MovingStatsFD Component Specification

Overview

MovingStatsFD component is a feature descriptor. This component calculates a statistical value for each window (subset of the input data), such as a moving mean (average), max or min. The scale of the input must be INTEGER or REAL.

The input data, considered as series data, depend on the input sequence of samples. The window is specified by start and end positions relative to the sample.

Example:

  • SPD:

    dl1 -> ms1
    
    ---
    
    components:
        dl1:
            component: DataLoader
    
        ms1:
            component: MovingStatsFDComponent
            features: scale == 'real' or scale == 'integer'
            movingstats_param: [["re_match('Sepal.*', name)",
                                [{'window_start': -2, 'window_end':0,
                                  'stats_function': 'mean'}]],
                                ["re_match('Petal.*', name)",
                                [{'window_start': -1, 'window_end':1,
                                  'stats_function': 'nanmean'}]]]
    
  • Input of the component:

_sid

Sepal.Length

Petal.Length

0

5.1

1.4

1

4.8

1.2

2

4.5

1.3

3

NaN

NaN

4

4.6

1.3

  • The window for each sample

_sid

Sepal.Length

Petal.Length

0

[<Out of input>, <Out of input>, 5.1]

[<Out of input>, 1.4, 1.2]

1

[<Out of input>, 5.1, 4.8]

[1.4, 1.2, 1.3]

2

[5.1, 4.8, 4.5]

[1.2, 1.3, NaN]

3

[4.8, 4.5, NaN]

[1.3, NaN, 1.3]

4

[4.5, NaN, 4.6]

[NaN, 1.3, <Out of input>]

  • Output of the component:

  • If a window includes <Out of input> or NaN, output becomes NaN.

  • If the stats_function starts with “nan”(e.g. nanmean), output is calculated ignoring NaN.

_sid

ms1(-2:0:mean)_Sepal.Length

ms1(-1:1:nanmean)_Petal.Length

0

NaN

NaN

1

NaN

1.30

2

4.8

1.25

3

NaN

1.30

4

NaN

NaN

This component has no component-specific external formats.

See also

Component-common external format files in convert_process


Parameters

Here are the component-specific parameters for the MovingStatsFD component.

SPD

The following parameter is for “components” section of SPD.

Parameter Name

Type

Domain

Default Value

Description

movingstats_param 1

[[feature_expr, [{params}]]]

Specifies target features and parameters of moving statistics function.

1

Required parameter

Details of movingstats_param

  • feature_expr follows the format described in Attribute Selection of SPD (SAMPO Process Description) File Specification:

    're_match(".*Length", name)'
    
  • params can be described as dict:

    {'window_start': -2, 'window_end':0, 'stats_function': 'max'}
    

Key of params

Type

Domain

Default Value

Description

window_start

int

(-inf, inf)

0

The start position of window.

window_end

int

(-inf, inf)

0

The end position of window. window_end must be greater than or equal to window_start.

stats_function 2

str

max, min, mean, nanmax, nanmin, nanmean

Statistical function. If the stats_function starts with “nan” (e.g. nanmean), the statistics function is calculated ignoring NaN values.

2

Required parameter for parameters description


Utilizable Sample Metadata

There are no component-specific sample metadata available.


Output Attributes

MovingStatsFD component generates the following attribute:

Attribute Name

Scale

Description

<component_id>(<window_start>:<window_end>:<stats_function>)_<original_attribute_name>

REAL

Calculated statistical value.

These attributes are in the component output data. These can be loaded in SAMPO API or saved as data.csv after executing convert_process.

See also

Obtaining process results via ProcessResultLoader.


Attribute Metadata

The metadata of the output attributes is created with the following rules.

Context Rule

Attribute Name

Context Name

Description

<component_id>(<window_start>:<window_end>:<stats_function>)_<original_attribute_name>

window_start

the value of window_start.

<component_id>(<window_start>:<window_end>:<stats_function>)_<original_attribute_name>

window_end

the value of window_end.

<component_id>(<window_start>:<window_end>:<stats_function>)_<original_attribute_name>

stats_function

the value of stats_function.

Derivation Rule

Each new attribute is derived from the corresponding attribute selected by the features parameter of the component.

Example

{
    "nodes": [
        {"aid": "dl1[1]", "name": "Petal.Length", ... },
        {"aid": "_sid", "name": "_sid", ... },
        {"aid": "dl1[0]", "name": "Sepal.Length", ... },
        {"aid": "ms1[1]", "name": "ms1(-1:1:nanmean)_Petal.Length", "scale": "real",
         "is_excluded": false, "cid": "ms1", "cindex": 1, "values": null, "is_kept": false,
         "context": {"window_end": 1, "stats_function": "nanmean", "window_start": -1}},
        {"aid": "ms1[0]", "name": "ms1(-2:0:mean)_Sepal.Length", "scale": "real",
         "is_excluded": false, "cid": "ms1", "cindex": 0, "values": null, "is_kept": false,
         "context": {"window_end": 0, "stats_function": "mean", "window_start": -2}}
    ],
    "links": [
        {"source": "dl1[1]", "target": "ms1[1]"},
        {"source": "dl1[0]", "target": "ms1[0]"}
    ]
}

See also

Attribute metadata file format in Attribute Metadata File Specification


Model

The model of this component can be described by its fd_params.

fd_params

Type

Description

source_attr_names

list of string

A list of attribute names where the output attribute is derived from.

params

dict

The keys of this dictionary are the same as the context of this component’s Attribute Metadata.

When loaded in the SAMPO API, the model is represented as a dict of its fd_params.

See also

Obtaining process results via ProcessResultLoader.

{'fd_params':
    [{'source_attr_names': ['Petal.Length'], 'params': {'window_end': 1, 'stats_function': 'nanmean', 'window_start': -1}},
     {'source_attr_names': ['Sepal.Length'], 'params': {'window_end': 0, 'stats_function': 'mean', 'window_start': -2}}]}

Details

  • The window is made as follows.

[<sample_index> + window_start, <sample_index> + window_end]