Skip to content

Latest commit

 

History

History
138 lines (106 loc) · 3.21 KB

merlion.transform.rst

File metadata and controls

138 lines (106 loc) · 3.21 KB
Raw

merlion.transform package

This package provides a number of useful data pre-processing transforms. Each transform is a callable object that inherits either from TransformBase or InvertibleTransformBase.

We will introduce the key features of transform objects using the Rescale class. You may initialize a transform in three ways:

from merlion.transform.factory import TransformFactory
from merlion.transform.normalize import Rescale

# Use the initializer
transform = Rescale(bias=5.0, scale=3.2)

# Use the class's from_dict() method with the arguments you would normally
# give to the initializer
kwargs = dict(bias=5.0, scale=3.2)
transform = Rescale.from_dict(kwargs)

# Use the TransformFactory with the class's name, and the keyword arguments
# you would normally give to the inializer
transform = TransformFactory.create("Rescale", **kwargs)

After initializing a transform, one may use it as follows:

transform.train(time_series)              # set any trainable params
transformed = transform(time_series)      # apply the transform to the time series
inverted = transform.invert(transformed)  # invert the transform
state_dict = transform.to_dict()          # serialize to a JSON-compatible dict

Note that transform.invert() is supported even if the transform doesn't inherit from InvertibleTransformBase! In this case, transform.invert() implements a pseudo-inverse that may not recover the original time_series exactly. Additionally, the dict returned by transform.to_dict() is exactly the same as the dict expected by the class method TransformCls.from_dict().

.. automodule:: merlion.transform
   :members:
   :undoc-members:
   :show-inheritance:

Base primitives:

.. autosummary::
    factory
    base
    sequence

Resampling:

.. autosummary::
    resample
    moving_average

Normalization:

.. autosummary::
    bound
    normalize

Miscellaneous:

.. autosummary::
    anomalize

Base primitives

transform.factory

.. automodule:: merlion.transform.factory
   :members:
   :undoc-members:
   :show-inheritance:

transform.base

.. automodule:: merlion.transform.base
   :members:
   :undoc-members:
   :show-inheritance:

transform.sequence

.. automodule:: merlion.transform.sequence
   :members:
   :undoc-members:
   :show-inheritance:

Resampling

transform.resample

.. automodule:: merlion.transform.resample
   :members:
   :undoc-members:
   :show-inheritance:

transform.moving_average

.. automodule:: merlion.transform.moving_average
   :members:
   :undoc-members:
   :show-inheritance:

Normalization

transform.normalize

.. automodule:: merlion.transform.normalize
   :members:
   :undoc-members:
   :show-inheritance:

transform.bound

.. automodule:: merlion.transform.bound
   :members:
   :undoc-members:
   :show-inheritance:

Miscellaneous

transform.anomalize

.. automodule:: merlion.transform.anomalize
   :members:
   :undoc-members:
   :show-inheritance: