1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77

use crate::evaluator::*;
use crate::sorted_vec::SortedVec;

/// Median of the absolute value of the difference between magnitude and its median
///
/// $$
/// \mathrm{median~absolute~deviation} \equiv \mathrm{Median}\left(|m_i - \mathrm{Median}(m)|\right).
/// $$
///
/// - Depends on: **magnitude**
/// - Minimum number of observations: **1**
/// - Number of features: **1**
///
/// D’Isanto et al. 2016 [DOI:10.1093/mnras/stw157](https://doi.org/10.1093/mnras/stw157)
#[derive(Clone, Default, Debug)]
pub struct MedianAbsoluteDeviation {}

lazy_info!(
    MEDIAN_ABSOLUTE_DEVIATION_INFO,
    size: 1,
    min_ts_length: 1,
    t_required: false,
    m_required: true,
    w_required: false,
    sorting_required: false,
);

impl MedianAbsoluteDeviation {
    pub fn new() -> Self {
        Self {}
    }
}

impl<T> FeatureEvaluator<T> for MedianAbsoluteDeviation
where
    T: Float,
{
    fn eval(&self, ts: &mut TimeSeries<T>) -> Result<Vec<T>, EvaluatorError> {
        self.check_ts_length(ts)?;
        let m_median = ts.m.get_median();
        let deviation: Vec<_> = ts.m.sample.iter().map(|&y| T::abs(y - m_median)).collect();
        let sorted_deviation: SortedVec<_> = deviation.into();
        Ok(vec![sorted_deviation.median()])
    }

    fn get_info(&self) -> &EvaluatorInfo {
        &MEDIAN_ABSOLUTE_DEVIATION_INFO
    }

    fn get_names(&self) -> Vec<&str> {
        vec!["median_absolute_deviation"]
    }

    fn get_descriptions(&self) -> Vec<&str> {
        vec!["median of absolute magnitude deviation from its median"]
    }
}

#[cfg(test)]
#[allow(clippy::unreadable_literal)]
#[allow(clippy::excessive_precision)]
mod tests {
    use super::*;
    use crate::tests::*;

    eval_info_test!(
        median_absolute_deviation_info,
        MedianAbsoluteDeviation::default()
    );

    feature_test!(
        median_absolute_deviation,
        [Box::new(MedianAbsoluteDeviation::new())],
        [4.0],
        [1.0_f32, 1.0, 1.0, 1.0, 5.0, 6.0, 6.0, 6.0, 100.0],
    );
}