KNeighborsTimeSeriesRegressor

class KNeighborsTimeSeriesRegressor(n_neighbors=1, weights='uniform', algorithm='brute', distance='dtw', distance_params=None, distance_mtype=None, leaf_size=30, n_jobs=None)

KNN Time Series Regressor.

An adapted version of the scikit-learn KNeighborsRegressor for time series data.

This class is a KNN regressor which supports time series distance measures. It has hardcoded string references to numba based distances in sktime.distances, and can also be used with callables, or sktime (pairwise transformer) estimators.

Parameters

n_neighborsint, set k for knn (default =1)

weightsstring or callable function, optional. default = ‘uniform’

mechanism for weighting a vot one of: ‘uniform’, ‘distance’, or a callable function

algorithmstr, optional. default = ‘brute’

search method for neighbours one of {‘auto’, ‘ball_tree’, ‘kd_tree’, ‘brute’}

distancestr or callable, optional. default =’dtw’

distance measure between time series if str, must be one of the following strings:

‘euclidean’, ‘squared’, ‘dtw’, ‘ddtw’, ‘wdtw’, ‘wddtw’, ‘lcss’, ‘edr’, ‘erp’, ‘msm’

this will substitute a hard-coded distance metric from sktime.distances When mpdist is used, the subsequence length (parameter m) must be set

Example: knn_mpdist = KNeighborsTimeSeriesClassifier(

metric=’mpdist’, metric_params={‘m’:30})

if callable, must be of signature (X: Panel, X2: Panel) -> np.ndarray

output must be mxn array if X is Panel of m Series, X2 of n Series if distance_mtype is not set, must be able to take

X, X2 which are pd_multiindex and numpy3D mtype

can be pairwise panel transformer inheriting from BasePairwiseTransformerPanel

distance_paramsdict, optional. default = None.

dictionary for metric parameters , in case that distane is a str

distance_mtypestr, or list of str optional. default = None.

mtype that distance expects for X and X2, if a callable

only set this if distance is not BasePairwiseTransformerPanel descendant

leaf_sizeint, default=30

Leaf size passed to BallTree or KDTree. This can affect the speed of the construction and query, as well as the memory required to store the tree. The optimal value depends on the nature of the problem.

n_jobsint, default=None

The number of parallel jobs to run for neighbors search. None means 1 unless in a joblib.parallel_backend context. -1 means using all processors.

Attributes

is_fitted

Whether fit has been called.

Examples

>>> from sktime.datasets import load_unit_test
>>> from sktime.regression.distance_based import KNeighborsTimeSeriesRegressor
>>> X_train, y_train = load_unit_test(return_X_y=True, split="train")
>>> X_test, y_test = load_unit_test(return_X_y=True, split="test")
>>> regressor = KNeighborsTimeSeriesRegressor()
>>> regressor.fit(X_train, y_train)
KNeighborsTimeSeriesRegressor(...)
>>> y_pred = regressor.predict(X_test)

Methods

check_is_fitted()	Check if the estimator has been fitted.
clone()	Obtain a clone of the object with same hyper-parameters.
clone_tags(estimator[, tag_names])	clone/mirror tags from another estimator as dynamic override.
create_test_instance([parameter_set])	Construct Estimator instance if possible.
create_test_instances_and_names([parameter_set])	Create list of all test instances and a list of names for them.
fit(X, y)	Fit time series regressor to training data.
get_class_tag(tag_name[, tag_value_default])	Get tag value from estimator class (only class tags).
get_class_tags()	Get class tags from estimator class and all its parent classes.
get_fitted_params()	Get fitted parameters.
get_param_defaults()	Get parameter defaults for the object.
get_param_names()	Get parameter names for the object.
get_params([deep])	Get parameters for this estimator.
get_tag(tag_name[, tag_value_default, …])	Get tag value from estimator class and dynamic tag overrides.
get_tags()	Get tags from estimator class and dynamic tag overrides.
get_test_params([parameter_set])	Return testing parameter settings for the estimator.
is_composite()	Check if the object is composite.
kneighbors(X[, n_neighbors, return_distance])	Find the K-neighbors of a point.
load_from_path(serial)	Load object from file location.
load_from_serial(serial)	Load object from serialized memory container.
predict(X)	Predicts labels for sequences in X.
reset()	Reset the object to a clean post-init state.
save([path])	Save serialized self to bytes-like object or to (.zip) file.
score(X, y)	Scores predicted labels against ground truth labels on X.
set_params(**params)	Set the parameters of this object.
set_tags(**tag_dict)	Set dynamic tags to given values.

kneighbors(X, n_neighbors=None, return_distance=True)

Find the K-neighbors of a point.

Returns indices of and distances to the neighbors of each point.

Parameters

Xsktime-compatible data format, Panel or Series, with n_samples series

y{array-like, sparse matrix}

Target values of shape = [n_samples]

n_neighborsint

Number of neighbors to get (default is the value passed to the constructor).

return_distanceboolean, optional. Defaults to True.

If False, distances will not be returned

Returns

distarray

Array representing the lengths to points, only present if return_distance=True

indarray

Indices of the nearest points in the population matrix.

check_is_fitted()

Check if the estimator has been fitted.

Raises

NotFittedError

If the estimator has not been fitted yet.

clone()

Obtain a clone of the object with same hyper-parameters.

A clone is a different object without shared references, in post-init state. This function is equivalent to returning sklearn.clone of self. Equal in value to type(self)(**self.get_params(deep=False)).

Returns

instance of type(self), clone of self (see above)

clone_tags(estimator, tag_names=None)

clone/mirror tags from another estimator as dynamic override.

Parameters

estimatorestimator inheriting from :class:BaseEstimator

tag_namesstr or list of str, default = None

Names of tags to clone. If None then all tags in estimator are used as tag_names.

Returns

Self

Reference to self.

Notes

Changes object state by setting tag values in tag_set from estimator as dynamic tags in self.

classmethod create_test_instance(parameter_set='default')

Construct Estimator instance if possible.

Parameters

parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

Returns

instanceinstance of the class with default parameters

Notes

get_test_params can return dict or list of dict. This function takes first or single dict that get_test_params returns, and constructs the object with that.

classmethod create_test_instances_and_names(parameter_set='default')

Create list of all test instances and a list of names for them.

Parameters

parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

Returns

objslist of instances of cls

i-th instance is cls(**cls.get_test_params()[i])

nameslist of str, same length as objs

i-th element is name of i-th instance of obj in tests convention is {cls.__name__}-{i} if more than one instance otherwise {cls.__name__}

parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

fit(X, y)

Fit time series regressor to training data.

Parameters

X3D np.array (any number of dimensions, equal length series)

of shape [n_instances, n_dimensions, series_length]

or 2D np.array (univariate, equal length series)

of shape [n_instances, series_length]

or pd.DataFrame with each column a dimension, each cell a pd.Series

(any number of dimensions, equal or unequal length series)

or of any other supported Panel mtype

for list of mtypes, see datatypes.SCITYPE_REGISTER for specifications, see examples/AA_datatypes_and_datasets.ipynb

y1D np.array of float, of shape [n_instances] - regression labels for fitting

indices correspond to instance indices in X

Returns

selfReference to self.

Notes

Changes state by creating a fitted model that updates attributes ending in “_” and sets is_fitted flag to True.

classmethod get_class_tag(tag_name, tag_value_default=None)

Get tag value from estimator class (only class tags).

Parameters

tag_namestr

Name of tag value.

tag_value_defaultany type

Default/fallback value if tag is not found.

Returns

tag_value

Value of the tag_name tag in self. If not found, returns tag_value_default.

classmethod get_class_tags()

Get class tags from estimator class and all its parent classes.

Returns

collected_tagsdict

Dictionary of tag name : tag value pairs. Collected from _tags class attribute via nested inheritance. NOT overridden by dynamic tags set by set_tags or mirror_tags.

get_fitted_params()

Get fitted parameters.

State required:

Requires state to be “fitted”.

Returns

fitted_paramsdict of fitted parameters, keys are str names of parameters

parameters of components are indexed as [componentname]__[paramname]

classmethod get_param_defaults()

Get parameter defaults for the object.

Returns

default_dict: dict with str keys

keys are all parameters of cls that have a default defined in __init__ values are the defaults, as defined in __init__

classmethod get_param_names()

Get parameter names for the object.

Returns

param_names: list of str, alphabetically sorted list of parameter names of cls

get_params(deep=True)

Get parameters for this estimator.

Parameters

deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns

paramsdict

Parameter names mapped to their values.

get_tag(tag_name, tag_value_default=None, raise_error=True)

Get tag value from estimator class and dynamic tag overrides.

Parameters

tag_namestr

Name of tag to be retrieved

tag_value_defaultany type, optional; default=None

Default/fallback value if tag is not found

raise_errorbool

whether a ValueError is raised when the tag is not found

Returns

tag_value

Value of the tag_name tag in self. If not found, returns an error if raise_error is True, otherwise it returns tag_value_default.

Raises

ValueError if raise_error is True i.e. if tag_name is not in self.get_tags(

).keys()

get_tags()

Get tags from estimator class and dynamic tag overrides.

Returns

collected_tagsdict

Dictionary of tag name : tag value pairs. Collected from _tags class attribute via nested inheritance and then any overrides and new tags from _tags_dynamic object attribute.

classmethod get_test_params(parameter_set='default')

Return testing parameter settings for the estimator.

Parameters

parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

Returns

paramsdict or list of dict, default = {}

Parameters to create testing instances of the class Each dict are parameters to construct an “interesting” test instance, i.e., MyClass(**params) or MyClass(**params[i]) creates a valid test instance. create_test_instance uses the first (or only) dictionary in params

is_composite()

Check if the object is composite.

A composite object is an object which contains objects, as parameters. Called on an instance, since this may differ by instance.

Returns

composite: bool, whether self contains a parameter which is BaseObject

property is_fitted

Whether fit has been called.

classmethod load_from_path(serial)

Load object from file location.

Parameters

serialresult of ZipFile(path).open(“object)

Returns

deserialized self resulting in output at path, of cls.save(path)

classmethod load_from_serial(serial)

Load object from serialized memory container.

Parameters

serial1st element of output of cls.save(None)

Returns

deserialized self resulting in output serial, of cls.save(None)

predict(X) → numpy.ndarray

Predicts labels for sequences in X.

Parameters

X3D np.array (any number of dimensions, equal length series)

of shape [n_instances, n_dimensions, series_length]

or 2D np.array (univariate, equal length series)

of shape [n_instances, series_length]

or pd.DataFrame with each column a dimension, each cell a pd.Series

(any number of dimensions, equal or unequal length series)

or of any other supported Panel mtype

for list of mtypes, see datatypes.SCITYPE_REGISTER for specifications, see examples/AA_datatypes_and_datasets.ipynb

Returns

y1D np.array of float, of shape [n_instances] - predicted regression labels

indices correspond to instance indices in X

reset()

Reset the object to a clean post-init state.

Equivalent to sklearn.clone but overwrites self. After self.reset() call, self is equal in value to type(self)(**self.get_params(deep=False))

Detail behaviour: removes any object attributes, except:

hyper-parameters = arguments of __init__ object attributes containing double-underscores, i.e., the string “__”

runs __init__ with current values of hyper-parameters (result of get_params)

Not affected by the reset are: object attributes containing double-underscores class and object methods, class attributes

save(path=None)

Save serialized self to bytes-like object or to (.zip) file.

Behaviour: if path is None, returns an in-memory serialized self if path is a file location, stores self at that location as a zip file

saved files are zip files with following contents: _metadata - contains class of self, i.e., type(self) _obj - serialized self. This class uses the default serialization (pickle).

Parameters

pathNone or file location (str or Path)

if None, self is saved to an in-memory object if file location, self is saved to that file location. If:

path=”estimator” then a zip file estimator.zip will be made at cwd. path=”/home/stored/estimator” then a zip file estimator.zip will be stored in /home/stored/.

Returns

if path is None - in-memory serialized self

if path is file location - ZipFile with reference to the file

score(X, y) → float

Scores predicted labels against ground truth labels on X.

Parameters

X3D np.array (any number of dimensions, equal length series)

of shape [n_instances, n_dimensions, series_length]

or 2D np.array (univariate, equal length series)

of shape [n_instances, series_length]

or pd.DataFrame with each column a dimension, each cell a pd.Series

(any number of dimensions, equal or unequal length series)

or of any other supported Panel mtype

for list of mtypes, see datatypes.SCITYPE_REGISTER for specifications, see examples/AA_datatypes_and_datasets.ipynb

y1D np.array of float, of shape [n_instances] - regression labels (gnr truth)

indices correspond to instance indices in X

Returns

float, R-squared score of predict(X) vs y

set_params(**params)

Set the parameters of this object.

The method works on simple estimators as well as on nested objects. The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters

**paramsdict

BaseObject parameters

Returns

selfreference to self (after parameters have been set)

set_tags(**tag_dict)

Set dynamic tags to given values.

Parameters

tag_dictdict

Dictionary of tag name : tag value pairs.

Returns

Self

Reference to self.

Notes

Changes object state by settting tag values in tag_dict as dynamic tags in self.