如何找到足够的有效数字有效所需的最小序列长度?

问题描述

我有一个包含多列的时间序列数据帧,其中包含彼此独立的NaN。

每个有效元素应该至少具有的序列都有一个给定的长度“ LEN”。 (通过“顺序,我的意思是之前收集索引中的值。”

迭代的时间效率极低,但看起来与此类似:

LEN = 100
maximum_sequence_len = 0  

for i in range(len(df)):      # for every index
    for col in df.columns:    # for every column
        
        df_ = df[col].iloc[:i].dropna()
         
        seq_end_ix   = i
        seq_start_ix = get_seq_start_where_every_col_has_enough_valids(
                                                df,seq_end,LEN)
        
        necessary_len = len( df.loc[seq_start_ix:seq_end_ix] ) 
        
        if maximum_sequence_len < necessary_len :
            maximum_sequence_len = necessary_len

get_seq_start_where_every_col_has_enough_valids(df,seq_end_ix,LEN)
    # determine the index where every column contains at least "LEN" valid elements

    first_SEQ_LEN_Sample_start_ix = start_ix
    
    for col in df.columns:   
        col_df = df[col].dropna() 

        temp = col_df[col_df.index <= seq_end_ix ].index[-(LEN)] 

        if temp < first_SEQ_LEN_Sample_start_ix: 
            first_SEQ_LEN_Sample_start_ix = temp    
            
    seq_start_ix = first_SEQ_LEN_Sample_start_ix  
     
    return seq_start_ix

一个例子:

LEN = 6 # in this example we have to have at least 6 valid elements in the frame of rows before

print(df)
>>>>
              A          B          C          D          E          F
index          
0            1          1          1          1          1          1
1            1          1          1          1          1          1
2            1          1          1          1          1 |        1
3          NaN          1          1        NaN          1 |        1
4          NaN          1          1        NaN          1 |        1
5            1          1          1          1          1 |        1
6            1          1          1          1        NaN |        1
7          NaN          1          1        NaN          1 |        1
8          NaN          1          1          1          1 |        1
9            1          1          1          1        NaN |        1
10           1          1          1          1        NaN |        1
11           1          1          1        NaN        NaN |        1
12           1          1          1          1        NaN |        1
13           1          1          1          1        NaN |        1
14           1        NaN          1          1        NaN |*       1
16           1          1          1          1          1        NaN
17         NaN          1          1          1          1          1
18         NaN          1          1          1          1        NaN
19           1          1          1          1          1          1

# ==> Result: 13
# *here,longest sequence necessary to get minimum 6 valids in EVERY column has a length of 13. note,that if the other columns contained more NaNs in the marked indices,then it would probably have taken more than 13.

问题是我想创建序列样本,但不知道它们必须有多长时间,以便每个样本在每一列中至少具有“ LEN”个有效元素。

解决方法

本质上,您需要维护一个矢量计数器,每一列都必须有一个计数器。

如果所有计数器至少为6,向量计数器应发出“ window-ready”信号。如果窗口(start_index,end_index)已准备好,则可以发出窗口中的所有行并将窗口的start_index,end_index重置为当前行并将所有计数器重置为零。

重复直到数据结束。

Algorithm get_windows(data[][])
  counters: array of integers of length = data.cols,values initialized to 0
Begin
  window_start_index = 0
  window_end_index = 0

  for each row in data
    for each col in row
      if(value(col) != NaN)
        counters[index(col)]++;
      end if
    next // col

    // check if row causes window to continue
    continue_flag = false;
    for each counter in counters
      if(counter != 6)
        continue_flag = true
        exit for loop
      end if
    next // counter
    
    if(continue_flag)
      window_end_index++;
    else
      // we have a window (window_start_index,window_end_index)
      // both inclusive

      // do something with the window

      // reset counters
      for each counter in counters
         counter = 0
      next

    end if

  next // row

End Algorithm

您需要这种单程算法吗?