基于重要点的时间序列固定分段数分段算法

python代码：

def CalculatePip(stpos, endpos, T):
    x1, y1 = stpos
    xn, yn = endpos
    total_err = 0
    segpos = stpos
    for i in range(stpos[0]+1, endpos[0] - 1):
        xi = i
        yi = T[i]
        dis = abs((y1 + (yn - y1) * (xi - x1)) / (xn - x1) - yi)
        if dis > total_err:
            total_err = dis
            segpos = (xi, yi)
    return segpos, total_err


PIP = []


def PLR_PIP(stpos, endpos, X, e):
    segpos, total_err = CalculatePip(stpos, endpos, X)
    if total_err > e:
        PIP.append(segpos)
        PLR_PIP(stpos, segpos, X, e)
        PLR_PIP(segpos, endpos, X, e)
    return PIP

python代码：

def calculate_error(st, seq_range):
    x = arange(seq_range[0], seq_range[1] + 1)
    y = array(st[seq_range[0]:seq_range[1] + 1])
    A = ones((len(x), 2), float)
    A[:, 0] = x
    # 返回回归系数、残差平方和、自变量X的秩、X的奇异值
    (p, residuals, ranks, s) = lstsq(A, y, rcond=None)
    try:
        error = residuals[0]
    except IndexError:
        error = 0.0
    return error


def PLR_FPIP(X, e, k):
    # k 是分段数
    FPIP = []
    stpos = (0, X[0])
    endpos = (len(X) - 1, X[len(X) - 1])
    Q = Queue()
    Q.put(stpos)
    Q.put(endpos)
    while not Q.empty() and len(FPIP) < k:
        stpos = Q.get()
        endpos = Q.get()
        segpos, total_err = CalculatePip(stpos, endpos, X)
        if total_err > e:
            FPIP.append(segpos)
        Left_err = calculate_error(X, (stpos[0], segpos[0]))
        Right_err = calculate_error(X, (segpos[0], endpos[0]))
        if Left_err > Right_err:
            Q.put(stpos)
            Q.put(segpos)
            Q.put(segpos)
            Q.put(endpos)
        else:
            Q.put(segpos)
            Q.put(endpos)
            Q.put(stpos)
            Q.put(segpos)
    return FPIP