DBSCAN clustering of periodic (Cyclical) time data - matlab

I am using Matlab's DBSCAN function to cluster data collected from a workplace that shows the times of Customer In and CUstomer out (in hours). When I ran dbscan, it works fine for data points that has in and out times during the day. However, when customer in is near midnight (23:XX) and out is after midnight), due to high euclean distance, dbscan fails to group them together. Does anyone know how to introduce modulo (or something else another metric?) to handle this issue?
my code
idx = dbscan(data,0.7,35);
outliers = sum(idx==-1);
outlierPercentage = outliers / length(idx)
gscatter(data(:,1),data(:,2),idx);
xlabel('Customer In (hour)')
ylabel('Customer Out (Hour)')
Sample Data
I am expecting a way to implent a way to cluster data efficiently by enabling periodicity.

Related

tbl_regression (gtsummary) ordering covariables levels and processing time

Originally in my df, I had my BMI in numeric format(1-5), which I recoded (underweigh to obese), factored and choose a specific reference using relevel (Normal, originally 3). Then did a logistic regression: y~ BMI+other covariates. My questions are the following :
1- When I plug my logistic in tbl_regression, the levels have undesired orders (underweight, obese1, obese 2, overweight) . Is there a way to rearrange the levels the way I want to (underweight, overweight, obese 1, obese 2)?
2- I used tbl_regression on a small data set which went ok. My new model, however, is based on 3M observation and 13 variables (the database is 1Gb). This time my tbl_regression is taking about 1h to process and out put the table, which is not normal since I have a fast laptop. Is there a way to make this more efficient ? I tried keeping the model only while using tbl_regression and removed the database, but it is still hellishly long. I tried with the trial data and it was ok..
1 - I recommend using contrasts() to set the reference level. The relevel() function just moves a factor level to the first position. Examples here Is there a way to relevel a variable in gtsummary after generating the beautiful table?
2 - I suspect with such a large model, the confidence interval calculation is what is slowing you down. If you see a big difference in the computation times of summary() and broom::tidy() with the CI calculation compared to tbl_regression(), please create an illustrative example (that anyone can run locally) and it can be looked into further.

Removing outlier with multiple consecutive values similar to a step

I am processing an ocean wave data, where I have a timeseries of the Peak Wave Period (Tp (s)). The typical values for Tp ranges from 2s-15s for this location. However, it may reach higher values above 15s during extreme events such as a storm. Hence, removing data based on a threshold value is not suitable.
As you can see in the figure below, there are multiple values that are outliers. The high values occurred for a small duration and then dropped down. An extreme event would last for hours.
I have tried the functions filloutlier and medfilt1, but they are not successful in removing the outlier, which I presume is because multiple consecutive outlier data points exists.
Is there a built-in Matlab function exist to handle such situation?
Else, if I need to write my own function to filter such signals, could you provide some guidance.
Attaching a small data sample here as well: Download Data
Dataset plot (Only the segment in the provided data above)
Zoomed in plot at one of the outliers.
If we know that we need the values to be in the range of (2,15), we can clip the values > 15 to 15.
Another way is to use the value of a high percentile (say 95) of the observations and clip values about it.
filloutlier, medfilt1 methods are not removing values like 18 because they are not treating them as outliers. 18 is not very far away from the typical range of (2, 15).

Alert in RAM/CPU Usage Detection in e-Commerce Server

Currently I'm building my monitoring services for my e-commerce Server, which mostly focus on CPU/RAM usage. It's likely Anomaly Detection on Timeseries data.
My approach is building LSTM Neural Network to predict next CPU/RAM value on chart trending and compare with STD (standard deviation) value multiply with some number (currently is 10)
But in real life conditions, it depends on many differents conditions, such as:
1- Maintainance Time (in this time "anomaly" is not "anomaly")
2- Sales time in day-off events, holidays, etc., RAM/CPU usages increase is normal, of courses
3- If percentages of CPU/RAM decrement are the same over 3 observations: 5 mins, 10 mins & 15 mins -> Anomaly. But if 5 mins decreased 50%, but 10 mins it didn't decrease too much (-5% ~ +5%) -> Not an "anomaly".
Currently I detect anomaly on formular likes this:
isAlert = (Diff5m >= 10 && Diff10m >= 15 && Diff30m >= 40)
where Diff is Different Percentage in Absolute value.
Unfortunately I don't save my "pure" data for building neural network, for example, when it detects anomaly, I modified that it is not an anomaly anymore.
I would like to add some attributes to my input for model, such as isMaintenance, isPromotion, isHoliday, etc. but sometimes it leads to overfitting.
I also want to my NN can adjust baseline over the time, for example, when my Service is more popular, etc.
There are any hints on these aims?
Thanks
I would say that an anomaly is an unusual outcome, i.e. a outcome that's not expected given the inputs. As you've figured out, there are a few variables that are expected to influence CPU and RAM usage. So why not feed those to the network? That's the whole point of Machine Learning. Your network will make a prediction of CPU usage, taking into account the sales volume, whether there is (or was) a maintenance window, etc.
Note that you probably don't need an isPromotion input if you include actual sales volumes. The former is a discrete input, and only captures a fraction of the information present in the totalSales input
Machine Learning definitely needs data. If you threw that away, you'll have to restart capturing it. As for adjusting the baseline, you can achieve that by overweighting recent input data.

Remove Spikes from Periodic Data with MATLAB

I have some data which is time-stamped by a NMEA GPS string that I decode in order to obtain the single data point Year, Month, Day, etcetera.
The problem is is that in few occasions the GPS (probably due to some signal loss) goes boinks and it spits out very very wrong stuff. This generates spikes in the time-stamp data as you can see from the attached picture which plots the vector of Days as outputted by the GPS.
As you can see, the GPS data are generally well behaved, and the days go between 1 and 30/31 each month before falling back to 1 at the next month. In certain moments though, the GPS spits out a random day.
I tried all the standard MATLAB functions for despiking (such as medfilt1 and findpeaks), but either they are not suited to the task, either I do not know how to set them up properly.
My other idea was to loop over differences between adjacent elements, but the vector is so big that the computer cannot really handle it.
Is there any vectorized way to go down such a road and detect those spikes?
Thanks so much!
you need to filter your data using a simple low pass to get rid of the outliers:
windowSize = 5;
b = (1/windowSize)*ones(1,windowSize);
a = 1;
FILTERED_DATA = filter(b,a,YOUR_DATA);
just play a bit with the windowSize until you get the smoothness you want.

Clustering in Matlab

Hi I am trying to cluster using linkage(). Here is the code I am trying..
Y = pdist(data);
Z = linkage(Y);
T = cluster(Z,'maxclust',4096);
I am getting error as follows
The number of elements exceeds the maximum allowed size in
MATLAB.
Error in ==> linkage at 135
Z = linkagemex(Y,method);
data size is 56710*128. How can I apply the code on small chunks of data and then merge those clusters optimally?? Or any other solution to the problem.
Matlab probably cannot cluster this many objects with this algorithm.
Most likely they use distance matrixes in their implementation. A pairwise distance matrix for 56710 objects needs 56710*56709/2=1,607,983,695 entries, or some 12 GB of RAM; most likely also a working copy of this is needed. Chances are that the default Matlab data structures are not prepared to handle this amount of data (and you won't want to wait for the algorithm to finish either; probably that is why they "allow" only a certain amount).
Try using a subset, and see how well it scales. If you use 1000 instances, does it work? How long does the computation take? If you increase to 2000, how much longer does it take?