Add Time Series Block (#239)

Author: codeboy5

.github/workflows/ci-fastmakie.yml

@@ -6,6 +6,7 @@ on:
       - 'FastTabular/**'
       - 'FastText/**'
       - 'FastVision/**'
+      - 'FastTimeSeries/**'
       - '*.md'
 jobs:
   test:

.github/workflows/ci-fasttabular.yml

@@ -6,6 +6,7 @@ on:
       - 'FastMakie/**'
       - 'FastText/**'
       - 'FastVision/**'
+      - 'FastTimeSeries/**'
       - '*.md'
 jobs:
   test:

.github/workflows/ci-fasttext.yml

@@ -6,6 +6,7 @@ on:
       - 'FastMakie/**'
       - 'FastTabular/**'
       - 'FastVision/**'
+      - 'FastTimeSeries/**'
       - '*.md'
 jobs:
   test:

.github/workflows/ci-fasttimeseries.yml

@@ -0,0 +1,58 @@
+name: CI - FastTimeSeries
+on:
+  push:
+    paths-ignore:
+      - 'docs/**'
+      - 'FastMakie/**'
+      - 'FastTabular/**'
+      - 'FastText/**'
+      - 'FastVision/**'
+      - '*.md'
+jobs:
+  test:
+    name: Julia ${{ matrix.version }} - ${{ matrix.os }} - ${{ matrix.arch }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        version:
+          - '1.6'
+        os:
+          - ubuntu-latest
+          - macOS-latest
+          - windows-latest
+        arch:
+          - x64
+        
+    steps:
+      - uses: actions/checkout@v2
+      - uses: julia-actions/setup-julia@v1
+        with:
+          version: ${{ matrix.version }}
+          arch: ${{ matrix.arch }}
+      - uses: actions/cache@v1
+        env:
+          cache-name: cache-artifacts
+        with:
+          path: ~/.julia/artifacts
+          key: ${{ runner.os }}-test-${{ env.cache-name }}-${{ hashFiles('**/Project.toml') }}
+          restore-keys: |
+            ${{ runner.os }}-test-${{ env.cache-name }}-
+            ${{ runner.os }}-test-
+            ${{ runner.os }}-
+      - name: Dev FastAI
+        run: |
+          julia --color=yes --project=./FastTimeSeries -e 'using Pkg; pkg"dev ."'
+        shell: bash
+      - name: Dev test dependencies
+        run: |
+          julia --color=yes --project=./FastTimeSeries/test -e 'using Pkg; pkg"dev . ./FastTimeSeries "'
+        shell: bash
+      - uses: julia-actions/julia-buildpkg@latest
+        with:
+          project: './FastTimeSeries/'
+      - name: Run tests
+        run: |
+          julia --color=yes --depwarn=yes --project=./FastTimeSeries/test -e 'include("FastTimeSeries/test/runtests.jl")'
+        continue-on-error: ${{ matrix.version == 'nightly' }}
+        shell: bash

.github/workflows/ci-fastvision.yml

@@ -5,6 +5,7 @@ on:
       - 'docs/**'
       - 'FastTabular/**'
       - 'FastText/**'
+      - 'FastTimeSeries/**'
       - '*.md'
   pull_request:
     paths-ignore:

FastTabular/src/container.jl

@@ -92,3 +92,14 @@ Base.length(dataset::TableDataset{<:CSV.File}) = length(dataset.table)
         rm("test.csv")
     end
 end
+
+@testset "TimeSeriesDataset" begin
+    @testset "TimeSeriesDataset from TS" begin
+        folderpath = datasetpath("atrial")
+        filepath = joinpath(folderpath, "AtrialFibrillation_TRAIN.ts")
+        tsd = TimeSeriesDataset(filepath)
+        @test tsd isa TimeSeriesDataset{}
+        @test size(getindex(tsd, 10)) == (2, 640)
+        @test length(tsd) == 15
+    end
+end

FastTimeSeries/Project.toml

@@ -0,0 +1,21 @@
+name = "FastTimeSeries"
+uuid = "5337c758-7610-4451-a331-8357b11df7c6"
+authors = ["FluxML Community"]
+version = "0.1.0"
+
+[deps]
+FastAI = "5d0beca9-ade8-49ae-ad0b-a3cf890e669f"
+FilePathsBase = "48062228-2e41-5def-b9a4-89aafe57970f"
+InlineTest = "bd334432-b1e7-49c7-a2dc-dd9149e4ebd6"
+MLUtils = "f1d291b0-491e-4a28-83b9-f70985020b54"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
+UnicodePlots = "b8865327-cd53-5732-bb35-84acbb429228"
+
+[compat]
+FastAI = "0.5"
+FilePathsBase = "0.9"
+InlineTest = "0.2"
+MLUtils = "0.2"
+UnicodePlots = "2, 3"
+julia = "1.6"

FastTimeSeries/src/FastTimeSeries.jl

@@ -0,0 +1,54 @@
+module FastTimeSeries
+
+
+using FastAI
+using FastAI:
+    # blocks
+    Block, WrapperBlock, AbstractBlock, OneHotTensor, OneHotTensorMulti, Label,
+    LabelMulti, wrapped, Continuous, getencodings, getblocks, encodetarget, encodeinput,
+    # encodings
+    Encoding, StatefulEncoding, OneHot,
+    # visualization
+    ShowText,
+    # other
+    Context, Training, Validation
+using FastAI.Datasets
+# for tests
+using ..FastAI: testencoding
+
+# extending
+import FastAI:
+    blockmodel, blockbackbone, blocklossfn, encode, decode, checkblock,
+    encodedblock, decodedblock, showblock!, mockblock, setup
+
+import MLUtils: MLUtils, eachobs, getobs, numobs
+
+using FilePathsBase
+using InlineTest
+using Statistics
+using UnicodePlots
+
+# Blocks
+include("blocks/timeseriesrow.jl")
+
+# Encodings
+include("encodings/tspreprocessing.jl")
+
+include("container.jl")
+include("recipes.jl")
+
+const _tasks = Dict{String, Any}()
+include("tasks/classification.jl")
+
+function __init__()
+    _registerrecipes()
+    foreach(values(_tasks)) do t
+        if !haskey(FastAI.learningtasks(), t.id)
+            push!(FastAI.learningtasks(), t)
+        end
+    end
+end
+
+export
+    TimeSeriesRow, TSClassificationSingle, TSPreprocessing
+end

FastTimeSeries/src/blocks/timeseriesrow.jl

@@ -0,0 +1,56 @@
+"""
+    TimeSeriesRow{M,N}() <: Block
+
+[`Block`](#) for a M variate time series with N number of time steps. `obs` is valid for `TimeSeriesRow{M,N}()`
+if it is an (M,N) dimensional Matrix with number element type.
+
+## Examples
+
+Creating a block:
+
+```julia
+TimeSeriesRow{1,51}()  # Univariate time series with length 51.
+TimeSeriesRow{2,51}()  # Multivariate time series with 2 variables and length 51.
+```
+
+You can create a random observation using [`mockblock`](#):
+
+{cell=main}
+```julia
+using FastAI
+FastAI.mockblock(TimeSeriesRow{1,10}())
+```
+
+To visualize a time-series sample.
+
+```julia
+showblock(TimeSeriesRow(1,10), rand(Float32, (1,10)))
+```
+
+"""
+
+struct TimeSeriesRow <: Block 
+    nfeatures::Int
+    obslength::Union{Int, Colon}
+end
+
+checkblock(row::TimeSeriesRow, obs::AbstractMatrix{<:Number}) = size(obs) == (row.nfeatures, row.obslength)
+
+function mockblock(row::TimeSeriesRow)
+    rand(Float64, (row.nfeatures, row.obslength))
+end
+
+function setup(::Type{TimeSeriesRow}, data)
+    nfeatures, obslength = size(getindex(data, 1))
+    return TimeSeriesRow(nfeatures, obslength)
+end
+
+# visualization
+
+function showblock!(io, ::ShowText, block::TimeSeriesRow, obs)
+    plot = UnicodePlots.lineplot(obs[1,:])
+    for j=2:size(obs,1)
+        UnicodePlots.lineplot!(plot, obs[j,:])
+    end
+    print(io, plot)
+end