Improve Autoperiod performance even further!

pyriodicity/detectors/autoperiod.py

@@ -21,9 +21,9 @@ class Autoperiod:
     References
     ----------
     .. [1] Vlachos, M., Yu, P., & Castelli, V. (2005).
-    On periodicity detection and Structural Periodic similarity.
-    Proceedings of the 2005 SIAM International Conference on Data Mining.
-    https://doi.org/10.1137/1.9781611972757.40
+       On periodicity detection and Structural Periodic similarity.
+       Proceedings of the 2005 SIAM International Conference on Data Mining.
+       https://doi.org/10.1137/1.9781611972757.40
 
     Examples
     --------
@@ -120,35 +120,82 @@ def fit(
             ]
         )
 
-        # Compute the ACF
+        # Validate period hints
+        valid_hints = [
+            h for h in hints if self._is_hint_valid(self.y, h, correlation_func)
+        ]
+
+        # Return the closest ACF peak to each valid period hint
         length = len(self.y)
-        acf_arr = acf(
-            self.y, lag_start=0, lag_stop=length, correlation_func=correlation_func
+        hint_ranges = [
+            np.arange(
+                np.floor((h + length / (length / h + 1)) / 2 - 1) - 1,
+                np.ceil((h + length / (length / h - 1)) / 2 + 1) + 1,
+                dtype=int,
+            )
+            for h in valid_hints
+        ]
+        acf_arrays = [
+            acf(
+                self.y,
+                lag_start=r[0],
+                lag_stop=r[-1],
+                correlation_func=correlation_func,
+            )
+            for r in hint_ranges
+        ]
+        return np.array(
+            list(
+                {
+                    r[0] + min(argrelmax(arr)[0], key=lambda x: abs(x - h))
+                    for h, r, arr in zip(valid_hints, hint_ranges, acf_arrays)
+                }
+            )
         )
 
-        # Validate period hints
-        valid_hints = []
-        for p in hints:
-            q = length / p
-            start = np.floor((p + length / (q + 1)) / 2 - 1).astype(int)
-            end = np.ceil((p + length / (q - 1)) / 2 + 1).astype(int)
-
-            splits = [
-                self._split(np.arange(len(acf_arr)), acf_arr, start, end, i)
-                for i in range(start + 2, end)
-            ]
-            line1, line2, _ = splits[
-                np.array([error for _, _, error in splits]).argmin()
-            ]
+    @staticmethod
+    def _is_hint_valid(
+        y: ArrayLike,
+        hint: float,
+        correlation_func: str,
+    ) -> bool:
+        """
+        Validate the period hint.
 
-            if line1.coef[-1] > 0 > line2.coef[-1]:
-                valid_hints.append(p)
+        Parameters
+        ----------
+        y : array_like
+            Data to be investigated. Must be squeezable to 1-d.
+        hint : float
+            The period hint to be validated.
+        correlation_func : str, default = 'pearson'
+            The correlation function to be used to calculate the ACF of the series
+            or the signal. Possible values are ['pearson', 'spearman', 'kendall'].
 
-        # Return the closest ACF peak to each valid period hint
-        local_argmax = argrelmax(acf_arr)[0]
-        return np.array(
-            list({min(local_argmax, key=lambda x: abs(x - p)) for p in valid_hints})
+        Returns
+        -------
+        bool
+            Whether the period hint is valid.
+        """
+        length = len(y)
+        hint_range = np.arange(
+            np.floor((hint + length / (length / hint + 1)) / 2 - 1) - 1,
+            np.ceil((hint + length / (length / hint - 1)) / 2 + 1) + 1,
+            dtype=int,
         )
+        acf_arr = acf(
+            y,
+            lag_start=hint_range[0],
+            lag_stop=hint_range[-1],
+            correlation_func=correlation_func,
+        )
+        splits = [
+            Autoperiod._split(hint_range, acf_arr, 0, len(hint_range), i)
+            for i in range(2, hint_range[-1] - hint_range[0])
+        ]
+
+        line1, line2, _ = splits[np.array([error for _, _, error in splits]).argmin()]
+        return line1.coef[-1] > 0 > line2.coef[-1]
 
     @staticmethod
     def _split(x: ArrayLike, y: ArrayLike, start: int, end: int, split: int) -> tuple:
@@ -183,11 +230,17 @@ def _split(x: ArrayLike, y: ArrayLike, start: int, end: int, split: int) -> tupl
         float
             The approximation error.
         """
+        if split - start < 2 or end - split < 2:
+            raise ValueError(
+                "Invalid start, split, and end values ({}, {}, {})".format(
+                    start, split, end
+                )
+            )
         x1, y1, x2, y2 = (
             x[start:split],
             y[start:split],
-            x[split : end + 1],
-            y[split : end + 1],
+            x[split:end],
+            y[split:end],
         )
         line1, stats1 = np.polynomial.Polynomial.fit(x1, y1, deg=1, full=True)
         line2, stats2 = np.polynomial.Polynomial.fit(x2, y2, deg=1, full=True)