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version Python 3.9 last-update license

SimilarityTS-cli: Command-line interface for SimilarityTS package

Table of Contents

Description

SimilarityTS-cli is a command-line interface tool that act as an interface of the SimilarityTS package. Similarity-TS package facilitates the evaluation and comparison of multivariate time series data. It provides a comprehensive toolkit for analyzing, visualizing, and reporting multiple metrics and figures derived from time series datasets. The toolkit simplifies the process of evaluating the similarity of time series by offering data preprocessing, metrics computation, visualization, statistical analysis, and report generation functionalities. With its customizable features, SimilarityTS empowers researchers and data scientists to gain insights, identify patterns, and make informed decisions based on their time series data.

This command-line interface is OS independent and can be easily installed and used.

Available metrics

This toolkit can compute the following metrics:

  • kl: Kullback-Leibler divergence
  • js: Jensen-Shannon divergence
  • ks: Kolmogorov-Smirnov test
  • mmd: Maximum Mean Discrepancy
  • dtw Dynamic Time Warping
  • cc: Difference of co-variances
  • cp: Difference of correlations
  • hi: Difference of histograms

Available figures

This toolkit can generate the following figures:

  • 2d: the ordinary graphical representation of the time series in a 2D figure with the time represented on the x axis and the data values on the y-axis for

    • the complete multivariate time series; and
    • a plot per column.

    Each generated figure plots both the ts1 and the ts2 data to easily obtain key insights into the similarities or differences between them.

    2D Figure complete 2D Figure for used CPU percentage

  • delta: the differences between the values of each column grouped by periods of time. For instance, the differences between the percentage of cpu used every 10, 25 or 50 minutes. These delta can be used as a means of comparison between time series short-/mid-/long-term patterns.

    Delta Figure for used CPU percentage grouped by 10 minutes Delta Figure for used CPU percentage grouped by 25 minutes Delta Figure for used CPU percentage grouped by 50 minutes

  • pca: the linear dimensionality reduction technique that aims to find the principal components of a data set by computing the linear combinations of the original characteristics that explain the most variance in the data.

    PCA Figure

  • tsne: a tool for visualising high-dimensional data sets in a 2D or 3D graphical representation allowing the creation of a single map that reveals the structure of the data at many different scales.

    TSNE Figure 300 iterations 5 perplexity TSNE Figure 1000 iterations 5 perplexity

  • dtw path: In addition to the numerical similarity measure, the graphical representation of the DTW path of each column can be useful to better analyse the similarities or differences between the time series columns. Notice that there is no multivariate representation of DTW paths, only single column representations.

    DTW Figure for cpu

Installation

To install the tool in your local environment, just run follow command:

pip install similarity-ts-cli

Usage

Users must provide .csv files containing multivariate time series by using the arguments -ts1 and -ts2.

  • -ts1 should point to a single csv filename. This time series may represent the baseline or ground truth time series.
  • -ts2 can point to another single csv filename or a directory that contains multiple csv files to be compared with -ts1 file.
  • -head if your time series files include a header this argument must be present. If not present, the software understands that csv files don't include a header row.

Constraints:

  • -ts1 time-series file and -ts2 time-series file(s) must:
    • have the same dimensionality (number of columns)
    • not include a timestamp column
    • include only numeric values
    • include the same header (if present)
  • if a header is present as first row, use the -head argument.
  • all -ts2 time-series files must have the same length (number of rows).

Note: the column delimiter is automatically detected.

If your data include categorical values, it might be pre-processed to convert them to numerical values. All ts2s time-series must have the same length (number of rows).

If -ts1 time-series file is longer (more rows) than -ts2 time-series file(s), the -ts1 time series will be divided in windows of the same length as the -ts2 time-series file(s).

For each -ts2 time-series file, the most similar window (*) from -ts1 time series is selected.

Finally, metrics and figures that assess the similarity between each pair of -ts2 time-series file and its associated most similar -ts1 window are computed.

(*) -w_select_met is the metric used for the selection of the most similar -ts1 time-series window per each -ts2 time-series file(s).dtw is the default value, however, any of the metrics are also available for this purpose using this argument.

Users can provide metrics or figures to be computed/generated:

  • -m the metrics names to be computed as a list separated by spaces.
  • -f the figures names to be computed as a list separated by spaces.

If no metrics nor figures are provided, the tool will compute all the available metrics and figures.

The following arguments are also available for fine-tuning:

  • -ts_freq_secs the frequency in seconds in which samples were taken just to generate the delta figures. By default is 1 second.
  • -strd when ts1 time-series is longer than ts2 time-series file(s) the windows are computed by using a stride of 1 by default. Sometimes using a larger value for the stride parameter improves the performance by skipping the computation of similarity between so many windows.

Basic usage examples:

Some examples of evaluation of similarity are shown below. You can download some test data by running the following command:

wget https://github.com/alejandrofdez-us/similarity-ts-cli/raw/main/data_samples.zip && unzip data_samples.zip

Or manually download and unzip from https://github.com/alejandrofdez-us/similarity-ts-cli/raw/main/data_samples.zip .

  1. A time series and all time series computing all metrics and figures:

    similarity-ts-cli -ts1 data_samples/alibaba2018/ts1_machine_usage_days_1_to_8_grouped_300_seconds.csv -ts2 data_samples/alibaba2018/ts2 -head

    Every metric computation and figure generated will be found in the results/{timestamp}/ directory.

  2. Two time series computing only DTW metric and DTW figure:

    similarity-ts-cli -ts1 data_samples/alibaba2018/ts1_machine_usage_days_1_to_8_grouped_300_seconds.csv -ts2 data_samples/alibaba2018/ts2/sample_0.csv -head -m dtw -f dtw

  3. A time series and all time series within a directory computing every metric and figure in SimilarityTS toolkit:

    similarity-ts-cli -ts1 data_samples/alibaba2018/ts1_machine_usage_days_1_to_8_grouped_300_seconds.csv -ts2 data_samples/alibaba2018/ts2 -head -m js mmd dtw ks kl cc cp hi -f delta dtw 2d pca tsne

  4. Comparison between time series specifying the frequency in seconds in which samples were taken:

    similarity-ts-cli -ts1 data_samples/alibaba2018/ts1_machine_usage_days_1_to_8_grouped_300_seconds.csv -ts2 data_samples/alibaba2018/ts2 -head -m dtw -f dtw -ts_freq_secs 300

  5. Comparison between time series specifying the stride that determines the step or distance by which a fixed-size window moves over the first time series:

    similarity-ts-cli -ts1 data_samples/alibaba2018/ts1_machine_usage_days_1_to_8_grouped_300_seconds.csv -ts2 data_samples/alibaba2018/ts2 -head -m dtw -f dtw -strd 5

  6. Comparison between time series specifying the window selection metric to be used when selecting the most similar windows in the first time series:

    similarity-ts-cli -ts1 data_samples/alibaba2018/ts1_machine_usage_days_1_to_8_grouped_300_seconds.csv -ts2 data_samples/alibaba2018/ts2 -head -m dtw -f dtw -w_select_met js

  7. Using our sample time series to compute every single metric and figure with a fixed timestamp frequency and stride:

    similarity-ts-cli -ts1 data_samples/alibaba2018/ts1_machine_usage_days_1_to_8_grouped_300_seconds.csv -ts2 data_samples/alibaba2018/ts2 -head -m mmd dtw ks kl cc cp hi -f delta dtw 2d pca tsne -w_select_met cc -ts_freq_secs 300 -strd 5

License

SimilarityTS toolkit is free and open-source software licensed under the MIT license.

Acknowledgements

Project PID2021-122208OB-I00, PROYEXCEL_00286 and TED2021-132695B-I00 project, funded by MCIN / AEI / 10.13039 / 501100011033, by Andalusian Regional Government, and by the European Union - NextGenerationEU.