task3心跳信号预测特征工程

特征工程

导入包并读取数据

# 包导入
import pandas as pd
import numpy as np
import tsfresh as tsf
from tsfresh import extract_features, select_features
from tsfresh.utilities.dataframe_functions import impute

# 数据读取
data_train = pd.read_csv("train.csv")
data_test_A = pd.read_csv("testA.csv")

print(data_train.shape)
print(data_test_A.shape)

(100000, 3)
(20000, 2)

data_train.head()

  	id		heartbeat_signals	                                label
0		0			0.9912297987616655,0.9435330436439665,0.764677…		0.0
1		1			0.9714822034884503,0.9289687459588268,0.572932…		0.0
2		2			1.0,0.9591487564065292,0.7013782792997189,0.23…		2.0
3		3			0.9757952826275774,0.9340884687738161,0.659636…		0.0
4		4			0.0,0.055816398940721094,0.26129357194994196,0…		2.0

data_test_A.head()

		id	    heartbeat_signals
0		100000	0.9915713654170097,1.0,0.6318163407681274,0.13…
1		100001	0.6075533139615096,0.5417083883163654,0.340694…
2		100002	0.9752726292239277,0.6710965234906665,0.686758…
3		100003	0.9956348033996116,0.9170249621481004,0.521096…
4		100004	1.0,0.8879490481178918,0.745564725322326,0.531…

3.3.2 数据预处理

# 对心电特征进行行转列处理，同时为每个心电信号加入时间步特征time
train_heartbeat_df = data_train["heartbeat_signals"].str.split(",", expand=True).stack()
train_heartbeat_df = train_heartbeat_df.reset_index()
train_heartbeat_df = train_heartbeat_df.set_index("level_0")
train_heartbeat_df.index.name = None
train_heartbeat_df.rename(columns={"level_1":"time", 0:"heartbeat_signals"}, inplace=True)
train_heartbeat_df["heartbeat_signals"] = train_heartbeat_df["heartbeat_signals"].astype(float)

train_heartbeat_df

			time		heartbeat_signals
0			0				0.991230
0			1				0.943533
0			2				0.764677
0			3				0.618571
0			4				0.379632
...		...			...
99999	200			0.000000
99999	201			0.000000
99999	202			0.000000
99999	203			0.000000
99999	204			0.000000

20500000 rows × 2 columns

# 将处理后的心电特征加入到训练数据中，同时将训练数据label列单独存储
data_train_label = data_train["label"]
data_train = data_train.drop("label", axis=1)
data_train = data_train.drop("heartbeat_signals", axis=1)
data_train = data_train.join(train_heartbeat_df)

data_train

			id		time	heartbeat_signals
0			0			0			0.991230
0			0			1			0.943533
0			0			2			0.764677
0			0			3			0.618571
0			0			4			0.379632
...		...		...		...
99999	99999	200		0.0
99999	99999	201		0.0
99999	99999	202		0.0
99999	99999	203		0.0
99999	99999	204		0.0

20500000 rows × 4 columns

data_train[data_train["id"]==1]

			id		time	heartbeat_signals
1			1			0			0.971482
1			1			1			0.928969
1			1			2			0.572933
1			1			3			0.178457
1			1			4			0.122962
...		...		...		...
1			1			200		0.0
1			1			201		0.0
1			1			202		0.0
1			1			203		0.0
1			1			204		0.0

205 rows × 4 columns

可以看到，每个样本的心电特征都由205个时间步的心电信号组成。

3.3.3 使用 tsfresh 进行时间序列特征处理

1. 特征抽取
   **Tsfresh（TimeSeries Fresh）**是一个Python第三方工具包。 它可以自动计算大量的时间序列数据的特征。此外，该包还包含了特征重要性评估、特征选择的方法，因此，不管是基于时序数据的分类问题还是回归问题，tsfresh都会是特征提取一个不错的选择。官方文档：Introduction — tsfresh 0.17.1.dev24+g860c4e1 documentation

from tsfresh import extract_features

# 特征提取
train_features = extract_features(data_train, column_id='id', column_sort='time')
train_features

id		sum_values		abs_energy		mean_abs_change		mean_change 	...
0			38.927945			18.216197			0.019894					-0.004859			...
1			19.445634			7.705092			0.019952					-0.004762			...
2			21.192974			9.140423			0.009863					-0.004902			...
...		...						...						...								...						...
99997	40.897057			16.412857			0.019470					-0.004538			...
99998	42.333303			14.281281			0.017032					-0.004902			...
99999	53.290117			21.637471			0.021870					-0.004539			...

100000 rows × 779 columns

2. 特征选择
   train_features中包含了heartbeat_signals的779种常见的时间序列特征（所有这些特征的解释可以去看官方文档），这其中有的特征可能为NaN值（产生原因为当前数据不支持此类特征的计算），使用以下方式去除NaN值：

from tsfresh.utilities.dataframe_functions import impute

# 去除抽取特征中的NaN值
impute(train_features)

id		sum_values		abs_energy		mean_abs_change		mean_change 	...
0			38.927945			18.216197			0.019894					-0.004859			...
1			19.445634			7.705092			0.019952					-0.004762			...
2			21.192974			9.140423			0.009863					-0.004902			...
...		...						...						...								...						...
99997	40.897057			16.412857			0.019470					-0.004538			...
99998	42.333303			14.281281			0.017032					-0.004902			...
99999	53.290117			21.637471			0.021870					-0.004539			...

100000 rows × 779 columns

接下来，按照特征和响应变量之间的相关性进行特征选择，这一过程包含两步：首先单独计算每个特征和响应变量之间的相关性，然后利用Benjamini-Yekutieli procedure [1] 进行特征选择，决定哪些特征可以被保留。

from tsfresh import select_features

# 按照特征和数据label之间的相关性进行特征选择
train_features_filtered = select_features(train_features, data_train_label)

train_features_filtered

id		sum_values		fft_coefficient__attr_"abs"__coeff_35		fft_coefficient__attr_"abs"__coeff_34		...
0			38.927945			1.168685																0.982133																...
1			19.445634			1.460752																1.924501																...
2			21.192974			1.787166																2.1469872																...
...		...						...																			...																			...
99997	40.897057			1.190514																0.674603																...
99998	42.333303			1.237608																1.325212																...
99999	53.290117			0.154759																2.921164																...

100000 rows × 700 columns

可以看到经过特征选择，留下了700个特征。