#' @include de_serialize.R #' @include clustering.R NULL #' CLAWS: CLustering with wAvelets and Wer distanceS #' #' Groups electricity power curves (or any series of similar nature) by applying PAM #' algorithm in parallel to chunks of size \code{nb_series_per_chunk}. Input series #' must be sampled on the same time grid, no missing values. #' #' @param getSeries Access to the (time-)series, which can be of one of the three #' following types: #' \itemize{ #' \item matrix: each line contains all the values for one time-serie, ordered by time #' \item connection: any R connection object (e.g. a file) providing lines as described above #' \item function: a custom way to retrieve the curves; it has only one argument: #' the indices of the series to be retrieved. See examples #' } #' @param K1 Number of super-consumers to be found after stage 1 (K1 << N) #' @param K2 Number of clusters to be found after stage 2 (K2 << K1) #' @param random TRUE (default) for random chunks repartition #' @param wf Wavelet transform filter; see ?wavelets::wt.filter. Default: haar #' @param WER "end" to apply stage 2 after stage 1 has fully iterated, or "mix" to apply stage 2 #' at the end of each task #' @param ntasks Number of tasks (parallel iterations to obtain K1 medoids); default: 1. #' Note: ntasks << N, so that N is "roughly divisible" by N (number of series) #' @param ncores_tasks "MPI" number of parallel tasks (1 to disable: sequential tasks) #' @param ncores_clust "OpenMP" number of parallel clusterings in one task #' @param nb_series_per_chunk (~Maximum) number of series in each group, inside a task #' @param min_series_per_chunk Minimum number of series in each group #' @param sep Separator in CSV input file (relevant only if getSeries is a file name) #' @param nbytes Number of bytes to serialize a floating-point number; 4 or 8 #' @param endian Endianness to use for (de)serialization. Use "little" or "big" for portability #' #' @return A matrix of the final medoids curves #' #' @examples #' getData = function(start, n) { #' con = dbConnect(drv = RSQLite::SQLite(), dbname = "mydata.sqlite") #' df = dbGetQuery(con, paste( #' "SELECT * FROM times_values GROUP BY id OFFSET ",start, #' "LIMIT ", n, " ORDER BY date", sep="")) #' return (df) #' } #' #####TODO: if DB, array rank --> ID at first retrieval, when computing coeffs; so:: NO use of IDs ! #' #TODO: 3 examples, data.frame / binary file / DB sqLite #' + sampleCurves : wavBootstrap de package wmtsa #' cl = epclust(getData, K1=200, K2=15, ntasks=1000, nb_series_per_chunk=5000, WER="mix") #' @export claws = function(getSeries, K1, K2, random=TRUE, #randomize series order? wf="haar", #stage 1 WER="end", #stage 2 ntasks=1, ncores_tasks=1, ncores_clust=4, #control parallelism nb_series_per_chunk=50*K1, min_series_per_chunk=5*K1, #chunk size sep=",", #ASCII input separator nbytes=4, endian=.Platform$endian) #serialization (write,read) { # Check/transform arguments if (!is.matrix(getSeries) && !is.function(getSeries) && !is(getSeries, "connection" && !is.character(getSeries))) { stop("'getSeries': matrix, function, file or valid connection (no NA)") } K1 = .toInteger(K1, function(x) x>=2) K2 = .toInteger(K2, function(x) x>=2) if (!is.logical(random)) stop("'random': logical") tryCatch( {ignored <- wt.filter(wf)}, error = function(e) stop("Invalid wavelet filter; see ?wavelets::wt.filter")) if (WER!="end" && WER!="mix") stop("WER takes values in {'end','mix'}") ntasks = .toInteger(ntasks, function(x) x>=1) ncores_tasks = .toInteger(ncores_tasks, function(x) x>=1) ncores_clust = .toInteger(ncores_clust, function(x) x>=1) nb_series_per_chunk = .toInteger(nb_series_per_chunk, function(x) x>=K1) min_series_per_chunk = .toInteger(K1, function(x) x>=K1 && x<=nb_series_per_chunk) if (!is.character(sep)) stop("'sep': character") nbytes = .toInteger(nbytes, function(x) x==4 || x==8) # Serialize series if required, to always use a function bin_dir = "epclust.bin/" dir.create(bin_dir, showWarnings=FALSE, mode="0755") if (!is.function(getSeries)) { series_file = paste(bin_dir,"data",sep="") ; unlink(series_file) serialize(getSeries, series_file, nb_series_per_chunk, sep, nbytes, endian) getSeries = function(indices) getDataInFile(indices, series_file, nbytes, endian) } # Serialize all wavelets coefficients (+ IDs) onto a file coefs_file = paste(bin_dir,"coefs",sep="") ; unlink(coefs_file) index = 1 nb_curves = 0 repeat { series = getSeries((index-1)+seq_len(nb_series_per_chunk)) if (is.null(series)) break coefs_chunk = curvesToCoefs(series, wf) serialize(coefs_chunk, coefs_file, nb_series_per_chunk, sep, nbytes, endian) index = index + nb_series_per_chunk nb_curves = nb_curves + nrow(coefs_chunk) } getCoefs = function(indices) getDataInFile(indices, coefs_file, nbytes, endian) if (nb_curves < min_series_per_chunk) stop("Not enough data: less rows than min_series_per_chunk!") nb_series_per_task = round(nb_curves / ntasks) if (nb_series_per_task < min_series_per_chunk) stop("Too many tasks: less series in one task than min_series_per_chunk!") # Cluster coefficients in parallel (by nb_series_per_chunk) indices_all = if (random) sample(nb_curves) else seq_len(nb_curves) indices_tasks = lapply(seq_len(ntasks), function(i) { upper_bound = ifelse( i series on file indices = unlist( parallel::parLapply(cl, indices_tasks, function(inds) { indices_medoids = clusteringTask(inds,getCoefs,K1,nb_series_per_chunk,ncores_clust) if (WER=="mix") { medoids2 = computeClusters2( getSeries(indices_medoids), K2, getSeries, nb_series_per_chunk) serialize(medoids2, synchrones_file, nb_series_per_chunk, sep, nbytes, endian) return (vector("integer",0)) } indices_medoids }) ) parallel::stopCluster(cl) getRefSeries = getSeries synchrones_file = paste(bin_dir,"synchrones",sep="") ; unlink(synchrones_file) if (WER=="mix") { indices = seq_len(ntasks*K2) #Now series must be retrieved from synchrones_file getSeries = function(inds) getDataInFile(inds, synchrones_file, nbytes, endian) #Coefs must be re-computed unlink(coefs_file) index = 1 repeat { series = getSeries((index-1)+seq_len(nb_series_per_chunk)) if (is.null(series)) break coefs_chunk = curvesToCoefs(series, wf) serialize(coefs_chunk, coefs_file, nb_series_per_chunk, sep, nbytes, endian) index = index + nb_series_per_chunk } } # Run step2 on resulting indices or series (from file) indices_medoids = clusteringTask( indices, getCoefs, K1, nb_series_per_chunk, ncores_tasks*ncores_clust) computeClusters2(getSeries(indices_medoids),K2,getRefSeries,nb_series_per_chunk) } # helper curvesToCoefs = function(series, wf) { L = length(series[1,]) D = ceiling( log2(L) ) nb_sample_points = 2^D t( apply(series, 1, function(x) { interpolated_curve = spline(1:L, x, n=nb_sample_points)$y W = wavelets::dwt(interpolated_curve, filter=wf, D)@W rev( sapply( W, function(v) ( sqrt( sum(v^2) ) ) ) ) }) ) } # helper .toInteger <- function(x, condition) { if (!is.integer(x)) tryCatch( {x = as.integer(x)[1]}, error = function(e) paste("Cannot convert argument",substitute(x),"to integer") ) if (!condition(x)) stop(paste("Argument",substitute(x),"does not verify condition",body(condition))) x }