online_regr.py

online_regr.py

from matplotlib.pylab import  figure, plot, title, xlabel, ylabel, xlim,show

import numpy as np
from pprint import pprint
import math
from onlineregression import OnlineRegression

def draw_plot(arr_x,arr_y,plot_title):
	plot(arr_x,arr_y,'bo-')
	title(plot_title)
	xlabel("X")
	ylabel("Y")
	xlim((0,len(arr_x)))

if __name__ == "__main__":
	arr_x=np.asarray([0, 1 ,2 ,3 ,4 ,5 ,6 ,7 ,8 ,9 ,10,11,12])
	arr_y=np.asarray([20,25,40,35,50,40,35,30,25,30,45,40,50])
	draw_plot(arr_x,arr_y,"Online Regression")

	sz=len(arr_x)
	data=dict()
	temp=OnlineRegression()
	idx=[]
	for i in range(sz):
		temp.push(arr_x[i],arr_y[i])
		if(i%3==0):
			idx.append(i)
			data[i]=dict()
			data[i][i] = OnlineRegression()
			data[i][i].push(arr_x[i],arr_y[i])
			idx_sz=len(idx)
			if idx_sz>1:
				prev = idx[-2]
				for j in reversed(idx[:-1]):
					data[i][j] = data[prev][j]+temp
					a=data[i][j]
					print("------- %d <--> %d -------" %(j,i))
					print("x :",arr_x[j:i+1])
					print("y :",arr_y[j:i+1])
					print("sum:",a.y)
					print("count:",a.n)
					print("mean:",a.mean_y())
					print("slope:",a.slope())
					print("intercept:",a.intercept())
					print("residuals:",a.residuals())
					print("std-error:",a.stderr())

			temp = OnlineRegression()

	from itertools import combinations
	segments = []
	for ifrom,ito in combinations(idx,2):
		if ito-ifrom>1:
			r = data[ito][ifrom]
			a= r.slope()
			b= r.intercept()
			line_x=[arr_x[ifrom],arr_x[ito]]
			line_y=[a*arr_x[ifrom]+b,a*arr_x[ito]+b]
			plot(line_x,line_y,'-')

	show()