fpcs 1.0.0__tar.gz

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fpcs-1.0.0/LICENSE ADDED
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+ MIT License
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+
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+ Copyright (c) 2026 Thomas Michelat
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+
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+ Permission is hereby granted, free of charge, to any person obtaining a copy
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+ of this software and associated documentation files (the "Software"), to deal
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+ in the Software without restriction, including without limitation the rights
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+ to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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+ copies of the Software, and to permit persons to whom the Software is
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+ furnished to do so, subject to the following conditions:
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+
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+ The above copyright notice and this permission notice shall be included in all
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+ copies or substantial portions of the Software.
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+
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+ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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+ IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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+ FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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+ AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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+ LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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+ OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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+ SOFTWARE.
fpcs-1.0.0/MANIFEST.in ADDED
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+ include README.md LICENCE pyproject.toml setup.py
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+ recursive-include src/fpcs *.py *.pyx
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+ global-exclude *.so *.o *.a *.pyc __pycache__ .DS_Store
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+ prune build
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+ prune data
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+ prune figures
fpcs-1.0.0/PKG-INFO ADDED
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+ Metadata-Version: 2.4
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+ Name: fpcs
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+ Version: 1.0.0
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+ Summary: Feature-Preserving Compensated Sampling for time series downsampling
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+ Author-email: Thomas Michelat <thomas.michelat@gmail.com>
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+ License-Expression: MIT
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+ Project-URL: Homepage, https://github.com/tmichela/fpcs
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+ Project-URL: Repository, https://github.com/tmichela/fpcs
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+ Keywords: downsampling,time series,visualization,data science
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+ Classifier: Intended Audience :: Developers
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+ Classifier: Intended Audience :: Science/Research
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+ Classifier: Operating System :: OS Independent
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+ Classifier: Programming Language :: Python :: 3
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+ Classifier: Programming Language :: Cython
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+ Classifier: Topic :: Scientific/Engineering :: Information Analysis
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+ Classifier: Topic :: Scientific/Engineering :: Physics
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+ Classifier: Topic :: Scientific/Engineering :: Visualization
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+ Requires-Python: >=3.11
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+ Description-Content-Type: text/markdown
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+ License-File: LICENSE
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+ Requires-Dist: numpy
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+ Provides-Extra: dev
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+ Requires-Dist: cython; extra == "dev"
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+ Requires-Dist: matplotlib; extra == "dev"
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+ Requires-Dist: lttbc; extra == "dev"
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+ Requires-Dist: pytest; extra == "dev"
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+ Requires-Dist: pytest-benchmark; extra == "dev"
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+ Dynamic: license-file
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+
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+ # FPCS - Feature-Preserving Compensated Sampling
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+
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+ [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
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+
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+ **FPCS** is a high-performance time series downsampling algorithm designed to
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+ preserve critical visual features (peaks and valleys) while significantly
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+ reducing data size. It is particularly well-suited for real-time visualization
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+ and streaming data applications.
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+
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+ Implementation based on the [Feature-Preserving Compensated Sampling for Time
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+ Series Visualization](https://ieeexplore.ieee.org/document/10669793)
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+ publication.
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+
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+ ---
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+
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+ ## Why FPCS?
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+
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+ Unlike simple decimation or even some advanced algorithms like LTTB, FPCS
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+ retains the min/max within each sampling window, helping preserve prominent
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+ peaks and valleys while allowing smaller local extrema to be dropped.
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+
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+ ### Visual Comparison (FPCS vs LTTB)
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+ FPCS maintains the full range of the signal even at high downsampling ratios,
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+ whereas LTTB may miss sharp spikes in noisy datasets.
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+
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+ ![Comparison](figures/downsampling_comparison.png)
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+
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+ ### Key Features
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+ - **High Performance:** Cython-optimized core is competitive with optimized LTTB
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+ (see benchmarks below).
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+ - **Streaming data:** Supports incremental processing via `FPCSDownsampler`.
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+ - **Feature preserving:** Guarantees retention of min/max points within each
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+ window.
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+ - **Robust:** Native handling of `NaN` and `Inf` values.
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+ - **Batched processing:** Efficiently downsample multiple series at once.
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+
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+ ---
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+
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+ ## Installation
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+
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+ ```bash
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+ # Install from PyPI
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+ pip install fpcs
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+ ```
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+
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+ **Requirements**
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+ - Python >= 3.11
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+ - NumPy
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+
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+ **Optional (for the Cython extension)**
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+ - C compiler and Python headers
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+ - Cython (the package falls back to the pure Python backend if Cython isn't
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+ available)
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+
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+ ```bash
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+ # Install from source (local checkout)
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+ pip install .
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+
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+ # For development (includes Cython, pytest, benchmarks)
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+ pip install -e ".[dev]"
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+ ```
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+
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+ ---
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+
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+ ## Usage
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+
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+ ### Batch Downsampling
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+ Processing existing datasets:
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+ ```python
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+ import numpy as np
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+ from fpcs import downsample
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+
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+ # Generate 1M points
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+ x = np.arange(1_000_000, dtype=np.float64)
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+ y = np.sin(x * 0.01) + np.random.randn(1_000_000) * 0.5
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+
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+ # Downsample by a factor of 100
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+ x_ds, y_ds = downsample(x, y, ratio=100)
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+
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+ print(f"Original: {len(x)} points | Downsampled: {len(x_ds)} points")
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+ ```
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+
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+ ### Streaming data
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+ Processing data in real-time:
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+ ```python
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+ from fpcs import FPCSDownsampler
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+
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+ downsampler = FPCSDownsampler(ratio=10)
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+
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+ # Simulate a stream
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+ for xi, yi in zip(stream_x, stream_y):
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+ # .add() yields retained points immediately
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+ for rx, ry in downsampler.add(xi, yi):
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+ update_plot(rx, ry)
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+
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+ # Flush any remaining points at the end of the stream
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+ for rx, ry in downsampler.flush():
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+ update_plot(rx, ry)
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+ ```
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+
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+ ## API Reference
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+
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+ ### `downsample(x, y, ratio)`
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+ The main entry point for batch processing.
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+ - **Parameters:**
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+ - `x` (Array-like): The x-coordinates (e.g., timestamps).
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+ - `y` (Array-like): The y-coordinates.
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+ - `ratio` (int): The sampling window size (R). Must be >= 1.
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+ - **Returns:**
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+ - `(np.ndarray, np.ndarray)`: A tuple of `(x_downsampled, y_downsampled)`.
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+ - **Notes:**
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+ - The first and last input points are always retained in batch mode.
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+ - `NaN` values are always retained to preserve gaps.
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+ - `±Inf` values are treated as extrema.
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+ - Integer inputs are supported; the Cython backend converts them to float64.
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+
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+ ### `FPCSDownsampler`
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+ Class for streaming/incremental downsampling.
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+
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+ #### `__init__(ratio: int)`
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+ Initialize the downsampler.
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+ - `ratio`: Sampling window size. Must be >= 1.
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+
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+ #### `add(x: float, y: float) -> Iterator[tuple[float, float]]`
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+ Add a single point to the downsampler.
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+ - **Yields:** Tuples of `(x, y)` for any points retained during this step.
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+ - **Notes:**
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+ - Streaming mode does **not** auto-include the first/last points; if you
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+ need them, add them yourself.
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+ - `NaN` values are always retained and `±Inf` values are treated as extrema.
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+
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+ #### `flush() -> Iterator[tuple[float, float]]`
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+ Flush any remaining points from the internal buffer (e.g., at the end of a
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+ stream).
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+ - **Yields:** Tuples of `(x, y)` for remaining points.
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+
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+ #### `reset()`
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+ Resets the downsampler state to initial conditions.
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+
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+ ### Advanced / Optimization API
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+ These functions are available when the Cython extension is successfully
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+ compiled. You can check the active backend with `get_backend()`.
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+
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+ #### `downsample_into(x, y, ratio, out_x, out_y) -> int`
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+ Downsample into pre-allocated output buffers to reduce memory allocation
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+ overhead.
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+ - **Parameters:**
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+ - `x`, `y`: Input arrays (integer inputs are supported and converted to float64).
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+ - `out_x`, `out_y`: Output buffers (contiguous float64, must be large enough).
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+ - **Returns:** Number of points written.
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+ - **Notes:** Recommended output buffer size is `((len(x) + ratio - 1) // ratio)
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+ * 2 + 2`.
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+
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+ #### `downsample_batch(x_arrays, y_arrays, ratio) -> List[tuple]`
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+ Efficiently process a list of time series. Reduces Python overhead compared to a
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+ loop.
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+
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+ ### Backend Availability
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+ - `downsample` and `FPCSDownsampler` are always available.
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+ - `downsample_into` and `downsample_batch` are only available with the Cython
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+ backend (they are `None` when using pure Python).
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+ - Use `get_backend()` to check which backend is active (`"cython"` or
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+ `"python"`).
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+
194
+ ---
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+
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+ ## Performance
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+ Comparison between FPCS (Python/Cython) and a C implementation of the LTTB
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+ algorithm.
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+
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+ **Algorithm comparison**
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+
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+ | Name (time in ms) | Min | Max | Mean | StdDev | OPS |
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+ |:---|---:|---:|---:|---:|---:|
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+ | **Cython FPCS** | 1.2370 | 1.3534 | 1.2546 | 0.0162 | 797.0606 |
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+ | **LTTB (C impl)** | 2.5252 | 2.6372 | 2.5394 | 0.0166 | 393.7865 |
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+ | **Pure Python** | 393.6482 | 398.6493 | 395.6410 | 2.3321 | 2.5275 |
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+
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+ **Ratio scaling (Cython)**
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+
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+ | Ratio | Mean Time (ms) | StdDev |
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+ |:---|---:|---:|
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+ | **10** | 4.05 | 0.81 |
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+ | **50** | 3.86 | 0.89 |
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+ | **100** | 4.02 | 0.90 |
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+ | **500** | 4.32 | 0.74 |
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+
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+ ## License
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+ This project is licensed under the MIT Licence - see the LICENSE file for details.
fpcs-1.0.0/README.md ADDED
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+ # FPCS - Feature-Preserving Compensated Sampling
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+
3
+ [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
4
+
5
+ **FPCS** is a high-performance time series downsampling algorithm designed to
6
+ preserve critical visual features (peaks and valleys) while significantly
7
+ reducing data size. It is particularly well-suited for real-time visualization
8
+ and streaming data applications.
9
+
10
+ Implementation based on the [Feature-Preserving Compensated Sampling for Time
11
+ Series Visualization](https://ieeexplore.ieee.org/document/10669793)
12
+ publication.
13
+
14
+ ---
15
+
16
+ ## Why FPCS?
17
+
18
+ Unlike simple decimation or even some advanced algorithms like LTTB, FPCS
19
+ retains the min/max within each sampling window, helping preserve prominent
20
+ peaks and valleys while allowing smaller local extrema to be dropped.
21
+
22
+ ### Visual Comparison (FPCS vs LTTB)
23
+ FPCS maintains the full range of the signal even at high downsampling ratios,
24
+ whereas LTTB may miss sharp spikes in noisy datasets.
25
+
26
+ ![Comparison](figures/downsampling_comparison.png)
27
+
28
+ ### Key Features
29
+ - **High Performance:** Cython-optimized core is competitive with optimized LTTB
30
+ (see benchmarks below).
31
+ - **Streaming data:** Supports incremental processing via `FPCSDownsampler`.
32
+ - **Feature preserving:** Guarantees retention of min/max points within each
33
+ window.
34
+ - **Robust:** Native handling of `NaN` and `Inf` values.
35
+ - **Batched processing:** Efficiently downsample multiple series at once.
36
+
37
+ ---
38
+
39
+ ## Installation
40
+
41
+ ```bash
42
+ # Install from PyPI
43
+ pip install fpcs
44
+ ```
45
+
46
+ **Requirements**
47
+ - Python >= 3.11
48
+ - NumPy
49
+
50
+ **Optional (for the Cython extension)**
51
+ - C compiler and Python headers
52
+ - Cython (the package falls back to the pure Python backend if Cython isn't
53
+ available)
54
+
55
+ ```bash
56
+ # Install from source (local checkout)
57
+ pip install .
58
+
59
+ # For development (includes Cython, pytest, benchmarks)
60
+ pip install -e ".[dev]"
61
+ ```
62
+
63
+ ---
64
+
65
+ ## Usage
66
+
67
+ ### Batch Downsampling
68
+ Processing existing datasets:
69
+ ```python
70
+ import numpy as np
71
+ from fpcs import downsample
72
+
73
+ # Generate 1M points
74
+ x = np.arange(1_000_000, dtype=np.float64)
75
+ y = np.sin(x * 0.01) + np.random.randn(1_000_000) * 0.5
76
+
77
+ # Downsample by a factor of 100
78
+ x_ds, y_ds = downsample(x, y, ratio=100)
79
+
80
+ print(f"Original: {len(x)} points | Downsampled: {len(x_ds)} points")
81
+ ```
82
+
83
+ ### Streaming data
84
+ Processing data in real-time:
85
+ ```python
86
+ from fpcs import FPCSDownsampler
87
+
88
+ downsampler = FPCSDownsampler(ratio=10)
89
+
90
+ # Simulate a stream
91
+ for xi, yi in zip(stream_x, stream_y):
92
+ # .add() yields retained points immediately
93
+ for rx, ry in downsampler.add(xi, yi):
94
+ update_plot(rx, ry)
95
+
96
+ # Flush any remaining points at the end of the stream
97
+ for rx, ry in downsampler.flush():
98
+ update_plot(rx, ry)
99
+ ```
100
+
101
+ ## API Reference
102
+
103
+ ### `downsample(x, y, ratio)`
104
+ The main entry point for batch processing.
105
+ - **Parameters:**
106
+ - `x` (Array-like): The x-coordinates (e.g., timestamps).
107
+ - `y` (Array-like): The y-coordinates.
108
+ - `ratio` (int): The sampling window size (R). Must be >= 1.
109
+ - **Returns:**
110
+ - `(np.ndarray, np.ndarray)`: A tuple of `(x_downsampled, y_downsampled)`.
111
+ - **Notes:**
112
+ - The first and last input points are always retained in batch mode.
113
+ - `NaN` values are always retained to preserve gaps.
114
+ - `±Inf` values are treated as extrema.
115
+ - Integer inputs are supported; the Cython backend converts them to float64.
116
+
117
+ ### `FPCSDownsampler`
118
+ Class for streaming/incremental downsampling.
119
+
120
+ #### `__init__(ratio: int)`
121
+ Initialize the downsampler.
122
+ - `ratio`: Sampling window size. Must be >= 1.
123
+
124
+ #### `add(x: float, y: float) -> Iterator[tuple[float, float]]`
125
+ Add a single point to the downsampler.
126
+ - **Yields:** Tuples of `(x, y)` for any points retained during this step.
127
+ - **Notes:**
128
+ - Streaming mode does **not** auto-include the first/last points; if you
129
+ need them, add them yourself.
130
+ - `NaN` values are always retained and `±Inf` values are treated as extrema.
131
+
132
+ #### `flush() -> Iterator[tuple[float, float]]`
133
+ Flush any remaining points from the internal buffer (e.g., at the end of a
134
+ stream).
135
+ - **Yields:** Tuples of `(x, y)` for remaining points.
136
+
137
+ #### `reset()`
138
+ Resets the downsampler state to initial conditions.
139
+
140
+ ### Advanced / Optimization API
141
+ These functions are available when the Cython extension is successfully
142
+ compiled. You can check the active backend with `get_backend()`.
143
+
144
+ #### `downsample_into(x, y, ratio, out_x, out_y) -> int`
145
+ Downsample into pre-allocated output buffers to reduce memory allocation
146
+ overhead.
147
+ - **Parameters:**
148
+ - `x`, `y`: Input arrays (integer inputs are supported and converted to float64).
149
+ - `out_x`, `out_y`: Output buffers (contiguous float64, must be large enough).
150
+ - **Returns:** Number of points written.
151
+ - **Notes:** Recommended output buffer size is `((len(x) + ratio - 1) // ratio)
152
+ * 2 + 2`.
153
+
154
+ #### `downsample_batch(x_arrays, y_arrays, ratio) -> List[tuple]`
155
+ Efficiently process a list of time series. Reduces Python overhead compared to a
156
+ loop.
157
+
158
+ ### Backend Availability
159
+ - `downsample` and `FPCSDownsampler` are always available.
160
+ - `downsample_into` and `downsample_batch` are only available with the Cython
161
+ backend (they are `None` when using pure Python).
162
+ - Use `get_backend()` to check which backend is active (`"cython"` or
163
+ `"python"`).
164
+
165
+ ---
166
+
167
+ ## Performance
168
+ Comparison between FPCS (Python/Cython) and a C implementation of the LTTB
169
+ algorithm.
170
+
171
+ **Algorithm comparison**
172
+
173
+ | Name (time in ms) | Min | Max | Mean | StdDev | OPS |
174
+ |:---|---:|---:|---:|---:|---:|
175
+ | **Cython FPCS** | 1.2370 | 1.3534 | 1.2546 | 0.0162 | 797.0606 |
176
+ | **LTTB (C impl)** | 2.5252 | 2.6372 | 2.5394 | 0.0166 | 393.7865 |
177
+ | **Pure Python** | 393.6482 | 398.6493 | 395.6410 | 2.3321 | 2.5275 |
178
+
179
+ **Ratio scaling (Cython)**
180
+
181
+ | Ratio | Mean Time (ms) | StdDev |
182
+ |:---|---:|---:|
183
+ | **10** | 4.05 | 0.81 |
184
+ | **50** | 3.86 | 0.89 |
185
+ | **100** | 4.02 | 0.90 |
186
+ | **500** | 4.32 | 0.74 |
187
+
188
+ ## License
189
+ This project is licensed under the MIT Licence - see the LICENSE file for details.
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+ [build-system]
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+ requires = ["setuptools", "wheel", "numpy", "cython"]
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+ build-backend = "setuptools.build_meta"
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+
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+ [project]
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+ name = "fpcs"
7
+ authors = [
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+ { name = "Thomas Michelat", email = "thomas.michelat@gmail.com" },
9
+ ]
10
+ description = "Feature-Preserving Compensated Sampling for time series downsampling"
11
+ dynamic = ["version", "readme"]
12
+ license = "MIT"
13
+ keywords = ["downsampling", "time series", "visualization", "data science"]
14
+ classifiers = [
15
+ "Intended Audience :: Developers",
16
+ "Intended Audience :: Science/Research",
17
+ "Operating System :: OS Independent",
18
+ "Programming Language :: Python :: 3",
19
+ "Programming Language :: Cython",
20
+ "Topic :: Scientific/Engineering :: Information Analysis",
21
+ "Topic :: Scientific/Engineering :: Physics",
22
+ "Topic :: Scientific/Engineering :: Visualization",
23
+ ]
24
+ requires-python = ">=3.11"
25
+ dependencies = [
26
+ "numpy",
27
+ ]
28
+
29
+ [project.urls]
30
+ Homepage = "https://github.com/tmichela/fpcs"
31
+ Repository = "https://github.com/tmichela/fpcs"
32
+
33
+ [project.optional-dependencies]
34
+ dev = [
35
+ "cython",
36
+ "matplotlib",
37
+ "lttbc",
38
+ "pytest",
39
+ "pytest-benchmark",
40
+ ]
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+
42
+ [tool.setuptools]
43
+ package-dir = {"" = "src"}
44
+ packages = ["fpcs"]
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+
46
+ [tool.setuptools.dynamic]
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+ version = { attr = "fpcs.__version__" }
48
+ readme = { file = ["README.md"], content-type = "text/markdown" }
49
+
50
+ [tool.pytest.ini_options]
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+ pythonpath = ["src"]
fpcs-1.0.0/setup.cfg ADDED
@@ -0,0 +1,4 @@
1
+ [egg_info]
2
+ tag_build =
3
+ tag_date = 0
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+
fpcs-1.0.0/setup.py ADDED
@@ -0,0 +1,34 @@
1
+ from setuptools import setup, Extension
2
+ import numpy as np
3
+
4
+
5
+ def get_extensions():
6
+ """Get extension modules, returns empty list if Cython not available."""
7
+ try:
8
+ from Cython.Build import cythonize
9
+
10
+ extensions = [
11
+ Extension(
12
+ "fpcs.fpcs_cy",
13
+ sources=["src/fpcs/fpcs_cy.pyx"],
14
+ include_dirs=[np.get_include()],
15
+ )
16
+ ]
17
+
18
+ return cythonize(
19
+ extensions,
20
+ compiler_directives={
21
+ "language_level": "3",
22
+ "boundscheck": False,
23
+ "wraparound": False,
24
+ "cdivision": True,
25
+ "initializedcheck": False,
26
+ "nonecheck": False,
27
+ },
28
+ )
29
+ except ImportError:
30
+ print("WARNING: Cython not available. Using pure Python implementation.")
31
+ return []
32
+
33
+
34
+ setup(ext_modules=get_extensions())
@@ -0,0 +1,38 @@
1
+ """
2
+ FPCS - Feature-Preserving Compensated Sampling
3
+
4
+ A high-performance time series downsampling algorithm that preserves
5
+ important visual features (peaks, valleys) while reducing data size.
6
+ """
7
+
8
+ __version__ = "1.0.0"
9
+
10
+ # Try to import optimized Cython implementation first
11
+ try:
12
+ from .fpcs_cy import downsample, downsample_into, downsample_batch
13
+ _BACKEND = "cython"
14
+ except ImportError:
15
+ # Fall back to pure Python implementation
16
+ from .fpcs_pure import downsample
17
+ _BACKEND = "python"
18
+
19
+ # These are not available in pure Python
20
+ downsample_into = None
21
+ downsample_batch = None
22
+
23
+ # Always available from pure Python
24
+ from .fpcs_pure import FPCSDownsampler
25
+
26
+ __all__ = [
27
+ "downsample",
28
+ "downsample_into",
29
+ "downsample_batch",
30
+ "FPCSDownsampler",
31
+ "_BACKEND",
32
+ "__version__",
33
+ ]
34
+
35
+
36
+ def get_backend():
37
+ """Return the active backend: 'cython' or 'python'."""
38
+ return _BACKEND