augment.py

import numpy as np
from scipy import signal
import pandas as pd 
import itertools



def augment_data(data, labels = None):
    data_jitter = jitter(data)
    data_scaling = scaling(data)
    data_magWarp = magnitude_warp(data)
    data_timeWarp = time_warp(data)

    data = np.vstack((data, data_jitter, data_scaling, data_magWarp, data_timeWarp))
    if labels is not None:
        labels = np.vstack((labels, labels, labels, labels))

    return data, labels



def jitter(x, sigma=0.03):
    # https://arxiv.org/pdf/1706.00527.pdf
    return x + np.random.normal(loc=0., scale=sigma, size=x.shape)

def scaling(x, sigma=0.1):
    # https://arxiv.org/pdf/1706.00527.pdf
    factor = np.random.normal(loc=1., scale=sigma, size=(x.shape[0],x.shape[2]))
    return np.multiply(x, factor[:,np.newaxis,:])

def magnitude_warp(x, sigma=0.2, knot=4):
    from scipy.interpolate import CubicSpline
    orig_steps = np.arange(x.shape[1])
    
    random_warps = np.random.normal(loc=1.0, scale=sigma, size=(x.shape[0], knot+2, x.shape[2]))
    warp_steps = (np.ones((x.shape[2],1))*(np.linspace(0, x.shape[1]-1., num=knot+2))).T
    ret = np.zeros_like(x)
    for i, pat in enumerate(x):
        warper = np.array([CubicSpline(warp_steps[:,dim], random_warps[i,:,dim])(orig_steps) for dim in range(x.shape[2])]).T
        ret[i] = pat * warper

    return ret

def time_warp(x, sigma=0.2, knot=4):
    from scipy.interpolate import CubicSpline
    orig_steps = np.arange(x.shape[1])
    
    random_warps = np.random.normal(loc=1.0, scale=sigma, size=(x.shape[0], knot+2, x.shape[2]))
    warp_steps = (np.ones((x.shape[2],1))*(np.linspace(0, x.shape[1]-1., num=knot+2))).T
    
    ret = np.zeros_like(x)
    for i, pat in enumerate(x):
        for dim in range(x.shape[2]):
            time_warp = CubicSpline(warp_steps[:,dim], warp_steps[:,dim] * random_warps[i,:,dim])(orig_steps)
            scale = (x.shape[1]-1)/time_warp[-1]
            ret[i,:,dim] = np.interp(orig_steps, np.clip(scale*time_warp, 0, x.shape[1]-1), pat[:,dim]).T
    return ret