|
25
|
+
else
|
26
|
+
["libkhiva_c.so"]
|
27
|
+
end
|
28
|
+
|
29
|
+
# friendlier error message
|
30
|
+
autoload :FFI, "khiva/ffi"
|
31
|
+
|
32
|
+
def self.lib_version
|
33
|
+
v = Fiddle::Pointer.malloc(20)
|
34
|
+
FFI.call(:version, v.ref)
|
35
|
+
v.to_s
|
36
|
+
end
|
37
|
+
end
|
data/lib/khiva/array.rb
ADDED
@@ -0,0 +1,138 @@
|
|
1
|
+
module Khiva
|
2
|
+
class Array
|
3
|
+
TYPES = [:f32, :c32, :f64, :c64, :b8, :s32, :u32, :u8, :s64, :u64, :s16, :u16]
|
4
|
+
# TODO support complex
|
5
|
+
TYPE_FORMAT = {
|
6
|
+
f32: "f",
|
7
|
+
c32: "",
|
8
|
+
f64: "d",
|
9
|
+
c64: "",
|
10
|
+
b8: "c",
|
11
|
+
s32: "l",
|
12
|
+
u32: "L",
|
13
|
+
u8: "C",
|
14
|
+
s64: "q",
|
15
|
+
u64: "Q",
|
16
|
+
s16: "s",
|
17
|
+
u16: "S"
|
18
|
+
}
|
19
|
+
|
20
|
+
def initialize(obj, type: nil)
|
21
|
+
if obj.is_a?(Fiddle::Pointer)
|
22
|
+
@ptr = obj
|
23
|
+
else
|
24
|
+
# TODO make more performant for Numo
|
25
|
+
obj = obj.to_a
|
26
|
+
dims = []
|
27
|
+
o = obj
|
28
|
+
4.times do
|
29
|
+
break unless o.is_a?(::Array)
|
30
|
+
dims << o.size
|
31
|
+
o = o.first
|
32
|
+
end
|
33
|
+
dims.reverse!
|
34
|
+
|
35
|
+
flat_obj = obj.flatten(dims.size)
|
36
|
+
|
37
|
+
# TODO check each dimension
|
38
|
+
expected_size = dims.inject(1, &:*)
|
39
|
+
raise Error, "Unexpected size" if flat_obj.size != expected_size
|
40
|
+
|
41
|
+
# TODO check integer range
|
42
|
+
type ||= flat_obj.all? { |v| v.is_a?(Integer) } ? :s64 : :f64
|
43
|
+
|
44
|
+
data = Fiddle::Pointer[flat_obj.pack("#{TYPE_FORMAT[type]}*")]
|
45
|
+
ndims = dims.size
|
46
|
+
dims = Fiddle::Pointer[dims.pack("q!*")]
|
47
|
+
result = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
|
48
|
+
|
49
|
+
FFI.call(:create_array, data, ndims, dims, result, TYPES.index(type))
|
50
|
+
@ptr = result
|
51
|
+
end
|
52
|
+
|
53
|
+
ObjectSpace.define_finalizer(self, self.class.finalize(@ptr))
|
54
|
+
end
|
55
|
+
|
56
|
+
def display
|
57
|
+
FFI.call(:display, @ptr)
|
58
|
+
end
|
59
|
+
|
60
|
+
# TODO add bit operations
|
61
|
+
[
|
62
|
+
[:+, :khiva_add],
|
63
|
+
[:-, :khiva_sub],
|
64
|
+
[:*, :khiva_mul],
|
65
|
+
[:/, :khiva_div],
|
66
|
+
[:%, :khiva_mod],
|
67
|
+
[:**, :khiva_pow],
|
68
|
+
[:lt, :khiva_lt],
|
69
|
+
[:gt, :khiva_gt],
|
70
|
+
[:le, :khiva_le],
|
71
|
+
[:ge, :khiva_ge],
|
72
|
+
[:eq, :khiva_eq],
|
73
|
+
[:ne, :khiva_ne]
|
74
|
+
].each do |ruby_method, ffi_method|
|
75
|
+
define_method(ruby_method) do |other|
|
76
|
+
result = Utils.create_ptr
|
77
|
+
FFI.call(ffi_method, @ptr, other, result)
|
78
|
+
self.class.new(result)
|
79
|
+
end
|
80
|
+
end
|
81
|
+
|
82
|
+
def to_a
|
83
|
+
d = dims
|
84
|
+
d.pop while d.last == 1 && d.size > 1
|
85
|
+
|
86
|
+
elements = dims.inject(1, &:*)
|
87
|
+
data = Fiddle::Pointer.malloc(elements * element_size)
|
88
|
+
FFI.call(:get_data, @ptr, data)
|
89
|
+
result = data.to_s(data.size).unpack("#{TYPE_FORMAT[type]}*")
|
90
|
+
result.map! { |r| r > 0 ? true : false } if type == :b8
|
91
|
+
Utils.reshape(result, d)
|
92
|
+
end
|
93
|
+
|
94
|
+
def dims
|
95
|
+
dims = Fiddle::Pointer.malloc(Fiddle::SIZEOF_LONG_LONG * 4)
|
96
|
+
FFI.call(:get_dims, @ptr, dims)
|
97
|
+
dims.to_s(dims.size).unpack("q!*")
|
98
|
+
end
|
99
|
+
|
100
|
+
def type
|
101
|
+
type = Fiddle::Pointer.malloc(Fiddle::SIZEOF_INT)
|
102
|
+
FFI.call(:get_type, @ptr, type)
|
103
|
+
TYPES[type.to_s(type.size).unpack1("i")]
|
104
|
+
end
|
105
|
+
|
106
|
+
def to_ptr
|
107
|
+
@ptr
|
108
|
+
end
|
109
|
+
|
110
|
+
def element_size
|
111
|
+
case type
|
112
|
+
when :b8, :u8
|
113
|
+
1
|
114
|
+
when :s16, :u16
|
115
|
+
2
|
116
|
+
when :f32, :c32, :s32, :u32
|
117
|
+
4
|
118
|
+
when :f64, :c64, :s64, :u64
|
119
|
+
8
|
120
|
+
else
|
121
|
+
raise Error, "Unknown type: #{type}"
|
122
|
+
end
|
123
|
+
end
|
124
|
+
|
125
|
+
def copy
|
126
|
+
result = Utils.create_ptr
|
127
|
+
FFI.call(:copy, @ptr, result)
|
128
|
+
self.class.new(result)
|
129
|
+
end
|
130
|
+
alias_method :dup, :copy
|
131
|
+
alias_method :clone, :copy
|
132
|
+
|
133
|
+
def self.finalize(ptr)
|
134
|
+
# must use proc instead of stabby lambda
|
135
|
+
proc { FFI.call(:delete_array, ptr) }
|
136
|
+
end
|
137
|
+
end
|
138
|
+
end
|
@@ -0,0 +1,41 @@
|
|
1
|
+
module Khiva
|
2
|
+
module Distances
|
3
|
+
class << self
|
4
|
+
def dtw(tss)
|
5
|
+
result = Utils.create_ptr
|
6
|
+
FFI.call(:dtw, tss, result)
|
7
|
+
Array.new(result)
|
8
|
+
end
|
9
|
+
|
10
|
+
def euclidean(tss)
|
11
|
+
result = Utils.create_ptr
|
12
|
+
FFI.call(:euclidean, tss, result)
|
13
|
+
Array.new(result)
|
14
|
+
end
|
15
|
+
|
16
|
+
def hamming(tss)
|
17
|
+
result = Utils.create_ptr
|
18
|
+
FFI.call(:hamming, tss, result)
|
19
|
+
Array.new(result)
|
20
|
+
end
|
21
|
+
|
22
|
+
def manhattan(tss)
|
23
|
+
result = Utils.create_ptr
|
24
|
+
FFI.call(:manhattan, tss, result)
|
25
|
+
Array.new(result)
|
26
|
+
end
|
27
|
+
|
28
|
+
def sbd(tss)
|
29
|
+
result = Utils.create_ptr
|
30
|
+
FFI.call(:sbd, tss, result)
|
31
|
+
Array.new(result)
|
32
|
+
end
|
33
|
+
|
34
|
+
def squared_euclidean(tss)
|
35
|
+
result = Utils.create_ptr
|
36
|
+
FFI.call(:squared_euclidean, tss, result)
|
37
|
+
Array.new(result)
|
38
|
+
end
|
39
|
+
end
|
40
|
+
end
|
41
|
+
end
|
data/lib/khiva/ffi.rb
ADDED
@@ -0,0 +1,101 @@
|
|
1
|
+
module Khiva
|
2
|
+
module FFI
|
3
|
+
extend Fiddle::Importer
|
4
|
+
|
5
|
+
libs = Khiva.ffi_lib.dup
|
6
|
+
begin
|
7
|
+
dlload Fiddle.dlopen(libs.shift)
|
8
|
+
rescue Fiddle::DLError => e
|
9
|
+
retry if libs.any?
|
10
|
+
raise e if ENV["KHIVA_DEBUG"]
|
11
|
+
raise LoadError, "Khiva not found"
|
12
|
+
end
|
13
|
+
|
14
|
+
typealias "bool", "char"
|
15
|
+
|
16
|
+
# array.h
|
17
|
+
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)"
|
18
|
+
extern "void delete_array(khiva_array *array, int *error_code, char *error_message)"
|
19
|
+
extern "void display(const khiva_array *array, int *error_code, char *error_message)"
|
20
|
+
extern "void get_data(const khiva_array *array, void *data, int *error_code, char *error_message)"
|
21
|
+
extern "void get_dims(const khiva_array *array, long long *dims, int *error_code, char *error_message)"
|
22
|
+
extern "void get_type(const khiva_array *array, int *t, int *error_code, char *error_message)"
|
23
|
+
extern "void join(int dim, const khiva_array *first, const khiva_array *second, khiva_array *result, int *error_code, char *error_message)"
|
24
|
+
extern "void khiva_add(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
25
|
+
extern "void khiva_mul(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
26
|
+
extern "void khiva_sub(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
27
|
+
extern "void khiva_div(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
28
|
+
extern "void khiva_mod(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
29
|
+
extern "void khiva_pow(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
30
|
+
extern "void khiva_lt(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
31
|
+
extern "void khiva_gt(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
32
|
+
extern "void khiva_le(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
33
|
+
extern "void khiva_ge(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
34
|
+
extern "void khiva_eq(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
35
|
+
extern "void khiva_ne(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
36
|
+
extern "void khiva_bitand(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
37
|
+
extern "void khiva_bitor(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
38
|
+
extern "void khiva_bitxor(const khiva_array *lhs, const khiva_array *rhs, khiva_array *result, int *error_code, char *error_message)"
|
39
|
+
extern "void khiva_bitshiftl(const khiva_array *array, int n, khiva_array *result, int *error_code, char *error_message)"
|
40
|
+
extern "void khiva_bitshiftr(const khiva_array *array, int n, khiva_array *result, int *error_code, char *error_message)"
|
41
|
+
extern "void khiva_not(const khiva_array *array, khiva_array *result, int *error_code, char *error_message)"
|
42
|
+
extern "void copy(const khiva_array *array, khiva_array *result, int *error_code, char *error_message)"
|
43
|
+
|
44
|
+
# library.h
|
45
|
+
extern "void backend_info(char **info, int *error_code, char *error_message)"
|
46
|
+
extern "void set_backend(const int *backend, int *error_code, char *error_message)"
|
47
|
+
extern "void set_device(const int *device, int *error_code, char *error_message)"
|
48
|
+
extern "void version(char **v, int *error_code, char *error_message)"
|
49
|
+
|
50
|
+
# distances.h
|
51
|
+
extern "void dtw(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
|
52
|
+
extern "void euclidean(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
|
53
|
+
extern "void hamming(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
|
54
|
+
extern "void manhattan(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
|
55
|
+
extern "void sbd(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
|
56
|
+
extern "void squared_euclidean(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
|
57
|
+
|
58
|
+
# matrix.h
|
59
|
+
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)"
|
60
|
+
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)"
|
61
|
+
|
62
|
+
# normalization.h
|
63
|
+
extern "void decimal_scaling_norm(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
|
64
|
+
extern "void decimal_scaling_norm_in_place(khiva_array *tss, int *error_code, char *error_message)"
|
65
|
+
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)"
|
66
|
+
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)"
|
67
|
+
extern "void mean_norm(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
|
68
|
+
extern "void mean_norm_in_place(khiva_array *tss, int *error_code, char *error_message)"
|
69
|
+
extern "void znorm(const khiva_array *tss, const double *epsilon, khiva_array *result, int *error_code, char *error_message)"
|
70
|
+
extern "void znorm_in_place(khiva_array *tss, const double *epsilon, int *error_code, char *error_message)"
|
71
|
+
|
72
|
+
# statistics.h
|
73
|
+
extern "void covariance_statistics(const khiva_array *tss, const bool *unbiased, khiva_array *result, int *error_code, char *error_message)"
|
74
|
+
extern "void kurtosis_statistics(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
|
75
|
+
extern "void ljung_box(const khiva_array *tss, const long *lags, khiva_array *result, int *error_code, char *error_message)"
|
76
|
+
extern "void moment_statistics(const khiva_array *tss, const int *k, khiva_array *result, int *error_code, char *error_message)"
|
77
|
+
extern "void quantile_statistics(const khiva_array *tss, const khiva_array *q, const float *precision, khiva_array *result, int *error_code, char *error_message)"
|
78
|
+
extern "void quantiles_cut_statistics(const khiva_array *tss, const float *quantiles, const float *precision, khiva_array *result, int *error_code, char *error_message)"
|
79
|
+
extern "void sample_stdev_statistics(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
|
80
|
+
extern "void skewness_statistics(const khiva_array *tss, khiva_array *result, int *error_code, char *error_message)"
|
81
|
+
|
82
|
+
class << self
|
83
|
+
# thread-safe
|
84
|
+
def error_code
|
85
|
+
Thread.current[:khiva_error_code] ||= Fiddle::Pointer.malloc(Fiddle::SIZEOF_INT)
|
86
|
+
end
|
87
|
+
|
88
|
+
# thread-safe
|
89
|
+
def error_message
|
90
|
+
Thread.current[:khiva_error_message] ||= Fiddle::Pointer.malloc(256)
|
91
|
+
end
|
92
|
+
|
93
|
+
def call(method, *args)
|
94
|
+
FFI.send(method, *args, error_code, error_message)
|
95
|
+
if error_code.to_s(error_code.size).unpack1("i*") != 0
|
96
|
+
raise Error, error_message.to_s
|
97
|
+
end
|
98
|
+
end
|
99
|
+
end
|
100
|
+
end
|
101
|
+
end
|
@@ -0,0 +1,28 @@
|
|
1
|
+
module Khiva
|
2
|
+
module Library
|
3
|
+
BACKENDS = {
|
4
|
+
default: 0,
|
5
|
+
cpu: 1,
|
6
|
+
cuda: 2,
|
7
|
+
opencl: 4
|
8
|
+
}
|
9
|
+
|
10
|
+
class << self
|
11
|
+
def backend_info
|
12
|
+
info = Fiddle::Pointer.malloc(1000)
|
13
|
+
FFI.call(:backend_info, info.ref)
|
14
|
+
info.to_s
|
15
|
+
end
|
16
|
+
|
17
|
+
def set_backend(backend)
|
18
|
+
b = BACKENDS[backend]
|
19
|
+
raise Error, "Invalid backend: #{backend}" unless b
|
20
|
+
FFI.call(:set_backend, Utils.int_ptr(b))
|
21
|
+
end
|
22
|
+
|
23
|
+
def set_device(device)
|
24
|
+
FFI.call(:set_device, Utils.int_ptr(device))
|
25
|
+
end
|
26
|
+
end
|
27
|
+
end
|
28
|
+
end
|
data/lib/khiva/matrix.rb
ADDED
@@ -0,0 +1,20 @@
|
|
1
|
+
module Khiva
|
2
|
+
module Matrix
|
3
|
+
class << self
|
4
|
+
def find_best_n_discords(profile, index, m, n, self_join: false)
|
5
|
+
discord_distances = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
|
6
|
+
discord_indices = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
|
7
|
+
subsequence_indices = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
|
8
|
+
FFI.call(:find_best_n_discords, profile, index, m, n, discord_distances, discord_indices, subsequence_indices, self_join ? 1 : 0)
|
9
|
+
[Array.new(discord_distances), Array.new(discord_indices), Array.new(subsequence_indices)]
|
10
|
+
end
|
11
|
+
|
12
|
+
def stomp(tssa, tssb, m)
|
13
|
+
profile = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
|
14
|
+
index = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
|
15
|
+
FFI.call(:stomp, tssa, tssb, m, profile, index)
|
16
|
+
[Array.new(profile), Array.new(index)]
|
17
|
+
end
|
18
|
+
end
|
19
|
+
end
|
20
|
+
end
|
@@ -0,0 +1,49 @@
|
|
1
|
+
module Khiva
|
2
|
+
module Normalization
|
3
|
+
class << self
|
4
|
+
def decimal_scaling_norm(tss)
|
5
|
+
result = Utils.create_ptr
|
6
|
+
FFI.call(:decimal_scaling_norm, tss, result)
|
7
|
+
Array.new(result)
|
8
|
+
end
|
9
|
+
|
10
|
+
def decimal_scaling_norm!(tss)
|
11
|
+
FFI.call(:decimal_scaling_norm_in_place, tss)
|
12
|
+
tss
|
13
|
+
end
|
14
|
+
|
15
|
+
def max_min_norm(tss, high: 1, low: 0, epsilon: 0.00000001)
|
16
|
+
result = Utils.create_ptr
|
17
|
+
FFI.call(:max_min_norm, tss, Utils.double_ptr(high), Utils.double_ptr(low), Utils.double_ptr(epsilon), result)
|
18
|
+
Array.new(result)
|
19
|
+
end
|
20
|
+
|
21
|
+
def max_min_norm!(tss, high: 1, low: 0, epsilon: 0.00000001)
|
22
|
+
FFI.call(:max_min_norm_in_place, tss, Utils.double_ptr(high), Utils.double_ptr(low), Utils.double_ptr(epsilon))
|
23
|
+
tss
|
24
|
+
end
|
25
|
+
|
26
|
+
def mean_norm(tss)
|
27
|
+
result = Utils.create_ptr
|
28
|
+
FFI.call(:mean_norm, tss, result)
|
29
|
+
Array.new(result)
|
30
|
+
end
|
31
|
+
|
32
|
+
def mean_norm!(tss)
|
33
|
+
FFI.call(:mean_norm_in_place, tss)
|
34
|
+
tss
|
35
|
+
end
|
36
|
+
|
37
|
+
def znorm(tss, epsilon: 0.00000001)
|
38
|
+
result = Utils.create_ptr
|
39
|
+
FFI.call(:znorm, tss, Utils.double_ptr(epsilon), result)
|
40
|
+
Array.new(result)
|
41
|
+
end
|
42
|
+
|
43
|
+
def znorm!(tss, epsilon: 0.00000001)
|
44
|
+
FFI.call(:znorm_in_place, tss, Utils.double_ptr(epsilon))
|
45
|
+
tss
|
46
|
+
end
|
47
|
+
end
|
48
|
+
end
|
49
|
+
end
|
data/lib/khiva/utils.rb
ADDED
@@ -0,0 +1,30 @@
|
|
1
|
+
module Khiva
|
2
|
+
module Utils
|
3
|
+
class << self
|
4
|
+
def create_ptr
|
5
|
+
Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
|
6
|
+
end
|
7
|
+
|
8
|
+
def int_ptr(v)
|
9
|
+
Fiddle::Pointer[[v].pack("i*")]
|
10
|
+
end
|
11
|
+
|
12
|
+
def double_ptr(v)
|
13
|
+
Fiddle::Pointer[[v].pack("d")]
|
14
|
+
end
|
15
|
+
|
16
|
+
def bool_ptr(v)
|
17
|
+
Fiddle::Pointer[[v ? 1 : 0].pack("c")]
|
18
|
+
end
|
19
|
+
|
20
|
+
# TODO make more efficient
|
21
|
+
def reshape(arr, dims)
|
22
|
+
arr = arr.flatten
|
23
|
+
dims[1..-1].reverse.each do |dim|
|
24
|
+
arr = arr.each_slice(dim)
|
25
|
+
end
|
26
|
+
arr.to_a
|
27
|
+
end
|
28
|
+
end
|
29
|
+
end
|
30
|
+
end
|
metadata
ADDED
@@ -0,0 +1,55 @@
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
|
+
name: khiva
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
version: 0.1.0
|
5
|
+
platform: ruby
|
6
|
+
authors:
|
7
|
+
- Andrew Kane
|
8
|
+
autorequire:
|
9
|
+
bindir: bin
|
10
|
+
cert_chain: []
|
11
|
+
date: 2020-12-17 00:00:00.000000000 Z
|
12
|
+
dependencies: []
|
13
|
+
description:
|
14
|
+
email: andrew@chartkick.com
|
15
|
+
executables: []
|
16
|
+
extensions: []
|
17
|
+
extra_rdoc_files: []
|
18
|
+
files:
|
19
|
+
- CHANGELOG.md
|
20
|
+
- LICENSE.txt
|
21
|
+
- README.md
|
22
|
+
- lib/khiva.rb
|
23
|
+
- lib/khiva/array.rb
|
24
|
+
- lib/khiva/distances.rb
|
25
|
+
- lib/khiva/ffi.rb
|
26
|
+
- lib/khiva/library.rb
|
27
|
+
- lib/khiva/matrix.rb
|
28
|
+
- lib/khiva/normalization.rb
|
29
|
+
- lib/khiva/statistics.rb
|
30
|
+
- lib/khiva/utils.rb
|
31
|
+
- lib/khiva/version.rb
|
32
|
+
homepage: https://github.com/ankane/khiva
|
33
|
+
licenses:
|
34
|
+
- MPL-2.0
|
35
|
+
metadata: {}
|
36
|
+
post_install_message:
|
37
|
+
rdoc_options: []
|
38
|
+
require_paths:
|
39
|
+
- lib
|
40
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
41
|
+
requirements:
|
42
|
+
- - ">="
|
43
|
+
- !ruby/object:Gem::Version
|
44
|
+
version: '2.5'
|
45
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
46
|
+
requirements:
|
47
|
+
- - ">="
|
48
|
+
- !ruby/object:Gem::Version
|
49
|
+
version: '0'
|
50
|
+
requirements: []
|
51
|
+
rubygems_version: 3.1.4
|
52
|
+
signing_key:
|
53
|
+
specification_version: 4
|
54
|
+
summary: High-performance time series algorithms for Ruby
|
55
|
+
test_files: []
|