Initial commit

.readthedocs.yml

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+# .readthedocs.yml
+# Read the Docs configuration file
+# See https://docs.readthedocs.io/en/stable/config-file/v2.html for details
+
+# Required
+version: 2
+
+# Build documentation in the docs/ directory with Sphinx
+sphinx:
+  builder: html
+  configuration: docs/source/conf.py
+  fail_on_warning: false
+
+# Optionally build your docs in additional formats such as PDF and ePub
+formats: all
+
+# Optionally set the version of Python and requirements required to build your docs
+python:
+  version: 3.8
+  install:
+    - requirements: docs/requirements.txt
+    - requirements: requirements.txt

.travis.yml

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+language: python
+python:
+- '3.8'
+os:
+- linux
+branches:
+  only:
+  - master
+install:
+- pip install -r requirements.txt -r requirements-dev.txt
+script: pytest -v
+jobs:
+  include:
+  - stage: test
+  - stage: release
+    install: skip
+    script: skip
+    python: '3.8'
+    before_deploy:
+    - export RELEASE_VERSION=$( cat VERSION )
+    - git config --local user.name "jmyrberg"
+    - git config --local user.email "jesse.myrberg@gmail.com"
+    - git tag $RELEASE_VERSION
+    deploy:
+      provider: releases
+      name: Version $RELEASE_VERSION
+      tag_name: "$RELEASE_VERSION"
+      cleanup: false
+      prerelease: true
+      token:
+        secure: 
+      file:
+      - dist/*.tar.gz
+      file_glob: true
+      on:
+        branch: master
+        repo: jmyrberg/mknapsack
+    after_success:
+    - git push --tags
+  - stage: deploy
+    install: skip
+    script: skip
+    python: '3.8'
+    deploy:
+      provider: pypi
+      username: jmyrberg
+      distributions: sdist
+      cleanup: false
+      password:
+        secure: 
+      on:
+        branch: master
+        repo: jmyrberg/aakr
+stages:
+- name: test
+  if: type IN (pull_request, cron, api)
+- name: release
+  if: type IN (push)
+- name: deploy
+  if: type IN (push)

LICENSE.txt

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+MIT License
+
+Copyright (c) 2020 Jesse Myrberg
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

MANIFEST.in

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+include VERSION

README.md

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+# aakr
+
+[![Build Status](https://travis-ci.com/jmyrberg/aakr.svg?branch=master)](https://travis-ci.com/jmyrberg/aakr)
+
+Python implementation of the Auto-Associative Kernel Regression (AAKR). The algorithm is suitable for signal reconstruction, which further be used for e.g. condition monitoring or anomaly detection.
+
+
+## Installation
+
+`pip install aakr`
+
+
+## Example usage
+
+Give examples of normal conditions as pandas DataFrame or numpy array.
+
+```python
+from aakr import AAKR
+
+aakr = AAKR()
+aakr.fit(X_obs_nc)
+```
+
+Predict normal condition for given observations.
+
+```python
+X_nc = aakr.predict(X_obs)
+```
+
+
+## References
+
+* [MTM algorithm by Martello and Toth](http://people.sc.fsu.edu/~jburkardt/f77_src/knapsack/knapsack.f) (Fortran)
+* [A modified Auto Associative Kernel Regression method for robust signal reconstruction in nuclear power plant components](https://www.researchgate.net/publication/292538769_A_modified_Auto_Associative_Kernel_Regression_method_for_robust_signal_reconstruction_in_nuclear_power_plant_components)
+
+---
+Jesse Myrberg (jesse.myrberg@gmail.com)

Untitled.ipynb

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+{
+ "cells": [],
+ "metadata": {},
+ "nbformat": 4,
+ "nbformat_minor": 4
+}

VERSION

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+0.0.1dev0

aakr/__init__.py

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+from ._aakr import AAKR
+from ._version import __version__
+
+__all__ = ['AAKR', '__version__']

aakr/_aakr.py

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+"""Module for models."""
+
+
+import numpy as np
+
+from sklearn.base import BaseEstimator, TransformerMixin
+from sklearn.metrics.pairwise import pairwise_distances, pairwise_kernels
+from sklearn.utils.validation import check_array, check_is_fitted
+
+
+class AAKR(TransformerMixin, BaseEstimator):
+    """A template estimator to be used as a reference implementation.
+
+    For more information regarding how to build your own estimator, read more
+    in the :ref:`User Guide <user_guide>`.
+
+    Parameters
+    ----------
+    demo_param : str, default='demo_param'
+        A parameter used for demonstation of how to pass and store paramters.
+
+    Examples
+    --------
+    >>> from aakr import AAKR
+    >>> import numpy as np
+    >>> X = np.arange(100).reshape(50, 2)
+    >>> aakr = AAKR()
+    >>> aakr.fit(X)
+    AAKR(metric='euclidean', bw=1, n_jobs=None)
+    """
+    def __init__(self, metric='euclidean', bw=1, n_jobs=None):
+        self.metric = metric
+        self.bw = bw
+        self.n_jobs = n_jobs
+
+    def fit(self, X, y=None):
+        """A reference implementation of a fitting function for a transformer.
+
+        Parameters
+        ----------
+        X : array-like, shape (n_samples, n_features)
+            Training examples from normal conditions.
+        y : None
+            Not needed, exists for compability purposes.
+
+        Returns
+        -------
+        self : object
+            Returns self.
+        """
+        X = check_array(X)
+        self.X_ = X
+        return self
+
+    def predict(self, X, **kwargs):
+        """ A reference implementation of a prediction for a classifier.
+
+        Parameters
+        ----------
+        X : array-like, shape (n_samples, n_features)
+            The input samples.
+
+        Returns
+        -------
+        X_nc : ndarray, shape (n_samples, n_features)
+            Expected values in normal conditions for each sample and feature.
+        """
+        # Validation
+        check_is_fitted(self, 'X_')
+
+        X = check_array(X)
+
+        if X.shape[1] != self.X_.shape[1]:
+            raise ValueError('Shape of input is different from what was seen'
+                             'in `fit`')
+
+        # Kernel regression
+        D = pairwise_distances(X=self.X_, Y=X, metric=self.metric,
+                               n_jobs=self.n_jobs, **kwargs)
+        k = 1 / np.sqrt(2 * np.pi * self.bw ** 2)
+        w = k * np.exp(-D ** 2 / (2 * self.bw ** 2))
+        X_nc = w.T.dot(self.X_) / w.sum(0)[:, None]
+
+        return X_nc

aakr/_version.py

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+with open('./VERSION', 'r') as f:
+    __version__ = f.read()

docs/source/conf.py

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+# Configuration file for the Sphinx documentation builder.
+#
+# This file only contains a selection of the most common options. For a full
+# list see the documentation:
+# https://www.sphinx-doc.org/en/master/usage/configuration.html
+
+
+# -- Init --------------------------------------------------------------------
+# See https://github.com/miyakogi/m2r/issues/51
+import sphinx
+
+def monkeypatch(cls):
+    """ decorator to monkey-patch methods """
+    def decorator(f):
+        method = f.__name__
+        old_method = getattr(cls, method)
+        setattr(cls, method, lambda self, *args,
+                **kwargs: f(old_method, self, *args, **kwargs))
+    return decorator
+
+# workaround until https://github.com/miyakogi/m2r/pull/55 is merged
+@monkeypatch(sphinx.registry.SphinxComponentRegistry)
+def add_source_parser(_old_add_source_parser, self, *args, **kwargs):
+    # signature is (parser: Type[Parser], **kwargs), but m2r expects
+    # the removed (str, parser: Type[Parser], **kwargs).
+    if isinstance(args[0], str):
+        args = args[1:]
+    return _old_add_source_parser(self, *args, **kwargs)
+
+
+# -- Path setup --------------------------------------------------------------
+
+# If extensions (or modules to document with autodoc) are in another directory,
+# add these directories to sys.path here. If the directory is relative to the
+# documentation root, use os.path.abspath to make it absolute, like shown here.
+#
+import os
+import sys
+sys.path.insert(0, os.path.abspath('../../'))
+
+
+# -- Project information -----------------------------------------------------
+
+project = 'finscraper'
+copyright = '2020, Jesse Myrberg'
+author = 'Jesse Myrberg'
+
+# The full version, including alpha/beta/rc tags
+with open('../../VERSION', 'r') as f:
+    release = f.read().strip()
+
+
+# -- General configuration ---------------------------------------------------
+
+# Add any Sphinx extension module names here, as strings. They can be
+# extensions coming with Sphinx (named 'sphinx.ext.*') or your custom
+# ones.
+extensions = [
+    'm2r',
+    'sphinxcontrib.napoleon',
+    'sphinx.ext.autodoc',
+    'sphinx_rtd_theme',
+]
+
+# Autodoc settings
+autodoc_default_options = {
+    'inherited-members': True
+}
+
+# Napoleon settings
+napoleon_google_docstring = True
+napoleon_numpy_docstring = True
+napoleon_include_init_with_doc = True
+napoleon_include_private_with_doc = False
+napoleon_include_special_with_doc = False
+napoleon_use_admonition_for_examples = False
+napoleon_use_admonition_for_notes = False
+napoleon_use_admonition_for_references = False
+napoleon_use_ivar = False
+napoleon_use_param = True
+napoleon_use_rtype = True
+napoleon_use_keyword = True
+napoleon_custom_sections = None
+
+# Add any paths that contain templates here, relative to this directory.
+templates_path = ['_templates']
+
+# List of patterns, relative to source directory, that match files and
+# directories to ignore when looking for source files.
+# This pattern also affects html_static_path and html_extra_path.
+exclude_patterns = []
+
+source_suffix = ['.rst', '.md']
+
+
+# -- Options for HTML output -------------------------------------------------
+
+# The theme to use for HTML and HTML Help pages.  See the documentation for
+# a list of builtin themes.
+#
+html_theme = 'sphinx_rtd_theme'
+
+html_theme_options = {
+    'canonical_url': '',
+    #'analytics_id': 'UA-XXXXXXX-1',  #  Provided by Google in your dashboard
+    'logo_only': False,
+    'display_version': True,
+    'prev_next_buttons_location': 'bottom',
+    'style_external_links': False,
+    #'vcs_pageview_mode': '',
+    #'style_nav_header_background': 'white',
+    # Toc options
+    'collapse_navigation': True,
+    'sticky_navigation': True,
+    'navigation_depth': 4,
+    'includehidden': True,
+    'titles_only': False
+}
+
+# Add any paths that contain custom static files (such as style sheets) here,
+# relative to this directory. They are copied after the builtin static files,
+# so a file named "default.css" will overwrite the builtin "default.css".
+html_static_path = ['_static']

requirements-dev.txt

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+pytest>=5.4.2

requirements.txt

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+numpy>=1.19.4
+pandas>=1.1.5
+scikit-learn>=0.23.2

scripts/build-documentation.sh

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+#!/bin/sh
+
+conda activate finscraper && \
+rm -rf docs/build && \
+sphinx-apidoc -f -o docs/source finscraper && \
+rm -rf docs/source/modules.rst && \
+sphinx-build -b html docs/source docs/build
+open -a /Applications/Safari.app file://~/Documents/Personal/finscraper/docs/build/index.html