loadmydata

Utility functions for loading time series data sets (Python 3.6++).

The list of available data sets currently includes:

• the UEA/UCR repository,
• the NYC taxi data set,
• the Human locomotion data set.

Install

This package relies on requests, tqdm, yarl (for the download), and numpy.

Use pip to install.

pip install loadmydata

Alternatively, you can use conda:

conda config --add channels conda-forge
conda install loadmydata

Data format

Consider a data set of N time series y⁽¹⁾, y⁽²⁾,..., y^(N). Each y⁽ⁿ⁾ has T⁽ⁿ⁾ samples and d dimensions. Note that time series can have variable lengths, i.e. different T⁽ⁿ⁾ but they share the same dimensionality d.

Such a data set is contained in a numpy array of shape (N, T, d) where T:=max_n T⁽ⁿ⁾. Time series with less than T samples are padded at the end with numpy.nan. In addition, the extra padding is masked using numpy's MaskedArray.

from loadmydata.padding import get_signal_shape

# Assume that X contains a time series data set of shape (N, T, d)
for signal in X:
    # signal is a masked array of shape (T, d).
    # The true number of samples of the signal (without extra padding)
    # can be accessed with `get_signal_shape`.
    n_samples, n_dims = get_signal_shape(signal)
    # To get the signal without the extra padding, do
    signal_without_padding = signal[:n_samples]
    # do something with signal_without_padding
    ...

UEA/UCR time series classification repository

The UEA/UCR repository focuses on time series classification. As a result, each signal is associated with a label to predict.

The list of available data sets from the UEA/UCR repository is available here.

Usage example

from loadmydata.load_uea_ucr import load_uea_ucr_data

dataset_name = "ArrowHead"  # "AbnormalHeartbeat", "ACSF1", etc.
data = load_uea_ucr_data(dataset_name)

print(data.description)
print(data.X_train.shape)
print(data.X_test.shape)
print(data.y_train.shape)
print(data.y_test.shape)

NYC taxi data set

This data set contains the number of New York taxi passengers aggregated in 30 minutes buckets for the period between July 2014 and January 2015. There are five anomalies occur during the NYC marathon, Thanksgiving, Christmas, New Years day, and a snow storm.

The raw data is from the NYC Taxi and Limousine Commission [1] and has been curated by [2].

[1] https://www1.nyc.gov/site/tlc/about/tlc-trip-record-data.page

[2] Ahmad, S., Lavin, A., Purdy, S., & Agha, Z. (2017). Unsupervised real-time anomaly detection for streaming data. Neurocomputing.

Usage

from loadmydata.load_nyc_taxi import load_nyc_taxi_dataset

X, y, description = load_nyc_taxi_dataset()

print(description)

Human locomotion data set

This data set consists of 1020 multivariate gait signals collected with two inertial measurement units, from 230 subjects undergoing a fixed protocol:

• standing still,
• walking 10 m,
• turning around,
• walking back,
• stopping.

In total, there are 8.5 h of gait time series (sampled at 100 Hz). The measured population was composed of healthy subjects as well as patients with neurological or orthopedic disorders. The start and end time stamps of more than 40,000 footsteps are available, as well as a number of contextual information about each trial. This exact data set was used in [1] to design and evaluate a step detection procedure.

The data are thoroughly described in [2].

[1] Oudre, L., Barrois-Müller, R., Moreau, T., Truong, C., Vienne-Jumeau, A., Ricard, D., Vayatis, N., & Vidal, P.-P. (2018). Template-based step detection with inertial measurement units. Sensors, 18(11).

[2] Truong, C., Barrois-Müller, R., Moreau, T., Provost, C., Vienne-Jumeau, A., Moreau, A., Vidal, P.-P., Vayatis, N., Buffat, S., Yelnik, A., Ricard, D., & Oudre, L. (2019). A data set for the study of human locomotion with inertial measurements units. Image Processing On Line (IPOL), 9.

Usage

from loadmydata.load_human_locomotion import (
    load_human_locomotion_dataset,
    get_code_list,
)

code_list = get_code_list()
code = code_list[9]  # '3-2'
data = load_human_locomotion_dataset(code)

print(data.signal)  # pandas array
print(data.left_steps)  # numpy array (n_left_steps, 2)
print(data.right_steps)  # numpy array (n_right_steps, 2)
print(data.metadata)  # dictionary

print(data.description)