SavitzkyGolayFilter

class SavitzkyGolayFilter(window_length=5, polyorder=2)

Bases: BaseSeriesTransformer

Filter a times series using Savitzky-Golay (SG).

Wrapper for the SciPy savgol_filter function.

Parameters:

window_lengthint, default=5

The length of the filter window (i.e., the number of coefficients). window_length must be less than or equal to the size of the input.

polyorderint, default=2

The order of the polynomial used to fit the samples. polyorder must be less than window_length.

Notes

Capabilities

Missing Values	No
Multithreading	No
Inverse Transform	No
Univariate	Yes
Multivariate	Yes

References

[1]

Savitzky, A., & Golay, M. J. (1964). Smoothing and differentiation of data by simplified least squares procedures. Analytical chemistry, 36(8), 1627-1639.

Examples

>>> import numpy as np
>>> from aeon.transformations.series.smoothing import SavitzkyGolayFilter
>>> X = np.random.random((2, 100)) # Random series length 100
>>> sg = SavitzkyGolayFilter()
>>> X_ = sg.fit_transform(X)
>>> X_.shape
(2, 100)

Methods

clone([random_state])	Obtain a clone of the object with the same hyperparameters.
fit(X[, y, axis])	Fit transformer to X, optionally using y if supervised.
fit_transform(X[, y, axis])	Fit to data, then transform it.
get_class_tag(tag_name[, raise_error, ...])	Get tag value from estimator class (only class tags).
get_class_tags()	Get class tags from estimator class and all its parent classes.
get_fitted_params([deep])	Get fitted parameters.
get_params([deep])	Get parameters for this estimator.
get_tag(tag_name[, raise_error, ...])	Get tag value from estimator class.
get_tags()	Get tags from estimator.
reset([keep])	Reset the object to a clean post-init state.
set_params(**params)	Set the parameters of this estimator.
set_tags(**tag_dict)	Set dynamic tags to given values.
transform(X[, y, axis])	Transform X and return a transformed version.

clone(random_state=None)

Obtain a clone of the object with the same hyperparameters.

A clone is a different object without shared references, in post-init state. This function is equivalent to returning sklearn.clone of self. Equal in value to type(self)(**self.get_params(deep=False)).

Parameters:

random_stateint, RandomState instance, or None, default=None

Sets the random state of the clone. If None, the random state is not set. If int, random_state is the seed used by the random number generator. If RandomState instance, random_state is the random number generator.

Returns:

estimatorobject

Instance of type(self), clone of self (see above)

fit(X, y=None, axis=1)

Fit transformer to X, optionally using y if supervised.

Writes to self: - is_fitted : flag is set to True. - model attributes (ending in “_”) : dependent on estimator

Parameters:

XInput data

Time series to fit transform to, of type np.ndarray, pd.Series pd.DataFrame.

yTarget variable, default=None

Additional data, e.g., labels for transformation

axisint, default = 1

Axis of time in the input series. If axis == 0, it is assumed each column is a time series and each row is a time point. i.e. the shape of the data is (n_timepoints, n_channels). axis == 1 indicates the time series are in rows, i.e. the shape of the data is (n_channels, n_timepoints)`.``axis is None indicates that the axis of X is the same as self.axis.

Returns:

selfa fitted instance of the estimator

fit_transform(X, y=None, axis=1)

Fit to data, then transform it.

Fits the transformer to X and y and returns a transformed version of X.

Changes state to “fitted”. Model attributes (ending in “_”) : dependent on estimator.

Parameters:

XInput data

Data to fit transform to, of valid collection type.

yTarget variable, default=None

Additional data, e.g., labels for transformation

axisint, default = 1

Axis of time in the input series. If axis == 0, it is assumed each column is a time series and each row is a time point. i.e. the shape of the data is (n_timepoints, n_channels). axis == 1 indicates the time series are in rows, i.e. the shape of the data is (n_channels, n_timepoints)`.``axis is None indicates that the axis of X is the same as self.axis.

Returns:

transformed version of X with the same axis as passed by the user, if axis

not None.

classmethod get_class_tag(tag_name, raise_error=True, tag_value_default=None)

Get tag value from estimator class (only class tags).

Parameters:

tag_namestr

Name of tag value.

raise_errorbool, default=True

Whether a ValueError is raised when the tag is not found.

tag_value_defaultany type, default=None

Default/fallback value if tag is not found and error is not raised.

Returns:

tag_value

Value of the tag_name tag in cls. If not found, returns an error if raise_error is True, otherwise it returns tag_value_default.

Raises:

ValueError

if raise_error is True and tag_name is not in self.get_tags().keys()

Examples

>>> from aeon.classification import DummyClassifier
>>> DummyClassifier.get_class_tag("capability:multivariate")
True

classmethod get_class_tags()

Get class tags from estimator class and all its parent classes.

Returns:

collected_tagsdict

Dictionary of tag name and tag value pairs. Collected from _tags class attribute via nested inheritance. These are not overridden by dynamic tags set by set_tags or class __init__ calls.

get_fitted_params(deep=True)

Get fitted parameters.

State required:

Requires state to be “fitted”.

Parameters:

deepbool, default=True

If True, will return the fitted parameters for this estimator and contained subobjects that are estimators.

Returns:

fitted_paramsdict

Fitted parameter names mapped to their values.

get_params(deep=True)

Get parameters for this estimator.

Parameters:

deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

paramsdict

Parameter names mapped to their values.

get_tag(tag_name, raise_error=True, tag_value_default=None)

Get tag value from estimator class.

Includes dynamic and overridden tags.

Parameters:

tag_namestr

Name of tag to be retrieved.

raise_errorbool, default=True

Whether a ValueError is raised when the tag is not found.

tag_value_defaultany type, default=None

Default/fallback value if tag is not found and error is not raised.

Returns:

tag_value

Value of the tag_name tag in self. If not found, returns an error if raise_error is True, otherwise it returns tag_value_default.

Raises:

ValueError

if raise_error is True and tag_name is not in self.get_tags().keys()

Examples

>>> from aeon.classification import DummyClassifier
>>> d = DummyClassifier()
>>> d.get_tag("capability:multivariate")
True

get_tags()

Get tags from estimator.

Includes dynamic and overridden tags.

Returns:

collected_tagsdict

Dictionary of tag name and tag value pairs. Collected from _tags class attribute via nested inheritance and then any overridden and new tags from __init__ or set_tags.

reset(keep=None)

Reset the object to a clean post-init state.

After a self.reset() call, self is equal or similar in value to type(self)(**self.get_params(deep=False)), assuming no other attributes were kept using keep.

Detailed behaviour:

removes any object attributes, except:

hyper-parameters (arguments of __init__) object attributes containing double-underscores, i.e., the string “__”

runs __init__ with current values of hyperparameters (result of get_params)

Not affected by the reset are:

object attributes containing double-underscores class and object methods, class attributes any attributes specified in the keep argument

Parameters:

keepNone, str, or list of str, default=None

If None, all attributes are removed except hyperparameters. If str, only the attribute with this name is kept. If list of str, only the attributes with these names are kept.

Returns:

selfobject

Reference to self.

Raises:

TypeError

If ‘keep’ is not a string or a list of strings.

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:

**paramsdict

Estimator parameters.

Returns:

selfestimator instance

Estimator instance.

set_tags(**tag_dict)

Set dynamic tags to given values.

Parameters:

**tag_dictdict

Dictionary of tag name and tag value pairs.

Returns:

selfobject

Reference to self.

transform(X, y=None, axis=1)

Transform X and return a transformed version.

State required:

Requires state to be “fitted”.

Parameters:

XInput data

Data to fit transform to, of valid collection type.

yTarget variable, default=None

Additional data, e.g., labels for transformation

axisint, default = 1

Axis of time in the input series. If axis == 0, it is assumed each column is a time series and each row is a time point. i.e. the shape of the data is (n_timepoints, n_channels). axis == 1 indicates the time series are in rows, i.e. the shape of the data is (n_channels, n_timepoints)`.``axis is None indicates that the axis of X is the same as self.axis.

Returns:

transformed version of X with the same axis as passed by the user, if axis

not None.