Grouped Array

Something abou Grouped Array

GroupedArray

GroupedArray(data, indptr)

Array made up of different groups. Can be thought of (and iterated) as a list of arrays.

All the data is stored in a single 1d array data. The indices for the group boundaries are stored in another 1d array indptr.

GroupedArray.append

append(new_data)

Appends each element of new_data to each existing group. Returns a copy.

GroupedArray.append_several

append_several(new_sizes, new_values, new_groups)

GroupedArray.apply_multithreaded_transforms

apply_multithreaded_transforms(transforms, num_threads, updates_only=False)

Apply the transformations using multithreading.

If updates_only then only the updates are returned.

GroupedArray.apply_transforms

apply_transforms(transforms, updates_only=False)

Apply the transformations using the main process.

If updates_only then only the updates are returned.

GroupedArray.data

data = data

GroupedArray.expand_target

expand_target(max_horizon)

GroupedArray.indptr

indptr = indptr

GroupedArray.n_groups

n_groups = len(indptr) - 1

GroupedArray.take

take(idxs)

GroupedArray.take_from_groups

take_from_groups(idx)

Takes idx from each group in the array.

import copy

from fastcore.test import test_eq, test_fail

# The `GroupedArray` is used internally for storing the series values and performing transformations.
data = np.arange(10, dtype=np.float32)
indptr = np.array([0, 2, 10])  # group 1: [0, 1], group 2: [2..9]
ga = GroupedArray(data, indptr)
test_eq(len(ga), 2)
test_eq(str(ga), 'GroupedArray(ndata=10, n_groups=2)')

# Iterate through the groups
ga_iter = iter(ga)
np.testing.assert_equal(next(ga_iter), np.array([0, 1]))
np.testing.assert_equal(next(ga_iter), np.arange(2, 10))

# Take the last two observations from every group
last_2 = ga.take_from_groups(slice(-2, None))
np.testing.assert_equal(last_2.data, np.array([0, 1, 8, 9]))
np.testing.assert_equal(last_2.indptr, np.array([0, 2, 4]))

# Take the last four observations from every group. Note that since group 1 only has two elements, only these are returned.
last_4 = ga.take_from_groups(slice(-4, None))
np.testing.assert_equal(last_4.data, np.array([0, 1, 6, 7, 8, 9]))
np.testing.assert_equal(last_4.indptr, np.array([0, 2, 6]))

# Select a specific subset of groups
indptr = np.array([0, 2, 4, 7, 10])
ga2 = GroupedArray(data, indptr)
subset = ga2.take([0, 2])
np.testing.assert_allclose(subset[0].data, ga2[0].data)
np.testing.assert_allclose(subset[1].data, ga2[2].data)

# The groups are [0, 1], [2, ..., 9]. expand_target(2) should take rolling pairs of them and fill with nans when there aren't enough
np.testing.assert_equal(
    ga.expand_target(2),
    np.array([
        [0, 1],
        [1, np.nan],
        [2, 3],
        [3, 4],
        [4, 5],
        [5, 6],
        [6, 7],
        [7, 8],
        [8, 9],
        [9, np.nan]
    ])
)

# append
combined = ga.append(np.array([-1, -2]))
np.testing.assert_equal(
    combined.data,
    np.hstack([ga.data[:2], np.array([-1]), ga.data[2:], np.array([-2])]),
)
# try to append new values that don't match the number of groups
test_fail(lambda: ga.append(np.array([1., 2., 3.])), contains='`new_data` must be of size 2')

# __setitem__
new_vals = np.array([10, 11])
ga[0] = new_vals
np.testing.assert_equal(ga.data, np.append(new_vals, np.arange(2, 10)))

ga_copy = copy.copy(ga)
ga_copy.data[0] = 900
assert ga.data[0] == 10
assert ga.indptr is ga_copy.indptr