add example to instruct.ipynb

instruct.ipynb

@@ -624,6 +624,42 @@
     "reconst_same_shape[1, 1, 2:]"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "id": "81888e95-6fbe-4375-8ecc-ae52a1133aec",
+   "metadata": {},
+   "source": [
+    "### for out-of-sample data transform and shape recasting"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "b938b5e1-a9c9-44b2-b082-fa56a15ebd4a",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "mts = np.random.randn(130, 100, 10)\n",
+    "test = mts[120:]\n",
+    "mts = mts[:120]\n",
+    "\n",
+    "qabba = JABBA(tol=0.01, init=\"agg\", alpha=0.001, verbose=0)\n",
+    "\n",
+    "strings = qabba.fit_transform(mts) \n",
+    "inverse_ts = qabba.inverse_transform(strings)\n",
+    "inverse_ts = qabba.recast_shape(inverse_ts)\n",
+    "np.sum(np.abs(mts - inverse_ts)**2)\n",
+    "\n",
+    "\n",
+    "import matplotlib.pyplot as plt\n",
+    "symbols_test, params_test = qabba.transform(test)\n",
+    "inverse_ts = qabba.inverse_transform(symbols_test, params_test)\n",
+    "inverse_ts = qabba.recast_shape(inverse_ts)\n",
+    "plt.plot(test[3], c='r', label='original')\n",
+    "plt.plot(inverse_ts[3], c='g', label='inverse')\n",
+    "plt.legend()"
+   ]
+  },
   {
    "cell_type": "markdown",
    "id": "f6bd7b2d-233f-4e1c-a1bd-08d9661ba66e",