import numpy as np def mlwf(alpha, beta, t_i, t_j): g = abs(int(t_i) - int(t_j)) a = -alpha * (g - beta) exp = math.exp(a) omaga = 1 / (1 + exp) return omaga def dtw_mahalanobis(s1, s2): s1, s2 = np.array(s1), np.array(s2) n1, n2 = len(s1), len(s2) d = np.zeros((n1 + 1, n2 + 1)) d[1:, 0] = np.inf d[0, 1:] = np.inf # 计算样本的协方差矩阵 X = np.vstack([s1, s2]) S = np.cov(X.T) S_inv = np.linalg.inv(S) for i in range(1, n1 + 1): for j in range(1, n2 + 1): cost = mahalanobis(s1[i - 1], s2[j - 1], S_inv) d[i, j] = cost + min(d[i - 1, j], d[i, j - 1], d[i - 1, j - 1]) return d[n1, n2] def mahalanobis(x, y, S_inv): diff = x - y return np.sqrt(np.dot(np.dot(diff, S_inv), diff.T)) s1=[[7,9,11,12,8],[6,8,9,11,13],[7,10,13,10,7]] s2 = [[7,8,11,10,9],[9,8,7,14,13],[8,10,8,10,9]] s3 = [[7,9,15,14,9],[9,8,8,14,3],[8,11,8,15,9]] result1 = dtw_mahalanobis(s1, s2) result2 = dtw_mahalanobis(s1, s3) print(result1) print(result2)
时间: 2023-06-15 18:08:21 浏览: 106
这段代码实现了基于马氏距离的动态时间规整(DTW)算法。DTW是一种用于比较时间序列相似性的方法,它可以在两个时间序列的长度不同的情况下进行比较。此外,该代码还使用了马氏距离来度量时间序列之间的距离,而不是欧氏距离,因为马氏距离可以考虑样本之间的协方差矩阵,从而更加准确地描述时间序列之间的相似性。
具体来说,该代码定义了一个mlwf函数来计算两个时间点之间的权重,其中alpha和beta是参数,用于控制权重函数的形状。然后,代码定义了一个dtw_mahalanobis函数,该函数接受两个时间序列s1和s2,并计算它们之间的DTW距离。在该函数中,我们首先使用np.cov函数计算两个时间序列的协方差矩阵S,然后使用np.linalg.inv函数计算其逆矩阵S_inv。接下来,我们使用mahalanobis函数计算s1和s2中每个点之间的马氏距离。最后,我们使用标准的DTW算法来计算两个时间序列之间的距离,并返回最终结果。
最后,该代码定义了三个时间序列s1、s2和s3,并分别计算s1和s2、s1和s3之间的DTW距离,并将结果打印到控制台。
相关问题
import numpy as np def mlwf(alpha, beta, t_i, t_j): # 时间权重 g = abs(int(t_i) - int(t_j)) a = -alpha * (g - beta) exp = math.exp(a) omega = 1 / (1 + exp) return omega def dtw(s, t): n, m = len(s), len(t) dtw_matrix = np.zeros((n + 1, m + 1)) for i in range(1, n + 1): dtw_matrix[i, 0] = float('inf') for j in range(1, m + 1): dtw_matrix[0, j] = float('inf') dtw_matrix[0, 0] = 0 for i in range(1, n + 1): for j in range(1, m + 1): cost = abs(s[i - 1] - t[j - 1]) dtw_matrix[i, j] = cost + min(dtw_matrix[i - 1, j], dtw_matrix[i, j - 1], dtw_matrix[i - 1, j - 1]) return dtw_matrix[n, m] def calculate_dtw(seq1, seq2): s = np.array(seq1)[:, 1] t = np.array(seq2)[:, 1] return dtw(s, t) # 示例代码 seq1 = [(1, 10), (2, 20), (3, 30), (4, 40),(5,41)] seq2 = [(1, 15), (2, 32),(3, 25), (4, 35),(5, 49)] dtw_distance = calculate_dtw(seq1, seq2) print('DTW距离:', dtw_distance)帮我修改代码使得上述代码中的t_i和t_j分别为两条时间序列的时间信息,beta为t_i和t_j的中间节点
import math
import numpy as np
def mlwf(alpha, beta, t_i, t_j):
# 时间权重
g = abs(int(t_i) - int(t_j))
a = -alpha * (g - beta)
exp = math.exp(a)
omega = 1 / (1 + exp)
return omega
def dtw(s, t):
n, m = len(s), len(t)
dtw_matrix = np.zeros((n + 1, m + 1))
for i in range(1, n + 1):
dtw_matrix[i, 0] = float('inf')
for j in range(1, m + 1):
dtw_matrix[0, j] = float('inf')
dtw_matrix[0, 0] = 0
for i in range(1, n + 1):
for j in range(1, m + 1):
cost = abs(s[i - 1] - t[j - 1])
beta = (t[i - 1] + t[j - 1]) / 2 # 中间节点
omega = mlwf(alpha=1, beta=beta, t_i=t[i - 1], t_j=t[j - 1]) # 时间权重
dtw_matrix[i, j] = cost * omega + min(dtw_matrix[i - 1, j], dtw_matrix[i, j - 1], dtw_matrix[i - 1, j - 1])
return dtw_matrix[n, m]
def calculate_dtw(seq1, seq2):
s = np.array(seq1)[:, 1]
t = np.array(seq2)[:, 1]
return dtw(s, t)
# 示例代码
seq1 = [(1, 10), (2, 20), (3, 30), (4, 40),(5,41)]
seq2 = [(1, 15), (2, 32),(3, 25), (4, 35),(5, 49)]
dtw_distance = calculate_dtw(seq1, seq2)
print('DTW距离:', dtw_distance)
import numpy as np def mlwf(alpha, beta, t_i, t_j): g = abs(int(t_i) - int(t_j)) a = -alpha * (g - beta) exp = math.exp(a) omaga = 1 / (1 + exp) return omaga def dtw_mahalanobis(s1, s2): s1, s2 = np.array(s1), np.array(s2) n1, n2 = len(s1), len(s2) d = np.zeros((n1 + 1, n2 + 1)) d[1:, 0] = np.inf d[0, 1:] = np.inf # 计算样本的协方差矩阵 X = np.vstack([s1, s2]) S = np.cov(X.T) S_inv = np.linalg.inv(S) for i in range(1, n1 + 1): for j in range(1, n2 + 1): cost = mahalanobis(s1[i - 1], s2[j - 1], S_inv) d[i, j] = cost + min(d[i - 1, j], d[i, j - 1], d[i - 1, j - 1]) return d[n1, n2] def mahalanobis(x, y, S_inv): diff = x - y return np.sqrt(np.dot(np.dot(diff, S_inv), diff.T)) s1=[[7,9,11,12,8],[6,8,9,11,13],[7,10,13,10,7]] s2 = [[7,8,11,10,9],[9,8,7,14,13],[8,10,8,10,9]] s3 = [[7,9,15,14,9],[9,8,8,14,3],[8,11,8,15,9]] result1 = dtw_mahalanobis(s1, s2) result2 = dtw_mahalanobis(s1, s3) print(result1) print(result2)如何改动
在代码中,需要导入math库,所以需要在代码开头加入import math。
另外,在计算omega时,需要在前面加上math,即math.exp(a)。
完整代码如下:
import numpy as np
import math
def mlwf(alpha, beta, t_i, t_j):
g = abs(int(t_i) - int(t_j))
a = -alpha * (g - beta)
exp = math.exp(a)
omega = 1 / (1 + exp)
return omega
def dtw_mahalanobis(s1, s2):
s1, s2 = np.array(s1), np.array(s2)
n1, n2 = len(s1), len(s2)
d = np.zeros((n1 + 1, n2 + 1))
d[1:, 0] = np.inf
d[0, 1:] = np.inf
# 计算样本的协方差矩阵
X = np.vstack([s1, s2])
S = np.cov(X.T)
S_inv = np.linalg.inv(S)
for i in range(1, n1 + 1):
for j in range(1, n2 + 1):
cost = mahalanobis(s1[i - 1], s2[j - 1], S_inv)
d[i, j] = cost + min(d[i - 1, j], d[i, j - 1], d[i - 1, j - 1])
return d[n1, n2]
def mahalanobis(x, y, S_inv):
diff = x - y
return np.sqrt(np.dot(np.dot(diff, S_inv), diff.T))
s1 = [[7,9,11,12,8],[6,8,9,11,13],[7,10,13,10,7]]
s2 = [[7,8,11,10,9],[9,8,7,14,13],[8,10,8,10,9]]
s3 = [[7,9,15,14,9],[9,8,8,14,3],[8,11,8,15,9]]
result1 = dtw_mahalanobis(s1, s2)
result2 = dtw_mahalanobis(s1, s3)
print(result1)
print(result2)
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