light_curve_feature/features/
cusum.rs

1use crate::evaluator::*;
2
3macro_const! {
4    const DOC: &str = r"
5Cusum — a range of cumulative sums
6
7$$
8\mathrm{cusum} \equiv \max(S) - \min(S),
9$$
10where
11$$
12S_j \equiv \frac1{N\sigma_m} \sum_{i=0}^j{\left(m\_i - \langle m \rangle\right)},
13$$
14$N$ is the number of observations,
15$\langle m \rangle$ is the mean magnitude
16and $\sigma_m = \sqrt{\sum_i (m_i - \langle m \rangle)^2 / (N-1)}$ is the magnitude standard deviation.
17
18- Depends on: **magnitude**
19- Minimum number of observations: **2**
20- Number of features: **1**
21
22Kim et al. 2014, [DOI:10.1051/0004-6361/201323252](https://doi.org/10.1051/0004-6361/201323252)
23";
24}
25
26#[doc = DOC!()]
27#[derive(Clone, Default, Debug, Serialize, Deserialize, JsonSchema)]
28pub struct Cusum {}
29
30impl Cusum {
31    pub fn new() -> Self {
32        Self {}
33    }
34
35    pub const fn doc() -> &'static str {
36        DOC
37    }
38}
39
40lazy_info!(
41    CUSUM_INFO,
42    Cusum,
43    size: 1,
44    min_ts_length: 2,
45    t_required: false,
46    m_required: true,
47    w_required: false,
48    sorting_required: true,
49);
50
51impl FeatureNamesDescriptionsTrait for Cusum {
52    fn get_names(&self) -> Vec<&str> {
53        vec!["cusum"]
54    }
55
56    fn get_descriptions(&self) -> Vec<&str> {
57        vec!["range of cumulative sums of magnitudes"]
58    }
59}
60
61impl<T> FeatureEvaluator<T> for Cusum
62where
63    T: Float,
64{
65    fn eval(&self, ts: &mut TimeSeries<T>) -> Result<Vec<T>, EvaluatorError> {
66        self.check_ts_length(ts)?;
67        let m_std = get_nonzero_m_std(ts)?;
68        let m_mean = ts.m.get_mean();
69        let (_last_cusum, min_cusum, max_cusum) = ts.m.as_slice().iter().fold(
70            (T::zero(), T::infinity(), -T::infinity()),
71            |(mut cusum, min_cusum, max_cusum), &m| {
72                cusum += m - m_mean;
73                (cusum, T::min(min_cusum, cusum), T::max(max_cusum, cusum))
74            },
75        );
76        Ok(vec![(max_cusum - min_cusum) / (m_std * ts.lenf())])
77    }
78}
79
80#[cfg(test)]
81#[allow(clippy::unreadable_literal)]
82#[allow(clippy::excessive_precision)]
83mod tests {
84    use super::*;
85    use crate::tests::*;
86
87    check_feature!(Cusum);
88
89    feature_test!(
90        cumsum,
91        [Cusum::new()],
92        [0.3589213],
93        [1.0_f32, 1.0, 1.0, 5.0, 8.0, 20.0],
94    );
95}
light_curve_feature/features/cusum.rs

light_curve_feature/features/
cusum.rs
