use crate::evaluator::*;
macro_const! {
const DOC: &str = r"
Cusum — a range of cumulative sums
$$
\mathrm{cusum} \equiv \max(S) - \min(S),
$$
where
$$
S_j \equiv \frac1{N\sigma_m} \sum_{i=0}^j{\left(m\_i - \langle m \rangle\right)},
$$
$N$ is the number of observations,
$\langle m \rangle$ is the mean magnitude
and $\sigma_m = \sqrt{\sum_i (m_i - \langle m \rangle)^2 / (N-1)}$ is the magnitude standard deviation.
- Depends on: **magnitude**
- Minimum number of observations: **2**
- Number of features: **1**
Kim et al. 2014, [DOI:10.1051/0004-6361/201323252](https://doi.org/10.1051/0004-6361/201323252)
";
}
#[doc = DOC!()]
#[derive(Clone, Default, Debug, Serialize, Deserialize, JsonSchema)]
pub struct Cusum {}
impl Cusum {
pub fn new() -> Self {
Self {}
}
pub const fn doc() -> &'static str {
DOC
}
}
lazy_info!(
CUSUM_INFO,
Cusum,
size: 1,
min_ts_length: 2,
t_required: false,
m_required: true,
w_required: false,
sorting_required: true,
);
impl FeatureNamesDescriptionsTrait for Cusum {
fn get_names(&self) -> Vec<&str> {
vec!["cusum"]
}
fn get_descriptions(&self) -> Vec<&str> {
vec!["range of cumulative sums of magnitudes"]
}
}
impl<T> FeatureEvaluator<T> for Cusum
where
T: Float,
{
fn eval(&self, ts: &mut TimeSeries<T>) -> Result<Vec<T>, EvaluatorError> {
self.check_ts_length(ts)?;
let m_std = get_nonzero_m_std(ts)?;
let m_mean = ts.m.get_mean();
let (_last_cusum, min_cusum, max_cusum) = ts.m.as_slice().iter().fold(
(T::zero(), T::infinity(), -T::infinity()),
|(mut cusum, min_cusum, max_cusum), &m| {
cusum += m - m_mean;
(cusum, T::min(min_cusum, cusum), T::max(max_cusum, cusum))
},
);
Ok(vec![(max_cusum - min_cusum) / (m_std * ts.lenf())])
}
}
#[cfg(test)]
#[allow(clippy::unreadable_literal)]
#[allow(clippy::excessive_precision)]
mod tests {
use super::*;
use crate::tests::*;
check_feature!(Cusum);
feature_test!(
cumsum,
[Cusum::new()],
[0.3589213],
[1.0_f32, 1.0, 1.0, 5.0, 8.0, 20.0],
);
}