From 12c9f6de281097430a1ff0dd27529b372d7584d0 Mon Sep 17 00:00:00 2001 From: Iskander Gaba Date: Tue, 22 Oct 2024 16:43:02 +0200 Subject: [PATCH] Update main branch with the preliminary documentation --- .github/workflows/ci.yml | 2 +- .readthedocs.yaml | 36 + README.md | 5 +- docs/Makefile | 20 + docs/_templates/autosummary/class.rst | 30 + docs/api.rst | 14 + docs/conf.py | 53 ++ docs/index.rst | 9 + docs/make.bat | 35 + poetry.lock | 919 +++++++++++++++++++----- pyproject.toml | 9 +- pyriodicity/detectors/acf.py | 42 +- pyriodicity/detectors/autoperiod.py | 35 +- pyriodicity/detectors/cfd_autoperiod.py | 2 +- pyriodicity/detectors/fft.py | 49 +- pyriodicity/tools/_tools.py | 8 +- requirements-docs.txt | 324 +++++++++ 17 files changed, 1372 insertions(+), 220 deletions(-) create mode 100644 .readthedocs.yaml create mode 100644 docs/Makefile create mode 100644 docs/_templates/autosummary/class.rst create mode 100644 docs/api.rst create mode 100644 docs/conf.py create mode 100644 docs/index.rst create mode 100644 docs/make.bat create mode 100644 requirements-docs.txt diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 78394b2..0809f87 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -14,7 +14,7 @@ jobs: strategy: fail-fast: false matrix: - python-version: ["3.10", "3.11", "3.12"] + python-version: ["3.10", "3.11", "3.12", "3.13"] steps: - uses: actions/checkout@v4 diff --git a/.readthedocs.yaml b/.readthedocs.yaml new file mode 100644 index 0000000..9057a71 --- /dev/null +++ b/.readthedocs.yaml @@ -0,0 +1,36 @@ +# Read the Docs configuration file for Sphinx projects +# See https://docs.readthedocs.io/en/stable/config-file/v2.html for details + +# Required +version: 2 + +# Set the OS, Python version and other tools you might need +build: + os: ubuntu-lts-latest + tools: + python: "3" + # You can also specify other tool versions: + # nodejs: "20" + # rust: "1.70" + # golang: "1.20" + +# Build documentation in the "docs/" directory with Sphinx +sphinx: + configuration: docs/conf.py + # You can configure Sphinx to use a different builder, for instance use the dirhtml builder for simpler URLs + # builder: "dirhtml" + # Fail on all warnings to avoid broken references + # fail_on_warning: true + +# Optionally build your docs in additional formats such as PDF and ePub +formats: + - pdf + - epub + +# Optional but recommended, declare the Python requirements required +# to build your documentation +# See https://docs.readthedocs.io/en/stable/guides/reproducible-builds.html +python: + install: + - requirements: requirements.txt + - requirements: requirements-docs.txt \ No newline at end of file diff --git a/README.md b/README.md index a1cea38..d8f0ee0 100644 --- a/README.md +++ b/README.md @@ -72,8 +72,11 @@ poetry self add poetry-plugin-export # Export the package dependencies to requirements.txt poetry export --output requirements.txt -# If you wish to export all the dependencies, including those needed for testing, run the following command +# If you wish to include testing dependencies as well, run the following command poetry export --with test --output requirements-dev.txt + +# The same as above if you wish to export documentation dependencies +poetry export --with docs --output requirements-docs.txt ``` ## References diff --git a/docs/Makefile b/docs/Makefile new file mode 100644 index 0000000..d4bb2cb --- /dev/null +++ b/docs/Makefile @@ -0,0 +1,20 @@ +# Minimal makefile for Sphinx documentation +# + +# You can set these variables from the command line, and also +# from the environment for the first two. +SPHINXOPTS ?= +SPHINXBUILD ?= sphinx-build +SOURCEDIR = . +BUILDDIR = _build + +# Put it first so that "make" without argument is like "make help". +help: + @$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O) + +.PHONY: help Makefile + +# Catch-all target: route all unknown targets to Sphinx using the new +# "make mode" option. $(O) is meant as a shortcut for $(SPHINXOPTS). +%: Makefile + @$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O) diff --git a/docs/_templates/autosummary/class.rst b/docs/_templates/autosummary/class.rst new file mode 100644 index 0000000..f1410a5 --- /dev/null +++ b/docs/_templates/autosummary/class.rst @@ -0,0 +1,30 @@ +{{ fullname | escape | underline}} + +.. currentmodule:: {{ module }} + +.. autoclass:: {{ objname }} + + {% block methods %} + {% if methods %} + .. rubric:: {{ _('Methods') }} + + .. autosummary:: + :toctree: + + {% for item in methods %} + {%- if not item.startswith('_') or item in ['__call__'] %} ~{{ name }}.{{ item }} + {% endif %} + {%- endfor %} + {% endif %} + {% endblock %} + + {% block attributes %} + {% if attributes %} + .. rubric:: {{ _('Attributes') }} + + .. autosummary:: + {% for item in attributes %} + ~{{ name }}.{{ item }} + {%- endfor %} + {% endif %} + {% endblock %} diff --git a/docs/api.rst b/docs/api.rst new file mode 100644 index 0000000..362e2c5 --- /dev/null +++ b/docs/api.rst @@ -0,0 +1,14 @@ +============== +API Reference +============== + +.. currentmodule:: pyriodicity + +.. autosummary:: + :recursive: + :toctree: generated + + ~ACFPeriodicityDetector + ~Autoperiod + ~CFDAutoperiod + ~FFTPeriodicityDetector diff --git a/docs/conf.py b/docs/conf.py new file mode 100644 index 0000000..f24497f --- /dev/null +++ b/docs/conf.py @@ -0,0 +1,53 @@ +import os +import sys +sys.path.insert(0, os.path.abspath("..")) + +# Configuration file for the Sphinx documentation builder. +# +# For the full list of built-in configuration values, see the documentation: +# https://www.sphinx-doc.org/en/master/usage/configuration.html + +# -- Project information ----------------------------------------------------- +# https://www.sphinx-doc.org/en/master/usage/configuration.html#project-information + +project = "Pyriodicity" +copyright = "2024, Iskander Gaba" +author = "Iskander Gaba" +release = "0.2.0" + +# -- General configuration --------------------------------------------------- +# https://www.sphinx-doc.org/en/master/usage/configuration.html#general-configuration + +extensions = [ + "numpydoc", + "pydata_sphinx_theme", +] +templates_path = ["_templates"] +exclude_patterns = ["_build", "Thumbs.db", ".DS_Store"] + +# Options for autodoc +autodoc_typehints = "none" + +# Options for numpydoc +# https://numpydoc.readthedocs.io/en/latest/install.html#configuration +numpydoc_show_class_members = False + +# -- Options for HTML output ------------------------------------------------- +# https://www.sphinx-doc.org/en/master/usage/configuration.html#options-for-html-output + +html_theme = "pydata_sphinx_theme" +html_static_path = ["_static"] +html_theme_options = { + "icon_links": [ + { + "name": "GitHub", + "url": "https://github.com/iskandergaba/pyriodicity", + "icon": "fa-brands fa-github", + }, + { + "name": "PyPI", + "url": "https://pypi.org/project/pyriodicity", + "icon": "fa-brands fa-python", + }, + ], +} diff --git a/docs/index.rst b/docs/index.rst new file mode 100644 index 0000000..da34197 --- /dev/null +++ b/docs/index.rst @@ -0,0 +1,9 @@ +=========== +Pyriodicity +=========== + +.. toctree:: + :hidden: + :titlesonly: + + api diff --git a/docs/make.bat b/docs/make.bat new file mode 100644 index 0000000..954237b --- /dev/null +++ b/docs/make.bat @@ -0,0 +1,35 @@ +@ECHO OFF + +pushd %~dp0 + +REM Command file for Sphinx documentation + +if "%SPHINXBUILD%" == "" ( + set SPHINXBUILD=sphinx-build +) +set SOURCEDIR=. +set BUILDDIR=_build + +%SPHINXBUILD% >NUL 2>NUL +if errorlevel 9009 ( + echo. + echo.The 'sphinx-build' command was not found. Make sure you have Sphinx + echo.installed, then set the SPHINXBUILD environment variable to point + echo.to the full path of the 'sphinx-build' executable. Alternatively you + echo.may add the Sphinx directory to PATH. + echo. + echo.If you don't have Sphinx installed, grab it from + echo.https://www.sphinx-doc.org/ + exit /b 1 +) + +if "%1" == "" goto help + +%SPHINXBUILD% -M %1 %SOURCEDIR% %BUILDDIR% %SPHINXOPTS% %O% +goto end + +:help +%SPHINXBUILD% -M help %SOURCEDIR% %BUILDDIR% %SPHINXOPTS% %O% + +:end +popd diff --git a/poetry.lock b/poetry.lock index 334a3ba..b505268 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,5 +1,194 @@ # This file is automatically @generated by Poetry 1.8.3 and should not be changed by hand. +[[package]] +name = "accessible-pygments" +version = "0.0.5" +description = "A collection of accessible pygments styles" +optional = false +python-versions = ">=3.9" +files = [ + {file = "accessible_pygments-0.0.5-py3-none-any.whl", hash = "sha256:88ae3211e68a1d0b011504b2ffc1691feafce124b845bd072ab6f9f66f34d4b7"}, + {file = "accessible_pygments-0.0.5.tar.gz", hash = "sha256:40918d3e6a2b619ad424cb91e556bd3bd8865443d9f22f1dcdf79e33c8046872"}, +] + +[package.dependencies] +pygments = ">=1.5" + +[package.extras] +dev = ["pillow", "pkginfo (>=1.10)", "playwright", "pre-commit", "setuptools", "twine (>=5.0)"] +tests = ["hypothesis", "pytest"] + +[[package]] +name = "alabaster" +version = "1.0.0" +description = "A light, configurable Sphinx theme" +optional = false +python-versions = ">=3.10" +files = [ + {file = "alabaster-1.0.0-py3-none-any.whl", hash = "sha256:fc6786402dc3fcb2de3cabd5fe455a2db534b371124f1f21de8731783dec828b"}, + {file = "alabaster-1.0.0.tar.gz", hash = "sha256:c00dca57bca26fa62a6d7d0a9fcce65f3e026e9bfe33e9c538fd3fbb2144fd9e"}, +] + +[[package]] +name = "babel" +version = "2.16.0" +description = "Internationalization utilities" +optional = false +python-versions = ">=3.8" +files = [ + {file = "babel-2.16.0-py3-none-any.whl", hash = "sha256:368b5b98b37c06b7daf6696391c3240c938b37767d4584413e8438c5c435fa8b"}, + {file = "babel-2.16.0.tar.gz", hash = "sha256:d1f3554ca26605fe173f3de0c65f750f5a42f924499bf134de6423582298e316"}, +] + +[package.extras] +dev = ["freezegun (>=1.0,<2.0)", "pytest (>=6.0)", "pytest-cov"] + +[[package]] +name = "beautifulsoup4" +version = "4.12.3" +description = "Screen-scraping library" +optional = false +python-versions = ">=3.6.0" +files = [ + {file = "beautifulsoup4-4.12.3-py3-none-any.whl", hash = "sha256:b80878c9f40111313e55da8ba20bdba06d8fa3969fc68304167741bbf9e082ed"}, + {file = "beautifulsoup4-4.12.3.tar.gz", hash = "sha256:74e3d1928edc070d21748185c46e3fb33490f22f52a3addee9aee0f4f7781051"}, +] + +[package.dependencies] +soupsieve = ">1.2" + +[package.extras] +cchardet = ["cchardet"] +chardet = ["chardet"] +charset-normalizer = ["charset-normalizer"] +html5lib = ["html5lib"] +lxml = ["lxml"] + +[[package]] +name = "certifi" +version = "2024.8.30" +description = "Python package for providing Mozilla's CA Bundle." +optional = false +python-versions = ">=3.6" +files = [ + {file = "certifi-2024.8.30-py3-none-any.whl", hash = "sha256:922820b53db7a7257ffbda3f597266d435245903d80737e34f8a45ff3e3230d8"}, + {file = "certifi-2024.8.30.tar.gz", hash = "sha256:bec941d2aa8195e248a60b31ff9f0558284cf01a52591ceda73ea9afffd69fd9"}, +] + +[[package]] +name = "charset-normalizer" +version = "3.4.0" +description = "The Real First Universal Charset Detector. 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"analysis", "period", "periodicity", "seasonality", "trend", "cycle", "decomposition"] [tool.poetry.dependencies] python = "^3.10" scipy = "^1.14.0" - [tool.poetry.group.test.dependencies] pytest = "^7.4.3" pytest-cov = "^5.0.0" -statsmodels = "^0.14.2" +statsmodels = "^0.14.4" + +[tool.poetry.group.docs.dependencies] +numpydoc = "^1.8.0" +pydata-sphinx-theme = "^0.15.4" [build-system] requires = ["poetry-core"] diff --git a/pyriodicity/detectors/acf.py b/pyriodicity/detectors/acf.py index 585a1b8..2351a38 100644 --- a/pyriodicity/detectors/acf.py +++ b/pyriodicity/detectors/acf.py @@ -11,7 +11,7 @@ class ACFPeriodicityDetector: Autocorrelation function (ACF) based periodicity detector. Find the periods in a given signal or series using its ACF. A lag value - is considered a period if it is a local maximum of the ACF. + is considered a period if it is a local maximum of the ACF [1]_. Parameters ---------- @@ -21,32 +21,39 @@ class ACFPeriodicityDetector: References ---------- .. [1] Hyndman, R.J., & Athanasopoulos, G. (2021) - Forecasting: principles and practice, 3rd edition, OTexts: Melbourne, Australia. - OTexts.com/fpp3/acf.html. Accessed on 09-15-2024. + Forecasting: principles and practice, 3rd edition, OTexts: Melbourne, Australia. + https://OTexts.com/fpp3/acf.html. Accessed on 09-15-2024. Examples -------- - Start by loading a timeseries datasets. + Start by loading a timeseries datasets and resampling to an appropriate + frequency. >>> from statsmodels.datasets import co2 >>> data = co2.load().data - - You can resample the data to whatever frequency you want. - >>> data = data.resample("ME").mean().ffill() Use ACFPeriodicityDetector to find the list of seasonality periods using the ACF. + >>> from pyriodicity import ACFPeriodicityDetector >>> acf_detector = ACFPeriodicityDetector(data) - >>> periods = acf_detector.fit() + >>> acf_detector.fit() + array([ 12, 24, 36, 48, 60, 72, 84, 96, 108, 120, 132, 143, 155, + 167, 179, 191, 203, 215, 227, 239, 251]) - You can get the most prominent period by setting max_period_count to 1 + You can use a different correlation function like Spearman - >>> acf_detector.fit(max_period_count=1) + >>> acf_detector.fit(correlation_func="spearman") + array([ 12, 24, 36, 48, 60, 72, 84, 96, 108, 120, 132, 143, 155, + 167, 179, 191, 203, 215, 227, 239, 251]) - You can also use a different correlation function like Spearman + All of the returned values are either multiples of 12 or very close to it, + suggesting a clear yearly periodicity. + You can also get the most prominent period length value by setting + ``max_period_count`` to 1. - >>> acf_detector.fit(correlation_func="spearman") + >>> acf_detector.fit(max_period_count=1) + array([12]) """ def __init__(self, endog: ArrayLike): @@ -78,6 +85,11 @@ def fit( The correlation function to be used to calculate the ACF of the time series. Possible values are ['pearson', 'spearman', 'kendall']. + Returns + ------- + NDArray + List of detected periods. + See Also -------- scipy.signal.detrend @@ -90,12 +102,6 @@ def fit( Pearson correlation coefficient and p-value for testing non-correlation. scipy.stats.spearmanr Calculate a Spearman correlation coefficient with associated p-value. - - - Returns - ------- - NDArray - List of detected periods. """ # Detrend data self.y = self.y if detrend_func is None else detrend(self.y, type=detrend_func) diff --git a/pyriodicity/detectors/autoperiod.py b/pyriodicity/detectors/autoperiod.py index 3396915..03bb6c7 100644 --- a/pyriodicity/detectors/autoperiod.py +++ b/pyriodicity/detectors/autoperiod.py @@ -11,7 +11,7 @@ class Autoperiod: """ Autoperiod periodicity detector. - Find the periods in a given signal or series using Autoperiod. + Find the periods in a given signal or series using Autoperiod [1]_. Parameters ---------- @@ -27,27 +27,35 @@ class Autoperiod: Examples -------- - Start by loading a timeseries dataset. + Start by loading a timeseries datasets and resampling to an appropriate + frequency. >>> from statsmodels.datasets import co2 >>> data = co2.load().data - - You can resample the data to whatever frequency you want. - >>> data = data.resample("ME").mean().ffill() - Use Autoperiod to find the list of periods in the data. + Use ``Autoperiod`` to find the list of periods in the data. + >>> from pyriodicity import Autoperiod >>> autoperiod = Autoperiod(data) - >>> periods = autoperiod.fit() + >>> autoperiod.fit() + array([12]) - You can specify a lower percentile value for a more lenient detection + You can specify a lower percentile value should you wish for + a more lenient detection >>> autoperiod.fit(percentile=90) + array([12]) - Or increase the number of random data permutations for a better power threshold estimation + You can also increase the number of random data permutations + for a more robust power threshold estimation >>> autoperiod.fit(k=300) + array([12]) + + ``Autoperiod`` is generally a quite robust periodicity detection method. + The detection algorthim found exactly one periodicity of 12, suggesting + a strong yearly periodicity. """ def __init__(self, endog: ArrayLike): @@ -84,6 +92,11 @@ def fit( The correlation function to be used to calculate the ACF of the time series. Possible values are ['pearson', 'spearman', 'kendall']. + Returns + ------- + NDArray + List of detected periods. + See Also -------- scipy.signal.detrend @@ -97,10 +110,6 @@ def fit( scipy.stats.spearmanr Calculate a Spearman correlation coefficient with associated p-value. - Returns - ------- - NDArray - List of detected periods. """ # Detrend data self.y = self.y if detrend_func is None else detrend(self.y, type=detrend_func) diff --git a/pyriodicity/detectors/cfd_autoperiod.py b/pyriodicity/detectors/cfd_autoperiod.py index f64b098..5bbeac9 100644 --- a/pyriodicity/detectors/cfd_autoperiod.py +++ b/pyriodicity/detectors/cfd_autoperiod.py @@ -139,7 +139,7 @@ def fit( y_filtered = np.array(self.y) for h in hints: if self._is_hint_valid(y_filtered, h, detrend_func, correlation_func): - # Apply a low pass filter with an adapted cutoff frequency for the next hint + # Apply a low pass filter with an adapted cutoff frequency f_cuttoff = 1 / (length / (length / h + 1) - 1) y_filtered = sosfiltfilt( butter(N=5, Wn=f_cuttoff, output="sos"), y_filtered diff --git a/pyriodicity/detectors/fft.py b/pyriodicity/detectors/fft.py index 657f666..8110fe2 100644 --- a/pyriodicity/detectors/fft.py +++ b/pyriodicity/detectors/fft.py @@ -11,7 +11,7 @@ class FFTPeriodicityDetector: """ Fast Fourier Transform (FFT) based periodicity detector. - Find the periods in a given signal or series using FFT. + Find the periods in a given signal or series using FFT [1]_. Parameters ---------- @@ -21,29 +21,40 @@ class FFTPeriodicityDetector: References ---------- .. [1] Hyndman, R.J., & Athanasopoulos, G. (2021) - Forecasting: principles and practice, 3rd edition, OTexts: Melbourne, Australia. - OTexts.com/fpp3/useful-predictors.html#fourier-series. Accessed on 09-15-2024. + Forecasting: principles and practice, 3rd edition, OTexts: Melbourne, Australia. + https://OTexts.com/fpp3/useful-predictors.html#fourier-series. + Accessed on 09-15-2024. Examples -------- - Start by loading a timeseries dataset. + Start by loading Mauna Loa Weekly Atmospheric CO2 Data from Statsmodels + and downsampling its data to a monthly frequency. >>> from statsmodels.datasets import co2 >>> data = co2.load().data - - You can resample the data to whatever frequency you want. - >>> data = data.resample("ME").mean().ffill() - Use FFTPeriodicityDetector to find the list of periods using FFT, ordered + Use ``FFTPeriodicityDetector`` to find the list of periods using FFT, ordered by corresponding frequency amplitudes in a descending order. + >>> from pyriodicity import FFTPeriodicityDetector >>> fft_detector = FFTPeriodicityDetector(data) - >>> periods = fft_detector.fit() - - You can optionally specify a window function for pre-processing. - - >>> periods = fft_detector.fit(window_func="blackman") + >>> fft_detector.fit() + array([ 12, 6, 175, 44, 132, 88, 11, 13, 105, 58, 66, 75, 14, + 25, 18, 48, 10, 31, 4, 9, 7, 19, 23, 8, 38, 35, + 40, 28, 20, 3, 5, 15, 29, 22, 2, 24, 53, 33, 26, + 16, 17, 21]) + + ``FFTPeriodicityDetector`` tends to be quite sensitive to noise and find + many false period lengths. Depending on your data, you can choose to + apply a window function to get different results. You can also limit the + number returned period length values to the 3 most signficant ones. + + >>> fft_detector.fit(window_func="blackman", max_period_count=3) + array([12, 13, 11]) + + As you can see, results are concentrated around the period length value 12, + indicating a yearly periodicity. """ def __init__(self, endog: ArrayLike): @@ -71,6 +82,11 @@ def fit( function for more information on the accepted formats of this parameter. + Returns + ------- + NDArray + List of detected periods. + See Also -------- numpy.fft @@ -79,11 +95,6 @@ def fit( Remove linear trend along axis from data. scipy.signal.get_window Return a window of a given length and type. - - Returns - ------- - NDArray - List of detected periods. """ # Detrend data self.y = self.y if detrend_func is None else detrend(self.y, type=detrend_func) @@ -108,7 +119,7 @@ def fit( periods = periods[filter] amps = amps[filter] - # Sort period length values in the descending order of their corresponding amplitudes + # Sort period length values in the descending order of their amplitudes periods = periods[np.argsort(-amps)] # Return unique period length values diff --git a/pyriodicity/tools/_tools.py b/pyriodicity/tools/_tools.py index 24e46c2..beeff33 100644 --- a/pyriodicity/tools/_tools.py +++ b/pyriodicity/tools/_tools.py @@ -32,10 +32,12 @@ def acf( ) lag_values = np.arange(lag_start, lag_stop + 1, dtype=int) if correlation_func == "spearman": - return np.array([spearmanr(x, np.roll(x, l)).statistic for l in lag_values]) + return np.array([spearmanr(x, np.roll(x, val)).statistic for val in lag_values]) elif correlation_func == "kendall": - return np.array([kendalltau(x, np.roll(x, l)).statistic for l in lag_values]) - return np.array([pearsonr(x, np.roll(x, l)).statistic for l in lag_values]) + return np.array( + [kendalltau(x, np.roll(x, val)).statistic for val in lag_values] + ) + return np.array([pearsonr(x, np.roll(x, val)).statistic for val in lag_values]) @staticmethod diff --git a/requirements-docs.txt b/requirements-docs.txt new file mode 100644 index 0000000..46edefd --- /dev/null +++ b/requirements-docs.txt @@ -0,0 +1,324 @@ +accessible-pygments==0.0.5 ; python_version >= "3.10" and python_version < "4.0" \ + --hash=sha256:40918d3e6a2b619ad424cb91e556bd3bd8865443d9f22f1dcdf79e33c8046872 \ + --hash=sha256:88ae3211e68a1d0b011504b2ffc1691feafce124b845bd072ab6f9f66f34d4b7 +alabaster==1.0.0 ; python_version >= "3.10" and python_version < "4.0" \ + --hash=sha256:c00dca57bca26fa62a6d7d0a9fcce65f3e026e9bfe33e9c538fd3fbb2144fd9e \ + --hash=sha256:fc6786402dc3fcb2de3cabd5fe455a2db534b371124f1f21de8731783dec828b +babel==2.16.0 ; python_version >= "3.10" and python_version < "4.0" \ + 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