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import time
import h5py
import hdbscan
import numpy as np
import torch
from sklearn.cluster import MeanShift
from pytorch3dunet.datasets.hdf5 import SliceBuilder
from pytorch3dunet.unet3d.utils import get_logger
from pytorch3dunet.unet3d.utils import unpad
logger = get_logger('UNet3DPredictor')
class _AbstractPredictor:
def __init__(self, model, loader, output_file, config, **kwargs):
self.model = model
self.loader = loader
self.output_file = output_file
self.config = config
self.predictor_config = kwargs
@staticmethod
def _volume_shape(dataset):
# TODO: support multiple internal datasets
raw = dataset.raws[0]
if raw.ndim == 3:
return raw.shape
else:
return raw.shape[1:]
@staticmethod
def _get_output_dataset_names(number_of_datasets, prefix='predictions'):
if number_of_datasets == 1:
return [prefix]
else:
return [f'{prefix}{i}' for i in range(number_of_datasets)]
def predict(self):
raise NotImplementedError
class StandardPredictor(_AbstractPredictor):
"""
Applies the model on the given dataset and saves the result in the `output_file` in the H5 format.
Predictions from the network are kept in memory. If the results from the network don't fit in into RAM
use `LazyPredictor` instead.
The output dataset names inside the H5 is given by `des_dataset_name` config argument. If the argument is
not present in the config 'predictions{n}' is used as a default dataset name, where `n` denotes the number
of the output head from the network.
Args:
model (Unet3D): trained 3D UNet model used for prediction
data_loader (torch.utils.data.DataLoader): input data loader
output_file (str): path to the output H5 file
config (dict): global config dict
"""
def __init__(self, model, loader, output_file, config, **kwargs):
super().__init__(model, loader, output_file, config, **kwargs)
def predict(self):
out_channels = self.config['model'].get('out_channels')
if out_channels is None:
out_channels = self.config['model']['dt_out_channels']
prediction_channel = self.config.get('prediction_channel', None)
if prediction_channel is not None:
logger.info(f"Using only channel '{prediction_channel}' from the network output")
device = self.config['device']
output_heads = self.config['model'].get('output_heads', 1)
logger.info(f'Running prediction on {len(self.loader)} batches...')
# dimensionality of the the output predictions
volume_shape = self._volume_shape(self.loader.dataset)
if prediction_channel is None:
prediction_maps_shape = (out_channels,) + volume_shape
else:
# single channel prediction map
prediction_maps_shape = (1,) + volume_shape
logger.info(f'The shape of the output prediction maps (CDHW): {prediction_maps_shape}')
avoid_block_artifacts = self.predictor_config.get('avoid_block_artifacts', True)
logger.info(f'Avoid block artifacts: {avoid_block_artifacts}')
# create destination H5 file
h5_output_file = h5py.File(self.output_file, 'w')
# allocate prediction and normalization arrays
logger.info('Allocating prediction and normalization arrays...')
prediction_maps, normalization_masks = self._allocate_prediction_maps(prediction_maps_shape,
output_heads, h5_output_file)
# Sets the module in evaluation mode explicitly (necessary for batchnorm/dropout layers if present)
self.model.eval()
# Set the `testing=true` flag otherwise the final Softmax/Sigmoid won't be applied!
self.model.testing = True
# Run predictions on the entire input dataset
with torch.no_grad():
for batch, indices in self.loader:
# send batch to device
batch = batch.to(device)
# forward pass
predictions = self.model(batch)
# wrap predictions into a list if there is only one output head from the network
if output_heads == 1:
predictions = [predictions]
# for each output head
for prediction, prediction_map, normalization_mask in zip(predictions, prediction_maps,
normalization_masks):
# convert to numpy array
prediction = prediction.cpu().numpy()
# for each batch sample
for pred, index in zip(prediction, indices):
# save patch index: (C,D,H,W)
if prediction_channel is None:
channel_slice = slice(0, out_channels)
else:
channel_slice = slice(0, 1)
index = (channel_slice,) + index
if prediction_channel is not None:
# use only the 'prediction_channel'
logger.info(f"Using channel '{prediction_channel}'...")
pred = np.expand_dims(pred[prediction_channel], axis=0)
logger.info(f'Saving predictions for slice:{index}...')
if avoid_block_artifacts:
# unpad in order to avoid block artifacts in the output probability maps
u_prediction, u_index = unpad(pred, index, volume_shape)
# accumulate probabilities into the output prediction array
prediction_map[u_index] += u_prediction
# count voxel visits for normalization
normalization_mask[u_index] += 1
else:
# accumulate probabilities into the output prediction array
prediction_map[index] += pred
# count voxel visits for normalization
normalization_mask[index] += 1
# save results to
self._save_results(prediction_maps, normalization_masks, output_heads, h5_output_file, self.loader.dataset)
# close the output H5 file
h5_output_file.close()
def _allocate_prediction_maps(self, output_shape, output_heads, output_file):
# initialize the output prediction arrays
prediction_maps = [ | np.zeros(output_shape, dtype='float32') | numpy.zeros |
import numpy as np
import cv2
import os
import json
import glob
from PIL import Image, ImageDraw
plate_diameter = 25 #cm
plate_depth = 1.5 #cm
plate_thickness = 0.2 #cm
def Max(x, y):
if (x >= y):
return x
else:
return y
def polygons_to_mask(img_shape, polygons):
mask = np.zeros(img_shape, dtype=np.uint8)
mask = Image.fromarray(mask)
xy = list(map(tuple, polygons))
ImageDraw.Draw(mask).polygon(xy=xy, outline=1, fill=1)
mask = np.array(mask, dtype=bool)
return mask
def mask2box(mask):
index = | np.argwhere(mask == 1) | numpy.argwhere |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), | np.linspace(-2, 2, 101) | numpy.linspace |
# -*- coding: utf-8 -*-
import argparse
import os
import shutil
import time
import numpy as np
import random
from collections import OrderedDict
import torch
import torch.backends.cudnn as cudnn
from callbacks import AverageMeter
from data_utils.causal_data_loader_frames import VideoFolder
from utils import save_results
from tqdm import tqdm
parser = argparse.ArgumentParser(description='Counterfactual CAR')
# Path, dataset and log related arguments
parser.add_argument('--root_frames', type=str, default='/mnt/data1/home/sunpengzhan/sth-sth-v2/',
help='path to the folder with frames')
parser.add_argument('--json_data_train', type=str, default='../data/dataset_splits/compositional/train.json',
help='path to the json file with train video meta data')
parser.add_argument('--json_data_val', type=str, default='../data/dataset_splits/compositional/validation.json',
help='path to the json file with validation video meta data')
parser.add_argument('--json_file_labels', type=str, default='../data/dataset_splits/compositional/labels.json',
help='path to the json file with ground truth labels')
parser.add_argument('--dataset', default='smth_smth',
help='which dataset to train')
parser.add_argument('--logname', default='my_method',
help='name of the experiment for checkpoints and logs')
parser.add_argument('--print_freq', '-p', default=20, type=int,
metavar='N', help='print frequency (default: 20)')
parser.add_argument('--ckpt', default='./ckpt',
help='folder to output checkpoints')
parser.add_argument('--resume_vision', default='', type=str, metavar='PATH',
help='path to latest checkpoint (default: none)')
parser.add_argument('--resume_coord', default='', type=str, metavar='PATH',
help='path to latest checkpoint (default: none)')
parser.add_argument('--resume_fusion', default='', type=str, metavar='PATH',
help='path to latest checkpoint (default: none)')
# model, image&feature dim and training related arguments
parser.add_argument('--model_vision', default='rgb_roi')
parser.add_argument('--model_coord', default='interaction')
parser.add_argument('--model_fusion', default='concat_fusion')
parser.add_argument('--fusion_function', default='fused_sum', type=str,
help='function for fusing activations from each branch')
parser.add_argument('--img_feature_dim', default=512, type=int, metavar='N',
help='intermediate feature dimension for image-based features')
parser.add_argument('--coord_feature_dim', default=512, type=int, metavar='N',
help='intermediate feature dimension for coord-based features')
parser.add_argument('--size', default=224, type=int, metavar='N',
help='primary image input size')
parser.add_argument('--num_boxes', default=4, type=int,
help='num of boxes for each image')
parser.add_argument('--num_frames', default=16, type=int,
help='num of frames for the model')
parser.add_argument('--num_classes', default=174, type=int,
help='num of class in the model')
parser.add_argument('--epochs', default=30, type=int, metavar='N',
help='number of total epochs to run')
parser.add_argument('--start_epoch', default=None, type=int, metavar='N',
help='manual epoch number (useful on restarts)')
parser.add_argument('--batch_size', '-b', default=16, type=int,
metavar='N', help='mini-batch size')
parser.add_argument('--lr', '--learning-rate', default=0.01, type=float,
metavar='LR', help='initial learning rate')
parser.add_argument('--lr_steps', default=[24, 35, 45], type=float, nargs="+",
metavar='LRSteps', help='epochs to decay learning rate by 10')
parser.add_argument('--momentum', default=0.9, type=float, metavar='M',
help='momentum')
parser.add_argument('--weight_decay', '--wd', default=0.0001, type=float,
metavar='W', help='weight decay (default: 1e-4)')
parser.add_argument('--clip_gradient', '-cg', default=5, type=float,
metavar='W', help='gradient norm clipping (default: 5)')
parser.add_argument('--search_stride', type=int, default=5, help='test performance every n strides')
# train mode, hardware setting and others related arguments
parser.add_argument('-j', '--workers', default=4, type=int, metavar='N',
help='number of data loading workers (default: 4)')
parser.add_argument('-e', '--evaluate', dest='evaluate', action='store_true',
help='evaluate model on validation set')
parser.add_argument('--cf_inference_group', action='store_true', help='counterfactual inference model on validation set')
parser.add_argument('--parallel', default=True, type=bool,
help='whether or not train with multi GPUs')
parser.add_argument('--gpu_index', type=str, default='0, 1, 2, 3', help='the index of gpu you want to use')
best_loss = 1000000
def main():
global args, best_loss
args = parser.parse_args()
os.environ['CUDA_VISIBLE_DEVICES'] = args.gpu_index
print(args)
# create vision model
if args.model_vision == 'global_i3d':
from model.model_lib import VideoGlobalModel as RGBModel
print('global_i3d loaded!!')
elif args.model_vision == 'rgb_roi':
from model.model_lib import BboxVisualModel as RGBModel
print('rgb_roi loaded!!')
else:
print("no such a vision model!")
# create coord model
if args.model_coord == 'interaction':
from model.model_lib import BboxInteractionLatentModel as BboxModel
print('interaction loaded!!')
else:
print("no such a coordinate model!")
# create fusion model
if args.model_fusion == 'concat_fusion':
from model.model_lib import ConcatFusionModel as FusionModel
print('concat_fusion loaded!!')
else:
print('no such a fusion model!')
# load model branch
vision_model = RGBModel(args)
coord_model = BboxModel(args)
fusion_model = FusionModel(args)
# create the fusion function for the activation of three branches
if args.fusion_function == 'fused_sum':
from fusion_function import logsigsum as fusion_func
print('fused_sum loaded!!')
elif args.fusion_function == 'naive_sum':
from fusion_function import naivesum as fusion_func
print('naive_sum loaded!!')
else:
print('no such a fusion function!')
fusion_function = fusion_func()
if args.parallel:
vision_model = torch.nn.DataParallel(vision_model).cuda()
coord_model = torch.nn.DataParallel(coord_model).cuda()
fusion_model = torch.nn.DataParallel(fusion_model).cuda()
else:
vision_model = vision_model.cuda()
coord_model = coord_model.cuda()
fusion_model = fusion_model.cuda()
# optionally resume vision model from a checkpoint
if args.resume_vision:
assert os.path.isfile(args.resume_vision), "No checkpoint found at '{}'".format(args.resume_vision)
print("=> loading checkpoint '{}'".format(args.resume_vision))
checkpoint = torch.load(args.resume_vision)
if args.start_epoch is None:
args.start_epoch = checkpoint['epoch']
best_loss = checkpoint['best_loss']
vision_model.load_state_dict(checkpoint['state_dict'])
print("=> loaded checkpoint '{}' (epoch {})"
.format(args.resume_vision, checkpoint['epoch']))
# optionally resume coord model from a checkpoint
if args.resume_coord:
assert os.path.isfile(args.resume_coord), "No checkpoint found at '{}'".format(args.resume_coord)
print("=> loading checkpoint '{}'".format(args.resume_coord))
checkpoint = torch.load(args.resume_coord)
if args.start_epoch is None:
args.start_epoch = checkpoint['epoch']
best_loss = checkpoint['best_loss']
coord_model.load_state_dict(checkpoint['state_dict'])
print("=> loaded checkpoint '{}' (epoch {})"
.format(args.resume_coord, checkpoint['epoch']))
if args.resume_fusion:
assert os.path.isfile(args.resume_fusion), "No checkpoint found at '{}'".format(args.resume_fusion)
print("=> loading checkpoint '{}'".format(args.resume_fusion))
checkpoint = torch.load(args.resume_fusion)
if args.start_epoch is None:
args.start_epoch = checkpoint['epoch']
best_loss = checkpoint['best_loss']
fusion_model.load_state_dict(checkpoint['state_dict'])
print("=> loaded checkpoint '{}' (epoch {})"
.format(args.resume_fusion, checkpoint['epoch']))
if args.start_epoch is None:
args.start_epoch = 0
cudnn.benchmark = True
# create training and validation dataset
dataset_train = VideoFolder(root=args.root_frames,
num_boxes=args.num_boxes,
file_input=args.json_data_train,
file_labels=args.json_file_labels,
frames_duration=args.num_frames,
args=args,
is_val=False,
if_augment=True,
)
dataset_val = VideoFolder(root=args.root_frames,
num_boxes=args.num_boxes,
file_input=args.json_data_val,
file_labels=args.json_file_labels,
frames_duration=args.num_frames,
args=args,
is_val=True,
if_augment=True,
)
# create training and validation loader
train_loader = torch.utils.data.DataLoader(
dataset_train,
batch_size=args.batch_size, shuffle=True,
num_workers=args.workers, drop_last=True,
pin_memory=True
)
val_loader = torch.utils.data.DataLoader(
dataset_val, drop_last=True,
batch_size=args.batch_size, shuffle=False,
num_workers=args.workers, pin_memory=False
)
model_list = [vision_model, coord_model, fusion_model]
optimizer_vision = torch.optim.SGD(filter(lambda p: p.requires_grad, vision_model.parameters()),
momentum=args.momentum, lr=args.lr, weight_decay=args.weight_decay)
optimizer_coord = torch.optim.SGD(filter(lambda p: p.requires_grad, coord_model.parameters()),
momentum=args.momentum, lr=args.lr, weight_decay=args.weight_decay)
optimizer_fusion = torch.optim.SGD(filter(lambda p: p.requires_grad, fusion_model.parameters()),
momentum=args.momentum, lr=args.lr, weight_decay=args.weight_decay)
optimizer_list = [optimizer_vision, optimizer_coord, optimizer_fusion]
criterion = torch.nn.CrossEntropyLoss()
search_list = np.linspace(0.0, 1.0, 11)
# factual inference (vanilla test stage)
if args.evaluate:
validate(val_loader, model_list, fusion_function, criterion, class_to_idx=dataset_val.classes_dict)
return
# Counterfactual inference by trying a list of hyperparameter
if args.cf_inference_group:
cf_inference_group(val_loader, model_list, fusion_function, search_list,
class_to_idx=dataset_val.classes_dict)
return
print('training begin...')
for epoch in tqdm(range(args.start_epoch, args.epochs)):
adjust_learning_rate(optimizer_vision, epoch, args.lr_steps, 'vision')
adjust_learning_rate(optimizer_coord, epoch, args.lr_steps, 'coord')
adjust_learning_rate(optimizer_fusion, epoch, args.lr_steps, 'fusion')
# train for one epoch
train(train_loader, model_list, fusion_function, optimizer_list, epoch, criterion)
if (epoch+1) >= 30 and (epoch + 1) % args.search_stride == 0:
loss = validate(val_loader, model_list, fusion_function, criterion,
epoch=epoch, class_to_idx=dataset_val.classes_dict)
else:
loss = 100
# remember best loss and save checkpoint
is_best = loss < best_loss
best_loss = min(loss, best_loss)
save_checkpoint(
{
'epoch': epoch + 1,
'state_dict': vision_model.state_dict(),
'best_loss': best_loss,
},
is_best,
os.path.join(args.ckpt, '{}_{}'.format(args.model_vision, args.logname)))
save_checkpoint(
{
'epoch': epoch + 1,
'state_dict': coord_model.state_dict(),
'best_loss': best_loss,
},
is_best,
os.path.join(args.ckpt, '{}_{}'.format(args.model_coord, args.logname)))
save_checkpoint(
{
'epoch': epoch + 1,
'state_dict': fusion_model.state_dict(),
'best_loss': best_loss,
},
is_best,
os.path.join(args.ckpt, '{}_{}'.format(args.model_fusion, args.logname)))
def train(train_loader, model_list, fusion_function,
optimizer_list, epoch, criterion):
global args
batch_time = AverageMeter()
data_time = AverageMeter()
losses = AverageMeter()
acc_top1 = AverageMeter()
acc_top5 = AverageMeter()
# load three model branches
[vision_model, coord_model, fusion_model] = model_list
# load four optimizers, including the one designed for uniform assumption
[optimizer_vision, optimizer_coord, optimizer_fusion] = optimizer_list
# switch to train mode
vision_model.train()
coord_model.train()
fusion_model.train()
end = time.time()
for i, (global_img_tensors, box_tensors, box_categories, video_label) in enumerate(train_loader):
data_time.update(time.time() - end)
# obtain the activation and vision features from vision branch
output_vision, feature_vision = vision_model(global_img_tensors.cuda(), box_categories, box_tensors.cuda(), video_label)
output_vision = output_vision.view((-1, len(train_loader.dataset.classes)))
# obtain the activation and coordinate features from coordinate branch
output_coord, feature_coord = coord_model(global_img_tensors, box_categories.cuda(), box_tensors.cuda(), video_label)
output_coord = output_coord.view((-1, len(train_loader.dataset.classes)))
# detach the computation graph, avoid the gradient confusion
feature_vision_detached = feature_vision.detach()
feature_coord_detached = feature_coord.detach()
# obtain the activation of fusion branch
output_fusion = fusion_model(feature_vision_detached.cuda(), feature_coord_detached.cuda())
output_fusion = output_fusion.view((-1, len(train_loader.dataset.classes)))
output_factual = fusion_function(output_vision, output_coord, output_fusion)
# loss_fusion is the loss of output_fusion(fused, obtained from the fusion_function)
loss_vision = criterion(output_vision, video_label.long().cuda())
loss_coord = criterion(output_coord, video_label.long().cuda())
loss_fusion = criterion(output_fusion, video_label.long().cuda())
loss_factual = criterion(output_factual, video_label.long().cuda())
# Measure the accuracy of the sum of three branch activation results
acc1, acc5 = accuracy(output_factual.cpu(), video_label, topk=(1, 5))
# record the accuracy and loss
losses.update(loss_factual.item(), global_img_tensors.size(0))
acc_top1.update(acc1.item(), global_img_tensors.size(0))
acc_top5.update(acc5.item(), global_img_tensors.size(0))
# refresh the optimizer
optimizer_vision.zero_grad()
optimizer_coord.zero_grad()
optimizer_fusion.zero_grad()
loss = loss_vision + loss_coord + loss_factual
loss.backward()
if args.clip_gradient is not None:
torch.nn.utils.clip_grad_norm_(vision_model.parameters(), args.clip_gradient)
# update the parameter
optimizer_vision.step()
optimizer_coord.step()
optimizer_fusion.step()
batch_time.update(time.time() - end)
end = time.time()
if i % args.print_freq == 0:
print('Epoch: [{0}][{1}/{2}]\t'
'Time {batch_time.val:.3f} ({batch_time.avg:.3f})\t'
'Data {data_time.val:.3f} ({data_time.avg:.3f})\t'
'Loss {loss.val:.4f} ({loss.avg:.4f})\t'
'Acc1 {acc_top1.val:.1f} ({acc_top1.avg:.1f})\t'
'Acc5 {acc_top5.val:.1f} ({acc_top5.avg:.1f})'.format(
epoch, i, len(train_loader), batch_time=batch_time,
data_time=data_time, loss=losses,
acc_top1=acc_top1, acc_top5=acc_top5))
def validate(val_loader, model_list, fusion_function, criterion,
epoch=None, class_to_idx=None):
batch_time = AverageMeter()
losses = AverageMeter()
acc_top1 = AverageMeter()
acc_top5 = AverageMeter()
logits_matrix = []
targets_list = []
# unpack three models
[vision_model, coord_model, fusion_model] = model_list
# switch to evaluate mode
vision_model.eval()
coord_model.eval()
fusion_model.eval()
end = time.time()
for i, (global_img_tensors, box_tensors, box_categories, video_label) in enumerate(val_loader):
# compute output
with torch.no_grad():
output_vision, feature_vision = vision_model(global_img_tensors.cuda(), box_categories, box_tensors.cuda(), video_label)
output_vision = output_vision.view((-1, len(val_loader.dataset.classes)))
output_coord, feature_coord = coord_model(global_img_tensors, box_categories.cuda(), box_tensors.cuda(), video_label)
output_coord = output_coord.view((-1, len(val_loader.dataset.classes)))
# detach the computation graph, avoid the gradient confusion
feature_vision_detached = feature_vision.detach()
feature_coord_detached = feature_coord.detach()
# obtain the activation of fusion branch
output_fusion = fusion_model(feature_vision_detached.cuda(), feature_coord_detached.cuda())
output_fusion = output_fusion.view((-1, len(val_loader.dataset.classes)))
# fuse three outputs
output_factual = fusion_function(output_vision, output_coord, output_fusion)
# warning: loss_fusion is the loss of output_fusion(fused, obtained from the fusion_function)
loss_vision = criterion(output_vision, video_label.long().cuda())
loss_coord = criterion(output_coord, video_label.long().cuda())
loss_fusion = criterion(output_factual, video_label.long().cuda())
# statistic result from fusion_branch or value after fusion function
output = output_factual
loss = loss_vision
acc1, acc5 = accuracy(output.cpu(), video_label, topk=(1, 5))
if args.evaluate:
logits_matrix.append(output.cpu().data.numpy())
targets_list.append(video_label.cpu().numpy())
# measure accuracy and record loss
losses.update(loss.item(), global_img_tensors.size(0))
acc_top1.update(acc1.item(), global_img_tensors.size(0))
acc_top5.update(acc5.item(), global_img_tensors.size(0))
# measure elapsed time
batch_time.update(time.time() - end)
end = time.time()
if i % args.print_freq == 0 or i + 1 == len(val_loader):
print('Test: [{0}/{1}]\t'
'Time {batch_time.val:.3f} ({batch_time.avg:.3f})\t'
'Loss {loss.val:.4f} ({loss.avg:.4f})\t'
'Acc1 {acc_top1.val:.1f} ({acc_top1.avg:.1f})\t'
'Acc5 {acc_top5.val:.1f} ({acc_top5.avg:.1f})\t'.format(
i, len(val_loader), batch_time=batch_time, loss=losses,
acc_top1=acc_top1, acc_top5=acc_top5,
))
if args.evaluate:
logits_matrix = np.concatenate(logits_matrix)
targets_list = | np.concatenate(targets_list) | numpy.concatenate |
"""
Functions for loading input data.
Author: <NAME> <<EMAIL>>
"""
import os
import numpy as np
def load_img(path: str, img_nums: list, shape: tuple) -> np.array:
"""
Loads a image in the human-readable format.
Args:
path:
The path to the to the folder with mnist images.
img_nums:
A list with the numbers of the images we want to load.
shape:
The shape of a single image.
Returns:
The images as a MxCx28x28 numpy array.
"""
images = np.zeros((len(img_nums), *shape), dtype=float)
for idx, i in enumerate(img_nums):
file = os.path.join(path, "image" + str(i))
with open(file, "r") as f:
data = [float(pixel) for pixel in f.readlines()[0].split(",")[:-1]]
images[idx, :, :] = | np.array(data) | numpy.array |
import cv2, time
import numpy as np
import Tkinter
"""
Wraps up some interfaces to opencv user interface methods (displaying
image frames, event handling, etc).
If desired, an alternative UI could be built and imported into get_pulse.py
instead. Opencv is used to perform much of the data analysis, but there is no
reason it has to be used to handle the UI as well. It just happens to be very
effective for our purposes.
"""
def resize(*args, **kwargs):
return cv2.resize(*args, **kwargs)
def moveWindow(*args,**kwargs):
return
def imshow(root,args,kwargs):
image = cv2.cvtColor(output_frame, cv2.COLOR_BGR2RGB)
image = Image.fromarray(image)
image = ImageTk.PhotoImage(image)
return Tkinter.Label(root, image=kwargs).pack()
#return cv2.imshow(*args,**kwargs)
def destroyWindow(*args,**kwargs):
return cv2.destroyWindow(*args,**kwargs)
def waitKey(*args,**kwargs):
return cv2.waitKey(*args,**kwargs)
"""
The rest of this file defines some GUI plotting functionality. There are plenty
of other ways to do simple x-y data plots in python, but this application uses
cv2.imshow to do real-time data plotting and handle user interaction.
This is entirely independent of the data calculation functions, so it can be
replaced in the get_pulse.py application easily.
"""
def combine(left, right):
"""Stack images horizontally.
"""
h = max(left.shape[0], right.shape[0])
w = left.shape[1] + right.shape[1]
hoff = left.shape[0]
shape = list(left.shape)
shape[0] = h
shape[1] = w
comb = np.zeros(tuple(shape),left.dtype)
# left will be on left, aligned top, with right on right
comb[:left.shape[0],:left.shape[1]] = left
comb[:right.shape[0],left.shape[1]:] = right
return comb
def plotXY(data,size = (280,640),margin = 25,name = "data",labels=[], skip = [],
showmax = [], bg = None,label_ndigits = [], showmax_digits=[]):
for x,y in data:
if len(x) < 2 or len(y) < 2:
return
n_plots = len(data)
w = float(size[1])
h = size[0]/float(n_plots)
z = | np.zeros((size[0],size[1],3)) | numpy.zeros |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = | np.linspace(minima_x[-2], maxima_x[-2], 101) | numpy.linspace |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), | np.linspace(-2, 2, 101) | numpy.linspace |
import numpy as np
from albumentations import (Compose, HorizontalFlip, VerticalFlip, Rotate, RandomRotate90,
ShiftScaleRotate, ElasticTransform,
GridDistortion, RandomSizedCrop, RandomCrop, CenterCrop,
RandomBrightnessContrast, HueSaturationValue, IAASharpen,
RandomGamma, RandomBrightness, RandomBrightnessContrast,
GaussianBlur,CLAHE,
Cutout, CoarseDropout, GaussNoise, ChannelShuffle, ToGray, OpticalDistortion,
Normalize, OneOf, NoOp)
from albumentations.pytorch import ToTensorV2 as ToTensor
from get_config import get_config
config = get_config()
MEAN = | np.array([0.485, 0.456, 0.406]) | numpy.array |
import numpy as np
import pytest
import theano
import theano.tensor as tt
# Don't import test classes otherwise they get tested as part of the file
from tests import unittest_tools as utt
from tests.gpuarray.config import mode_with_gpu, mode_without_gpu, test_ctx_name
from tests.tensor.test_basic import (
TestAlloc,
TestComparison,
TestJoinAndSplit,
TestReshape,
)
from tests.tensor.utils import rand, safe_make_node
from theano.gpuarray.basic_ops import (
GpuAlloc,
GpuAllocEmpty,
GpuContiguous,
GpuEye,
GpuFromHost,
GpuJoin,
GpuReshape,
GpuSplit,
GpuToGpu,
GpuTri,
HostFromGpu,
gpu_contiguous,
gpu_join,
host_from_gpu,
)
from theano.gpuarray.elemwise import GpuDimShuffle, GpuElemwise
from theano.gpuarray.subtensor import GpuSubtensor
from theano.gpuarray.type import GpuArrayType, get_context, gpuarray_shared_constructor
from theano.tensor import TensorType
from theano.tensor.basic import alloc
pygpu = pytest.importorskip("pygpu")
gpuarray = pygpu.gpuarray
utt.seed_rng()
rng = np.random.RandomState(seed=utt.fetch_seed())
def inplace_func(
inputs,
outputs,
mode=None,
allow_input_downcast=False,
on_unused_input="raise",
name=None,
):
if mode is None:
mode = mode_with_gpu
return theano.function(
inputs,
outputs,
mode=mode,
allow_input_downcast=allow_input_downcast,
accept_inplace=True,
on_unused_input=on_unused_input,
name=name,
)
def fake_shared(value, name=None, strict=False, allow_downcast=None, **kwargs):
from theano.tensor.sharedvar import scalar_constructor, tensor_constructor
for c in (gpuarray_shared_constructor, tensor_constructor, scalar_constructor):
try:
return c(
value, name=name, strict=strict, allow_downcast=allow_downcast, **kwargs
)
except TypeError:
continue
def rand_gpuarray(*shape, **kwargs):
r = rng.rand(*shape) * 2 - 1
dtype = kwargs.pop("dtype", theano.config.floatX)
cls = kwargs.pop("cls", None)
if len(kwargs) != 0:
raise TypeError("Unexpected argument %s", list(kwargs.keys())[0])
return gpuarray.array(r, dtype=dtype, cls=cls, context=get_context(test_ctx_name))
def makeTester(
name,
op,
gpu_op,
cases,
checks=None,
mode_gpu=mode_with_gpu,
mode_nogpu=mode_without_gpu,
skip=False,
eps=1e-10,
):
if checks is None:
checks = {}
_op = op
_gpu_op = gpu_op
_cases = cases
_skip = skip
_checks = checks
class Checker(utt.OptimizationTestMixin):
op = staticmethod(_op)
gpu_op = staticmethod(_gpu_op)
cases = _cases
skip = _skip
checks = _checks
def setup_method(self):
eval(self.__class__.__module__ + "." + self.__class__.__name__)
def test_all(self):
if skip:
pytest.skip(skip)
for testname, inputs in cases.items():
for _ in range(len(inputs)):
if type(inputs[_]) is float:
inputs[_] = np.asarray(inputs[_], dtype=theano.config.floatX)
self.run_case(testname, inputs)
def run_case(self, testname, inputs):
inputs_ref = [theano.shared(inp) for inp in inputs]
inputs_tst = [theano.shared(inp) for inp in inputs]
try:
node_ref = safe_make_node(self.op, *inputs_ref)
node_tst = safe_make_node(self.op, *inputs_tst)
except Exception as exc:
err_msg = (
"Test %s::%s: Error occurred while making " "a node with inputs %s"
) % (self.gpu_op, testname, inputs)
exc.args += (err_msg,)
raise
try:
f_ref = inplace_func([], node_ref.outputs, mode=mode_nogpu)
f_tst = inplace_func([], node_tst.outputs, mode=mode_gpu)
except Exception as exc:
err_msg = (
"Test %s::%s: Error occurred while trying to " "make a Function"
) % (self.gpu_op, testname)
exc.args += (err_msg,)
raise
self.assertFunctionContains1(f_tst, self.gpu_op)
ref_e = None
try:
expecteds = f_ref()
except Exception as exc:
ref_e = exc
try:
variables = f_tst()
except Exception as exc:
if ref_e is None:
err_msg = (
"Test %s::%s: exception when calling the " "Function"
) % (self.gpu_op, testname)
exc.args += (err_msg,)
raise
else:
# if we raised an exception of the same type we're good.
if isinstance(exc, type(ref_e)):
return
else:
err_msg = (
"Test %s::%s: exception raised during test "
"call was not the same as the reference "
"call (got: %s, expected %s)"
% (self.gpu_op, testname, type(exc), type(ref_e))
)
exc.args += (err_msg,)
raise
for i, (variable, expected) in enumerate(zip(variables, expecteds)):
condition = (
variable.dtype != expected.dtype
or variable.shape != expected.shape
or not TensorType.values_eq_approx(variable, expected)
)
assert not condition, (
"Test %s::%s: Output %s gave the wrong "
"value. With inputs %s, expected %s "
"(dtype %s), got %s (dtype %s)."
% (
self.op,
testname,
i,
inputs,
expected,
expected.dtype,
variable,
variable.dtype,
)
)
for description, check in self.checks.items():
assert check(inputs, variables), (
"Test %s::%s: Failed check: %s " "(inputs were %s, ouputs were %s)"
) % (self.op, testname, description, inputs, variables)
Checker.__name__ = name
if hasattr(Checker, "__qualname__"):
Checker.__qualname__ = name
return Checker
def test_transfer_cpu_gpu():
a = tt.fmatrix("a")
g = GpuArrayType(dtype="float32", broadcastable=(False, False))("g")
av = np.asarray(rng.rand(5, 4), dtype="float32")
gv = gpuarray.array(av, context=get_context(test_ctx_name))
f = theano.function([a], GpuFromHost(test_ctx_name)(a))
fv = f(av)
assert GpuArrayType.values_eq(fv, gv)
f = theano.function([g], host_from_gpu(g))
fv = f(gv)
assert np.all(fv == av)
def test_transfer_gpu_gpu():
g = GpuArrayType(
dtype="float32", broadcastable=(False, False), context_name=test_ctx_name
)()
av = np.asarray(rng.rand(5, 4), dtype="float32")
gv = gpuarray.array(av, context=get_context(test_ctx_name))
mode = mode_with_gpu.excluding(
"cut_gpua_host_transfers", "local_cut_gpua_host_gpua"
)
f = theano.function([g], GpuToGpu(test_ctx_name)(g), mode=mode)
topo = f.maker.fgraph.toposort()
assert len(topo) == 1
assert isinstance(topo[0].op, GpuToGpu)
fv = f(gv)
assert GpuArrayType.values_eq(fv, gv)
def test_transfer_strided():
# This is just to ensure that it works in theano
# libgpuarray has a much more comprehensive suit of tests to
# ensure correctness
a = tt.fmatrix("a")
g = GpuArrayType(dtype="float32", broadcastable=(False, False))("g")
av = np.asarray(rng.rand(5, 8), dtype="float32")
gv = gpuarray.array(av, context=get_context(test_ctx_name))
av = av[:, ::2]
gv = gv[:, ::2]
f = theano.function([a], GpuFromHost(test_ctx_name)(a))
fv = f(av)
assert GpuArrayType.values_eq(fv, gv)
f = theano.function([g], host_from_gpu(g))
fv = f(gv)
assert np.all(fv == av)
def gpu_alloc_expected(x, *shp):
g = gpuarray.empty(shp, dtype=x.dtype, context=get_context(test_ctx_name))
g[:] = x
return g
TestGpuAlloc = makeTester(
name="GpuAllocTester",
# The +1 is there to allow the lift to the GPU.
op=lambda *args: alloc(*args) + 1,
gpu_op=GpuAlloc(test_ctx_name),
cases=dict(
correct01=(rand(), np.int32(7)),
# just gives a DeepCopyOp with possibly wrong results on the CPU
# correct01_bcast=(rand(1), np.int32(7)),
correct02=(rand(), np.int32(4), np.int32(7)),
correct12=(rand(7), np.int32(4), np.int32(7)),
correct13=(rand(7), np.int32(2), np.int32(4), np.int32(7)),
correct23=(rand(4, 7), np.int32(2), np.int32(4), | np.int32(7) | numpy.int32 |
# pvtrace is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 3 of the License, or
# (at your option) any later version.
#
# pvtrace is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
import numpy as np
from external.transformations import translation_matrix, rotation_matrix
import external.transformations as tf
from Trace import Photon
from Geometry import Box, Cylinder, FinitePlane, transform_point, transform_direction, rotation_matrix_from_vector_alignment, norm
from Materials import Spectrum
def random_spherecial_vector():
# This method of calculating isotropic vectors is taken from GNU Scientific Library
LOOP = True
while LOOP:
x = -1. + 2. * np.random.uniform()
y = -1. + 2. * np.random.uniform()
s = x**2 + y**2
if s <= 1.0:
LOOP = False
z = -1. + 2. * s
a = 2 * np.sqrt(1 - s)
x = a * x
y = a * y
return np.array([x,y,z])
class SimpleSource(object):
"""A light source that will generate photons of a single colour, direction and position."""
def __init__(self, position=[0,0,0], direction=[0,0,1], wavelength=555, use_random_polarisation=False):
super(SimpleSource, self).__init__()
self.position = position
self.direction = direction
self.wavelength = wavelength
self.use_random_polarisation = use_random_polarisation
self.throw = 0
self.source_id = "SimpleSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.position = np.array(self.position)
photon.direction = np.array(self.direction)
photon.active = True
photon.wavelength = self.wavelength
# If use_polarisation is set generate a random polarisation vector of the photon
if self.use_random_polarisation:
# Randomise rotation angle around xy-plane, the transform from +z to the direction of the photon
vec = random_spherecial_vector()
vec[2] = 0.
vec = norm(vec)
R = rotation_matrix_from_vector_alignment(self.direction, [0,0,1])
photon.polarisation = transform_direction(vec, R)
else:
photon.polarisation = None
photon.id = self.throw
self.throw = self.throw + 1
return photon
class Laser(object):
"""A light source that will generate photons of a single colour, direction and position."""
def __init__(self, position=[0,0,0], direction=[0,0,1], wavelength=555, polarisation=None):
super(Laser, self).__init__()
self.position = np.array(position)
self.direction = np.array(direction)
self.wavelength = wavelength
assert polarisation != None, "Polarisation of the Laser is not set."
self.polarisation = np.array(polarisation)
self.throw = 0
self.source_id = "LaserSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.position = np.array(self.position)
photon.direction = np.array(self.direction)
photon.active = True
photon.wavelength = self.wavelength
photon.polarisation = self.polarisation
photon.id = self.throw
self.throw = self.throw + 1
return photon
class PlanarSource(object):
"""A box that emits photons from the top surface (normal), sampled from the spectrum."""
def __init__(self, spectrum=None, wavelength=555, direction=(0,0,1), length=0.05, width=0.05):
super(PlanarSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.plane = FinitePlane(length=length, width=width)
self.length = length
self.width = width
# direction is the direction that photons are fired out of the plane in the GLOBAL FRAME.
# i.e. this is passed directly to the photon to set is's direction
self.direction = direction
self.throw = 0
self.source_id = "PlanarSource_" + str(id(self))
def translate(self, translation):
self.plane.append_transform(tf.translation_matrix(translation))
def rotate(self, angle, axis):
self.plane.append_transform(tf.rotation_matrix(angle, axis))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Create a point which is on the surface of the finite plane in it's local frame
x = np.random.uniform(0., self.length)
y = np.random.uniform(0., self.width)
local_point = (x, y, 0.)
# Transform the direciton
photon.position = transform_point(local_point, self.plane.transform)
photon.direction = self.direction
photon.active = True
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
return photon
class LensSource(object):
"""
A source where photons generated in a plane are focused on a line with space tolerance given by variable "focussize".
The focus line should be perpendicular to the plane normal and aligned with the z-axis.
"""
def __init__(self, spectrum = None, wavelength = 555, linepoint=(0,0,0), linedirection=(0,0,1), focussize = 0, planeorigin = (-1,-1,-1), planeextent = (-1,1,1)):
super(LensSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.planeorigin = planeorigin
self.planeextent = planeextent
self.linepoint = np.array(linepoint)
self.linedirection = np.array(linedirection)
self.focussize = focussize
self.throw = 0
self.source_id = "LensSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Position
x = np.random.uniform(self.planeorigin[0],self.planeextent[0])
y = np.random.uniform(self.planeorigin[1],self.planeextent[1])
z = np.random.uniform(self.planeorigin[2],self.planeextent[2])
photon.position = np.array((x,y,z))
# Direction
focuspoint = np.array((0.,0.,0.))
focuspoint[0] = self.linepoint[0] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[1] = self.linepoint[1] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[2] = photon.position[2]
direction = focuspoint - photon.position
modulus = (direction[0]**2+direction[1]**2+direction[2]**2)**0.5
photon.direction = direction/modulus
# Wavelength
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
return photon
class LensSourceAngle(object):
"""
A source where photons generated in a plane are focused on a line with space tolerance given by variable "focussize".
The focus line should be perpendicular to the plane normal and aligned with the z-axis.
For this lense an additional z-boost is added (Angle of incidence in z-direction).
"""
def __init__(self, spectrum = None, wavelength = 555, linepoint=(0,0,0), linedirection=(0,0,1), angle = 0, focussize = 0, planeorigin = (-1,-1,-1), planeextent = (-1,1,1)):
super(LensSourceAngle, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.planeorigin = planeorigin
self.planeextent = planeextent
self.linepoint = np.array(linepoint)
self.linedirection = np.array(linedirection)
self.focussize = focussize
self.angle = angle
self.throw = 0
self.source_id = "LensSourceAngle_" + str(id(self))
def photon(self):
photon = Photon()
photon.id = self.throw
self.throw = self.throw + 1
# Position
x = np.random.uniform(self.planeorigin[0],self.planeextent[0])
y = | np.random.uniform(self.planeorigin[1],self.planeextent[1]) | numpy.random.uniform |
'''
<NAME>
set up :2020-1-9
intergrate img and label into one file
-- fiducial1024_v1
'''
import argparse
import sys, os
import pickle
import random
import collections
import json
import numpy as np
import scipy.io as io
import scipy.misc as m
import matplotlib.pyplot as plt
import glob
import math
import time
import threading
import multiprocessing as mp
from multiprocessing import Pool
import re
import cv2
# sys.path.append('/lustre/home/gwxie/hope/project/dewarp/datasets/') # /lustre/home/gwxie/program/project/unwarp/perturbed_imgaes/GAN
import utils
def getDatasets(dir):
return os.listdir(dir)
class perturbed(utils.BasePerturbed):
def __init__(self, path, bg_path, save_path, save_suffix):
self.path = path
self.bg_path = bg_path
self.save_path = save_path
self.save_suffix = save_suffix
def save_img(self, m, n, fold_curve='fold', repeat_time=4, fiducial_points = 16, relativeShift_position='relativeShift_v2'):
origin_img = cv2.imread(self.path, flags=cv2.IMREAD_COLOR)
save_img_shape = [512*2, 480*2] # 320
# reduce_value = np.random.choice([2**4, 2**5, 2**6, 2**7, 2**8], p=[0.01, 0.1, 0.4, 0.39, 0.1])
reduce_value = np.random.choice([2*2, 4*2, 8*2, 16*2, 24*2, 32*2, 40*2, 48*2], p=[0.02, 0.18, 0.2, 0.3, 0.1, 0.1, 0.08, 0.02])
# reduce_value = np.random.choice([8*2, 16*2, 24*2, 32*2, 40*2, 48*2], p=[0.01, 0.02, 0.2, 0.4, 0.19, 0.18])
# reduce_value = np.random.choice([16, 24, 32, 40, 48, 64], p=[0.01, 0.1, 0.2, 0.4, 0.2, 0.09])
base_img_shrink = save_img_shape[0] - reduce_value
# enlarge_img_shrink = [1024, 768]
# enlarge_img_shrink = [896, 672] # 420
enlarge_img_shrink = [512*4, 480*4] # 420
# enlarge_img_shrink = [896*2, 768*2] # 420
# enlarge_img_shrink = [896, 768] # 420
# enlarge_img_shrink = [768, 576] # 420
# enlarge_img_shrink = [640, 480] # 420
''''''
im_lr = origin_img.shape[0]
im_ud = origin_img.shape[1]
reduce_value_v2 = np.random.choice([2*2, 4*2, 8*2, 16*2, 24*2, 28*2, 32*2, 48*2], p=[0.02, 0.18, 0.2, 0.2, 0.1, 0.1, 0.1, 0.1])
# reduce_value_v2 = np.random.choice([16, 24, 28, 32, 48, 64], p=[0.01, 0.1, 0.2, 0.3, 0.25, 0.14])
if im_lr > im_ud:
im_ud = min(int(im_ud / im_lr * base_img_shrink), save_img_shape[1] - reduce_value_v2)
im_lr = save_img_shape[0] - reduce_value
else:
base_img_shrink = save_img_shape[1] - reduce_value
im_lr = min(int(im_lr / im_ud * base_img_shrink), save_img_shape[0] - reduce_value_v2)
im_ud = base_img_shrink
if round(im_lr / im_ud, 2) < 0.5 or round(im_ud / im_lr, 2) < 0.5:
repeat_time = min(repeat_time, 8)
edge_padding = 3
im_lr -= im_lr % (fiducial_points-1) - (2*edge_padding) # im_lr % (fiducial_points-1) - 1
im_ud -= im_ud % (fiducial_points-1) - (2*edge_padding) # im_ud % (fiducial_points-1) - 1
im_hight = np.linspace(edge_padding, im_lr - edge_padding, fiducial_points, dtype=np.int64)
im_wide = np.linspace(edge_padding, im_ud - edge_padding, fiducial_points, dtype=np.int64)
# im_lr -= im_lr % (fiducial_points-1) - (1+2*edge_padding) # im_lr % (fiducial_points-1) - 1
# im_ud -= im_ud % (fiducial_points-1) - (1+2*edge_padding) # im_ud % (fiducial_points-1) - 1
# im_hight = np.linspace(edge_padding, im_lr - (1+edge_padding), fiducial_points, dtype=np.int64)
# im_wide = np.linspace(edge_padding, im_ud - (1+edge_padding), fiducial_points, dtype=np.int64)
im_x, im_y = np.meshgrid(im_hight, im_wide)
segment_x = (im_lr) // (fiducial_points-1)
segment_y = (im_ud) // (fiducial_points-1)
# plt.plot(im_x, im_y,
# color='limegreen',
# marker='.',
# linestyle='')
# plt.grid(True)
# plt.show()
self.origin_img = cv2.resize(origin_img, (im_ud, im_lr), interpolation=cv2.INTER_CUBIC)
perturbed_bg_ = getDatasets(self.bg_path)
perturbed_bg_img_ = self.bg_path+random.choice(perturbed_bg_)
perturbed_bg_img = cv2.imread(perturbed_bg_img_, flags=cv2.IMREAD_COLOR)
mesh_shape = self.origin_img.shape[:2]
self.synthesis_perturbed_img = np.full((enlarge_img_shrink[0], enlarge_img_shrink[1], 3), 256, dtype=np.float32)#np.zeros_like(perturbed_bg_img)
# self.synthesis_perturbed_img = np.full((enlarge_img_shrink[0], enlarge_img_shrink[1], 3), 0, dtype=np.int16)#np.zeros_like(perturbed_bg_img)
self.new_shape = self.synthesis_perturbed_img.shape[:2]
perturbed_bg_img = cv2.resize(perturbed_bg_img, (save_img_shape[1], save_img_shape[0]), cv2.INPAINT_TELEA)
origin_pixel_position = np.argwhere(np.zeros(mesh_shape, dtype=np.uint32) == 0).reshape(mesh_shape[0], mesh_shape[1], 2)
pixel_position = np.argwhere(np.zeros(self.new_shape, dtype=np.uint32) == 0).reshape(self.new_shape[0], self.new_shape[1], 2)
self.perturbed_xy_ = np.zeros((self.new_shape[0], self.new_shape[1], 2))
# self.perturbed_xy_ = pixel_position.copy().astype(np.float32)
# fiducial_points_grid = origin_pixel_position[im_x, im_y]
self.synthesis_perturbed_label = np.zeros((self.new_shape[0], self.new_shape[1], 2))
x_min, y_min, x_max, y_max = self.adjust_position_v2(0, 0, mesh_shape[0], mesh_shape[1], save_img_shape)
origin_pixel_position += [x_min, y_min]
x_min, y_min, x_max, y_max = self.adjust_position(0, 0, mesh_shape[0], mesh_shape[1])
x_shift = random.randint(-enlarge_img_shrink[0]//16, enlarge_img_shrink[0]//16)
y_shift = random.randint(-enlarge_img_shrink[1]//16, enlarge_img_shrink[1]//16)
x_min += x_shift
x_max += x_shift
y_min += y_shift
y_max += y_shift
'''im_x,y'''
im_x += x_min
im_y += y_min
self.synthesis_perturbed_img[x_min:x_max, y_min:y_max] = self.origin_img
self.synthesis_perturbed_label[x_min:x_max, y_min:y_max] = origin_pixel_position
synthesis_perturbed_img_map = self.synthesis_perturbed_img.copy()
synthesis_perturbed_label_map = self.synthesis_perturbed_label.copy()
foreORbackground_label = np.full((mesh_shape), 1, dtype=np.int16)
foreORbackground_label_map = np.full((self.new_shape), 0, dtype=np.int16)
foreORbackground_label_map[x_min:x_max, y_min:y_max] = foreORbackground_label
# synthesis_perturbed_img_map = self.pad(self.synthesis_perturbed_img.copy(), x_min, y_min, x_max, y_max)
# synthesis_perturbed_label_map = self.pad(synthesis_perturbed_label_map, x_min, y_min, x_max, y_max)
'''*****************************************************************'''
is_normalizationFun_mixture = self.is_perform(0.2, 0.8)
# if not is_normalizationFun_mixture:
normalizationFun_0_1 = False
# normalizationFun_0_1 = self.is_perform(0.5, 0.5)
if fold_curve == 'fold':
fold_curve_random = True
# is_normalizationFun_mixture = False
normalizationFun_0_1 = self.is_perform(0.2, 0.8)
if is_normalizationFun_mixture:
alpha_perturbed = random.randint(80, 120) / 100
else:
if normalizationFun_0_1 and repeat_time < 8:
alpha_perturbed = random.randint(50, 70) / 100
else:
alpha_perturbed = random.randint(70, 130) / 100
else:
fold_curve_random = self.is_perform(0.1, 0.9) # False # self.is_perform(0.01, 0.99)
alpha_perturbed = random.randint(80, 160) / 100
# is_normalizationFun_mixture = False # self.is_perform(0.01, 0.99)
synthesis_perturbed_img = | np.full_like(self.synthesis_perturbed_img, 256) | numpy.full_like |
"""
YTArray class.
"""
from __future__ import print_function
#-----------------------------------------------------------------------------
# Copyright (c) 2013, yt Development Team.
#
# Distributed under the terms of the Modified BSD License.
#
# The full license is in the file COPYING.txt, distributed with this software.
#-----------------------------------------------------------------------------
import copy
import numpy as np
from distutils.version import LooseVersion
from functools import wraps
from numpy import \
add, subtract, multiply, divide, logaddexp, logaddexp2, true_divide, \
floor_divide, negative, power, remainder, mod, absolute, rint, \
sign, conj, exp, exp2, log, log2, log10, expm1, log1p, sqrt, square, \
reciprocal, sin, cos, tan, arcsin, arccos, arctan, arctan2, \
hypot, sinh, cosh, tanh, arcsinh, arccosh, arctanh, deg2rad, rad2deg, \
bitwise_and, bitwise_or, bitwise_xor, invert, left_shift, right_shift, \
greater, greater_equal, less, less_equal, not_equal, equal, logical_and, \
logical_or, logical_xor, logical_not, maximum, minimum, fmax, fmin, \
isreal, iscomplex, isfinite, isinf, isnan, signbit, copysign, nextafter, \
modf, ldexp, frexp, fmod, floor, ceil, trunc, fabs, spacing
try:
# numpy 1.13 or newer
from numpy import positive, divmod as divmod_, isnat, heaviside
except ImportError:
positive, divmod_, isnat, heaviside = (None,)*4
from yt.units.unit_object import Unit, UnitParseError
from yt.units.unit_registry import UnitRegistry
from yt.units.dimensions import \
angle, \
current_mks, \
dimensionless, \
em_dimensions
from yt.utilities.exceptions import \
YTUnitOperationError, YTUnitConversionError, \
YTUfuncUnitError, YTIterableUnitCoercionError, \
YTInvalidUnitEquivalence, YTEquivalentDimsError
from yt.utilities.lru_cache import lru_cache
from numbers import Number as numeric_type
from yt.utilities.on_demand_imports import _astropy
from sympy import Rational
from yt.units.unit_lookup_table import \
default_unit_symbol_lut
from yt.units.equivalencies import equivalence_registry
from yt.utilities.logger import ytLogger as mylog
from .pint_conversions import convert_pint_units
NULL_UNIT = Unit()
POWER_SIGN_MAPPING = {multiply: 1, divide: -1}
# redefine this here to avoid a circular import from yt.funcs
def iterable(obj):
try: len(obj)
except: return False
return True
def return_arr(func):
@wraps(func)
def wrapped(*args, **kwargs):
ret, units = func(*args, **kwargs)
if ret.shape == ():
return YTQuantity(ret, units)
else:
# This could be a subclass, so don't call YTArray directly.
return type(args[0])(ret, units)
return wrapped
@lru_cache(maxsize=128, typed=False)
def sqrt_unit(unit):
return unit**0.5
@lru_cache(maxsize=128, typed=False)
def multiply_units(unit1, unit2):
return unit1 * unit2
def preserve_units(unit1, unit2=None):
return unit1
@lru_cache(maxsize=128, typed=False)
def power_unit(unit, power):
return unit**power
@lru_cache(maxsize=128, typed=False)
def square_unit(unit):
return unit*unit
@lru_cache(maxsize=128, typed=False)
def divide_units(unit1, unit2):
return unit1/unit2
@lru_cache(maxsize=128, typed=False)
def reciprocal_unit(unit):
return unit**-1
def passthrough_unit(unit, unit2=None):
return unit
def return_without_unit(unit, unit2=None):
return None
def arctan2_unit(unit1, unit2):
return NULL_UNIT
def comparison_unit(unit1, unit2=None):
return None
def invert_units(unit):
raise TypeError(
"Bit-twiddling operators are not defined for YTArray instances")
def bitop_units(unit1, unit2):
raise TypeError(
"Bit-twiddling operators are not defined for YTArray instances")
def get_inp_u_unary(ufunc, inputs, out_arr=None):
inp = inputs[0]
u = getattr(inp, 'units', None)
if u is None:
u = NULL_UNIT
if u.dimensions is angle and ufunc in trigonometric_operators:
inp = inp.in_units('radian').v
if out_arr is not None:
out_arr = ufunc(inp).view(np.ndarray)
return out_arr, inp, u
def get_inp_u_binary(ufunc, inputs):
inp1 = coerce_iterable_units(inputs[0])
inp2 = coerce_iterable_units(inputs[1])
unit1 = getattr(inp1, 'units', None)
unit2 = getattr(inp2, 'units', None)
ret_class = get_binary_op_return_class(type(inp1), type(inp2))
if unit1 is None:
unit1 = Unit(registry=getattr(unit2, 'registry', None))
if unit2 is None and ufunc is not power:
unit2 = Unit(registry=getattr(unit1, 'registry', None))
elif ufunc is power:
unit2 = inp2
if isinstance(unit2, np.ndarray):
if isinstance(unit2, YTArray):
if unit2.units.is_dimensionless:
pass
else:
raise YTUnitOperationError(ufunc, unit1, unit2)
unit2 = 1.0
return (inp1, inp2), (unit1, unit2), ret_class
def handle_preserve_units(inps, units, ufunc, ret_class):
if units[0] != units[1]:
any_nonzero = [np.any(inps[0]), np.any(inps[1])]
if any_nonzero[0] == np.bool_(False):
units = (units[1], units[1])
elif any_nonzero[1] == np.bool_(False):
units = (units[0], units[0])
else:
if not units[0].same_dimensions_as(units[1]):
raise YTUnitOperationError(ufunc, *units)
inps = (inps[0], ret_class(inps[1]).to(
ret_class(inps[0]).units))
return inps, units
def handle_comparison_units(inps, units, ufunc, ret_class, raise_error=False):
if units[0] != units[1]:
u1d = units[0].is_dimensionless
u2d = units[1].is_dimensionless
any_nonzero = [np.any(inps[0]), np.any(inps[1])]
if any_nonzero[0] == np.bool_(False):
units = (units[1], units[1])
elif any_nonzero[1] == np.bool_(False):
units = (units[0], units[0])
elif not any([u1d, u2d]):
if not units[0].same_dimensions_as(units[1]):
raise YTUnitOperationError(ufunc, *units)
else:
if raise_error:
raise YTUfuncUnitError(ufunc, *units)
inps = (inps[0], ret_class(inps[1]).to(
ret_class(inps[0]).units))
return inps, units
def handle_multiply_divide_units(unit, units, out, out_arr):
if unit.is_dimensionless and unit.base_value != 1.0:
if not units[0].is_dimensionless:
if units[0].dimensions == units[1].dimensions:
out_arr = np.multiply(out_arr.view(np.ndarray),
unit.base_value, out=out)
unit = Unit(registry=unit.registry)
return out, out_arr, unit
def coerce_iterable_units(input_object):
if isinstance(input_object, np.ndarray):
return input_object
if iterable(input_object):
if any([isinstance(o, YTArray) for o in input_object]):
ff = getattr(input_object[0], 'units', NULL_UNIT, )
if any([ff != getattr(_, 'units', NULL_UNIT) for _ in input_object]):
raise YTIterableUnitCoercionError(input_object)
# This will create a copy of the data in the iterable.
return YTArray(input_object)
return input_object
else:
return input_object
def sanitize_units_mul(this_object, other_object):
inp = coerce_iterable_units(this_object)
ret = coerce_iterable_units(other_object)
# If the other object is a YTArray and has the same dimensions as the object
# under consideration, convert so we don't mix units with the same
# dimensions.
if isinstance(ret, YTArray):
if inp.units.same_dimensions_as(ret.units):
ret.in_units(inp.units)
return ret
def sanitize_units_add(this_object, other_object, op_string):
inp = coerce_iterable_units(this_object)
ret = coerce_iterable_units(other_object)
# Make sure the other object is a YTArray before we use the `units`
# attribute.
if isinstance(ret, YTArray):
if not inp.units.same_dimensions_as(ret.units):
# handle special case of adding or subtracting with zero or
# array filled with zero
if not np.any(other_object):
return ret.view(np.ndarray)
elif not np.any(this_object):
return ret
raise YTUnitOperationError(op_string, inp.units, ret.units)
ret = ret.in_units(inp.units)
else:
# If the other object is not a YTArray, then one of the arrays must be
# dimensionless or filled with zeros
if not inp.units.is_dimensionless and np.any(ret):
raise YTUnitOperationError(op_string, inp.units, dimensionless)
return ret
def validate_comparison_units(this, other, op_string):
# Check that other is a YTArray.
if hasattr(other, 'units'):
if this.units.expr is other.units.expr:
if this.units.base_value == other.units.base_value:
return other
if not this.units.same_dimensions_as(other.units):
raise YTUnitOperationError(op_string, this.units, other.units)
return other.in_units(this.units)
return other
@lru_cache(maxsize=128, typed=False)
def _unit_repr_check_same(my_units, other_units):
"""
Takes a Unit object, or string of known unit symbol, and check that it
is compatible with this quantity. Returns Unit object.
"""
# let Unit() handle units arg if it's not already a Unit obj.
if not isinstance(other_units, Unit):
other_units = Unit(other_units, registry=my_units.registry)
equiv_dims = em_dimensions.get(my_units.dimensions, None)
if equiv_dims == other_units.dimensions:
if current_mks in equiv_dims.free_symbols:
base = "SI"
else:
base = "CGS"
raise YTEquivalentDimsError(my_units, other_units, base)
if not my_units.same_dimensions_as(other_units):
raise YTUnitConversionError(
my_units, my_units.dimensions, other_units, other_units.dimensions)
return other_units
unary_operators = (
negative, absolute, rint, sign, conj, exp, exp2, log, log2,
log10, expm1, log1p, sqrt, square, reciprocal, sin, cos, tan, arcsin,
arccos, arctan, sinh, cosh, tanh, arcsinh, arccosh, arctanh, deg2rad,
rad2deg, invert, logical_not, isreal, iscomplex, isfinite, isinf, isnan,
signbit, floor, ceil, trunc, modf, frexp, fabs, spacing, positive, isnat,
)
binary_operators = (
add, subtract, multiply, divide, logaddexp, logaddexp2, true_divide, power,
remainder, mod, arctan2, hypot, bitwise_and, bitwise_or, bitwise_xor,
left_shift, right_shift, greater, greater_equal, less, less_equal,
not_equal, equal, logical_and, logical_or, logical_xor, maximum, minimum,
fmax, fmin, copysign, nextafter, ldexp, fmod, divmod_, heaviside
)
trigonometric_operators = (
sin, cos, tan,
)
class YTArray(np.ndarray):
"""
An ndarray subclass that attaches a symbolic unit object to the array data.
Parameters
----------
input_array : :obj:`!iterable`
A tuple, list, or array to attach units to
input_units : String unit specification, unit symbol object, or astropy units
The units of the array. Powers must be specified using python
syntax (cm**3, not cm^3).
registry : ~yt.units.unit_registry.UnitRegistry
The registry to create units from. If input_units is already associated
with a unit registry and this is specified, this will be used instead of
the registry associated with the unit object.
dtype : data-type
The dtype of the array data. Defaults to the dtype of the input data,
or, if none is found, uses np.float64
bypass_validation : boolean
If True, all input validation is skipped. Using this option may produce
corrupted, invalid units or array data, but can lead to significant
speedups in the input validation logic adds significant overhead. If set,
input_units *must* be a valid unit object. Defaults to False.
Examples
--------
>>> from yt import YTArray
>>> a = YTArray([1, 2, 3], 'cm')
>>> b = YTArray([4, 5, 6], 'm')
>>> a + b
YTArray([ 401., 502., 603.]) cm
>>> b + a
YTArray([ 4.01, 5.02, 6.03]) m
NumPy ufuncs will pass through units where appropriate.
>>> import numpy as np
>>> a = YTArray(np.arange(8) - 4, 'g/cm**3')
>>> np.abs(a)
YTArray([4, 3, 2, 1, 0, 1, 2, 3]) g/cm**3
and strip them when it would be annoying to deal with them.
>>> np.log10(a)
array([ -inf, 0. , 0.30103 , 0.47712125, 0.60205999,
0.69897 , 0.77815125, 0.84509804])
YTArray is tightly integrated with yt datasets:
>>> import yt
>>> ds = yt.load('IsolatedGalaxy/galaxy0030/galaxy0030')
>>> a = ds.arr(np.ones(5), 'code_length')
>>> a.in_cgs()
YTArray([ 3.08600000e+24, 3.08600000e+24, 3.08600000e+24,
3.08600000e+24, 3.08600000e+24]) cm
This is equivalent to:
>>> b = YTArray(np.ones(5), 'code_length', registry=ds.unit_registry)
>>> np.all(a == b)
True
"""
_ufunc_registry = {
add: preserve_units,
subtract: preserve_units,
multiply: multiply_units,
divide: divide_units,
logaddexp: return_without_unit,
logaddexp2: return_without_unit,
true_divide: divide_units,
floor_divide: divide_units,
negative: passthrough_unit,
power: power_unit,
remainder: preserve_units,
mod: preserve_units,
fmod: preserve_units,
absolute: passthrough_unit,
fabs: passthrough_unit,
rint: return_without_unit,
sign: return_without_unit,
conj: passthrough_unit,
exp: return_without_unit,
exp2: return_without_unit,
log: return_without_unit,
log2: return_without_unit,
log10: return_without_unit,
expm1: return_without_unit,
log1p: return_without_unit,
sqrt: sqrt_unit,
square: square_unit,
reciprocal: reciprocal_unit,
sin: return_without_unit,
cos: return_without_unit,
tan: return_without_unit,
sinh: return_without_unit,
cosh: return_without_unit,
tanh: return_without_unit,
arcsin: return_without_unit,
arccos: return_without_unit,
arctan: return_without_unit,
arctan2: arctan2_unit,
arcsinh: return_without_unit,
arccosh: return_without_unit,
arctanh: return_without_unit,
hypot: preserve_units,
deg2rad: return_without_unit,
rad2deg: return_without_unit,
bitwise_and: bitop_units,
bitwise_or: bitop_units,
bitwise_xor: bitop_units,
invert: invert_units,
left_shift: bitop_units,
right_shift: bitop_units,
greater: comparison_unit,
greater_equal: comparison_unit,
less: comparison_unit,
less_equal: comparison_unit,
not_equal: comparison_unit,
equal: comparison_unit,
logical_and: comparison_unit,
logical_or: comparison_unit,
logical_xor: comparison_unit,
logical_not: return_without_unit,
maximum: preserve_units,
minimum: preserve_units,
fmax: preserve_units,
fmin: preserve_units,
isreal: return_without_unit,
iscomplex: return_without_unit,
isfinite: return_without_unit,
isinf: return_without_unit,
isnan: return_without_unit,
signbit: return_without_unit,
copysign: passthrough_unit,
nextafter: preserve_units,
modf: passthrough_unit,
ldexp: bitop_units,
frexp: return_without_unit,
floor: passthrough_unit,
ceil: passthrough_unit,
trunc: passthrough_unit,
spacing: passthrough_unit,
positive: passthrough_unit,
divmod_: passthrough_unit,
isnat: return_without_unit,
heaviside: preserve_units,
}
__array_priority__ = 2.0
def __new__(cls, input_array, input_units=None, registry=None, dtype=None,
bypass_validation=False):
if dtype is None:
dtype = getattr(input_array, 'dtype', np.float64)
if bypass_validation is True:
obj = np.asarray(input_array, dtype=dtype).view(cls)
obj.units = input_units
if registry is not None:
obj.units.registry = registry
return obj
if input_array is NotImplemented:
return input_array.view(cls)
if registry is None and isinstance(input_units, (str, bytes)):
if input_units.startswith('code_'):
raise UnitParseError(
"Code units used without referring to a dataset. \n"
"Perhaps you meant to do something like this instead: \n"
"ds.arr(%s, \"%s\")" % (input_array, input_units)
)
if isinstance(input_array, YTArray):
ret = input_array.view(cls)
if input_units is None:
if registry is None:
ret.units = input_array.units
else:
units = Unit(str(input_array.units), registry=registry)
ret.units = units
elif isinstance(input_units, Unit):
ret.units = input_units
else:
ret.units = Unit(input_units, registry=registry)
return ret
elif isinstance(input_array, np.ndarray):
pass
elif iterable(input_array) and input_array:
if isinstance(input_array[0], YTArray):
return YTArray(np.array(input_array, dtype=dtype),
input_array[0].units, registry=registry)
# Input array is an already formed ndarray instance
# We first cast to be our class type
obj = np.asarray(input_array, dtype=dtype).view(cls)
# Check units type
if input_units is None:
# Nothing provided. Make dimensionless...
units = Unit()
elif isinstance(input_units, Unit):
if registry and registry is not input_units.registry:
units = Unit(str(input_units), registry=registry)
else:
units = input_units
else:
# units kwarg set, but it's not a Unit object.
# don't handle all the cases here, let the Unit class handle if
# it's a str.
units = Unit(input_units, registry=registry)
# Attach the units
obj.units = units
return obj
def __repr__(self):
"""
"""
return super(YTArray, self).__repr__()+' '+self.units.__repr__()
def __str__(self):
"""
"""
return str(self.view(np.ndarray)) + ' ' + str(self.units)
#
# Start unit conversion methods
#
def convert_to_units(self, units):
"""
Convert the array and units to the given units.
Parameters
----------
units : Unit object or str
The units you want to convert to.
"""
new_units = _unit_repr_check_same(self.units, units)
(conversion_factor, offset) = self.units.get_conversion_factor(new_units)
self.units = new_units
values = self.d
values *= conversion_factor
if offset:
np.subtract(self, offset*self.uq, self)
return self
def convert_to_base(self, unit_system="cgs"):
"""
Convert the array and units to the equivalent base units in
the specified unit system.
Parameters
----------
unit_system : string, optional
The unit system to be used in the conversion. If not specified,
the default base units of cgs are used.
Examples
--------
>>> E = YTQuantity(2.5, "erg/s")
>>> E.convert_to_base(unit_system="galactic")
"""
return self.convert_to_units(self.units.get_base_equivalent(unit_system))
def convert_to_cgs(self):
"""
Convert the array and units to the equivalent cgs units.
"""
return self.convert_to_units(self.units.get_cgs_equivalent())
def convert_to_mks(self):
"""
Convert the array and units to the equivalent mks units.
"""
return self.convert_to_units(self.units.get_mks_equivalent())
def in_units(self, units, equivalence=None, **kwargs):
"""
Creates a copy of this array with the data in the supplied
units, and returns it.
Optionally, an equivalence can be specified to convert to an
equivalent quantity which is not in the same dimensions.
.. note::
All additional keyword arguments are passed to the
equivalency, which should be used if that particular
equivalency requires them.
Parameters
----------
units : Unit object or string
The units you want to get a new quantity in.
equivalence : string, optional
The equivalence you wish to use. To see which
equivalencies are supported for this unitful
quantity, try the :meth:`list_equivalencies`
method. Default: None
Returns
-------
YTArray
"""
if equivalence is None:
new_units = _unit_repr_check_same(self.units, units)
(conversion_factor, offset) = self.units.get_conversion_factor(new_units)
new_array = type(self)(self.ndview * conversion_factor, new_units)
if offset:
np.subtract(new_array, offset*new_array.uq, new_array)
return new_array
else:
return self.to_equivalent(units, equivalence, **kwargs)
def to(self, units, equivalence=None, **kwargs):
"""
An alias for YTArray.in_units().
See the docstrings of that function for details.
"""
return self.in_units(units, equivalence=equivalence, **kwargs)
def to_value(self, units=None, equivalence=None, **kwargs):
"""
Creates a copy of this array with the data in the supplied
units, and returns it without units. Output is therefore a
bare NumPy array.
Optionally, an equivalence can be specified to convert to an
equivalent quantity which is not in the same dimensions.
.. note::
All additional keyword arguments are passed to the
equivalency, which should be used if that particular
equivalency requires them.
Parameters
----------
units : Unit object or string, optional
The units you want to get the bare quantity in. If not
specified, the value will be returned in the current units.
equivalence : string, optional
The equivalence you wish to use. To see which
equivalencies are supported for this unitful
quantity, try the :meth:`list_equivalencies`
method. Default: None
Returns
-------
NumPy array
"""
if units is None:
v = self.value
else:
v = self.in_units(units, equivalence=equivalence, **kwargs).value
if isinstance(self, YTQuantity):
return float(v)
else:
return v
def in_base(self, unit_system="cgs"):
"""
Creates a copy of this array with the data in the specified unit system,
and returns it in that system's base units.
Parameters
----------
unit_system : string, optional
The unit system to be used in the conversion. If not specified,
the default base units of cgs are used.
Examples
--------
>>> E = YTQuantity(2.5, "erg/s")
>>> E_new = E.in_base(unit_system="galactic")
"""
return self.in_units(self.units.get_base_equivalent(unit_system))
def in_cgs(self):
"""
Creates a copy of this array with the data in the equivalent cgs units,
and returns it.
Returns
-------
Quantity object with data converted to cgs units.
"""
return self.in_units(self.units.get_cgs_equivalent())
def in_mks(self):
"""
Creates a copy of this array with the data in the equivalent mks units,
and returns it.
Returns
-------
Quantity object with data converted to mks units.
"""
return self.in_units(self.units.get_mks_equivalent())
def to_equivalent(self, unit, equiv, **kwargs):
"""
Convert a YTArray or YTQuantity to an equivalent, e.g., something that is
related by only a constant factor but not in the same units.
Parameters
----------
unit : string
The unit that you wish to convert to.
equiv : string
The equivalence you wish to use. To see which equivalencies are
supported for this unitful quantity, try the
:meth:`list_equivalencies` method.
Examples
--------
>>> a = yt.YTArray(1.0e7,"K")
>>> a.to_equivalent("keV", "thermal")
"""
conv_unit = Unit(unit, registry=self.units.registry)
if self.units.same_dimensions_as(conv_unit):
return self.in_units(conv_unit)
this_equiv = equivalence_registry[equiv]()
oneway_or_equivalent = (
conv_unit.has_equivalent(equiv) or this_equiv._one_way)
if self.has_equivalent(equiv) and oneway_or_equivalent:
new_arr = this_equiv.convert(
self, conv_unit.dimensions, **kwargs)
if isinstance(new_arr, tuple):
try:
return type(self)(new_arr[0], new_arr[1]).in_units(unit)
except YTUnitConversionError:
raise YTInvalidUnitEquivalence(equiv, self.units, unit)
else:
return new_arr.in_units(unit)
else:
raise YTInvalidUnitEquivalence(equiv, self.units, unit)
def list_equivalencies(self):
"""
Lists the possible equivalencies associated with this YTArray or
YTQuantity.
"""
self.units.list_equivalencies()
def has_equivalent(self, equiv):
"""
Check to see if this YTArray or YTQuantity has an equivalent unit in
*equiv*.
"""
return self.units.has_equivalent(equiv)
def ndarray_view(self):
"""
Returns a view into the array, but as an ndarray rather than ytarray.
Returns
-------
View of this array's data.
"""
return self.view(np.ndarray)
def to_ndarray(self):
"""
Creates a copy of this array with the unit information stripped
"""
return np.array(self)
@classmethod
def from_astropy(cls, arr, unit_registry=None):
"""
Convert an AstroPy "Quantity" to a YTArray or YTQuantity.
Parameters
----------
arr : AstroPy Quantity
The Quantity to convert from.
unit_registry : yt UnitRegistry, optional
A yt unit registry to use in the conversion. If one is not
supplied, the default one will be used.
"""
# Converting from AstroPy Quantity
u = arr.unit
ap_units = []
for base, exponent in zip(u.bases, u.powers):
unit_str = base.to_string()
# we have to do this because AstroPy is silly and defines
# hour as "h"
if unit_str == "h": unit_str = "hr"
ap_units.append("%s**(%s)" % (unit_str, Rational(exponent)))
ap_units = "*".join(ap_units)
if isinstance(arr.value, np.ndarray):
return YTArray(arr.value, ap_units, registry=unit_registry)
else:
return YTQuantity(arr.value, ap_units, registry=unit_registry)
def to_astropy(self, **kwargs):
"""
Creates a new AstroPy quantity with the same unit information.
"""
if _astropy.units is None:
raise ImportError("You don't have AstroPy installed, so you can't convert to " +
"an AstroPy quantity.")
return self.value*_astropy.units.Unit(str(self.units), **kwargs)
@classmethod
def from_pint(cls, arr, unit_registry=None):
"""
Convert a Pint "Quantity" to a YTArray or YTQuantity.
Parameters
----------
arr : Pint Quantity
The Quantity to convert from.
unit_registry : yt UnitRegistry, optional
A yt unit registry to use in the conversion. If one is not
supplied, the default one will be used.
Examples
--------
>>> from pint import UnitRegistry
>>> import numpy as np
>>> ureg = UnitRegistry()
>>> a = np.random.random(10)
>>> b = ureg.Quantity(a, "erg/cm**3")
>>> c = yt.YTArray.from_pint(b)
"""
p_units = []
for base, exponent in arr._units.items():
bs = convert_pint_units(base)
p_units.append("%s**(%s)" % (bs, Rational(exponent)))
p_units = "*".join(p_units)
if isinstance(arr.magnitude, np.ndarray):
return YTArray(arr.magnitude, p_units, registry=unit_registry)
else:
return YTQuantity(arr.magnitude, p_units, registry=unit_registry)
def to_pint(self, unit_registry=None):
"""
Convert a YTArray or YTQuantity to a Pint Quantity.
Parameters
----------
arr : YTArray or YTQuantity
The unitful quantity to convert from.
unit_registry : Pint UnitRegistry, optional
The Pint UnitRegistry to use in the conversion. If one is not
supplied, the default one will be used. NOTE: This is not
the same as a yt UnitRegistry object.
Examples
--------
>>> a = YTQuantity(4.0, "cm**2/s")
>>> b = a.to_pint()
"""
from pint import UnitRegistry
if unit_registry is None:
unit_registry = UnitRegistry()
powers_dict = self.units.expr.as_powers_dict()
units = []
for unit, pow in powers_dict.items():
# we have to do this because Pint doesn't recognize
# "yr" as "year"
if str(unit).endswith("yr") and len(str(unit)) in [2,3]:
unit = str(unit).replace("yr","year")
units.append("%s**(%s)" % (unit, Rational(pow)))
units = "*".join(units)
return unit_registry.Quantity(self.value, units)
#
# End unit conversion methods
#
def write_hdf5(self, filename, dataset_name=None, info=None, group_name=None):
r"""Writes a YTArray to hdf5 file.
Parameters
----------
filename: string
The filename to create and write a dataset to
dataset_name: string
The name of the dataset to create in the file.
info: dictionary
A dictionary of supplementary info to write to append as attributes
to the dataset.
group_name: string
An optional group to write the arrays to. If not specified, the arrays
are datasets at the top level by default.
Examples
--------
>>> a = YTArray([1,2,3], 'cm')
>>> myinfo = {'field':'dinosaurs', 'type':'field_data'}
>>> a.write_hdf5('test_array_data.h5', dataset_name='dinosaurs',
... info=myinfo)
"""
from yt.utilities.on_demand_imports import _h5py as h5py
from yt.extern.six.moves import cPickle as pickle
if info is None:
info = {}
info['units'] = str(self.units)
info['unit_registry'] = np.void(pickle.dumps(self.units.registry.lut))
if dataset_name is None:
dataset_name = 'array_data'
f = h5py.File(filename)
if group_name is not None:
if group_name in f:
g = f[group_name]
else:
g = f.create_group(group_name)
else:
g = f
if dataset_name in g.keys():
d = g[dataset_name]
# Overwrite without deleting if we can get away with it.
if d.shape == self.shape and d.dtype == self.dtype:
d[...] = self
for k in d.attrs.keys():
del d.attrs[k]
else:
del f[dataset_name]
d = g.create_dataset(dataset_name, data=self)
else:
d = g.create_dataset(dataset_name, data=self)
for k, v in info.items():
d.attrs[k] = v
f.close()
@classmethod
def from_hdf5(cls, filename, dataset_name=None, group_name=None):
r"""Attempts read in and convert a dataset in an hdf5 file into a
YTArray.
Parameters
----------
filename: string
The filename to of the hdf5 file.
dataset_name: string
The name of the dataset to read from. If the dataset has a units
attribute, attempt to infer units as well.
group_name: string
An optional group to read the arrays from. If not specified, the
arrays are datasets at the top level by default.
"""
import h5py
from yt.extern.six.moves import cPickle as pickle
if dataset_name is None:
dataset_name = 'array_data'
f = h5py.File(filename)
if group_name is not None:
g = f[group_name]
else:
g = f
dataset = g[dataset_name]
data = dataset[:]
units = dataset.attrs.get('units', '')
if 'unit_registry' in dataset.attrs.keys():
unit_lut = pickle.loads(dataset.attrs['unit_registry'].tostring())
else:
unit_lut = None
f.close()
registry = UnitRegistry(lut=unit_lut, add_default_symbols=False)
return cls(data, units, registry=registry)
#
# Start convenience methods
#
@property
def value(self):
"""Get a copy of the array data as a numpy ndarray"""
return np.array(self)
v = value
@property
def ndview(self):
"""Get a view of the array data."""
return self.ndarray_view()
d = ndview
@property
def unit_quantity(self):
"""Get a YTQuantity with the same unit as this array and a value of
1.0"""
return YTQuantity(1.0, self.units)
uq = unit_quantity
@property
def unit_array(self):
"""Get a YTArray filled with ones with the same unit and shape as this
array"""
return np.ones_like(self)
ua = unit_array
def __getitem__(self, item):
ret = super(YTArray, self).__getitem__(item)
if ret.shape == ():
return YTQuantity(ret, self.units, bypass_validation=True)
else:
if hasattr(self, 'units'):
ret.units = self.units
return ret
#
# Start operation methods
#
if LooseVersion(np.__version__) < LooseVersion('1.13.0'):
def __add__(self, right_object):
"""
Add this ytarray to the object on the right of the `+` operator.
Must check for the correct (same dimension) units.
"""
ro = sanitize_units_add(self, right_object, "addition")
return super(YTArray, self).__add__(ro)
def __radd__(self, left_object):
""" See __add__. """
lo = sanitize_units_add(self, left_object, "addition")
return super(YTArray, self).__radd__(lo)
def __iadd__(self, other):
""" See __add__. """
oth = sanitize_units_add(self, other, "addition")
np.add(self, oth, out=self)
return self
def __sub__(self, right_object):
"""
Subtract the object on the right of the `-` from this ytarray. Must
check for the correct (same dimension) units.
"""
ro = sanitize_units_add(self, right_object, "subtraction")
return super(YTArray, self).__sub__(ro)
def __rsub__(self, left_object):
""" See __sub__. """
lo = sanitize_units_add(self, left_object, "subtraction")
return super(YTArray, self).__rsub__(lo)
def __isub__(self, other):
""" See __sub__. """
oth = sanitize_units_add(self, other, "subtraction")
np.subtract(self, oth, out=self)
return self
def __neg__(self):
""" Negate the data. """
return super(YTArray, self).__neg__()
def __mul__(self, right_object):
"""
Multiply this YTArray by the object on the right of the `*`
operator. The unit objects handle being multiplied.
"""
ro = sanitize_units_mul(self, right_object)
return super(YTArray, self).__mul__(ro)
def __rmul__(self, left_object):
""" See __mul__. """
lo = sanitize_units_mul(self, left_object)
return super(YTArray, self).__rmul__(lo)
def __imul__(self, other):
""" See __mul__. """
oth = sanitize_units_mul(self, other)
np.multiply(self, oth, out=self)
return self
def __div__(self, right_object):
"""
Divide this YTArray by the object on the right of the `/` operator.
"""
ro = sanitize_units_mul(self, right_object)
return super(YTArray, self).__div__(ro)
def __rdiv__(self, left_object):
""" See __div__. """
lo = sanitize_units_mul(self, left_object)
return super(YTArray, self).__rdiv__(lo)
def __idiv__(self, other):
""" See __div__. """
oth = sanitize_units_mul(self, other)
np.divide(self, oth, out=self)
return self
def __truediv__(self, right_object):
ro = sanitize_units_mul(self, right_object)
return super(YTArray, self).__truediv__(ro)
def __rtruediv__(self, left_object):
""" See __div__. """
lo = sanitize_units_mul(self, left_object)
return super(YTArray, self).__rtruediv__(lo)
def __itruediv__(self, other):
""" See __div__. """
oth = sanitize_units_mul(self, other)
np.true_divide(self, oth, out=self)
return self
def __floordiv__(self, right_object):
ro = sanitize_units_mul(self, right_object)
return super(YTArray, self).__floordiv__(ro)
def __rfloordiv__(self, left_object):
""" See __div__. """
lo = sanitize_units_mul(self, left_object)
return super(YTArray, self).__rfloordiv__(lo)
def __ifloordiv__(self, other):
""" See __div__. """
oth = sanitize_units_mul(self, other)
np.floor_divide(self, oth, out=self)
return self
def __or__(self, right_object):
return super(YTArray, self).__or__(right_object)
def __ror__(self, left_object):
return super(YTArray, self).__ror__(left_object)
def __ior__(self, other):
np.bitwise_or(self, other, out=self)
return self
def __xor__(self, right_object):
return super(YTArray, self).__xor__(right_object)
def __rxor__(self, left_object):
return super(YTArray, self).__rxor__(left_object)
def __ixor__(self, other):
np.bitwise_xor(self, other, out=self)
return self
def __and__(self, right_object):
return super(YTArray, self).__and__(right_object)
def __rand__(self, left_object):
return super(YTArray, self).__rand__(left_object)
def __iand__(self, other):
np.bitwise_and(self, other, out=self)
return self
def __pow__(self, power):
"""
Raise this YTArray to some power.
Parameters
----------
power : float or dimensionless YTArray.
The pow value.
"""
if isinstance(power, YTArray):
if not power.units.is_dimensionless:
raise YTUnitOperationError('power', power.unit)
# Work around a sympy issue (I think?)
#
# If I don't do this, super(YTArray, self).__pow__ returns a YTArray
# with a unit attribute set to the sympy expression 1/1 rather than
# a dimensionless Unit object.
if self.units.is_dimensionless and power == -1:
ret = super(YTArray, self).__pow__(power)
return type(self)(ret, input_units='')
return super(YTArray, self).__pow__(power)
def __abs__(self):
""" Return a YTArray with the abs of the data. """
return super(YTArray, self).__abs__()
#
# Start comparison operators.
#
def __lt__(self, other):
""" Test if this is less than the object on the right. """
# converts if possible
oth = validate_comparison_units(self, other, 'less_than')
return super(YTArray, self).__lt__(oth)
def __le__(self, other):
"""Test if this is less than or equal to the object on the right.
"""
oth = validate_comparison_units(self, other, 'less_than or equal')
return super(YTArray, self).__le__(oth)
def __eq__(self, other):
""" Test if this is equal to the object on the right. """
# Check that other is a YTArray.
if other is None:
# self is a YTArray, so it can't be None.
return False
oth = validate_comparison_units(self, other, 'equal')
return super(YTArray, self).__eq__(oth)
def __ne__(self, other):
""" Test if this is not equal to the object on the right. """
# Check that the other is a YTArray.
if other is None:
return True
oth = validate_comparison_units(self, other, 'not equal')
return super(YTArray, self).__ne__(oth)
def __ge__(self, other):
""" Test if this is greater than or equal to other. """
# Check that the other is a YTArray.
oth = validate_comparison_units(
self, other, 'greater than or equal')
return super(YTArray, self).__ge__(oth)
def __gt__(self, other):
""" Test if this is greater than the object on the right. """
# Check that the other is a YTArray.
oth = validate_comparison_units(self, other, 'greater than')
return super(YTArray, self).__gt__(oth)
#
# End comparison operators
#
#
# Begin reduction operators
#
@return_arr
def prod(self, axis=None, dtype=None, out=None):
if axis is not None:
units = self.units**self.shape[axis]
else:
units = self.units**self.size
return super(YTArray, self).prod(axis, dtype, out), units
@return_arr
def mean(self, axis=None, dtype=None, out=None):
return super(YTArray, self).mean(axis, dtype, out), self.units
@return_arr
def sum(self, axis=None, dtype=None, out=None):
return super(YTArray, self).sum(axis, dtype, out), self.units
@return_arr
def std(self, axis=None, dtype=None, out=None, ddof=0):
return super(YTArray, self).std(axis, dtype, out, ddof), self.units
def __array_wrap__(self, out_arr, context=None):
ret = super(YTArray, self).__array_wrap__(out_arr, context)
if isinstance(ret, YTQuantity) and ret.shape != ():
ret = ret.view(YTArray)
if context is None:
if ret.shape == ():
return ret[()]
else:
return ret
ufunc = context[0]
inputs = context[1]
if ufunc in unary_operators:
out_arr, inp, u = get_inp_u_unary(ufunc, inputs, out_arr)
unit = self._ufunc_registry[context[0]](u)
ret_class = type(self)
elif ufunc in binary_operators:
unit_operator = self._ufunc_registry[context[0]]
inps, units, ret_class = get_inp_u_binary(ufunc, inputs)
if unit_operator in (preserve_units, comparison_unit,
arctan2_unit):
inps, units = handle_comparison_units(
inps, units, ufunc, ret_class, raise_error=True)
unit = unit_operator(*units)
if unit_operator in (multiply_units, divide_units):
out_arr, out_arr, unit = handle_multiply_divide_units(
unit, units, out_arr, out_arr)
else:
raise RuntimeError(
"Support for the %s ufunc has not been added "
"to YTArray." % str(context[0]))
if unit is None:
out_arr = np.array(out_arr, copy=False)
return out_arr
out_arr.units = unit
if out_arr.size == 1:
return YTQuantity(np.array(out_arr), unit)
else:
if ret_class is YTQuantity:
# This happens if you do ndarray * YTQuantity. Explicitly
# casting to YTArray avoids creating a YTQuantity with
# size > 1
return YTArray(np.array(out_arr), unit)
return ret_class(np.array(out_arr, copy=False), unit)
else: # numpy version equal to or newer than 1.13
def __array_ufunc__(self, ufunc, method, *inputs, **kwargs):
func = getattr(ufunc, method)
if 'out' in kwargs:
out_orig = kwargs.pop('out')
out = np.asarray(out_orig[0])
else:
out = None
if len(inputs) == 1:
_, inp, u = get_inp_u_unary(ufunc, inputs)
out_arr = func(np.asarray(inp), out=out, **kwargs)
if ufunc in (multiply, divide) and method == 'reduce':
power_sign = POWER_SIGN_MAPPING[ufunc]
if 'axis' in kwargs and kwargs['axis'] is not None:
unit = u**(power_sign*inp.shape[kwargs['axis']])
else:
unit = u**(power_sign*inp.size)
else:
unit = self._ufunc_registry[ufunc](u)
ret_class = type(self)
elif len(inputs) == 2:
unit_operator = self._ufunc_registry[ufunc]
inps, units, ret_class = get_inp_u_binary(ufunc, inputs)
if unit_operator in (comparison_unit, arctan2_unit):
inps, units = handle_comparison_units(
inps, units, ufunc, ret_class)
elif unit_operator is preserve_units:
inps, units = handle_preserve_units(
inps, units, ufunc, ret_class)
unit = unit_operator(*units)
out_arr = func(np.asarray(inps[0]), np.asarray(inps[1]),
out=out, **kwargs)
if unit_operator in (multiply_units, divide_units):
out, out_arr, unit = handle_multiply_divide_units(
unit, units, out, out_arr)
else:
raise RuntimeError(
"Support for the %s ufunc with %i inputs has not been"
"added to YTArray." % (str(ufunc), len(inputs)))
if unit is None:
out_arr = np.array(out_arr, copy=False)
elif ufunc in (modf, divmod_):
out_arr = tuple((ret_class(o, unit) for o in out_arr))
elif out_arr.size == 1:
out_arr = YTQuantity(np.asarray(out_arr), unit)
else:
if ret_class is YTQuantity:
# This happens if you do ndarray * YTQuantity. Explicitly
# casting to YTArray avoids creating a YTQuantity with
# size > 1
out_arr = YTArray(np.asarray(out_arr), unit)
else:
out_arr = ret_class(np.asarray(out_arr), unit)
if out is not None:
out_orig[0].flat[:] = out.flat[:]
if isinstance(out_orig[0], YTArray):
out_orig[0].units = unit
return out_arr
def copy(self, order='C'):
return type(self)(np.copy(np.asarray(self)), self.units)
def __array_finalize__(self, obj):
if obj is None and hasattr(self, 'units'):
return
self.units = getattr(obj, 'units', NULL_UNIT)
def __pos__(self):
""" Posify the data. """
# this needs to be defined for all numpy versions, see
# numpy issue #9081
return type(self)(super(YTArray, self).__pos__(), self.units)
@return_arr
def dot(self, b, out=None):
return super(YTArray, self).dot(b), self.units*b.units
def __reduce__(self):
"""Pickle reduction method
See the documentation for the standard library pickle module:
http://docs.python.org/2/library/pickle.html
Unit metadata is encoded in the zeroth element of third element of the
returned tuple, itself a tuple used to restore the state of the ndarray.
This is always defined for numpy arrays.
"""
np_ret = super(YTArray, self).__reduce__()
obj_state = np_ret[2]
unit_state = (((str(self.units), self.units.registry.lut),) + obj_state[:],)
new_ret = np_ret[:2] + unit_state + np_ret[3:]
return new_ret
def __setstate__(self, state):
"""Pickle setstate method
This is called inside pickle.read() and restores the unit data from the
metadata extracted in __reduce__ and then serialized by pickle.
"""
super(YTArray, self).__setstate__(state[1:])
try:
unit, lut = state[0]
except TypeError:
# this case happens when we try to load an old pickle file
# created before we serialized the unit symbol lookup table
# into the pickle file
unit, lut = str(state[0]), default_unit_symbol_lut.copy()
# need to fix up the lut if the pickle was saved prior to PR #1728
# when the pickle format changed
if len(lut['m']) == 2:
lut.update(default_unit_symbol_lut)
for k, v in [(k, v) for k, v in lut.items() if len(v) == 2]:
lut[k] = v + (0.0, r'\rm{' + k.replace('_', '\ ') + '}')
registry = UnitRegistry(lut=lut, add_default_symbols=False)
self.units = Unit(unit, registry=registry)
def __deepcopy__(self, memodict=None):
"""copy.deepcopy implementation
This is necessary for stdlib deepcopy of arrays and quantities.
"""
if memodict is None:
memodict = {}
ret = super(YTArray, self).__deepcopy__(memodict)
return type(self)(ret, copy.deepcopy(self.units))
class YTQuantity(YTArray):
"""
A scalar associated with a unit.
Parameters
----------
input_scalar : an integer or floating point scalar
The scalar to attach units to
input_units : String unit specification, unit symbol object, or astropy units
The units of the quantity. Powers must be specified using python syntax
(cm**3, not cm^3).
registry : A UnitRegistry object
The registry to create units from. If input_units is already associated
with a unit registry and this is specified, this will be used instead of
the registry associated with the unit object.
dtype : data-type
The dtype of the array data.
Examples
--------
>>> from yt import YTQuantity
>>> a = YTQuantity(1, 'cm')
>>> b = YTQuantity(2, 'm')
>>> a + b
201.0 cm
>>> b + a
2.01 m
NumPy ufuncs will pass through units where appropriate.
>>> import numpy as np
>>> a = YTQuantity(12, 'g/cm**3')
>>> np.abs(a)
12 g/cm**3
and strip them when it would be annoying to deal with them.
>>> print(np.log10(a))
1.07918124605
YTQuantity is tightly integrated with yt datasets:
>>> import yt
>>> ds = yt.load('IsolatedGalaxy/galaxy0030/galaxy0030')
>>> a = ds.quan(5, 'code_length')
>>> a.in_cgs()
1.543e+25 cm
This is equivalent to:
>>> b = YTQuantity(5, 'code_length', registry=ds.unit_registry)
>>> np.all(a == b)
True
"""
def __new__(cls, input_scalar, input_units=None, registry=None,
dtype=np.float64, bypass_validation=False):
if not isinstance(input_scalar, (numeric_type, np.number, np.ndarray)):
raise RuntimeError("YTQuantity values must be numeric")
ret = YTArray.__new__(cls, input_scalar, input_units, registry,
dtype=dtype, bypass_validation=bypass_validation)
if ret.size > 1:
raise RuntimeError("YTQuantity instances must be scalars")
return ret
def __repr__(self):
return str(self)
def validate_numpy_wrapper_units(v, arrs):
if not any(isinstance(a, YTArray) for a in arrs):
return v
if not all(isinstance(a, YTArray) for a in arrs):
raise RuntimeError("Not all of your arrays are YTArrays.")
a1 = arrs[0]
if not all(a.units == a1.units for a in arrs[1:]):
raise RuntimeError("Your arrays must have identical units.")
v.units = a1.units
return v
def uconcatenate(arrs, axis=0):
"""Concatenate a sequence of arrays.
This wrapper around numpy.concatenate preserves units. All input arrays must
have the same units. See the documentation of numpy.concatenate for full
details.
Examples
--------
>>> A = yt.YTArray([1, 2, 3], 'cm')
>>> B = yt.YTArray([2, 3, 4], 'cm')
>>> uconcatenate((A, B))
YTArray([ 1., 2., 3., 2., 3., 4.]) cm
"""
v = np.concatenate(arrs, axis=axis)
v = validate_numpy_wrapper_units(v, arrs)
return v
def ucross(arr1, arr2, registry=None, axisa=-1, axisb=-1, axisc=-1, axis=None):
"""Applies the cross product to two YT arrays.
This wrapper around numpy.cross preserves units.
See the documentation of numpy.cross for full
details.
"""
v = np.cross(arr1, arr2, axisa=axisa, axisb=axisb, axisc=axisc, axis=axis)
units = arr1.units * arr2.units
arr = YTArray(v, units, registry=registry)
return arr
def uintersect1d(arr1, arr2, assume_unique=False):
"""Find the sorted unique elements of the two input arrays.
A wrapper around numpy.intersect1d that preserves units. All input arrays
must have the same units. See the documentation of numpy.intersect1d for
full details.
Examples
--------
>>> A = yt.YTArray([1, 2, 3], 'cm')
>>> B = yt.YTArray([2, 3, 4], 'cm')
>>> uintersect1d(A, B)
YTArray([ 2., 3.]) cm
"""
v = np.intersect1d(arr1, arr2, assume_unique=assume_unique)
v = validate_numpy_wrapper_units(v, [arr1, arr2])
return v
def uunion1d(arr1, arr2):
"""Find the union of two arrays.
A wrapper around numpy.intersect1d that preserves units. All input arrays
must have the same units. See the documentation of numpy.intersect1d for
full details.
Examples
--------
>>> A = yt.YTArray([1, 2, 3], 'cm')
>>> B = yt.YTArray([2, 3, 4], 'cm')
>>> uunion1d(A, B)
YTArray([ 1., 2., 3., 4.]) cm
"""
v = np.union1d(arr1, arr2)
v = validate_numpy_wrapper_units(v, [arr1, arr2])
return v
def unorm(data, ord=None, axis=None, keepdims=False):
"""Matrix or vector norm that preserves units
This is a wrapper around np.linalg.norm that preserves units. See
the documentation for that function for descriptions of the keyword
arguments.
The keepdims argument is ignored if the version of numpy installed is
older than numpy 1.10.0.
"""
if LooseVersion(np.__version__) < LooseVersion('1.10.0'):
norm = | np.linalg.norm(data, ord=ord, axis=axis) | numpy.linalg.norm |
import os
import string
from collections import Counter
from datetime import datetime
from functools import partial
from pathlib import Path
from typing import Optional
import numpy as np
import pandas as pd
from scipy.stats.stats import chisquare
from tangled_up_in_unicode import block, block_abbr, category, category_long, script
from pandas_profiling.config import Settings
from pandas_profiling.model.summary_helpers_image import (
extract_exif,
hash_image,
is_image_truncated,
open_image,
)
def mad(arr: np.ndarray) -> np.ndarray:
"""Median Absolute Deviation: a "Robust" version of standard deviation.
Indices variability of the sample.
https://en.wikipedia.org/wiki/Median_absolute_deviation
"""
return np.median(np.abs(arr - np.median(arr)))
def named_aggregate_summary(series: pd.Series, key: str) -> dict:
summary = {
f"max_{key}": np.max(series),
f"mean_{key}": np.mean(series),
f"median_{key}": np.median(series),
f"min_{key}": | np.min(series) | numpy.min |
try:
import importlib.resources as pkg_resources
except ImportError:
# Try backported to PY<37 `importlib_resources`.
import importlib_resources as pkg_resources
from . import images
from gym import Env, spaces
from time import time
import numpy as np
from copy import copy
import colorsys
import pygame
from pygame.transform import scale
class MinesweeperEnv(Env):
def __init__(self, grid_shape=(10, 15), bombs_density=0.1, n_bombs=None, impact_size=3, max_time=999, chicken=False):
self.grid_shape = grid_shape
self.grid_size = np.prod(grid_shape)
self.n_bombs = max(1, int(bombs_density * self.grid_size)) if n_bombs is None else n_bombs
self.n_bombs = min(self.grid_size - 1, self.n_bombs)
self.flaged_bombs = 0
self.flaged_empty = 0
self.max_time = max_time
if impact_size % 2 == 0:
raise ValueError('Impact_size must be an odd number !')
self.impact_size = impact_size
# Define constants
self.HIDDEN = 0
self.REVEAL = 1
self.FLAG = 2
self.BOMB = self.impact_size ** 2
# Setting up gym Env conventions
nvec_observation = (self.BOMB + 2) * np.ones(self.grid_shape)
self.observation_space = spaces.MultiDiscrete(nvec_observation)
nvec_action = np.array(self.grid_shape + (2,))
self.action_space = spaces.MultiDiscrete(nvec_action)
# Initalize state
self.state = np.zeros(self.grid_shape + (2,), dtype=np.uint8)
## Setup bombs places
idx = np.indices(self.grid_shape).reshape(2, -1)
bombs_ids = np.random.choice(range(self.grid_size), size=self.n_bombs, replace=False)
self.bombs_positions = idx[0][bombs_ids], idx[1][bombs_ids]
## Place numbers
self.semi_impact_size = (self.impact_size-1)//2
bomb_impact = np.ones((self.impact_size, self.impact_size), dtype=np.uint8)
for bombs_id in bombs_ids:
bomb_x, bomb_y = idx[0][bombs_id], idx[1][bombs_id]
x_min, x_max, dx_min, dx_max = self.clip_index(bomb_x, 0)
y_min, y_max, dy_min, dy_max = self.clip_index(bomb_y, 1)
bomb_region = self.state[x_min:x_max, y_min:y_max, 0]
bomb_region += bomb_impact[dx_min:dx_max, dy_min:dy_max]
## Place bombs
self.state[self.bombs_positions + (0,)] = self.BOMB
self.start_time = time()
self.time_left = int(time() - self.start_time)
# Setup rendering
self.pygame_is_init = False
self.chicken = chicken
self.done = False
self.score = 0
def get_observation(self):
observation = copy(self.state[:, :, 1])
revealed = observation == 1
flaged = observation == 2
observation += self.impact_size ** 2 + 1
observation[revealed] = copy(self.state[:, :, 0][revealed])
observation[flaged] -= 1
return observation
def reveal_around(self, coords, reward, done, without_loss=False):
if not done:
x_min, x_max, _, _ = self.clip_index(coords[0], 0)
y_min, y_max, _, _ = self.clip_index(coords[1], 1)
region = self.state[x_min:x_max, y_min:y_max, :]
unseen_around = np.sum(region[..., 1] == 0)
if unseen_around == 0:
if not without_loss:
reward -= 0.001
return
flags_around = np.sum(region[..., 1] == 2)
if flags_around == self.state[coords + (0,)]:
unrevealed_zeros_around = np.logical_and(region[..., 0] == 0, region[..., 1] == self.HIDDEN)
if np.any(unrevealed_zeros_around):
zeros_coords = np.argwhere(unrevealed_zeros_around)
for zero in zeros_coords:
coord = (x_min + zero[0], y_min + zero[1])
self.state[coord + (1,)] = 1
self.reveal_around(coord, reward, done, without_loss=True)
self.state[x_min:x_max, y_min:y_max, 1][self.state[x_min:x_max, y_min:y_max, 1] != self.FLAG] = 1
unflagged_bombs_around = np.logical_and(region[..., 0] == self.BOMB, region[..., 1] != self.FLAG)
if np.any(unflagged_bombs_around):
self.done = True
reward, done = -1, True
else:
if not without_loss:
reward -= 0.001
def clip_index(self, x, axis):
max_idx = self.grid_shape[axis]
x_min, x_max = max(0, x-self.semi_impact_size), min(max_idx, x + self.semi_impact_size + 1)
dx_min, dx_max = x_min - (x - self.semi_impact_size), x_max - (x + self.semi_impact_size + 1) + self.impact_size
return x_min, x_max, dx_min, dx_max
def step(self, action):
coords = action[:2]
action_type = action[2] + 1 # 0 -> 1 = reveal; 1 -> 2 = toggle_flag
case_state = self.state[coords + (1,)]
case_content = self.state[coords + (0,)]
NO_BOMBS_AROUND = 0
reward, done = 0, False
self.time_left = self.max_time - time() + self.start_time
if self.time_left <= 0:
score = -(self.n_bombs - self.flaged_bombs + self.flaged_empty)/self.n_bombs
reward, done = score, True
return self.get_observation(), reward, done, {'passed':False}
if action_type == self.REVEAL:
if case_state == self.HIDDEN:
self.state[coords + (1,)] = action_type
if case_content == self.BOMB:
if self.pygame_is_init: self.done = True
reward, done = -1, True
return self.get_observation(), reward, done, {'passed':False}
elif case_content == NO_BOMBS_AROUND:
self.reveal_around(coords, reward, done)
elif case_state == self.REVEAL:
self.reveal_around(coords, reward, done)
reward -= 0.01
else:
reward -= 0.001
self.score += reward
return self.get_observation(), reward, done, {'passed':True}
elif action_type == self.FLAG:
if case_state == self.REVEAL:
reward -= 0.001
else:
flaging = 1
if case_state == self.FLAG:
flaging = -1
self.state[coords + (1,)] = self.HIDDEN
else:
self.state[coords + (1,)] = self.FLAG
if case_content == self.BOMB:
self.flaged_bombs += flaging
else:
self.flaged_empty += flaging
if self.flaged_bombs == self.n_bombs and self.flaged_empty == 0:
reward, done = 2 + self.time_left/self.max_time, True
if np.any(np.logical_and(self.state[..., 0]==9, self.state[..., 1]==1)) or self.done:
reward, done = -1 + self.time_left/self.max_time + (self.flaged_bombs - self.flaged_empty)/self.n_bombs, True
self.score += reward
return self.get_observation(), reward, done, {'passed':False}
def reset(self):
self.__init__(self.grid_shape, n_bombs=self.n_bombs, impact_size=self.impact_size, max_time=self.max_time, chicken=self.chicken)
return self.get_observation()
def render(self):
if not self.pygame_is_init:
self._init_pygame()
self.pygame_is_init = True
for event in pygame.event.get():
if event.type == pygame.QUIT: # pylint: disable=E1101
pygame.quit() # pylint: disable=E1101
# Plot background
pygame.draw.rect(self.window, (60, 56, 53), (0, 0, self.height, self.width))
# Plot grid
for index, state in np.ndenumerate(self.state[..., 1]):
self._plot_block(index, state)
# Plot infos
## Score
score_text = self.score_font.render("SCORE", 1, (255, 10, 10))
score = self.score_font.render(str(round(self.score, 4)), 1, (255, 10, 10))
self.window.blit(score_text, (0.1*self.header_size, 0.75*self.width))
self.window.blit(score, (0.1*self.header_size, 0.8*self.width))
## Time left
time_text = self.num_font.render("TIME", 1, (255, 10, 10))
self.time_left = self.max_time - time() + self.start_time
time_left = self.num_font.render(str(int(self.time_left+1)), 1, (255, 10, 10))
self.window.blit(time_text, (0.1*self.header_size, 0.03*self.width))
self.window.blit(time_left, (0.1*self.header_size, 0.1*self.width))
## Bombs left
bombs_text = self.num_font.render("BOMBS", 1, (255, 255, 10))
left_text = self.num_font.render("LEFT", 1, (255, 255, 10))
potential_bombs_left = self.n_bombs - self.flaged_bombs - self.flaged_empty
potential_bombs_left = self.num_font.render(str(int(potential_bombs_left)), 1, (255, 255, 10))
self.window.blit(bombs_text, (0.1*self.header_size, 0.4*self.width))
self.window.blit(left_text, (0.1*self.header_size, 0.45*self.width))
self.window.blit(potential_bombs_left, (0.1*self.header_size, 0.5*self.width))
pygame.display.flip()
pygame.time.wait(10)
if self.done:
pygame.time.wait(3000)
@staticmethod
def _get_color(n, max_n):
BLUE_HUE = 0.6
RED_HUE = 0.0
HUE = RED_HUE + (BLUE_HUE - RED_HUE) * ((max_n - n) / max_n)**3
color = 255 * np.array(colorsys.hsv_to_rgb(HUE, 1, 0.7))
return color
def _plot_block(self, index, state):
position = tuple(self.origin + self.scale_factor * self.BLOCK_SIZE * np.array((index[1], index[0])))
label = None
if state == self.HIDDEN and not self.done:
img_key = 'hidden'
elif state == self.FLAG:
if not self.done:
img_key = 'flag'
else:
content = self.state[index][0]
if content == self.BOMB:
img_key = 'disabled_mine' if not self.chicken else 'disabled_chicken'
else:
img_key = 'misplaced_flag'
else:
content = self.state[index][0]
if content == self.BOMB:
if state == self.HIDDEN:
img_key = 'mine' if not self.chicken else 'chicken'
else:
img_key = 'exploded_mine' if not self.chicken else 'exploded_chicken'
else:
img_key = 'revealed'
label = self.num_font.render(str(content), 1, self._get_color(content, self.BOMB))
self.window.blit(self.images[img_key], position)
if label: self.window.blit(label, position + self.font_offset - (content > 9) * self.decimal_font_offset)
def _init_pygame(self):
pygame.init() # pylint: disable=E1101
# Open Pygame window
self.scale_factor = 2 * min(12 / self.grid_shape[0], 25 / self.grid_shape[1])
self.BLOCK_SIZE = 32
self.header_size = self.scale_factor * 100
self.origin = np.array([self.header_size, 0])
self.width = int(self.scale_factor * self.BLOCK_SIZE * self.grid_shape[0])
self.height = int(self.scale_factor * self.BLOCK_SIZE * self.grid_shape[1] + self.header_size)
self.window = pygame.display.set_mode((self.height, self.width))
# Setup font for numbers
num_font_size = 20
self.num_font = pygame.font.SysFont("monospace", int(self.scale_factor * num_font_size))
self.font_offset = self.scale_factor * self.BLOCK_SIZE * | np.array([0.325, 0.15]) | numpy.array |
"""
Greedy Word Swap with Word Importance Ranking
===================================================
When WIR method is set to ``unk``, this is a reimplementation of the search
method from the paper: Is BERT Really Robust?
A Strong Baseline for Natural Language Attack on Text Classification and
Entailment by Jin et. al, 2019. See https://arxiv.org/abs/1907.11932 and
https://github.com/jind11/TextFooler.
"""
import numpy as np
import torch
from torch.nn.functional import softmax
from textattack.goal_function_results import GoalFunctionResultStatus
from textattack.search_methods import SearchMethod
from textattack.shared.validators import (
transformation_consists_of_word_swaps_and_deletions,
)
class GreedyWordSwapWIR(SearchMethod):
"""An attack that greedily chooses from a list of possible perturbations in
order of index, after ranking indices by importance.
Args:
wir_method: method for ranking most important words
"""
def __init__(self, wir_method="unk"):
self.wir_method = wir_method
def _get_index_order(self, initial_text):
"""Returns word indices of ``initial_text`` in descending order of
importance."""
len_text = len(initial_text.words)
if self.wir_method == "unk":
leave_one_texts = [
initial_text.replace_word_at_index(i, "[UNK]") for i in range(len_text)
]
leave_one_results, search_over = self.get_goal_results(leave_one_texts)
index_scores = | np.array([result.score for result in leave_one_results]) | numpy.array |
from data.data_loader_dad import (
NASA_Anomaly,
WADI
)
from exp.exp_basic import Exp_Basic
from models.model import Informer
from utils.tools import EarlyStopping, adjust_learning_rate
from utils.metrics import metric
from sklearn.metrics import classification_report
import numpy as np
import torch
import torch.nn as nn
from torch import optim
from torch.utils.data import DataLoader
import os
import time
import warnings
warnings.filterwarnings('ignore')
class Exp_Informer_DAD(Exp_Basic):
def __init__(self, args):
super(Exp_Informer_DAD, self).__init__(args)
def _build_model(self):
model_dict = {
'informer':Informer,
}
if self.args.model=='informer':
model = model_dict[self.args.model](
self.args.enc_in,
self.args.dec_in,
self.args.c_out,
self.args.seq_len,
self.args.label_len,
self.args.pred_len,
self.args.factor,
self.args.d_model,
self.args.n_heads,
self.args.e_layers,
self.args.d_layers,
self.args.d_ff,
self.args.dropout,
self.args.attn,
self.args.embed,
self.args.data[:-1],
self.args.activation,
self.device
)
return model.double()
def _get_data(self, flag):
args = self.args
data_dict = {
'SMAP':NASA_Anomaly,
'MSL':NASA_Anomaly,
'WADI':WADI,
}
Data = data_dict[self.args.data]
if flag == 'test':
shuffle_flag = False; drop_last = True; batch_size = args.batch_size
else:
shuffle_flag = True; drop_last = True; batch_size = args.batch_size
data_set = Data(
root_path=args.root_path,
data_path=args.data_path,
flag=flag,
size=[args.seq_len, args.label_len, args.pred_len],
features=args.features,
target=args.target
)
print(flag, len(data_set))
data_loader = DataLoader(
data_set,
batch_size=batch_size,
shuffle=shuffle_flag,
num_workers=args.num_workers,
drop_last=drop_last)
return data_set, data_loader
def _select_optimizer(self):
model_optim = optim.Adam(self.model.parameters(), lr=self.args.learning_rate)
return model_optim
def _select_criterion(self):
criterion = nn.MSELoss()
return criterion
def vali(self, vali_data, vali_loader, criterion):
self.model.eval()
total_loss = []
for i, (batch_x,batch_y,batch_x_mark,batch_y_mark,batch_label) in enumerate(vali_loader):
batch_x = batch_x.double().to(self.device)
batch_y = batch_y.double()
batch_x_mark = batch_x_mark.double().to(self.device)
batch_y_mark = batch_y_mark.double().to(self.device)
# decoder input
dec_inp = torch.zeros_like(batch_y[:,-self.args.pred_len:,:]).double()
dec_inp = torch.cat([batch_y[:,:self.args.label_len,:], dec_inp], dim=1).double().to(self.device)
# encoder - decoder
outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)
batch_y = batch_y[:,-self.args.pred_len:,:].to(self.device)
pred = outputs.detach().cpu()
true = batch_y.detach().cpu()
loss = criterion(pred, true)
total_loss.append(loss)
total_loss = np.average(total_loss)
self.model.train()
return total_loss
def train(self, setting):
train_data, train_loader = self._get_data(flag = 'train')
vali_data, vali_loader = self._get_data(flag = 'val')
test_data, test_loader = self._get_data(flag = 'test')
path = './checkpoints/'+setting
if not os.path.exists(path):
os.makedirs(path)
time_now = time.time()
train_steps = len(train_loader)
early_stopping = EarlyStopping(patience=self.args.patience, verbose=True)
model_optim = self._select_optimizer()
criterion = self._select_criterion()
for epoch in range(self.args.train_epochs):
iter_count = 0
train_loss = []
self.model.train()
for i, (batch_x,batch_y,batch_x_mark,batch_y_mark) in enumerate(train_loader):
iter_count += 1
model_optim.zero_grad()
batch_x = batch_x.double().to(self.device)
batch_y = batch_y.double()
batch_x_mark = batch_x_mark.double().to(self.device)
batch_y_mark = batch_y_mark.double().to(self.device)
# decoder input
dec_inp = torch.zeros_like(batch_y[:,-self.args.pred_len:,:]).double()
dec_inp = torch.cat([batch_y[:,:self.args.label_len,:], dec_inp], dim=1).double().to(self.device)
# encoder - decoder
outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)
batch_y = batch_y[:,-self.args.pred_len:,:].to(self.device)
loss = criterion(outputs, batch_y)
train_loss.append(loss.item())
if (i+1) % 100==0:
print("\titers: {0}, epoch: {1} | loss: {2:.7f}".format(i + 1, epoch + 1, loss.item()))
speed = (time.time()-time_now)/iter_count
left_time = speed*((self.args.train_epochs - epoch)*train_steps - i)
print('\tspeed: {:.4f}s/iter; left time: {:.4f}s'.format(speed, left_time))
iter_count = 0
time_now = time.time()
loss.backward()
model_optim.step()
train_loss = np.average(train_loss)
vali_loss = self.vali(vali_data, vali_loader, criterion)
test_loss = self.vali(test_data, test_loader, criterion)
print("Epoch: {0}, Steps: {1} | Train Loss: {2:.7f} Vali Loss: {3:.7f} Test Loss: {4:.7f}".format(
epoch + 1, train_steps, train_loss, vali_loss, test_loss))
early_stopping(vali_loss, self.model, path)
if early_stopping.early_stop:
print("Early stopping")
break
adjust_learning_rate(model_optim, epoch+1, self.args)
best_model_path = path+'/'+'checkpoint.pth'
self.model.load_state_dict(torch.load(best_model_path))
return self.model
def test(self, setting):
test_data, test_loader = self._get_data(flag='test')
self.model.eval()
preds = []
trues = []
labels = []
with torch.no_grad():
for i, (batch_x,batch_y,batch_x_mark,batch_y_mark,batch_label) in enumerate(test_loader):
batch_x = batch_x.double().to(self.device)
batch_y = batch_y.double()
batch_x_mark = batch_x_mark.double().to(self.device)
batch_y_mark = batch_y_mark.double().to(self.device)
# decoder input
dec_inp = torch.zeros_like(batch_y[:,-self.args.pred_len:,:]).double()
dec_inp = torch.cat([batch_y[:,:self.args.label_len,:], dec_inp], dim=1).double().to(self.device)
# encoder - decoder
outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)
batch_y = batch_y[:,-self.args.pred_len:,:].to(self.device)
pred = outputs.detach().cpu().numpy()#.squeeze()
true = batch_y.detach().cpu().numpy()#.squeeze()
batch_label = batch_label.long().detach().numpy()
preds.append(pred)
trues.append(true)
labels.append(batch_label)
preds = np.array(preds)
trues = np.array(trues)
labels = np.array(labels)
print('test shape:', preds.shape, trues.shape)
preds = preds.reshape(-1, preds.shape[-2], preds.shape[-1])
trues = trues.reshape(-1, trues.shape[-2], trues.shape[-1])
labels = labels.reshape(-1, labels.shape[-1])
print('test shape:', preds.shape, trues.shape)
# result save
folder_path = './results/' + setting +'/'
if not os.path.exists(folder_path):
os.makedirs(folder_path)
mae, mse, rmse, mape, mspe = metric(preds, trues)
print('mse:{}, mae:{}'.format(mse, mae))
np.save(folder_path+'metrics.npy', np.array([mae, mse, rmse, mape, mspe]))
np.save(folder_path+'pred.npy', preds)
np.save(folder_path+'true.npy', trues)
| np.save(folder_path+'label.npy', labels) | numpy.save |
# Copyright (c) Pymatgen Development Team.
# Distributed under the terms of the MIT License.
"""
Test for the piezo tensor class
"""
__author__ = "<NAME>"
__version__ = "0.1"
__maintainer__ = "<NAME>"
__email__ = "<EMAIL>"
__status__ = "Development"
__date__ = "4/1/16"
import os
import unittest
import numpy as np
from pymatgen.analysis.piezo import PiezoTensor
from pymatgen.util.testing import PymatgenTest
class PiezoTest(PymatgenTest):
def setUp(self):
self.piezo_struc = self.get_structure("BaNiO3")
self.voigt_matrix = np.array(
[
[0.0, 0.0, 0.0, 0.0, 0.03839, 0.0],
[0.0, 0.0, 0.0, 0.03839, 0.0, 0.0],
[6.89822, 6.89822, 27.46280, 0.0, 0.0, 0.0],
]
)
self.vasp_matrix = np.array(
[
[0.0, 0.0, 0.0, 0.0, 0.0, 0.03839],
[0.0, 0.0, 0.0, 0.0, 0.03839, 0.0, 0.0],
[6.89822, 6.89822, 27.46280, 0.0, 0.0, 0.0],
]
)
self.full_tensor_array = [
[[0.0, 0.0, 0.03839], [0.0, 0.0, 0.0], [0.03839, 0.0, 0.0]],
[[0.0, 0.0, 0.0], [0.0, 0.0, 0.03839], [0.0, 0.03839, 0.0]],
[[6.89822, 0.0, 0.0], [0.0, 6.89822, 0.0], [0.0, 0.0, 27.4628]],
]
def test_new(self):
pt = PiezoTensor(self.full_tensor_array)
self.assertArrayAlmostEqual(pt, self.full_tensor_array)
bad_dim_array = np.zeros((3, 3))
self.assertRaises(ValueError, PiezoTensor, bad_dim_array)
def test_from_voigt(self):
bad_voigt = | np.zeros((3, 7)) | numpy.zeros |
import numpy as np
import tensorflow as tf
H = 2
N = 2
M = 3
BS = 10
def my_softmax(arr):
max_elements = np.reshape(np.max(arr, axis = 2), (BS, N, 1))
arr = arr - max_elements
exp_array = np.exp(arr)
print (exp_array)
sum_array = np.reshape(np.sum(exp_array, axis=2), (BS, N, 1))
return exp_array /sum_array
def masked_softmax(logits, mask, dim):
"""
Takes masked softmax over given dimension of logits.
Inputs:
logits: Numpy array. We want to take softmax over dimension dim.
mask: Numpy array of same shape as logits.
Has 1s where there's real data in logits, 0 where there's padding
dim: int. dimension over which to take softmax
Returns:
masked_logits: Numpy array same shape as logits.
This is the same as logits, but with 1e30 subtracted
(i.e. very large negative number) in the padding locations.
prob_dist: Numpy array same shape as logits.
The result of taking softmax over masked_logits in given dimension.
Should be 0 in padding locations.
Should sum to 1 over given dimension.
"""
exp_mask = (1 - tf.cast(mask, 'float64')) * (-1e30) # -large where there's padding, 0 elsewhere
print (exp_mask)
masked_logits = tf.add(logits, exp_mask) # where there's padding, set logits to -large
prob_dist = tf.nn.softmax(masked_logits, dim)
return masked_logits, prob_dist
def test_build_similarity(contexts, questions):
w_sim_1 = tf.get_variable('w_sim_1',
initializer=w_1) # 2 * H
w_sim_2 = tf.get_variable('w_sim_2',
initializer=w_2) # 2 * self.hidden_size
w_sim_3 = tf.get_variable('w_sim_3',
initializer=w_3) # 2 * self.hidden_size
q_tile = tf.tile(tf.expand_dims(questions, 0), [N, 1, 1, 1]) # N x BS x M x 2H
q_tile = tf.transpose(q_tile, (1, 0, 3, 2)) # BS x N x 2H x M
contexts = tf.expand_dims(contexts, -1) # BS x N x 2H x 1
result = (contexts * q_tile) # BS x N x 2H x M
tf.assert_equal(tf.shape(result), [BS, N, 2 * H, M])
result = tf.transpose(result, (0, 1, 3, 2)) # BS x N x M x 2H
result = tf.reshape(result, (-1, N * M, 2 * H)) # BS x (NxM) x 2H
tf.assert_equal(tf.shape(result), [BS, N*M, 2*H])
# w_sim_1 = tf.tile(tf.expand_dims(w_sim_1, 0), [BS, 1])
# w_sim_2 = tf.tile(tf.expand_dims(w_sim_2, 0), [BS, 1])
# w_sim_3 = tf.tile(tf.expand_dims(w_sim_3, 0), [BS, 1])
term1 = tf.matmul(tf.reshape(contexts, (BS * N, 2*H)), tf.expand_dims(w_sim_1, -1)) # BS x N
term1 = tf.reshape(term1, (-1, N))
term2 = tf.matmul(tf.reshape(questions, (BS * M, 2*H)), tf.expand_dims(w_sim_2, -1)) # BS x M
term2 = tf.reshape(term2, (-1, M))
term3 = tf.matmul(tf.reshape(result, (BS * N * M, 2* H)), tf.expand_dims(w_sim_3, -1))
term3 = tf.reshape(term3, (-1, N, M)) # BS x N x M
S = tf.reshape(term1,(-1, N, 1)) + term3 + tf.reshape(term2, (-1, 1, M))
return S
def test_build_sim_mask():
context_mask = np.array([True, True]) # BS x N
question_mask = np.array([True, True, False]) # BS x M
context_mask = np.tile(context_mask, [BS, 1])
question_mask = np.tile(question_mask, [BS, 1])
context_mask = tf.get_variable('context_mask', initializer=context_mask)
question_mask = tf.get_variable('question_mask', initializer=question_mask)
context_mask = tf.expand_dims(context_mask, -1) # BS x N x 1
question_mask = tf.expand_dims(question_mask, -1) # BS x M x 1
question_mask = tf.transpose(question_mask, (0, 2, 1)) # BS x 1 x M
sim_mask = tf.matmul(tf.cast(context_mask, dtype=tf.int32),
tf.cast(question_mask, dtype=tf.int32)) # BS x N x M
return sim_mask
def test_build_c2q(S, S_mask, questions):
_, alpha = masked_softmax(S, mask, 2) # BS x N x M
return tf.matmul(alpha, questions)
def test_build_q2c(S, S_mask, contexts):
# S = BS x N x M
# contexts = BS x N x 2H
m = tf.reduce_max(S * tf.cast(S_mask, dtype=tf.float64), axis=2) # BS x N
beta = tf.expand_dims(tf.nn.softmax(m), -1) # BS x N x 1
beta = tf.transpose(beta, (0, 2, 1))
q2c = tf.matmul(beta, contexts)
return m, beta, q2c
def test_concatenation(c2q, q2c):
q2c = tf.tile(q2c, (1, N, 1))
output = tf.concat([c2q, q2c], axis=2)
tf.assert_equal(tf.shape(output), [BS, N, 4*H])
return output
if __name__== "__main__":
w_1 = np.array([1., 2., 3., 4.])
w_2 = np.array([5., 6., 7., 8.])
w_3 = | np.array([13., 12., 11., 10.]) | numpy.array |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = | np.array(vx.value) | numpy.array |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * | np.ones(101) | numpy.ones |
import argparse
import json
import numpy as np
import pandas as pd
import os
from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import train_test_split
from sklearn.metrics import classification_report,f1_score
from keras.models import Sequential
from keras.layers import Dense, Dropout
from keras import backend as K
from keras.utils.vis_utils import plot_model
from sklearn.externals import joblib
import time
def f1(y_true, y_pred):
def recall(y_true, y_pred):
"""Recall metric.
Only computes a batch-wise average of recall.
Computes the recall, a metric for multi-label classification of
how many relevant items are selected.
"""
true_positives = K.sum(K.round(K.clip(y_true * y_pred, 0, 1)))
possible_positives = K.sum(K.round(K.clip(y_true, 0, 1)))
recall = true_positives / (possible_positives + K.epsilon())
return recall
def precision(y_true, y_pred):
"""Precision metric.
Only computes a batch-wise average of precision.
Computes the precision, a metric for multi-label classification of
how many selected items are relevant.
"""
true_positives = K.sum(K.round(K.clip(y_true * y_pred, 0, 1)))
predicted_positives = K.sum(K.round(K.clip(y_pred, 0, 1)))
precision = true_positives / (predicted_positives + K.epsilon())
return precision
precision = precision(y_true, y_pred)
recall = recall(y_true, y_pred)
return 2*((precision*recall)/(precision+recall+K.epsilon()))
def get_embeddings(sentences_list,layer_json):
'''
:param sentences_list: the path o the sentences.txt
:param layer_json: the path of the json file that contains the embeddings of the sentences
:return: Dictionary with key each sentence of the sentences_list and as value the embedding
'''
sentences = dict()#dict with key the index of each line of the sentences_list.txt and as value the sentence
embeddings = dict()##dict with key the index of each sentence and as value the its embedding
sentence_emb = dict()#key:sentence,value:its embedding
with open(sentences_list,'r') as file:
for index,line in enumerate(file):
sentences[index] = line.strip()
with open(layer_json, 'r',encoding='utf-8') as f:
for line in f:
embeddings[json.loads(line)['linex_index']] = np.asarray(json.loads(line)['features'])
for key,value in sentences.items():
sentence_emb[value] = embeddings[key]
return sentence_emb
def train_classifier(sentences_list,layer_json,dataset_csv,filename):
'''
:param sentences_list: the path o the sentences.txt
:param layer_json: the path of the json file that contains the embeddings of the sentences
:param dataset_csv: the path of the dataset
:param filename: The path of the pickle file that the model will be stored
:return:
'''
dataset = pd.read_csv(dataset_csv)
bert_dict = get_embeddings(sentences_list,layer_json)
length = list()
sentence_emb = list()
previous_emb = list()
next_list = list()
section_list = list()
label = list()
errors = 0
for row in dataset.iterrows():
sentence = row[1][0].strip()
previous = row[1][1].strip()
nexts = row[1][2].strip()
section = row[1][3].strip()
if sentence in bert_dict:
sentence_emb.append(bert_dict[sentence])
else:
sentence_emb.append(np.zeros(768))
print(sentence)
errors += 1
if previous in bert_dict:
previous_emb.append(bert_dict[previous])
else:
previous_emb.append(np.zeros(768))
if nexts in bert_dict:
next_list.append(bert_dict[nexts])
else:
next_list.append(np.zeros(768))
if section in bert_dict:
section_list.append(bert_dict[section])
else:
section_list.append(np.zeros(768))
length.append(row[1][4])
label.append(row[1][5])
sentence_emb = np.asarray(sentence_emb)
print(sentence_emb.shape)
next_emb = np.asarray(next_list)
print(next_emb.shape)
previous_emb = np.asarray(previous_emb)
print(previous_emb.shape)
section_emb = np.asarray(section_list)
print(sentence_emb.shape)
length = np.asarray(length)
print(length.shape)
label = | np.asarray(label) | numpy.asarray |
# coding: utf-8
# Licensed under a 3-clause BSD style license - see LICENSE.rst
"""
Test the Logarithmic Units and Quantities
"""
from __future__ import (absolute_import, unicode_literals, division,
print_function)
from ...extern import six
from ...extern.six.moves import zip
import pickle
import itertools
import pytest
import numpy as np
from numpy.testing.utils import assert_allclose
from ...tests.helper import assert_quantity_allclose
from ... import units as u, constants as c
lu_units = [u.dex, u.mag, u.decibel]
lu_subclasses = [u.DexUnit, u.MagUnit, u.DecibelUnit]
lq_subclasses = [u.Dex, u.Magnitude, u.Decibel]
pu_sample = (u.dimensionless_unscaled, u.m, u.g/u.s**2, u.Jy)
class TestLogUnitCreation(object):
def test_logarithmic_units(self):
"""Check logarithmic units are set up correctly."""
assert u.dB.to(u.dex) == 0.1
assert u.dex.to(u.mag) == -2.5
assert u.mag.to(u.dB) == -4
@pytest.mark.parametrize('lu_unit, lu_cls', zip(lu_units, lu_subclasses))
def test_callable_units(self, lu_unit, lu_cls):
assert isinstance(lu_unit, u.UnitBase)
assert callable(lu_unit)
assert lu_unit._function_unit_class is lu_cls
@pytest.mark.parametrize('lu_unit', lu_units)
def test_equality_to_normal_unit_for_dimensionless(self, lu_unit):
lu = lu_unit()
assert lu == lu._default_function_unit # eg, MagUnit() == u.mag
assert lu._default_function_unit == lu # and u.mag == MagUnit()
@pytest.mark.parametrize('lu_unit, physical_unit',
itertools.product(lu_units, pu_sample))
def test_call_units(self, lu_unit, physical_unit):
"""Create a LogUnit subclass using the callable unit and physical unit,
and do basic check that output is right."""
lu1 = lu_unit(physical_unit)
assert lu1.physical_unit == physical_unit
assert lu1.function_unit == lu1._default_function_unit
def test_call_invalid_unit(self):
with pytest.raises(TypeError):
u.mag([])
with pytest.raises(ValueError):
u.mag(u.mag())
@pytest.mark.parametrize('lu_cls, physical_unit', itertools.product(
lu_subclasses + [u.LogUnit], pu_sample))
def test_subclass_creation(self, lu_cls, physical_unit):
"""Create a LogUnit subclass object for given physical unit,
and do basic check that output is right."""
lu1 = lu_cls(physical_unit)
assert lu1.physical_unit == physical_unit
assert lu1.function_unit == lu1._default_function_unit
lu2 = lu_cls(physical_unit,
function_unit=2*lu1._default_function_unit)
assert lu2.physical_unit == physical_unit
assert lu2.function_unit == u.Unit(2*lu2._default_function_unit)
with pytest.raises(ValueError):
lu_cls(physical_unit, u.m)
def test_predefined_magnitudes():
assert_quantity_allclose((-21.1*u.STmag).physical,
1.*u.erg/u.cm**2/u.s/u.AA)
assert_quantity_allclose((-48.6*u.ABmag).physical,
1.*u.erg/u.cm**2/u.s/u.Hz)
assert_quantity_allclose((0*u.M_bol).physical, c.L_bol0)
assert_quantity_allclose((0*u.m_bol).physical,
c.L_bol0/(4.*np.pi*(10.*c.pc)**2))
def test_predefined_reinitialisation():
assert u.mag('ST') == u.STmag
assert u.mag('AB') == u.ABmag
assert u.mag('Bol') == u.M_bol
assert u.mag('bol') == u.m_bol
def test_predefined_string_roundtrip():
"""Ensure roundtripping; see #5015"""
with u.magnitude_zero_points.enable():
assert u.Unit(u.STmag.to_string()) == u.STmag
assert u.Unit(u.ABmag.to_string()) == u.ABmag
assert u.Unit(u.M_bol.to_string()) == u.M_bol
assert u.Unit(u.m_bol.to_string()) == u.m_bol
def test_inequality():
"""Check __ne__ works (regresssion for #5342)."""
lu1 = u.mag(u.Jy)
lu2 = u.dex(u.Jy)
lu3 = u.mag(u.Jy**2)
lu4 = lu3 - lu1
assert lu1 != lu2
assert lu1 != lu3
assert lu1 == lu4
class TestLogUnitStrings(object):
def test_str(self):
"""Do some spot checks that str, repr, etc. work as expected."""
lu1 = u.mag(u.Jy)
assert str(lu1) == 'mag(Jy)'
assert repr(lu1) == 'Unit("mag(Jy)")'
assert lu1.to_string('generic') == 'mag(Jy)'
with pytest.raises(ValueError):
lu1.to_string('fits')
lu2 = u.dex()
assert str(lu2) == 'dex'
assert repr(lu2) == 'Unit("dex(1)")'
assert lu2.to_string() == 'dex(1)'
lu3 = u.MagUnit(u.Jy, function_unit=2*u.mag)
assert str(lu3) == '2 mag(Jy)'
assert repr(lu3) == 'MagUnit("Jy", unit="2 mag")'
assert lu3.to_string() == '2 mag(Jy)'
lu4 = u.mag(u.ct)
assert lu4.to_string('generic') == 'mag(ct)'
assert lu4.to_string('latex') == ('$\\mathrm{mag}$$\\mathrm{\\left( '
'\\mathrm{ct} \\right)}$')
assert lu4._repr_latex_() == lu4.to_string('latex')
class TestLogUnitConversion(object):
@pytest.mark.parametrize('lu_unit, physical_unit',
itertools.product(lu_units, pu_sample))
def test_physical_unit_conversion(self, lu_unit, physical_unit):
"""Check various LogUnit subclasses are equivalent and convertible
to their non-log counterparts."""
lu1 = lu_unit(physical_unit)
assert lu1.is_equivalent(physical_unit)
assert lu1.to(physical_unit, 0.) == 1.
assert physical_unit.is_equivalent(lu1)
assert physical_unit.to(lu1, 1.) == 0.
pu = u.Unit(8.*physical_unit)
assert lu1.is_equivalent(physical_unit)
assert lu1.to(pu, 0.) == 0.125
assert pu.is_equivalent(lu1)
assert_allclose(pu.to(lu1, 0.125), 0., atol=1.e-15)
# Check we round-trip.
value = np.linspace(0., 10., 6)
assert_allclose(pu.to(lu1, lu1.to(pu, value)), value, atol=1.e-15)
# And that we're not just returning True all the time.
pu2 = u.g
assert not lu1.is_equivalent(pu2)
with pytest.raises(u.UnitsError):
lu1.to(pu2)
assert not pu2.is_equivalent(lu1)
with pytest.raises(u.UnitsError):
pu2.to(lu1)
@pytest.mark.parametrize('lu_unit', lu_units)
def test_container_unit_conversion(self, lu_unit):
"""Check that conversion to logarithmic units (u.mag, u.dB, u.dex)
is only possible when the physical unit is dimensionless."""
values = np.linspace(0., 10., 6)
lu1 = lu_unit(u.dimensionless_unscaled)
assert lu1.is_equivalent(lu1.function_unit)
assert_allclose(lu1.to(lu1.function_unit, values), values)
lu2 = lu_unit(u.Jy)
assert not lu2.is_equivalent(lu2.function_unit)
with pytest.raises(u.UnitsError):
lu2.to(lu2.function_unit, values)
@pytest.mark.parametrize(
'flu_unit, tlu_unit, physical_unit',
itertools.product(lu_units, lu_units, pu_sample))
def test_subclass_conversion(self, flu_unit, tlu_unit, physical_unit):
"""Check various LogUnit subclasses are equivalent and convertible
to each other if they correspond to equivalent physical units."""
values = np.linspace(0., 10., 6)
flu = flu_unit(physical_unit)
tlu = tlu_unit(physical_unit)
assert flu.is_equivalent(tlu)
assert_allclose(flu.to(tlu), flu.function_unit.to(tlu.function_unit))
assert_allclose(flu.to(tlu, values),
values * flu.function_unit.to(tlu.function_unit))
tlu2 = tlu_unit(u.Unit(100.*physical_unit))
assert flu.is_equivalent(tlu2)
# Check that we round-trip.
assert_allclose(flu.to(tlu2, tlu2.to(flu, values)), values, atol=1.e-15)
tlu3 = tlu_unit(physical_unit.to_system(u.si)[0])
assert flu.is_equivalent(tlu3)
assert_allclose(flu.to(tlu3, tlu3.to(flu, values)), values, atol=1.e-15)
tlu4 = tlu_unit(u.g)
assert not flu.is_equivalent(tlu4)
with pytest.raises(u.UnitsError):
flu.to(tlu4, values)
def test_unit_decomposition(self):
lu = u.mag(u.Jy)
assert lu.decompose() == u.mag(u.Jy.decompose())
assert lu.decompose().physical_unit.bases == [u.kg, u.s]
assert lu.si == u.mag(u.Jy.si)
assert lu.si.physical_unit.bases == [u.kg, u.s]
assert lu.cgs == u.mag(u.Jy.cgs)
assert lu.cgs.physical_unit.bases == [u.g, u.s]
def test_unit_multiple_possible_equivalencies(self):
lu = u.mag(u.Jy)
assert lu.is_equivalent(pu_sample)
class TestLogUnitArithmetic(object):
def test_multiplication_division(self):
"""Check that multiplication/division with other units is only
possible when the physical unit is dimensionless, and that this
turns the unit into a normal one."""
lu1 = u.mag(u.Jy)
with pytest.raises(u.UnitsError):
lu1 * u.m
with pytest.raises(u.UnitsError):
u.m * lu1
with pytest.raises(u.UnitsError):
lu1 / lu1
for unit in (u.dimensionless_unscaled, u.m, u.mag, u.dex):
with pytest.raises(u.UnitsError):
lu1 / unit
lu2 = u.mag(u.dimensionless_unscaled)
with pytest.raises(u.UnitsError):
lu2 * lu1
with pytest.raises(u.UnitsError):
lu2 / lu1
# But dimensionless_unscaled can be cancelled.
assert lu2 / lu2 == u.dimensionless_unscaled
# With dimensionless, normal units are OK, but we return a plain unit.
tf = lu2 * u.m
tr = u.m * lu2
for t in (tf, tr):
assert not isinstance(t, type(lu2))
assert t == lu2.function_unit * u.m
with u.set_enabled_equivalencies(u.logarithmic()):
with pytest.raises(u.UnitsError):
t.to(lu2.physical_unit)
# Now we essentially have a LogUnit with a prefactor of 100,
# so should be equivalent again.
t = tf / u.cm
with u.set_enabled_equivalencies(u.logarithmic()):
assert t.is_equivalent(lu2.function_unit)
assert_allclose(t.to(u.dimensionless_unscaled, np.arange(3.)/100.),
lu2.to(lu2.physical_unit, np.arange(3.)))
# If we effectively remove lu1, a normal unit should be returned.
t2 = tf / lu2
assert not isinstance(t2, type(lu2))
assert t2 == u.m
t3 = tf / lu2.function_unit
assert not isinstance(t3, type(lu2))
assert t3 == u.m
# For completeness, also ensure non-sensical operations fail
with pytest.raises(TypeError):
lu1 * object()
with pytest.raises(TypeError):
slice(None) * lu1
with pytest.raises(TypeError):
lu1 / []
with pytest.raises(TypeError):
1 / lu1
@pytest.mark.parametrize('power', (2, 0.5, 1, 0))
def test_raise_to_power(self, power):
"""Check that raising LogUnits to some power is only possible when the
physical unit is dimensionless, and that conversion is turned off when
the resulting logarithmic unit (such as mag**2) is incompatible."""
lu1 = u.mag(u.Jy)
if power == 0:
assert lu1 ** power == u.dimensionless_unscaled
elif power == 1:
assert lu1 ** power == lu1
else:
with pytest.raises(u.UnitsError):
lu1 ** power
# With dimensionless, though, it works, but returns a normal unit.
lu2 = u.mag(u.dimensionless_unscaled)
t = lu2**power
if power == 0:
assert t == u.dimensionless_unscaled
elif power == 1:
assert t == lu2
else:
assert not isinstance(t, type(lu2))
assert t == lu2.function_unit**power
# also check we roundtrip
t2 = t**(1./power)
assert t2 == lu2.function_unit
with u.set_enabled_equivalencies(u.logarithmic()):
assert_allclose(t2.to(u.dimensionless_unscaled, np.arange(3.)),
lu2.to(lu2.physical_unit, np.arange(3.)))
@pytest.mark.parametrize('other', pu_sample)
def test_addition_subtraction_to_normal_units_fails(self, other):
lu1 = u.mag(u.Jy)
with pytest.raises(u.UnitsError):
lu1 + other
with pytest.raises(u.UnitsError):
lu1 - other
with pytest.raises(u.UnitsError):
other - lu1
def test_addition_subtraction_to_non_units_fails(self):
lu1 = u.mag(u.Jy)
with pytest.raises(TypeError):
lu1 + 1.
with pytest.raises(TypeError):
lu1 - [1., 2., 3.]
@pytest.mark.parametrize(
'other', (u.mag, u.mag(), u.mag(u.Jy), u.mag(u.m),
u.Unit(2*u.mag), u.MagUnit('', 2.*u.mag)))
def test_addition_subtraction(self, other):
"""Check physical units are changed appropriately"""
lu1 = u.mag(u.Jy)
other_pu = getattr(other, 'physical_unit', u.dimensionless_unscaled)
lu_sf = lu1 + other
assert lu_sf.is_equivalent(lu1.physical_unit * other_pu)
lu_sr = other + lu1
assert lu_sr.is_equivalent(lu1.physical_unit * other_pu)
lu_df = lu1 - other
assert lu_df.is_equivalent(lu1.physical_unit / other_pu)
lu_dr = other - lu1
assert lu_dr.is_equivalent(other_pu / lu1.physical_unit)
def test_complicated_addition_subtraction(self):
"""for fun, a more complicated example of addition and subtraction"""
dm0 = u.Unit('DM', 1./(4.*np.pi*(10.*u.pc)**2))
lu_dm = u.mag(dm0)
lu_absST = u.STmag - lu_dm
assert lu_absST.is_equivalent(u.erg/u.s/u.AA)
def test_neg_pos(self):
lu1 = u.mag(u.Jy)
neg_lu = -lu1
assert neg_lu != lu1
assert neg_lu.physical_unit == u.Jy**-1
assert -neg_lu == lu1
pos_lu = +lu1
assert pos_lu is not lu1
assert pos_lu == lu1
def test_pickle():
lu1 = u.dex(u.cm/u.s**2)
s = pickle.dumps(lu1)
lu2 = pickle.loads(s)
assert lu1 == lu2
def test_hashable():
lu1 = u.dB(u.mW)
lu2 = u.dB(u.m)
lu3 = u.dB(u.mW)
assert hash(lu1) != hash(lu2)
assert hash(lu1) == hash(lu3)
luset = {lu1, lu2, lu3}
assert len(luset) == 2
class TestLogQuantityCreation(object):
@pytest.mark.parametrize('lq, lu', zip(lq_subclasses + [u.LogQuantity],
lu_subclasses + [u.LogUnit]))
def test_logarithmic_quantities(self, lq, lu):
"""Check logarithmic quantities are all set up correctly"""
assert lq._unit_class == lu
assert type(lu()._quantity_class(1.)) is lq
@pytest.mark.parametrize('lq_cls, physical_unit',
itertools.product(lq_subclasses, pu_sample))
def test_subclass_creation(self, lq_cls, physical_unit):
"""Create LogQuantity subclass objects for some physical units,
and basic check on transformations"""
value = np.arange(1., 10.)
log_q = lq_cls(value * physical_unit)
assert log_q.unit.physical_unit == physical_unit
assert log_q.unit.function_unit == log_q.unit._default_function_unit
assert_allclose(log_q.physical.value, value)
with pytest.raises(ValueError):
lq_cls(value, physical_unit)
@pytest.mark.parametrize(
'unit', (u.mag, u.mag(), u.mag(u.Jy), u.mag(u.m),
u.Unit(2*u.mag), u.MagUnit('', 2.*u.mag),
u.MagUnit(u.Jy, -1*u.mag), u.MagUnit(u.m, -2.*u.mag)))
def test_different_units(self, unit):
q = u.Magnitude(1.23, unit)
assert q.unit.function_unit == getattr(unit, 'function_unit', unit)
assert q.unit.physical_unit is getattr(unit, 'physical_unit',
u.dimensionless_unscaled)
@pytest.mark.parametrize('value, unit', (
(1.*u.mag(u.Jy), None),
(1.*u.dex(u.Jy), None),
(1.*u.mag(u.W/u.m**2/u.Hz), u.mag(u.Jy)),
(1.*u.dex(u.W/u.m**2/u.Hz), u.mag(u.Jy))))
def test_function_values(self, value, unit):
lq = u.Magnitude(value, unit)
assert lq == value
assert lq.unit.function_unit == u.mag
assert lq.unit.physical_unit == getattr(unit, 'physical_unit',
value.unit.physical_unit)
@pytest.mark.parametrize(
'unit', (u.mag(), u.mag(u.Jy), u.mag(u.m), u.MagUnit('', 2.*u.mag),
u.MagUnit(u.Jy, -1*u.mag), u.MagUnit(u.m, -2.*u.mag)))
def test_indirect_creation(self, unit):
q1 = 2.5 * unit
assert isinstance(q1, u.Magnitude)
assert q1.value == 2.5
assert q1.unit == unit
pv = 100. * unit.physical_unit
q2 = unit * pv
assert q2.unit == unit
assert q2.unit.physical_unit == pv.unit
assert q2.to_value(unit.physical_unit) == 100.
assert (q2._function_view / u.mag).to_value(1) == -5.
q3 = unit / 0.4
assert q3 == q1
def test_from_view(self):
# Cannot view a physical quantity as a function quantity, since the
# values would change.
q = [100., 1000.] * u.cm/u.s**2
with pytest.raises(TypeError):
q.view(u.Dex)
# But fine if we have the right magnitude.
q = [2., 3.] * u.dex
lq = q.view(u.Dex)
assert isinstance(lq, u.Dex)
assert lq.unit.physical_unit == u.dimensionless_unscaled
assert np.all(q == lq)
def test_using_quantity_class(self):
"""Check that we can use Quantity if we have subok=True"""
# following issue #5851
lu = u.dex(u.AA)
with pytest.raises(u.UnitTypeError):
u.Quantity(1., lu)
q = u.Quantity(1., lu, subok=True)
assert type(q) is lu._quantity_class
def test_conversion_to_and_from_physical_quantities():
"""Ensures we can convert from regular quantities."""
mst = [10., 12., 14.] * u.STmag
flux_lambda = mst.physical
mst_roundtrip = flux_lambda.to(u.STmag)
# check we return a logquantity; see #5178.
assert isinstance(mst_roundtrip, u.Magnitude)
assert mst_roundtrip.unit == mst.unit
assert_allclose(mst_roundtrip.value, mst.value)
wave = [4956.8, 4959.55, 4962.3] * u.AA
flux_nu = mst.to(u.Jy, equivalencies=u.spectral_density(wave))
mst_roundtrip2 = flux_nu.to(u.STmag, u.spectral_density(wave))
assert isinstance(mst_roundtrip2, u.Magnitude)
assert mst_roundtrip2.unit == mst.unit
assert_allclose(mst_roundtrip2.value, mst.value)
def test_quantity_decomposition():
lq = 10.*u.mag(u.Jy)
assert lq.decompose() == lq
assert lq.decompose().unit.physical_unit.bases == [u.kg, u.s]
assert lq.si == lq
assert lq.si.unit.physical_unit.bases == [u.kg, u.s]
assert lq.cgs == lq
assert lq.cgs.unit.physical_unit.bases == [u.g, u.s]
class TestLogQuantityViews(object):
def setup(self):
self.lq = u.Magnitude(np.arange(10.) * u.Jy)
self.lq2 = u.Magnitude(np.arange(5.))
def test_value_view(self):
lq_value = self.lq.value
assert type(lq_value) is np.ndarray
lq_value[2] = -1.
assert np.all(self.lq.value == lq_value)
def test_function_view(self):
lq_fv = self.lq._function_view
assert type(lq_fv) is u.Quantity
assert lq_fv.unit is self.lq.unit.function_unit
lq_fv[3] = -2. * lq_fv.unit
assert np.all(self.lq.value == lq_fv.value)
def test_quantity_view(self):
# Cannot view as Quantity, since the unit cannot be represented.
with pytest.raises(TypeError):
self.lq.view(u.Quantity)
# But a dimensionless one is fine.
q2 = self.lq2.view(u.Quantity)
assert q2.unit is u.mag
assert np.all(q2.value == self.lq2.value)
lq3 = q2.view(u.Magnitude)
assert type(lq3.unit) is u.MagUnit
assert lq3.unit.physical_unit == u.dimensionless_unscaled
assert np.all(lq3 == self.lq2)
class TestLogQuantitySlicing(object):
def test_item_get_and_set(self):
lq1 = u.Magnitude(np.arange(1., 11.)*u.Jy)
assert lq1[9] == u.Magnitude(10.*u.Jy)
lq1[2] = 100.*u.Jy
assert lq1[2] == u.Magnitude(100.*u.Jy)
with pytest.raises(u.UnitsError):
lq1[2] = 100.*u.m
with pytest.raises(u.UnitsError):
lq1[2] = 100.*u.mag
with pytest.raises(u.UnitsError):
lq1[2] = u.Magnitude(100.*u.m)
assert lq1[2] == u.Magnitude(100.*u.Jy)
def test_slice_get_and_set(self):
lq1 = u.Magnitude(np.arange(1., 10.)*u.Jy)
lq1[2:4] = 100.*u.Jy
assert np.all(lq1[2:4] == u.Magnitude(100.*u.Jy))
with pytest.raises(u.UnitsError):
lq1[2:4] = 100.*u.m
with pytest.raises(u.UnitsError):
lq1[2:4] = 100.*u.mag
with pytest.raises(u.UnitsError):
lq1[2:4] = u.Magnitude(100.*u.m)
assert np.all(lq1[2] == u.Magnitude(100.*u.Jy))
class TestLogQuantityArithmetic(object):
def test_multiplication_division(self):
"""Check that multiplication/division with other quantities is only
possible when the physical unit is dimensionless, and that this turns
the result into a normal quantity."""
lq = u.Magnitude(np.arange(1., 11.)*u.Jy)
with pytest.raises(u.UnitsError):
lq * (1.*u.m)
with pytest.raises(u.UnitsError):
(1.*u.m) * lq
with pytest.raises(u.UnitsError):
lq / lq
for unit in (u.m, u.mag, u.dex):
with pytest.raises(u.UnitsError):
lq / unit
lq2 = u.Magnitude(np.arange(1, 11.))
with pytest.raises(u.UnitsError):
lq2 * lq
with pytest.raises(u.UnitsError):
lq2 / lq
with pytest.raises(u.UnitsError):
lq / lq2
# but dimensionless_unscaled can be cancelled
r = lq2 / u.Magnitude(2.)
assert r.unit == u.dimensionless_unscaled
assert np.all(r.value == lq2.value/2.)
# with dimensionless, normal units OK, but return normal quantities
tf = lq2 * u.m
tr = u.m * lq2
for t in (tf, tr):
assert not isinstance(t, type(lq2))
assert t.unit == lq2.unit.function_unit * u.m
with u.set_enabled_equivalencies(u.logarithmic()):
with pytest.raises(u.UnitsError):
t.to(lq2.unit.physical_unit)
t = tf / (50.*u.cm)
# now we essentially have the same quantity but with a prefactor of 2
assert t.unit.is_equivalent(lq2.unit.function_unit)
assert_allclose(t.to(lq2.unit.function_unit), lq2._function_view*2)
@pytest.mark.parametrize('power', (2, 0.5, 1, 0))
def test_raise_to_power(self, power):
"""Check that raising LogQuantities to some power is only possible when
the physical unit is dimensionless, and that conversion is turned off
when the resulting logarithmic unit (say, mag**2) is incompatible."""
lq = u.Magnitude(np.arange(1., 4.)*u.Jy)
if power == 0:
assert np.all(lq ** power == 1.)
elif power == 1:
assert np.all(lq ** power == lq)
else:
with pytest.raises(u.UnitsError):
lq ** power
# with dimensionless, it works, but falls back to normal quantity
# (except for power=1)
lq2 = u.Magnitude(np.arange(10.))
t = lq2**power
if power == 0:
assert t.unit is u.dimensionless_unscaled
assert np.all(t.value == 1.)
elif power == 1:
assert np.all(t == lq2)
else:
assert not isinstance(t, type(lq2))
assert t.unit == lq2.unit.function_unit ** power
with u.set_enabled_equivalencies(u.logarithmic()):
with pytest.raises(u.UnitsError):
t.to(u.dimensionless_unscaled)
def test_error_on_lq_as_power(self):
lq = u.Magnitude(np.arange(1., 4.)*u.Jy)
with pytest.raises(TypeError):
lq ** lq
@pytest.mark.parametrize('other', pu_sample)
def test_addition_subtraction_to_normal_units_fails(self, other):
lq = u.Magnitude(np.arange(1., 10.)*u.Jy)
q = 1.23 * other
with pytest.raises(u.UnitsError):
lq + q
with pytest.raises(u.UnitsError):
lq - q
with pytest.raises(u.UnitsError):
q - lq
@pytest.mark.parametrize(
'other', (1.23 * u.mag, 2.34 * u.mag(),
u.Magnitude(3.45 * u.Jy), u.Magnitude(4.56 * u.m),
5.67 * u.Unit(2*u.mag), u.Magnitude(6.78, 2.*u.mag)))
def test_addition_subtraction(self, other):
"""Check that addition/subtraction with quantities with magnitude or
MagUnit units works, and that it changes the physical units
appropriately."""
lq = u.Magnitude(np.arange(1., 10.)*u.Jy)
other_physical = other.to(getattr(other.unit, 'physical_unit',
u.dimensionless_unscaled),
equivalencies=u.logarithmic())
lq_sf = lq + other
assert_allclose(lq_sf.physical, lq.physical * other_physical)
lq_sr = other + lq
assert_allclose(lq_sr.physical, lq.physical * other_physical)
lq_df = lq - other
assert_allclose(lq_df.physical, lq.physical / other_physical)
lq_dr = other - lq
assert_allclose(lq_dr.physical, other_physical / lq.physical)
@pytest.mark.parametrize('other', pu_sample)
def test_inplace_addition_subtraction_unit_checks(self, other):
lu1 = u.mag(u.Jy)
lq1 = u.Magnitude( | np.arange(1., 10.) | numpy.arange |
'''
<NAME>
set up :2020-1-9
intergrate img and label into one file
-- fiducial1024_v1
'''
import argparse
import sys, os
import pickle
import random
import collections
import json
import numpy as np
import scipy.io as io
import scipy.misc as m
import matplotlib.pyplot as plt
import glob
import math
import time
import threading
import multiprocessing as mp
from multiprocessing import Pool
import re
import cv2
# sys.path.append('/lustre/home/gwxie/hope/project/dewarp/datasets/') # /lustre/home/gwxie/program/project/unwarp/perturbed_imgaes/GAN
import utils
def getDatasets(dir):
return os.listdir(dir)
class perturbed(utils.BasePerturbed):
def __init__(self, path, bg_path, save_path, save_suffix):
self.path = path
self.bg_path = bg_path
self.save_path = save_path
self.save_suffix = save_suffix
def save_img(self, m, n, fold_curve='fold', repeat_time=4, fiducial_points = 16, relativeShift_position='relativeShift_v2'):
origin_img = cv2.imread(self.path, flags=cv2.IMREAD_COLOR)
save_img_shape = [512*2, 480*2] # 320
# reduce_value = np.random.choice([2**4, 2**5, 2**6, 2**7, 2**8], p=[0.01, 0.1, 0.4, 0.39, 0.1])
reduce_value = np.random.choice([2*2, 4*2, 8*2, 16*2, 24*2, 32*2, 40*2, 48*2], p=[0.02, 0.18, 0.2, 0.3, 0.1, 0.1, 0.08, 0.02])
# reduce_value = np.random.choice([8*2, 16*2, 24*2, 32*2, 40*2, 48*2], p=[0.01, 0.02, 0.2, 0.4, 0.19, 0.18])
# reduce_value = np.random.choice([16, 24, 32, 40, 48, 64], p=[0.01, 0.1, 0.2, 0.4, 0.2, 0.09])
base_img_shrink = save_img_shape[0] - reduce_value
# enlarge_img_shrink = [1024, 768]
# enlarge_img_shrink = [896, 672] # 420
enlarge_img_shrink = [512*4, 480*4] # 420
# enlarge_img_shrink = [896*2, 768*2] # 420
# enlarge_img_shrink = [896, 768] # 420
# enlarge_img_shrink = [768, 576] # 420
# enlarge_img_shrink = [640, 480] # 420
''''''
im_lr = origin_img.shape[0]
im_ud = origin_img.shape[1]
reduce_value_v2 = np.random.choice([2*2, 4*2, 8*2, 16*2, 24*2, 28*2, 32*2, 48*2], p=[0.02, 0.18, 0.2, 0.2, 0.1, 0.1, 0.1, 0.1])
# reduce_value_v2 = np.random.choice([16, 24, 28, 32, 48, 64], p=[0.01, 0.1, 0.2, 0.3, 0.25, 0.14])
if im_lr > im_ud:
im_ud = min(int(im_ud / im_lr * base_img_shrink), save_img_shape[1] - reduce_value_v2)
im_lr = save_img_shape[0] - reduce_value
else:
base_img_shrink = save_img_shape[1] - reduce_value
im_lr = min(int(im_lr / im_ud * base_img_shrink), save_img_shape[0] - reduce_value_v2)
im_ud = base_img_shrink
if round(im_lr / im_ud, 2) < 0.5 or round(im_ud / im_lr, 2) < 0.5:
repeat_time = min(repeat_time, 8)
edge_padding = 3
im_lr -= im_lr % (fiducial_points-1) - (2*edge_padding) # im_lr % (fiducial_points-1) - 1
im_ud -= im_ud % (fiducial_points-1) - (2*edge_padding) # im_ud % (fiducial_points-1) - 1
im_hight = np.linspace(edge_padding, im_lr - edge_padding, fiducial_points, dtype=np.int64)
im_wide = np.linspace(edge_padding, im_ud - edge_padding, fiducial_points, dtype=np.int64)
# im_lr -= im_lr % (fiducial_points-1) - (1+2*edge_padding) # im_lr % (fiducial_points-1) - 1
# im_ud -= im_ud % (fiducial_points-1) - (1+2*edge_padding) # im_ud % (fiducial_points-1) - 1
# im_hight = np.linspace(edge_padding, im_lr - (1+edge_padding), fiducial_points, dtype=np.int64)
# im_wide = np.linspace(edge_padding, im_ud - (1+edge_padding), fiducial_points, dtype=np.int64)
im_x, im_y = np.meshgrid(im_hight, im_wide)
segment_x = (im_lr) // (fiducial_points-1)
segment_y = (im_ud) // (fiducial_points-1)
# plt.plot(im_x, im_y,
# color='limegreen',
# marker='.',
# linestyle='')
# plt.grid(True)
# plt.show()
self.origin_img = cv2.resize(origin_img, (im_ud, im_lr), interpolation=cv2.INTER_CUBIC)
perturbed_bg_ = getDatasets(self.bg_path)
perturbed_bg_img_ = self.bg_path+random.choice(perturbed_bg_)
perturbed_bg_img = cv2.imread(perturbed_bg_img_, flags=cv2.IMREAD_COLOR)
mesh_shape = self.origin_img.shape[:2]
self.synthesis_perturbed_img = np.full((enlarge_img_shrink[0], enlarge_img_shrink[1], 3), 256, dtype=np.float32)#np.zeros_like(perturbed_bg_img)
# self.synthesis_perturbed_img = np.full((enlarge_img_shrink[0], enlarge_img_shrink[1], 3), 0, dtype=np.int16)#np.zeros_like(perturbed_bg_img)
self.new_shape = self.synthesis_perturbed_img.shape[:2]
perturbed_bg_img = cv2.resize(perturbed_bg_img, (save_img_shape[1], save_img_shape[0]), cv2.INPAINT_TELEA)
origin_pixel_position = np.argwhere(np.zeros(mesh_shape, dtype=np.uint32) == 0).reshape(mesh_shape[0], mesh_shape[1], 2)
pixel_position = np.argwhere(np.zeros(self.new_shape, dtype=np.uint32) == 0).reshape(self.new_shape[0], self.new_shape[1], 2)
self.perturbed_xy_ = np.zeros((self.new_shape[0], self.new_shape[1], 2))
# self.perturbed_xy_ = pixel_position.copy().astype(np.float32)
# fiducial_points_grid = origin_pixel_position[im_x, im_y]
self.synthesis_perturbed_label = np.zeros((self.new_shape[0], self.new_shape[1], 2))
x_min, y_min, x_max, y_max = self.adjust_position_v2(0, 0, mesh_shape[0], mesh_shape[1], save_img_shape)
origin_pixel_position += [x_min, y_min]
x_min, y_min, x_max, y_max = self.adjust_position(0, 0, mesh_shape[0], mesh_shape[1])
x_shift = random.randint(-enlarge_img_shrink[0]//16, enlarge_img_shrink[0]//16)
y_shift = random.randint(-enlarge_img_shrink[1]//16, enlarge_img_shrink[1]//16)
x_min += x_shift
x_max += x_shift
y_min += y_shift
y_max += y_shift
'''im_x,y'''
im_x += x_min
im_y += y_min
self.synthesis_perturbed_img[x_min:x_max, y_min:y_max] = self.origin_img
self.synthesis_perturbed_label[x_min:x_max, y_min:y_max] = origin_pixel_position
synthesis_perturbed_img_map = self.synthesis_perturbed_img.copy()
synthesis_perturbed_label_map = self.synthesis_perturbed_label.copy()
foreORbackground_label = np.full((mesh_shape), 1, dtype=np.int16)
foreORbackground_label_map = np.full((self.new_shape), 0, dtype=np.int16)
foreORbackground_label_map[x_min:x_max, y_min:y_max] = foreORbackground_label
# synthesis_perturbed_img_map = self.pad(self.synthesis_perturbed_img.copy(), x_min, y_min, x_max, y_max)
# synthesis_perturbed_label_map = self.pad(synthesis_perturbed_label_map, x_min, y_min, x_max, y_max)
'''*****************************************************************'''
is_normalizationFun_mixture = self.is_perform(0.2, 0.8)
# if not is_normalizationFun_mixture:
normalizationFun_0_1 = False
# normalizationFun_0_1 = self.is_perform(0.5, 0.5)
if fold_curve == 'fold':
fold_curve_random = True
# is_normalizationFun_mixture = False
normalizationFun_0_1 = self.is_perform(0.2, 0.8)
if is_normalizationFun_mixture:
alpha_perturbed = random.randint(80, 120) / 100
else:
if normalizationFun_0_1 and repeat_time < 8:
alpha_perturbed = random.randint(50, 70) / 100
else:
alpha_perturbed = random.randint(70, 130) / 100
else:
fold_curve_random = self.is_perform(0.1, 0.9) # False # self.is_perform(0.01, 0.99)
alpha_perturbed = random.randint(80, 160) / 100
# is_normalizationFun_mixture = False # self.is_perform(0.01, 0.99)
synthesis_perturbed_img = np.full_like(self.synthesis_perturbed_img, 256)
# synthesis_perturbed_img = np.full_like(self.synthesis_perturbed_img, 0, dtype=np.int16)
synthesis_perturbed_label = | np.zeros_like(self.synthesis_perturbed_label) | numpy.zeros_like |
import numpy as np
from typing import Tuple, Union, Optional
from autoarray.structures.arrays.two_d import array_2d_util
from autoarray.geometry import geometry_util
from autoarray import numba_util
from autoarray.mask import mask_2d_util
@numba_util.jit()
def grid_2d_centre_from(grid_2d_slim: np.ndarray) -> Tuple[float, float]:
"""
Returns the centre of a grid from a 1D grid.
Parameters
----------
grid_2d_slim
The 1D grid of values which are mapped to a 2D array.
Returns
-------
(float, float)
The (y,x) central coordinates of the grid.
"""
centre_y = (np.max(grid_2d_slim[:, 0]) + np.min(grid_2d_slim[:, 0])) / 2.0
centre_x = (np.max(grid_2d_slim[:, 1]) + np.min(grid_2d_slim[:, 1])) / 2.0
return centre_y, centre_x
@numba_util.jit()
def grid_2d_slim_via_mask_from(
mask_2d: np.ndarray,
pixel_scales: Union[float, Tuple[float, float]],
sub_size: int,
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
For a sub-grid, every unmasked pixel of its 2D mask with shape (total_y_pixels, total_x_pixels) is divided into
a finer uniform grid of shape (total_y_pixels*sub_size, total_x_pixels*sub_size). This routine computes the (y,x)
scaled coordinates a the centre of every sub-pixel defined by this 2D mask array.
The sub-grid is returned on an array of shape (total_unmasked_pixels*sub_size**2, 2). y coordinates are
stored in the 0 index of the second dimension, x coordinates in the 1 index. Masked coordinates are therefore
removed and not included in the slimmed grid.
Grid2D are defined from the top-left corner, where the first unmasked sub-pixel corresponds to index 0.
Sub-pixels that are part of the same mask array pixel are indexed next to one another, such that the second
sub-pixel in the first pixel has index 1, its next sub-pixel has index 2, and so forth.
Parameters
----------
mask_2d
A 2D array of bools, where `False` values are unmasked and therefore included as part of the calculated
sub-grid.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the 2D mask array.
sub_size
The size of the sub-grid that each pixel of the 2D mask array is divided into.
origin : (float, flloat)
The (y,x) origin of the 2D array, which the sub-grid is shifted around.
Returns
-------
ndarray
A slimmed sub grid of (y,x) scaled coordinates at the centre of every pixel unmasked pixel on the 2D mask
array. The sub grid array has dimensions (total_unmasked_pixels*sub_size**2, 2).
Examples
--------
mask = np.array([[True, False, True],
[False, False, False]
[True, False, True]])
grid_slim = grid_2d_slim_via_mask_from(mask=mask, pixel_scales=(0.5, 0.5), sub_size=1, origin=(0.0, 0.0))
"""
total_sub_pixels = mask_2d_util.total_sub_pixels_2d_from(mask_2d, sub_size)
grid_slim = np.zeros(shape=(total_sub_pixels, 2))
centres_scaled = geometry_util.central_scaled_coordinate_2d_from(
shape_native=mask_2d.shape, pixel_scales=pixel_scales, origin=origin
)
sub_index = 0
y_sub_half = pixel_scales[0] / 2
y_sub_step = pixel_scales[0] / (sub_size)
x_sub_half = pixel_scales[1] / 2
x_sub_step = pixel_scales[1] / (sub_size)
for y in range(mask_2d.shape[0]):
for x in range(mask_2d.shape[1]):
if not mask_2d[y, x]:
y_scaled = (y - centres_scaled[0]) * pixel_scales[0]
x_scaled = (x - centres_scaled[1]) * pixel_scales[1]
for y1 in range(sub_size):
for x1 in range(sub_size):
grid_slim[sub_index, 0] = -(
y_scaled - y_sub_half + y1 * y_sub_step + (y_sub_step / 2.0)
)
grid_slim[sub_index, 1] = (
x_scaled - x_sub_half + x1 * x_sub_step + (x_sub_step / 2.0)
)
sub_index += 1
return grid_slim
def grid_2d_via_mask_from(
mask_2d: np.ndarray,
pixel_scales: Union[float, Tuple[float, float]],
sub_size: int,
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
For a sub-grid, every unmasked pixel of its 2D mask with shape (total_y_pixels, total_x_pixels) is divided into a
finer uniform grid of shape (total_y_pixels*sub_size, total_x_pixels*sub_size). This routine computes the (y,x)
scaled coordinates at the centre of every sub-pixel defined by this 2D mask array.
The sub-grid is returned in its native dimensions with shape (total_y_pixels*sub_size, total_x_pixels*sub_size).
y coordinates are stored in the 0 index of the second dimension, x coordinates in the 1 index. Masked pixels are
given values (0.0, 0.0).
Grids are defined from the top-left corner, where the first unmasked sub-pixel corresponds to index 0.
Sub-pixels that are part of the same mask array pixel are indexed next to one another, such that the second
sub-pixel in the first pixel has index 1, its next sub-pixel has index 2, and so forth.
Parameters
----------
mask_2d
A 2D array of bools, where `False` values are unmasked and therefore included as part of the calculated
sub-grid.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the 2D mask array.
sub_size
The size of the sub-grid that each pixel of the 2D mask array is divided into.
origin : (float, flloat)
The (y,x) origin of the 2D array, which the sub-grid is shifted around.
Returns
-------
ndarray
A sub grid of (y,x) scaled coordinates at the centre of every pixel unmasked pixel on the 2D mask
array. The sub grid array has dimensions (total_y_pixels*sub_size, total_x_pixels*sub_size).
Examples
--------
mask = np.array([[True, False, True],
[False, False, False]
[True, False, True]])
grid_2d = grid_2d_via_mask_from(mask=mask, pixel_scales=(0.5, 0.5), sub_size=1, origin=(0.0, 0.0))
"""
grid_2d_slim = grid_2d_slim_via_mask_from(
mask_2d=mask_2d, pixel_scales=pixel_scales, sub_size=sub_size, origin=origin
)
return grid_2d_native_from(
grid_2d_slim=grid_2d_slim, mask_2d=mask_2d, sub_size=sub_size
)
def grid_2d_slim_via_shape_native_from(
shape_native: Tuple[int, int],
pixel_scales: Union[float, Tuple[float, float]],
sub_size: int,
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
For a sub-grid, every unmasked pixel of its 2D mask with shape (total_y_pixels, total_x_pixels) is divided into a
finer uniform grid of shape (total_y_pixels*sub_size, total_x_pixels*sub_size). This routine computes the (y,x)
scaled coordinates at the centre of every sub-pixel defined by this 2D mask array.
The sub-grid is returned in its slimmed dimensions with shape (total_pixels**2*sub_size**2, 2). y coordinates are
stored in the 0 index of the second dimension, x coordinates in the 1 index.
Grid2D are defined from the top-left corner, where the first sub-pixel corresponds to index [0,0].
Sub-pixels that are part of the same mask array pixel are indexed next to one another, such that the second
sub-pixel in the first pixel has index 1, its next sub-pixel has index 2, and so forth.
Parameters
----------
shape_native
The (y,x) shape of the 2D array the sub-grid of coordinates is computed for.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the 2D mask array.
sub_size
The size of the sub-grid that each pixel of the 2D mask array is divided into.
origin
The (y,x) origin of the 2D array, which the sub-grid is shifted around.
Returns
-------
ndarray
A sub grid of (y,x) scaled coordinates at the centre of every pixel unmasked pixel on the 2D mask
array. The sub grid is slimmed and has dimensions (total_unmasked_pixels*sub_size**2, 2).
Examples
--------
mask = np.array([[True, False, True],
[False, False, False]
[True, False, True]])
grid_2d_slim = grid_2d_slim_via_shape_native_from(shape_native=(3,3), pixel_scales=(0.5, 0.5), sub_size=2, origin=(0.0, 0.0))
"""
return grid_2d_slim_via_mask_from(
mask_2d=np.full(fill_value=False, shape=shape_native),
pixel_scales=pixel_scales,
sub_size=sub_size,
origin=origin,
)
def grid_2d_via_shape_native_from(
shape_native: Tuple[int, int],
pixel_scales: Union[float, Tuple[float, float]],
sub_size: int,
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
For a sub-grid, every unmasked pixel of its 2D mask with shape (total_y_pixels, total_x_pixels) is divided
into a finer uniform grid of shape (total_y_pixels*sub_size, total_x_pixels*sub_size). This routine computes
the (y,x) scaled coordinates at the centre of every sub-pixel defined by this 2D mask array.
The sub-grid is returned in its native dimensions with shape (total_y_pixels*sub_size, total_x_pixels*sub_size).
y coordinates are stored in the 0 index of the second dimension, x coordinates in the 1 index.
Grids are defined from the top-left corner, where the first sub-pixel corresponds to index [0,0].
Sub-pixels that are part of the same mask array pixel are indexed next to one another, such that the second
sub-pixel in the first pixel has index 1, its next sub-pixel has index 2, and so forth.
Parameters
----------
shape_native
The (y,x) shape of the 2D array the sub-grid of coordinates is computed for.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the 2D mask array.
sub_size
The size of the sub-grid that each pixel of the 2D mask array is divided into.
origin : (float, flloat)
The (y,x) origin of the 2D array, which the sub-grid is shifted around.
Returns
-------
ndarray
A sub grid of (y,x) scaled coordinates at the centre of every pixel unmasked pixel on the 2D mask
array. The sub grid array has dimensions (total_y_pixels*sub_size, total_x_pixels*sub_size).
Examples
--------
grid_2d = grid_2d_via_shape_native_from(shape_native=(3, 3), pixel_scales=(1.0, 1.0), sub_size=2, origin=(0.0, 0.0))
"""
return grid_2d_via_mask_from(
mask_2d=np.full(fill_value=False, shape=shape_native),
pixel_scales=pixel_scales,
sub_size=sub_size,
origin=origin,
)
@numba_util.jit()
def grid_scaled_2d_slim_radial_projected_from(
extent: np.ndarray,
centre: Tuple[float, float],
pixel_scales: Union[float, Tuple[float, float]],
sub_size: int,
shape_slim: Optional[int] = 0,
) -> np.ndarray:
"""
Determine a projected radial grid of points from a 2D region of coordinates defined by an
extent [xmin, xmax, ymin, ymax] and with a (y,x) centre. This functions operates as follows:
1) Given the region defined by the extent [xmin, xmax, ymin, ymax], the algorithm finds the longest 1D distance of
the 4 paths from the (y,x) centre to the edge of the region (e.g. following the positive / negative y and x axes).
2) Use the pixel-scale corresponding to the direction chosen (e.g. if the positive x-axis was the longest, the
pixel_scale in the x dimension is used).
3) Determine the number of pixels between the centre and the edge of the region using the longest path between the
two chosen above.
4) Create a (y,x) grid of radial points where all points are at the centre's y value = 0.0 and the x values iterate
from the centre in increasing steps of the pixel-scale.
5) Rotate these radial coordinates by the input `angle` clockwise.
A schematric is shown below:
-------------------
| |
|<- - - - ->x | x = centre
| | <-> = longest radial path from centre to extent edge
| |
-------------------
Using the centre x above, this function finds the longest radial path to the edge of the extent window.
The returned `grid_radii` represents a radial set of points that in 1D sample the 2D grid outwards from its centre.
This grid stores the radial coordinates as (y,x) values (where all y values are the same) as opposed to a 1D data
structure so that it can be used in functions which require that a 2D grid structure is input.
Parameters
----------
extent
The extent of the grid the radii grid is computed using, with format [xmin, xmax, ymin, ymax]
centre : (float, flloat)
The (y,x) central coordinate which the radial grid is traced outwards from.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the 2D mask array.
sub_size
The size of the sub-grid that each pixel of the 2D mask array is divided into.
shape_slim
Manually choose the shape of the 1D projected grid that is returned. If 0, the border based on the 2D grid is
used (due to numba None cannot be used as a default value).
Returns
-------
ndarray
A radial set of points sampling the longest distance from the centre to the edge of the extent in along the
positive x-axis.
"""
distance_to_positive_x = extent[1] - centre[1]
distance_to_positive_y = extent[3] - centre[0]
distance_to_negative_x = centre[1] - extent[0]
distance_to_negative_y = centre[0] - extent[2]
scaled_distance = max(
[
distance_to_positive_x,
distance_to_positive_y,
distance_to_negative_x,
distance_to_negative_y,
]
)
if (scaled_distance == distance_to_positive_y) or (
scaled_distance == distance_to_negative_y
):
pixel_scale = pixel_scales[0]
else:
pixel_scale = pixel_scales[1]
if shape_slim == 0:
shape_slim = sub_size * int((scaled_distance / pixel_scale)) + 1
grid_scaled_2d_slim_radii = np.zeros((shape_slim, 2))
grid_scaled_2d_slim_radii[:, 0] += centre[0]
radii = centre[1]
for slim_index in range(shape_slim):
grid_scaled_2d_slim_radii[slim_index, 1] = radii
radii += pixel_scale / sub_size
return grid_scaled_2d_slim_radii
@numba_util.jit()
def grid_pixels_2d_slim_from(
grid_scaled_2d_slim: np.ndarray,
shape_native: Tuple[int, int],
pixel_scales: Union[float, Tuple[float, float]],
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
Convert a slimmed grid of 2d (y,x) scaled coordinates to a slimmed grid of 2d (y,x) pixel coordinate values. Pixel
coordinates are returned as floats such that they include the decimal offset from each pixel's top-left corner
relative to the input scaled coordinate.
The input and output grids are both slimmed and therefore shape (total_pixels, 2).
The pixel coordinate origin is at the top left corner of the grid, such that the pixel [0,0] corresponds to
the highest (most positive) y scaled coordinate and lowest (most negative) x scaled coordinate on the gird.
The scaled grid is defined by an origin and coordinates are shifted to this origin before computing their
1D grid pixel coordinate values.
Parameters
----------
grid_scaled_2d_slim: np.ndarray
The slimmed grid of 2D (y,x) coordinates in scaled units which are converted to pixel value coordinates.
shape_native
The (y,x) shape of the original 2D array the scaled coordinates were computed on.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the original 2D array.
origin : (float, flloat)
The (y,x) origin of the grid, which the scaled grid is shifted to.
Returns
-------
ndarray
A slimmed grid of 2D (y,x) pixel-value coordinates with dimensions (total_pixels, 2).
Examples
--------
grid_scaled_2d_slim = np.array([[1.0, 1.0], [2.0, 2.0], [3.0, 3.0], [4.0, 4.0]])
grid_pixels_2d_slim = grid_scaled_2d_slim_from(grid_scaled_2d_slim=grid_scaled_2d_slim, shape=(2,2),
pixel_scales=(0.5, 0.5), origin=(0.0, 0.0))
"""
grid_pixels_2d_slim = np.zeros((grid_scaled_2d_slim.shape[0], 2))
centres_scaled = geometry_util.central_scaled_coordinate_2d_from(
shape_native=shape_native, pixel_scales=pixel_scales, origin=origin
)
for slim_index in range(grid_scaled_2d_slim.shape[0]):
grid_pixels_2d_slim[slim_index, 0] = (
(-grid_scaled_2d_slim[slim_index, 0] / pixel_scales[0])
+ centres_scaled[0]
+ 0.5
)
grid_pixels_2d_slim[slim_index, 1] = (
(grid_scaled_2d_slim[slim_index, 1] / pixel_scales[1])
+ centres_scaled[1]
+ 0.5
)
return grid_pixels_2d_slim
@numba_util.jit()
def grid_pixel_centres_2d_slim_from(
grid_scaled_2d_slim: np.ndarray,
shape_native: Tuple[int, int],
pixel_scales: Union[float, Tuple[float, float]],
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
Convert a slimmed grid of 2D (y,x) scaled coordinates to a slimmed grid of 2D (y,x) pixel values. Pixel coordinates
are returned as integers such that they map directly to the pixel they are contained within.
The input and output grids are both slimmed and therefore shape (total_pixels, 2).
The pixel coordinate origin is at the top left corner of the grid, such that the pixel [0,0] corresponds to
the highest (most positive) y scaled coordinate and lowest (most negative) x scaled coordinate on the gird.
The scaled coordinate grid is defined by the class attribute origin, and coordinates are shifted to this
origin before computing their 1D grid pixel indexes.
Parameters
----------
grid_scaled_2d_slim: np.ndarray
The slimmed grid of 2D (y,x) coordinates in scaled units which is converted to pixel indexes.
shape_native
The (y,x) shape of the original 2D array the scaled coordinates were computed on.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the original 2D array.
origin : (float, flloat)
The (y,x) origin of the grid, which the scaled grid is shifted
Returns
-------
ndarray
A slimmed grid of 2D (y,x) pixel indexes with dimensions (total_pixels, 2).
Examples
--------
grid_scaled_2d_slim = np.array([[1.0, 1.0], [2.0, 2.0], [3.0, 3.0], [4.0, 4.0]])
grid_pixels_2d_slim = grid_scaled_2d_slim_from(grid_scaled_2d_slim=grid_scaled_2d_slim, shape=(2,2),
pixel_scales=(0.5, 0.5), origin=(0.0, 0.0))
"""
grid_pixels_2d_slim = np.zeros((grid_scaled_2d_slim.shape[0], 2))
centres_scaled = geometry_util.central_scaled_coordinate_2d_from(
shape_native=shape_native, pixel_scales=pixel_scales, origin=origin
)
for slim_index in range(grid_scaled_2d_slim.shape[0]):
grid_pixels_2d_slim[slim_index, 0] = int(
(-grid_scaled_2d_slim[slim_index, 0] / pixel_scales[0])
+ centres_scaled[0]
+ 0.5
)
grid_pixels_2d_slim[slim_index, 1] = int(
(grid_scaled_2d_slim[slim_index, 1] / pixel_scales[1])
+ centres_scaled[1]
+ 0.5
)
return grid_pixels_2d_slim
@numba_util.jit()
def grid_pixel_indexes_2d_slim_from(
grid_scaled_2d_slim: np.ndarray,
shape_native: Tuple[int, int],
pixel_scales: Union[float, Tuple[float, float]],
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
Convert a slimmed grid of 2D (y,x) scaled coordinates to a slimmed grid of pixel indexes. Pixel coordinates are
returned as integers such that they are the pixel from the top-left of the 2D grid going rights and then downwards.
The input and output grids are both slimmed and have shapes (total_pixels, 2) and (total_pixels,).
For example:
The pixel at the top-left, whose native index is [0,0], corresponds to slimmed pixel index 0.
The fifth pixel on the top row, whose native index is [0,5], corresponds to slimmed pixel index 4.
The first pixel on the second row, whose native index is [0,1], has slimmed pixel index 10 if a row has 10 pixels.
The scaled coordinate grid is defined by the class attribute origin, and coordinates are shifted to this
origin before computing their 1D grid pixel indexes.
The input and output grids are both of shape (total_pixels, 2).
Parameters
----------
grid_scaled_2d_slim: np.ndarray
The slimmed grid of 2D (y,x) coordinates in scaled units which is converted to slimmed pixel indexes.
shape_native
The (y,x) shape of the original 2D array the scaled coordinates were computed on.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the original 2D array.
origin : (float, flloat)
The (y,x) origin of the grid, which the scaled grid is shifted.
Returns
-------
ndarray
A grid of slimmed pixel indexes with dimensions (total_pixels,).
Examples
--------
grid_scaled_2d_slim = np.array([[1.0, 1.0], [2.0, 2.0], [3.0, 3.0], [4.0, 4.0]])
grid_pixel_indexes_2d_slim = grid_pixel_indexes_2d_slim_from(grid_scaled_2d_slim=grid_scaled_2d_slim, shape=(2,2),
pixel_scales=(0.5, 0.5), origin=(0.0, 0.0))
"""
grid_pixels_2d_slim = grid_pixel_centres_2d_slim_from(
grid_scaled_2d_slim=grid_scaled_2d_slim,
shape_native=shape_native,
pixel_scales=pixel_scales,
origin=origin,
)
grid_pixel_indexes_2d_slim = np.zeros(grid_pixels_2d_slim.shape[0])
for slim_index in range(grid_pixels_2d_slim.shape[0]):
grid_pixel_indexes_2d_slim[slim_index] = int(
grid_pixels_2d_slim[slim_index, 0] * shape_native[1]
+ grid_pixels_2d_slim[slim_index, 1]
)
return grid_pixel_indexes_2d_slim
@numba_util.jit()
def grid_scaled_2d_slim_from(
grid_pixels_2d_slim: np.ndarray,
shape_native: Tuple[int, int],
pixel_scales: Union[float, Tuple[float, float]],
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
Convert a slimmed grid of 2D (y,x) pixel coordinates to a slimmed grid of 2D (y,x) scaled values.
The input and output grids are both slimmed and therefore shape (total_pixels, 2).
The pixel coordinate origin is at the top left corner of the grid, such that the pixel [0,0] corresponds to
the highest (most positive) y scaled coordinate and lowest (most negative) x scaled coordinate on the gird.
The scaled coordinate origin is defined by the class attribute origin, and coordinates are shifted to this
origin after computing their values from the 1D grid pixel indexes.
Parameters
----------
grid_pixels_2d_slim: np.ndarray
The slimmed grid of (y,x) coordinates in pixel values which is converted to scaled coordinates.
shape_native
The (y,x) shape of the original 2D array the scaled coordinates were computed on.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the original 2D array.
origin : (float, flloat)
The (y,x) origin of the grid, which the scaled grid is shifted.
Returns
-------
ndarray
A slimmed grid of 2d scaled coordinates with dimensions (total_pixels, 2).
Examples
--------
grid_pixels_2d_slim = np.array([[0,0], [0,1], [1,0], [1,1])
grid_pixels_2d_slim = grid_scaled_2d_slim_from(grid_pixels_2d_slim=grid_pixels_2d_slim, shape=(2,2),
pixel_scales=(0.5, 0.5), origin=(0.0, 0.0))
"""
grid_scaled_2d_slim = np.zeros((grid_pixels_2d_slim.shape[0], 2))
centres_scaled = geometry_util.central_scaled_coordinate_2d_from(
shape_native=shape_native, pixel_scales=pixel_scales, origin=origin
)
for slim_index in range(grid_scaled_2d_slim.shape[0]):
grid_scaled_2d_slim[slim_index, 0] = (
-(grid_pixels_2d_slim[slim_index, 0] - centres_scaled[0] - 0.5)
* pixel_scales[0]
)
grid_scaled_2d_slim[slim_index, 1] = (
grid_pixels_2d_slim[slim_index, 1] - centres_scaled[1] - 0.5
) * pixel_scales[1]
return grid_scaled_2d_slim
@numba_util.jit()
def grid_pixel_centres_2d_from(
grid_scaled_2d: np.ndarray,
shape_native: Tuple[int, int],
pixel_scales: Union[float, Tuple[float, float]],
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
Convert a native grid of 2D (y,x) scaled coordinates to a native grid of 2D (y,x) pixel values. Pixel coordinates
are returned as integers such that they map directly to the pixel they are contained within.
The input and output grids are both native resolution and therefore have shape (y_pixels, x_pixels, 2).
The pixel coordinate origin is at the top left corner of the grid, such that the pixel [0,0] corresponds to
the highest (most positive) y scaled coordinate and lowest (most negative) x scaled coordinate on the gird.
The scaled coordinate grid is defined by the class attribute origin, and coordinates are shifted to this
origin before computing their 1D grid pixel indexes.
Parameters
----------
grid_scaled_2d: np.ndarray
The native grid of 2D (y,x) coordinates in scaled units which is converted to pixel indexes.
shape_native
The (y,x) shape of the original 2D array the scaled coordinates were computed on.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the original 2D array.
origin : (float, flloat)
The (y,x) origin of the grid, which the scaled grid is shifted
Returns
-------
ndarray
A native grid of 2D (y,x) pixel indexes with dimensions (y_pixels, x_pixels, 2).
Examples
--------
grid_scaled_2d = np.array([[1.0, 1.0], [2.0, 2.0], [3.0, 3.0], [4.0, 4.0]])
grid_pixel_centres_2d = grid_pixel_centres_2d_from(grid_scaled_2d=grid_scaled_2d, shape=(2,2),
pixel_scales=(0.5, 0.5), origin=(0.0, 0.0))
"""
grid_pixels_2d = np.zeros((grid_scaled_2d.shape[0], grid_scaled_2d.shape[1], 2))
centres_scaled = geometry_util.central_scaled_coordinate_2d_from(
shape_native=shape_native, pixel_scales=pixel_scales, origin=origin
)
for y in range(grid_scaled_2d.shape[0]):
for x in range(grid_scaled_2d.shape[1]):
grid_pixels_2d[y, x, 0] = int(
(-grid_scaled_2d[y, x, 0] / pixel_scales[0]) + centres_scaled[0] + 0.5
)
grid_pixels_2d[y, x, 1] = int(
(grid_scaled_2d[y, x, 1] / pixel_scales[1]) + centres_scaled[1] + 0.5
)
return grid_pixels_2d
@numba_util.jit()
def relocated_grid_via_jit_from(grid, border_grid):
"""
Relocate the coordinates of a grid to its border if they are outside the border, where the border is
defined as all pixels at the edge of the grid's mask (see *mask._border_1d_indexes*).
This is performed as follows:
1: Use the mean value of the grid's y and x coordinates to determine the origin of the grid.
2: Compute the radial distance of every grid coordinate from the origin.
3: For every coordinate, find its nearest pixel in the border.
4: Determine if it is outside the border, by comparing its radial distance from the origin to its paired
border pixel's radial distance.
5: If its radial distance is larger, use the ratio of radial distances to move the coordinate to the
border (if its inside the border, do nothing).
The method can be used on uniform or irregular grids, however for irregular grids the border of the
'image-plane' mask is used to define border pixels.
Parameters
----------
grid : Grid2D
The grid (uniform or irregular) whose pixels are to be relocated to the border edge if outside it.
border_grid : Grid2D
The grid of border (y,x) coordinates.
"""
grid_relocated = np.zeros(grid.shape)
grid_relocated[:, :] = grid[:, :]
border_origin = np.zeros(2)
border_origin[0] = np.mean(border_grid[:, 0])
border_origin[1] = np.mean(border_grid[:, 1])
border_grid_radii = np.sqrt(
np.add(
np.square( | np.subtract(border_grid[:, 0], border_origin[0]) | numpy.subtract |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = np.array(vx.value)
max_count_left = 0
min_count_left = 0
i_left = 0
while ((max_count_left < 1) or (min_count_left < 1)) and (i_left < len(lsq_signal) - 1):
time_series_extended[int(len(lsq_signal) - 2 - i_left)] = \
2 * sum(weights_left * np.hstack((time_series_extended[int(len(lsq_signal) - 1 - i_left):
int(len(lsq_signal) - 1 - i_left + neural_network_k)],
1))) + 1
i_left += 1
if i_left > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_left += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_left += 1
lsq_utils = emd_utils.Utility(time=time, time_series=lsq_signal)
utils_extended = emd_utils.Utility(time=time_extended, time_series=time_series_extended)
maxima = lsq_signal[lsq_utils.max_bool_func_1st_order_fd()]
maxima_time = time[lsq_utils.max_bool_func_1st_order_fd()]
maxima_extrapolate = time_series_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
maxima_extrapolate_time = time_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
minima = lsq_signal[lsq_utils.min_bool_func_1st_order_fd()]
minima_time = time[lsq_utils.min_bool_func_1st_order_fd()]
minima_extrapolate = time_series_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
minima_extrapolate_time = time_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Single Neuron Neural Network Example')
plt.plot(time, lsq_signal, zorder=2, label='Signal')
plt.plot(time_extended, time_series_extended, c='g', zorder=1, label=textwrap.fill('Extrapolated signal', 12))
plt.scatter(maxima_time, maxima, c='r', zorder=3, label='Maxima')
plt.scatter(minima_time, minima, c='b', zorder=3, label='Minima')
plt.scatter(maxima_extrapolate_time, maxima_extrapolate, c='magenta', zorder=3,
label=textwrap.fill('Extrapolated maxima', 12))
plt.scatter(minima_extrapolate_time, minima_extrapolate, c='cyan', zorder=4,
label=textwrap.fill('Extrapolated minima', 12))
plt.plot(((time[-302] + time[-301]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k',
label=textwrap.fill('Neural network inputs', 13))
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='k')
plt.plot(((time_extended[-1001] + time_extended[-1002]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k')
plt.plot(((time[-202] + time[-201]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray', linestyle='dashed',
label=textwrap.fill('Neural network targets', 13))
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='gray')
plt.plot(((time_extended[-1001] + time_extended[-1000]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray',
linestyle='dashed')
plt.xlim(3.4 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/neural_network.png')
plt.show()
# plot 6a
np.random.seed(0)
time = np.linspace(0, 5 * np.pi, 1001)
knots_51 = np.linspace(0, 5 * np.pi, 51)
time_series = np.cos(2 * time) + np.cos(4 * time) + np.cos(8 * time)
noise = np.random.normal(0, 1, len(time_series))
time_series += noise
advemdpy = EMD(time=time, time_series=time_series)
imfs_51, hts_51, ifs_51 = advemdpy.empirical_mode_decomposition(knots=knots_51, max_imfs=3,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_31 = np.linspace(0, 5 * np.pi, 31)
imfs_31, hts_31, ifs_31 = advemdpy.empirical_mode_decomposition(knots=knots_31, max_imfs=2,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_11 = np.linspace(0, 5 * np.pi, 11)
imfs_11, hts_11, ifs_11 = advemdpy.empirical_mode_decomposition(knots=knots_11, max_imfs=1,
edge_effect='symmetric_anchor', verbose=False)[:3]
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
print(f'DFA fluctuation with 51 knots: {np.round(np.var(time_series - (imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :])), 3)}')
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[0].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[0].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(time, time_series, label='Time series')
axs[1].plot(time, imfs_31[1, :] + imfs_31[2, :], label=textwrap.fill('Sum of IMF 1 and IMF 2 with 31 knots', 19))
axs[1].plot(time, imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 2 and IMF 3 with 51 knots', 19))
print(f'DFA fluctuation with 31 knots: {np.round(np.var(time_series - (imfs_31[1, :] + imfs_31[2, :])), 3)}')
for knot in knots_31:
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[1].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[1].set_xticklabels(['', '', '', '', '', ''])
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
axs[1].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[1].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[1].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
axs[2].plot(time, time_series, label='Time series')
axs[2].plot(time, imfs_11[1, :], label='IMF 1 with 11 knots')
axs[2].plot(time, imfs_31[2, :], label='IMF 2 with 31 knots')
axs[2].plot(time, imfs_51[3, :], label='IMF 3 with 51 knots')
print(f'DFA fluctuation with 11 knots: {np.round(np.var(time_series - imfs_51[3, :]), 3)}')
for knot in knots_11:
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[2].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[2].set_xticklabels(['$0$', r'$\pi$', r'$2\pi$', r'$3\pi$', r'$4\pi$', r'$5\pi$'])
box_2 = axs[2].get_position()
axs[2].set_position([box_2.x0 - 0.05, box_2.y0, box_2.width * 0.85, box_2.height])
axs[2].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[2].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[2].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[2].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[2].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
plt.savefig('jss_figures/DFA_different_trends.png')
plt.show()
# plot 6b
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences Zoomed Region', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[0].set_ylim(-5.5, 5.5)
axs[0].set_xlim(0.95 * np.pi, 1.55 * np.pi)
axs[1].plot(time, time_series, label='Time series')
axs[1].plot(time, imfs_31[1, :] + imfs_31[2, :], label=textwrap.fill('Sum of IMF 1 and IMF 2 with 31 knots', 19))
axs[1].plot(time, imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 2 and IMF 3 with 51 knots', 19))
for knot in knots_31:
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[1].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[1].set_xticklabels(['', '', '', '', '', ''])
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
axs[1].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].set_ylim(-5.5, 5.5)
axs[1].set_xlim(0.95 * np.pi, 1.55 * np.pi)
axs[2].plot(time, time_series, label='Time series')
axs[2].plot(time, imfs_11[1, :], label='IMF 1 with 11 knots')
axs[2].plot(time, imfs_31[2, :], label='IMF 2 with 31 knots')
axs[2].plot(time, imfs_51[3, :], label='IMF 3 with 51 knots')
for knot in knots_11:
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[2].set_xticks([np.pi, (3 / 2) * np.pi])
axs[2].set_xticklabels([r'$\pi$', r'$\frac{3}{2}\pi$'])
box_2 = axs[2].get_position()
axs[2].set_position([box_2.x0 - 0.05, box_2.y0, box_2.width * 0.85, box_2.height])
axs[2].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[2].set_ylim(-5.5, 5.5)
axs[2].set_xlim(0.95 * np.pi, 1.55 * np.pi)
plt.savefig('jss_figures/DFA_different_trends_zoomed.png')
plt.show()
hs_ouputs = hilbert_spectrum(time, imfs_51, hts_51, ifs_51, max_frequency=12, plot=False)
# plot 6c
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Simple Sinusoidal Time Seres with Added Noise', 50))
x_hs, y, z = hs_ouputs
z_min, z_max = 0, np.abs(z).max()
ax.pcolormesh(x_hs, y, np.abs(z), cmap='gist_rainbow', vmin=z_min, vmax=z_max)
ax.plot(x_hs[0, :], 8 * np.ones_like(x_hs[0, :]), '--', label=r'$\omega = 8$', Linewidth=3)
ax.plot(x_hs[0, :], 4 * np.ones_like(x_hs[0, :]), '--', label=r'$\omega = 4$', Linewidth=3)
ax.plot(x_hs[0, :], 2 * np.ones_like(x_hs[0, :]), '--', label=r'$\omega = 2$', Linewidth=3)
ax.set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi])
ax.set_xticklabels(['$0$', r'$\pi$', r'$2\pi$', r'$3\pi$', r'$4\pi$'])
plt.ylabel(r'Frequency (rad.s$^{-1}$)')
plt.xlabel('Time (s)')
box_0 = ax.get_position()
ax.set_position([box_0.x0, box_0.y0 + 0.05, box_0.width * 0.85, box_0.height * 0.9])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/DFA_hilbert_spectrum.png')
plt.show()
# plot 6c
time = np.linspace(0, 5 * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 51)
fluc = Fluctuation(time=time, time_series=time_series)
max_unsmoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='maxima', smooth=False)
max_smoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='maxima', smooth=True)
min_unsmoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='minima', smooth=False)
min_smoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='minima', smooth=True)
util = Utility(time=time, time_series=time_series)
maxima = util.max_bool_func_1st_order_fd()
minima = util.min_bool_func_1st_order_fd()
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title(textwrap.fill('Plot Demonstrating Unsmoothed Extrema Envelopes if Schoenberg–Whitney Conditions are Not Satisfied', 50))
plt.plot(time, time_series, label='Time series', zorder=2, LineWidth=2)
plt.scatter(time[maxima], time_series[maxima], c='r', label='Maxima', zorder=10)
plt.scatter(time[minima], time_series[minima], c='b', label='Minima', zorder=10)
plt.plot(time, max_unsmoothed[0], label=textwrap.fill('Unsmoothed maxima envelope', 10), c='darkorange')
plt.plot(time, max_smoothed[0], label=textwrap.fill('Smoothed maxima envelope', 10), c='red')
plt.plot(time, min_unsmoothed[0], label=textwrap.fill('Unsmoothed minima envelope', 10), c='cyan')
plt.plot(time, min_smoothed[0], label=textwrap.fill('Smoothed minima envelope', 10), c='blue')
for knot in knots[:-1]:
plt.plot(knot * np.ones(101), np.linspace(-3.0, -2.0, 101), '--', c='grey', zorder=1)
plt.plot(knots[-1] * np.ones(101), np.linspace(-3.0, -2.0, 101), '--', c='grey', label='Knots', zorder=1)
plt.xticks((0, 1 * np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi),
(r'$0$', r'$\pi$', r'2$\pi$', r'3$\pi$', r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
plt.xlim(-0.25 * np.pi, 5.25 * np.pi)
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/Schoenberg_Whitney_Conditions.png')
plt.show()
# plot 7
a = 0.25
width = 0.2
time = np.linspace((0 + a) * np.pi, (5 - a) * np.pi, 1001)
knots = np.linspace((0 + a) * np.pi, (5 - a) * np.pi, 11)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
inflection_bool = utils.inflection_point()
inflection_x = time[inflection_bool]
inflection_y = time_series[inflection_bool]
fluctuation = emd_mean.Fluctuation(time=time, time_series=time_series)
maxima_envelope = fluctuation.envelope_basis_function_approximation(knots, 'maxima', smooth=False,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
maxima_envelope_smooth = fluctuation.envelope_basis_function_approximation(knots, 'maxima', smooth=True,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
minima_envelope = fluctuation.envelope_basis_function_approximation(knots, 'minima', smooth=False,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
minima_envelope_smooth = fluctuation.envelope_basis_function_approximation(knots, 'minima', smooth=True,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
inflection_points_envelope = fluctuation.direct_detrended_fluctuation_estimation(knots,
smooth=True,
smoothing_penalty=0.2,
technique='inflection_points')[0]
binomial_points_envelope = fluctuation.direct_detrended_fluctuation_estimation(knots,
smooth=True,
smoothing_penalty=0.2,
technique='binomial_average', order=21,
increment=20)[0]
derivative_of_lsq = utils.derivative_forward_diff()
derivative_time = time[:-1]
derivative_knots = np.linspace(knots[0], knots[-1], 31)
# change (1) detrended_fluctuation_technique and (2) max_internal_iter and (3) debug (confusing with external debugging)
emd = AdvEMDpy.EMD(time=derivative_time, time_series=derivative_of_lsq)
imf_1_of_derivative = emd.empirical_mode_decomposition(knots=derivative_knots,
knot_time=derivative_time, text=False, verbose=False)[0][1, :]
utils = emd_utils.Utility(time=time[:-1], time_series=imf_1_of_derivative)
optimal_maxima = np.r_[False, utils.derivative_forward_diff() < 0, False] & \
np.r_[utils.zero_crossing() == 1, False]
optimal_minima = np.r_[False, utils.derivative_forward_diff() > 0, False] & \
np.r_[utils.zero_crossing() == 1, False]
EEMD_maxima_envelope = fluctuation.envelope_basis_function_approximation_fixed_points(knots, 'maxima',
optimal_maxima,
optimal_minima,
smooth=False,
smoothing_penalty=0.2,
edge_effect='none')[0]
EEMD_minima_envelope = fluctuation.envelope_basis_function_approximation_fixed_points(knots, 'minima',
optimal_maxima,
optimal_minima,
smooth=False,
smoothing_penalty=0.2,
edge_effect='none')[0]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Detrended Fluctuation Analysis Examples')
plt.plot(time, time_series, LineWidth=2, label='Time series')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(time[optimal_maxima], time_series[optimal_maxima], c='darkred', zorder=4,
label=textwrap.fill('Optimal maxima', 10))
plt.scatter(time[optimal_minima], time_series[optimal_minima], c='darkblue', zorder=4,
label=textwrap.fill('Optimal minima', 10))
plt.scatter(inflection_x, inflection_y, c='magenta', zorder=4, label=textwrap.fill('Inflection points', 10))
plt.plot(time, maxima_envelope, c='darkblue', label=textwrap.fill('EMD envelope', 10))
plt.plot(time, minima_envelope, c='darkblue')
plt.plot(time, (maxima_envelope + minima_envelope) / 2, c='darkblue')
plt.plot(time, maxima_envelope_smooth, c='darkred', label=textwrap.fill('SEMD envelope', 10))
plt.plot(time, minima_envelope_smooth, c='darkred')
plt.plot(time, (maxima_envelope_smooth + minima_envelope_smooth) / 2, c='darkred')
plt.plot(time, EEMD_maxima_envelope, c='darkgreen', label=textwrap.fill('EEMD envelope', 10))
plt.plot(time, EEMD_minima_envelope, c='darkgreen')
plt.plot(time, (EEMD_maxima_envelope + EEMD_minima_envelope) / 2, c='darkgreen')
plt.plot(time, inflection_points_envelope, c='darkorange', label=textwrap.fill('Inflection point envelope', 10))
plt.plot(time, binomial_points_envelope, c='deeppink', label=textwrap.fill('Binomial average envelope', 10))
plt.plot(time, np.cos(time), c='black', label='True mean')
plt.xticks((0, 1 * np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi), (r'$0$', r'$\pi$', r'2$\pi$', r'3$\pi$',
r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
plt.xlim(-0.25 * np.pi, 5.25 * np.pi)
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/detrended_fluctuation_analysis.png')
plt.show()
# Duffing Equation Example
def duffing_equation(xy, ts):
gamma = 0.1
epsilon = 1
omega = ((2 * np.pi) / 25)
return [xy[1], xy[0] - epsilon * xy[0] ** 3 + gamma * np.cos(omega * ts)]
t = np.linspace(0, 150, 1501)
XY0 = [1, 1]
solution = odeint(duffing_equation, XY0, t)
x = solution[:, 0]
dxdt = solution[:, 1]
x_points = [0, 50, 100, 150]
x_names = {0, 50, 100, 150}
y_points_1 = [-2, 0, 2]
y_points_2 = [-1, 0, 1]
fig, axs = plt.subplots(2, 1)
plt.subplots_adjust(hspace=0.2)
axs[0].plot(t, x)
axs[0].set_title('Duffing Equation Displacement')
axs[0].set_ylim([-2, 2])
axs[0].set_xlim([0, 150])
axs[1].plot(t, dxdt)
axs[1].set_title('Duffing Equation Velocity')
axs[1].set_ylim([-1.5, 1.5])
axs[1].set_xlim([0, 150])
axis = 0
for ax in axs.flat:
ax.label_outer()
if axis == 0:
ax.set_ylabel('x(t)')
ax.set_yticks(y_points_1)
if axis == 1:
ax.set_ylabel(r'$ \dfrac{dx(t)}{dt} $')
ax.set(xlabel='t')
ax.set_yticks(y_points_2)
ax.set_xticks(x_points)
ax.set_xticklabels(x_names)
axis += 1
plt.savefig('jss_figures/Duffing_equation.png')
plt.show()
# compare other packages Duffing - top
pyemd = pyemd0215()
py_emd = pyemd(x)
IP, IF, IA = emd040.spectra.frequency_transform(py_emd.T, 10, 'hilbert')
freq_edges, freq_bins = emd040.spectra.define_hist_bins(0, 0.2, 100)
hht = emd040.spectra.hilberthuang(IF, IA, freq_edges)
hht = gaussian_filter(hht, sigma=1)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 1.0
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Duffing Equation using PyEMD 0.2.10', 40))
plt.pcolormesh(t, freq_bins, hht, cmap='gist_rainbow', vmin=0, vmax=np.max(np.max(np.abs(hht))))
plt.plot(t[:-1], 0.124 * np.ones_like(t[:-1]), '--', label=textwrap.fill('Hamiltonian frequency approximation', 15))
plt.plot(t[:-1], 0.04 * np.ones_like(t[:-1]), 'g--', label=textwrap.fill('Driving function frequency', 15))
plt.xticks([0, 50, 100, 150])
plt.yticks([0, 0.1, 0.2])
plt.ylabel('Frequency (Hz)')
plt.xlabel('Time (s)')
box_0 = ax.get_position()
ax.set_position([box_0.x0, box_0.y0 + 0.05, box_0.width * 0.75, box_0.height * 0.9])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/Duffing_equation_ht_pyemd.png')
plt.show()
plt.show()
emd_sift = emd040.sift.sift(x)
IP, IF, IA = emd040.spectra.frequency_transform(emd_sift, 10, 'hilbert')
freq_edges, freq_bins = emd040.spectra.define_hist_bins(0, 0.2, 100)
hht = emd040.spectra.hilberthuang(IF, IA, freq_edges)
hht = gaussian_filter(hht, sigma=1)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 1.0
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Duffing Equation using emd 0.3.3', 40))
plt.pcolormesh(t, freq_bins, hht, cmap='gist_rainbow', vmin=0, vmax=np.max(np.max(np.abs(hht))))
plt.plot(t[:-1], 0.124 * np.ones_like(t[:-1]), '--', label=textwrap.fill('Hamiltonian frequency approximation', 15))
plt.plot(t[:-1], 0.04 * np.ones_like(t[:-1]), 'g--', label=textwrap.fill('Driving function frequency', 15))
plt.xticks([0, 50, 100, 150])
plt.yticks([0, 0.1, 0.2])
plt.ylabel('Frequency (Hz)')
plt.xlabel('Time (s)')
box_0 = ax.get_position()
ax.set_position([box_0.x0, box_0.y0 + 0.05, box_0.width * 0.75, box_0.height * 0.9])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/Duffing_equation_ht_emd.png')
plt.show()
# compare other packages Duffing - bottom
emd_duffing = AdvEMDpy.EMD(time=t, time_series=x)
emd_duff, emd_ht_duff, emd_if_duff, _, _, _, _ = emd_duffing.empirical_mode_decomposition(verbose=False)
fig, axs = plt.subplots(2, 1)
plt.subplots_adjust(hspace=0.3)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
axs[0].plot(t, emd_duff[1, :], label='AdvEMDpy')
axs[0].plot(t, py_emd[0, :], '--', label='PyEMD 0.2.10')
axs[0].plot(t, emd_sift[:, 0], '--', label='emd 0.3.3')
axs[0].set_title('IMF 1')
axs[0].set_ylim([-2, 2])
axs[0].set_xlim([0, 150])
axs[1].plot(t, emd_duff[2, :], label='AdvEMDpy')
print(f'AdvEMDpy driving function error: {np.round(sum(abs(0.1 * np.cos(0.04 * 2 * np.pi * t) - emd_duff[2, :])), 3)}')
axs[1].plot(t, py_emd[1, :], '--', label='PyEMD 0.2.10')
print(f'PyEMD driving function error: {np.round(sum(abs(0.1 * np.cos(0.04 * 2 * np.pi * t) - py_emd[1, :])), 3)}')
axs[1].plot(t, emd_sift[:, 1], '--', label='emd 0.3.3')
print(f'emd driving function error: {np.round(sum(abs(0.1 * np.cos(0.04 * 2 * np.pi * t) - emd_sift[:, 1])), 3)}')
axs[1].plot(t, 0.1 * np.cos(0.04 * 2 * np.pi * t), '--', label=r'$0.1$cos$(0.08{\pi}t)$')
axs[1].set_title('IMF 2')
axs[1].set_ylim([-0.2, 0.4])
axs[1].set_xlim([0, 150])
axis = 0
for ax in axs.flat:
ax.label_outer()
if axis == 0:
ax.set_ylabel(r'$\gamma_1(t)$')
ax.set_yticks([-2, 0, 2])
if axis == 1:
ax.set_ylabel(r'$\gamma_2(t)$')
ax.set_yticks([-0.2, 0, 0.2])
box_0 = ax.get_position()
ax.set_position([box_0.x0, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
ax.set_xticks(x_points)
ax.set_xticklabels(x_names)
axis += 1
plt.savefig('jss_figures/Duffing_equation_imfs.png')
plt.show()
hs_ouputs = hilbert_spectrum(t, emd_duff, emd_ht_duff, emd_if_duff, max_frequency=1.3, plot=False)
ax = plt.subplot(111)
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Duffing Equation using AdvEMDpy', 40))
x, y, z = hs_ouputs
y = y / (2 * np.pi)
z_min, z_max = 0, np.abs(z).max()
figure_size = plt.gcf().get_size_inches()
factor = 1.0
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
ax.pcolormesh(x, y, np.abs(z), cmap='gist_rainbow', vmin=z_min, vmax=z_max)
plt.plot(t[:-1], 0.124 * | np.ones_like(t[:-1]) | numpy.ones_like |
# pvtrace is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 3 of the License, or
# (at your option) any later version.
#
# pvtrace is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
import numpy as np
from external.transformations import translation_matrix, rotation_matrix
import external.transformations as tf
from Trace import Photon
from Geometry import Box, Cylinder, FinitePlane, transform_point, transform_direction, rotation_matrix_from_vector_alignment, norm
from Materials import Spectrum
def random_spherecial_vector():
# This method of calculating isotropic vectors is taken from GNU Scientific Library
LOOP = True
while LOOP:
x = -1. + 2. * np.random.uniform()
y = -1. + 2. * np.random.uniform()
s = x**2 + y**2
if s <= 1.0:
LOOP = False
z = -1. + 2. * s
a = 2 * np.sqrt(1 - s)
x = a * x
y = a * y
return np.array([x,y,z])
class SimpleSource(object):
"""A light source that will generate photons of a single colour, direction and position."""
def __init__(self, position=[0,0,0], direction=[0,0,1], wavelength=555, use_random_polarisation=False):
super(SimpleSource, self).__init__()
self.position = position
self.direction = direction
self.wavelength = wavelength
self.use_random_polarisation = use_random_polarisation
self.throw = 0
self.source_id = "SimpleSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.position = np.array(self.position)
photon.direction = np.array(self.direction)
photon.active = True
photon.wavelength = self.wavelength
# If use_polarisation is set generate a random polarisation vector of the photon
if self.use_random_polarisation:
# Randomise rotation angle around xy-plane, the transform from +z to the direction of the photon
vec = random_spherecial_vector()
vec[2] = 0.
vec = norm(vec)
R = rotation_matrix_from_vector_alignment(self.direction, [0,0,1])
photon.polarisation = transform_direction(vec, R)
else:
photon.polarisation = None
photon.id = self.throw
self.throw = self.throw + 1
return photon
class Laser(object):
"""A light source that will generate photons of a single colour, direction and position."""
def __init__(self, position=[0,0,0], direction=[0,0,1], wavelength=555, polarisation=None):
super(Laser, self).__init__()
self.position = np.array(position)
self.direction = np.array(direction)
self.wavelength = wavelength
assert polarisation != None, "Polarisation of the Laser is not set."
self.polarisation = np.array(polarisation)
self.throw = 0
self.source_id = "LaserSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.position = np.array(self.position)
photon.direction = np.array(self.direction)
photon.active = True
photon.wavelength = self.wavelength
photon.polarisation = self.polarisation
photon.id = self.throw
self.throw = self.throw + 1
return photon
class PlanarSource(object):
"""A box that emits photons from the top surface (normal), sampled from the spectrum."""
def __init__(self, spectrum=None, wavelength=555, direction=(0,0,1), length=0.05, width=0.05):
super(PlanarSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.plane = FinitePlane(length=length, width=width)
self.length = length
self.width = width
# direction is the direction that photons are fired out of the plane in the GLOBAL FRAME.
# i.e. this is passed directly to the photon to set is's direction
self.direction = direction
self.throw = 0
self.source_id = "PlanarSource_" + str(id(self))
def translate(self, translation):
self.plane.append_transform(tf.translation_matrix(translation))
def rotate(self, angle, axis):
self.plane.append_transform(tf.rotation_matrix(angle, axis))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Create a point which is on the surface of the finite plane in it's local frame
x = np.random.uniform(0., self.length)
y = np.random.uniform(0., self.width)
local_point = (x, y, 0.)
# Transform the direciton
photon.position = transform_point(local_point, self.plane.transform)
photon.direction = self.direction
photon.active = True
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
return photon
class LensSource(object):
"""
A source where photons generated in a plane are focused on a line with space tolerance given by variable "focussize".
The focus line should be perpendicular to the plane normal and aligned with the z-axis.
"""
def __init__(self, spectrum = None, wavelength = 555, linepoint=(0,0,0), linedirection=(0,0,1), focussize = 0, planeorigin = (-1,-1,-1), planeextent = (-1,1,1)):
super(LensSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.planeorigin = planeorigin
self.planeextent = planeextent
self.linepoint = np.array(linepoint)
self.linedirection = np.array(linedirection)
self.focussize = focussize
self.throw = 0
self.source_id = "LensSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Position
x = np.random.uniform(self.planeorigin[0],self.planeextent[0])
y = np.random.uniform(self.planeorigin[1],self.planeextent[1])
z = np.random.uniform(self.planeorigin[2],self.planeextent[2])
photon.position = np.array((x,y,z))
# Direction
focuspoint = np.array((0.,0.,0.))
focuspoint[0] = self.linepoint[0] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[1] = self.linepoint[1] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[2] = photon.position[2]
direction = focuspoint - photon.position
modulus = (direction[0]**2+direction[1]**2+direction[2]**2)**0.5
photon.direction = direction/modulus
# Wavelength
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
return photon
class LensSourceAngle(object):
"""
A source where photons generated in a plane are focused on a line with space tolerance given by variable "focussize".
The focus line should be perpendicular to the plane normal and aligned with the z-axis.
For this lense an additional z-boost is added (Angle of incidence in z-direction).
"""
def __init__(self, spectrum = None, wavelength = 555, linepoint=(0,0,0), linedirection=(0,0,1), angle = 0, focussize = 0, planeorigin = (-1,-1,-1), planeextent = (-1,1,1)):
super(LensSourceAngle, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.planeorigin = planeorigin
self.planeextent = planeextent
self.linepoint = np.array(linepoint)
self.linedirection = np.array(linedirection)
self.focussize = focussize
self.angle = angle
self.throw = 0
self.source_id = "LensSourceAngle_" + str(id(self))
def photon(self):
photon = Photon()
photon.id = self.throw
self.throw = self.throw + 1
# Position
x = np.random.uniform(self.planeorigin[0],self.planeextent[0])
y = np.random.uniform(self.planeorigin[1],self.planeextent[1])
boost = y*np.tan(self.angle)
z = np.random.uniform(self.planeorigin[2],self.planeextent[2]) - boost
photon.position = np.array((x,y,z))
# Direction
focuspoint = | np.array((0.,0.,0.)) | numpy.array |
"""Test the search module"""
from collections.abc import Iterable, Sized
from io import StringIO
from itertools import chain, product
from functools import partial
import pickle
import sys
from types import GeneratorType
import re
import numpy as np
import scipy.sparse as sp
import pytest
from sklearn.utils.fixes import sp_version
from sklearn.utils._testing import assert_raises
from sklearn.utils._testing import assert_warns
from sklearn.utils._testing import assert_warns_message
from sklearn.utils._testing import assert_raise_message
from sklearn.utils._testing import assert_array_equal
from sklearn.utils._testing import assert_array_almost_equal
from sklearn.utils._testing import assert_allclose
from sklearn.utils._testing import assert_almost_equal
from sklearn.utils._testing import ignore_warnings
from sklearn.utils._mocking import CheckingClassifier, MockDataFrame
from scipy.stats import bernoulli, expon, uniform
from sklearn.base import BaseEstimator, ClassifierMixin
from sklearn.base import clone
from sklearn.exceptions import NotFittedError
from sklearn.datasets import make_classification
from sklearn.datasets import make_blobs
from sklearn.datasets import make_multilabel_classification
from sklearn.model_selection import fit_grid_point
from sklearn.model_selection import train_test_split
from sklearn.model_selection import KFold
from sklearn.model_selection import StratifiedKFold
from sklearn.model_selection import StratifiedShuffleSplit
from sklearn.model_selection import LeaveOneGroupOut
from sklearn.model_selection import LeavePGroupsOut
from sklearn.model_selection import GroupKFold
from sklearn.model_selection import GroupShuffleSplit
from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import RandomizedSearchCV
from sklearn.model_selection import ParameterGrid
from sklearn.model_selection import ParameterSampler
from sklearn.model_selection._search import BaseSearchCV
from sklearn.model_selection._validation import FitFailedWarning
from sklearn.svm import LinearSVC, SVC
from sklearn.tree import DecisionTreeRegressor
from sklearn.tree import DecisionTreeClassifier
from sklearn.cluster import KMeans
from sklearn.neighbors import KernelDensity
from sklearn.neighbors import KNeighborsClassifier
from sklearn.metrics import f1_score
from sklearn.metrics import recall_score
from sklearn.metrics import accuracy_score
from sklearn.metrics import make_scorer
from sklearn.metrics import roc_auc_score
from sklearn.metrics.pairwise import euclidean_distances
from sklearn.impute import SimpleImputer
from sklearn.pipeline import Pipeline
from sklearn.linear_model import Ridge, SGDClassifier, LinearRegression
from sklearn.experimental import enable_hist_gradient_boosting # noqa
from sklearn.ensemble import HistGradientBoostingClassifier
from sklearn.model_selection.tests.common import OneTimeSplitter
# Neither of the following two estimators inherit from BaseEstimator,
# to test hyperparameter search on user-defined classifiers.
class MockClassifier:
"""Dummy classifier to test the parameter search algorithms"""
def __init__(self, foo_param=0):
self.foo_param = foo_param
def fit(self, X, Y):
assert len(X) == len(Y)
self.classes_ = np.unique(Y)
return self
def predict(self, T):
return T.shape[0]
def transform(self, X):
return X + self.foo_param
def inverse_transform(self, X):
return X - self.foo_param
predict_proba = predict
predict_log_proba = predict
decision_function = predict
def score(self, X=None, Y=None):
if self.foo_param > 1:
score = 1.
else:
score = 0.
return score
def get_params(self, deep=False):
return {'foo_param': self.foo_param}
def set_params(self, **params):
self.foo_param = params['foo_param']
return self
class LinearSVCNoScore(LinearSVC):
"""An LinearSVC classifier that has no score method."""
@property
def score(self):
raise AttributeError
X = np.array([[-1, -1], [-2, -1], [1, 1], [2, 1]])
y = np.array([1, 1, 2, 2])
def assert_grid_iter_equals_getitem(grid):
assert list(grid) == [grid[i] for i in range(len(grid))]
@pytest.mark.parametrize("klass", [ParameterGrid,
partial(ParameterSampler, n_iter=10)])
@pytest.mark.parametrize(
"input, error_type, error_message",
[(0, TypeError, r'Parameter .* is not a dict or a list \(0\)'),
([{'foo': [0]}, 0], TypeError, r'Parameter .* is not a dict \(0\)'),
({'foo': 0}, TypeError, "Parameter.* value is not iterable .*"
r"\(key='foo', value=0\)")]
)
def test_validate_parameter_input(klass, input, error_type, error_message):
with pytest.raises(error_type, match=error_message):
klass(input)
def test_parameter_grid():
# Test basic properties of ParameterGrid.
params1 = {"foo": [1, 2, 3]}
grid1 = ParameterGrid(params1)
assert isinstance(grid1, Iterable)
assert isinstance(grid1, Sized)
assert len(grid1) == 3
assert_grid_iter_equals_getitem(grid1)
params2 = {"foo": [4, 2],
"bar": ["ham", "spam", "eggs"]}
grid2 = ParameterGrid(params2)
assert len(grid2) == 6
# loop to assert we can iterate over the grid multiple times
for i in range(2):
# tuple + chain transforms {"a": 1, "b": 2} to ("a", 1, "b", 2)
points = set(tuple(chain(*(sorted(p.items())))) for p in grid2)
assert (points ==
set(("bar", x, "foo", y)
for x, y in product(params2["bar"], params2["foo"])))
assert_grid_iter_equals_getitem(grid2)
# Special case: empty grid (useful to get default estimator settings)
empty = ParameterGrid({})
assert len(empty) == 1
assert list(empty) == [{}]
assert_grid_iter_equals_getitem(empty)
assert_raises(IndexError, lambda: empty[1])
has_empty = ParameterGrid([{'C': [1, 10]}, {}, {'C': [.5]}])
assert len(has_empty) == 4
assert list(has_empty) == [{'C': 1}, {'C': 10}, {}, {'C': .5}]
assert_grid_iter_equals_getitem(has_empty)
def test_grid_search():
# Test that the best estimator contains the right value for foo_param
clf = MockClassifier()
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, cv=3, verbose=3)
# make sure it selects the smallest parameter in case of ties
old_stdout = sys.stdout
sys.stdout = StringIO()
grid_search.fit(X, y)
sys.stdout = old_stdout
assert grid_search.best_estimator_.foo_param == 2
assert_array_equal(grid_search.cv_results_["param_foo_param"].data,
[1, 2, 3])
# Smoke test the score etc:
grid_search.score(X, y)
grid_search.predict_proba(X)
grid_search.decision_function(X)
grid_search.transform(X)
# Test exception handling on scoring
grid_search.scoring = 'sklearn'
assert_raises(ValueError, grid_search.fit, X, y)
def test_grid_search_pipeline_steps():
# check that parameters that are estimators are cloned before fitting
pipe = Pipeline([('regressor', LinearRegression())])
param_grid = {'regressor': [LinearRegression(), Ridge()]}
grid_search = GridSearchCV(pipe, param_grid, cv=2)
grid_search.fit(X, y)
regressor_results = grid_search.cv_results_['param_regressor']
assert isinstance(regressor_results[0], LinearRegression)
assert isinstance(regressor_results[1], Ridge)
assert not hasattr(regressor_results[0], 'coef_')
assert not hasattr(regressor_results[1], 'coef_')
assert regressor_results[0] is not grid_search.best_estimator_
assert regressor_results[1] is not grid_search.best_estimator_
# check that we didn't modify the parameter grid that was passed
assert not hasattr(param_grid['regressor'][0], 'coef_')
assert not hasattr(param_grid['regressor'][1], 'coef_')
@pytest.mark.parametrize("SearchCV", [GridSearchCV, RandomizedSearchCV])
def test_SearchCV_with_fit_params(SearchCV):
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
clf = CheckingClassifier(expected_fit_params=['spam', 'eggs'])
searcher = SearchCV(
clf, {'foo_param': [1, 2, 3]}, cv=2, error_score="raise"
)
# The CheckingClassifier generates an assertion error if
# a parameter is missing or has length != len(X).
err_msg = r"Expected fit parameter\(s\) \['eggs'\] not seen."
with pytest.raises(AssertionError, match=err_msg):
searcher.fit(X, y, spam=np.ones(10))
err_msg = "Fit parameter spam has length 1; expected"
with pytest.raises(AssertionError, match=err_msg):
searcher.fit(X, y, spam=np.ones(1), eggs=np.zeros(10))
searcher.fit(X, y, spam=np.ones(10), eggs=np.zeros(10))
@ignore_warnings
def test_grid_search_no_score():
# Test grid-search on classifier that has no score function.
clf = LinearSVC(random_state=0)
X, y = make_blobs(random_state=0, centers=2)
Cs = [.1, 1, 10]
clf_no_score = LinearSVCNoScore(random_state=0)
grid_search = GridSearchCV(clf, {'C': Cs}, scoring='accuracy')
grid_search.fit(X, y)
grid_search_no_score = GridSearchCV(clf_no_score, {'C': Cs},
scoring='accuracy')
# smoketest grid search
grid_search_no_score.fit(X, y)
# check that best params are equal
assert grid_search_no_score.best_params_ == grid_search.best_params_
# check that we can call score and that it gives the correct result
assert grid_search.score(X, y) == grid_search_no_score.score(X, y)
# giving no scoring function raises an error
grid_search_no_score = GridSearchCV(clf_no_score, {'C': Cs})
assert_raise_message(TypeError, "no scoring", grid_search_no_score.fit,
[[1]])
def test_grid_search_score_method():
X, y = make_classification(n_samples=100, n_classes=2, flip_y=.2,
random_state=0)
clf = LinearSVC(random_state=0)
grid = {'C': [.1]}
search_no_scoring = GridSearchCV(clf, grid, scoring=None).fit(X, y)
search_accuracy = GridSearchCV(clf, grid, scoring='accuracy').fit(X, y)
search_no_score_method_auc = GridSearchCV(LinearSVCNoScore(), grid,
scoring='roc_auc'
).fit(X, y)
search_auc = GridSearchCV(clf, grid, scoring='roc_auc').fit(X, y)
# Check warning only occurs in situation where behavior changed:
# estimator requires score method to compete with scoring parameter
score_no_scoring = search_no_scoring.score(X, y)
score_accuracy = search_accuracy.score(X, y)
score_no_score_auc = search_no_score_method_auc.score(X, y)
score_auc = search_auc.score(X, y)
# ensure the test is sane
assert score_auc < 1.0
assert score_accuracy < 1.0
assert score_auc != score_accuracy
assert_almost_equal(score_accuracy, score_no_scoring)
assert_almost_equal(score_auc, score_no_score_auc)
def test_grid_search_groups():
# Check if ValueError (when groups is None) propagates to GridSearchCV
# And also check if groups is correctly passed to the cv object
rng = np.random.RandomState(0)
X, y = make_classification(n_samples=15, n_classes=2, random_state=0)
groups = rng.randint(0, 3, 15)
clf = LinearSVC(random_state=0)
grid = {'C': [1]}
group_cvs = [LeaveOneGroupOut(), LeavePGroupsOut(2),
GroupKFold(n_splits=3), GroupShuffleSplit()]
for cv in group_cvs:
gs = GridSearchCV(clf, grid, cv=cv)
assert_raise_message(ValueError,
"The 'groups' parameter should not be None.",
gs.fit, X, y)
gs.fit(X, y, groups=groups)
non_group_cvs = [StratifiedKFold(), StratifiedShuffleSplit()]
for cv in non_group_cvs:
gs = GridSearchCV(clf, grid, cv=cv)
# Should not raise an error
gs.fit(X, y)
def test_classes__property():
# Test that classes_ property matches best_estimator_.classes_
X = np.arange(100).reshape(10, 10)
y = | np.array([0] * 5 + [1] * 5) | numpy.array |
import copy
import functools
import itertools
import numbers
import warnings
from collections import defaultdict
from datetime import timedelta
from distutils.version import LooseVersion
from typing import (
Any,
Dict,
Hashable,
Mapping,
Optional,
Sequence,
Tuple,
TypeVar,
Union,
)
import numpy as np
import pandas as pd
import xarray as xr # only for Dataset and DataArray
from . import arithmetic, common, dtypes, duck_array_ops, indexing, nputils, ops, utils
from .indexing import (
BasicIndexer,
OuterIndexer,
PandasIndexAdapter,
VectorizedIndexer,
as_indexable,
)
from .npcompat import IS_NEP18_ACTIVE
from .options import _get_keep_attrs
from .pycompat import (
cupy_array_type,
dask_array_type,
integer_types,
is_duck_dask_array,
)
from .utils import (
OrderedSet,
_default,
decode_numpy_dict_values,
drop_dims_from_indexers,
either_dict_or_kwargs,
ensure_us_time_resolution,
infix_dims,
is_duck_array,
)
NON_NUMPY_SUPPORTED_ARRAY_TYPES = (
(
indexing.ExplicitlyIndexed,
pd.Index,
)
+ dask_array_type
+ cupy_array_type
)
# https://github.com/python/mypy/issues/224
BASIC_INDEXING_TYPES = integer_types + (slice,) # type: ignore
VariableType = TypeVar("VariableType", bound="Variable")
"""Type annotation to be used when methods of Variable return self or a copy of self.
When called from an instance of a subclass, e.g. IndexVariable, mypy identifies the
output as an instance of the subclass.
Usage::
class Variable:
def f(self: VariableType, ...) -> VariableType:
...
"""
class MissingDimensionsError(ValueError):
"""Error class used when we can't safely guess a dimension name."""
# inherits from ValueError for backward compatibility
# TODO: move this to an xarray.exceptions module?
def as_variable(obj, name=None) -> "Union[Variable, IndexVariable]":
"""Convert an object into a Variable.
Parameters
----------
obj : object
Object to convert into a Variable.
- If the object is already a Variable, return a shallow copy.
- Otherwise, if the object has 'dims' and 'data' attributes, convert
it into a new Variable.
- If all else fails, attempt to convert the object into a Variable by
unpacking it into the arguments for creating a new Variable.
name : str, optional
If provided:
- `obj` can be a 1D array, which is assumed to label coordinate values
along a dimension of this given name.
- Variables with name matching one of their dimensions are converted
into `IndexVariable` objects.
Returns
-------
var : Variable
The newly created variable.
"""
from .dataarray import DataArray
# TODO: consider extending this method to automatically handle Iris and
if isinstance(obj, DataArray):
# extract the primary Variable from DataArrays
obj = obj.variable
if isinstance(obj, Variable):
obj = obj.copy(deep=False)
elif isinstance(obj, tuple):
try:
obj = Variable(*obj)
except (TypeError, ValueError) as error:
# use .format() instead of % because it handles tuples consistently
raise error.__class__(
"Could not convert tuple of form "
"(dims, data[, attrs, encoding]): "
"{} to Variable.".format(obj)
)
elif utils.is_scalar(obj):
obj = Variable([], obj)
elif isinstance(obj, (pd.Index, IndexVariable)) and obj.name is not None:
obj = Variable(obj.name, obj)
elif isinstance(obj, (set, dict)):
raise TypeError("variable {!r} has invalid type {!r}".format(name, type(obj)))
elif name is not None:
data = as_compatible_data(obj)
if data.ndim != 1:
raise MissingDimensionsError(
"cannot set variable %r with %r-dimensional data "
"without explicit dimension names. Pass a tuple of "
"(dims, data) instead." % (name, data.ndim)
)
obj = Variable(name, data, fastpath=True)
else:
raise TypeError(
"unable to convert object into a variable without an "
"explicit list of dimensions: %r" % obj
)
if name is not None and name in obj.dims:
# convert the Variable into an Index
if obj.ndim != 1:
raise MissingDimensionsError(
"%r has more than 1-dimension and the same name as one of its "
"dimensions %r. xarray disallows such variables because they "
"conflict with the coordinates used to label "
"dimensions." % (name, obj.dims)
)
obj = obj.to_index_variable()
return obj
def _maybe_wrap_data(data):
"""
Put pandas.Index and numpy.ndarray arguments in adapter objects to ensure
they can be indexed properly.
NumpyArrayAdapter, PandasIndexAdapter and LazilyOuterIndexedArray should
all pass through unmodified.
"""
if isinstance(data, pd.Index):
return PandasIndexAdapter(data)
return data
def _possibly_convert_objects(values):
"""Convert arrays of datetime.datetime and datetime.timedelta objects into
datetime64 and timedelta64, according to the pandas convention. Also used for
validating that datetime64 and timedelta64 objects are within the valid date
range for ns precision, as pandas will raise an error if they are not.
"""
return np.asarray(pd.Series(values.ravel())).reshape(values.shape)
def as_compatible_data(data, fastpath=False):
"""Prepare and wrap data to put in a Variable.
- If data does not have the necessary attributes, convert it to ndarray.
- If data has dtype=datetime64, ensure that it has ns precision. If it's a
pandas.Timestamp, convert it to datetime64.
- If data is already a pandas or xarray object (other than an Index), just
use the values.
Finally, wrap it up with an adapter if necessary.
"""
if fastpath and getattr(data, "ndim", 0) > 0:
# can't use fastpath (yet) for scalars
return _maybe_wrap_data(data)
if isinstance(data, Variable):
return data.data
if isinstance(data, NON_NUMPY_SUPPORTED_ARRAY_TYPES):
return _maybe_wrap_data(data)
if isinstance(data, tuple):
data = utils.to_0d_object_array(data)
if isinstance(data, pd.Timestamp):
# TODO: convert, handle datetime objects, too
data = np.datetime64(data.value, "ns")
if isinstance(data, timedelta):
data = np.timedelta64(getattr(data, "value", data), "ns")
# we don't want nested self-described arrays
data = getattr(data, "values", data)
if isinstance(data, np.ma.MaskedArray):
mask = np.ma.getmaskarray(data)
if mask.any():
dtype, fill_value = dtypes.maybe_promote(data.dtype)
data = np.asarray(data, dtype=dtype)
data[mask] = fill_value
else:
data = np.asarray(data)
if not isinstance(data, np.ndarray):
if hasattr(data, "__array_function__"):
if IS_NEP18_ACTIVE:
return data
else:
raise TypeError(
"Got an NumPy-like array type providing the "
"__array_function__ protocol but NEP18 is not enabled. "
"Check that numpy >= v1.16 and that the environment "
'variable "NUMPY_EXPERIMENTAL_ARRAY_FUNCTION" is set to '
'"1"'
)
# validate whether the data is valid data types.
data = np.asarray(data)
if isinstance(data, np.ndarray):
if data.dtype.kind == "O":
data = _possibly_convert_objects(data)
elif data.dtype.kind == "M":
data = _possibly_convert_objects(data)
elif data.dtype.kind == "m":
data = _possibly_convert_objects(data)
return _maybe_wrap_data(data)
def _as_array_or_item(data):
"""Return the given values as a numpy array, or as an individual item if
it's a 0d datetime64 or timedelta64 array.
Importantly, this function does not copy data if it is already an ndarray -
otherwise, it will not be possible to update Variable values in place.
This function mostly exists because 0-dimensional ndarrays with
dtype=datetime64 are broken :(
https://github.com/numpy/numpy/issues/4337
https://github.com/numpy/numpy/issues/7619
TODO: remove this (replace with np.asarray) once these issues are fixed
"""
if isinstance(data, cupy_array_type):
data = data.get()
else:
data = np.asarray(data)
if data.ndim == 0:
if data.dtype.kind == "M":
data = np.datetime64(data, "ns")
elif data.dtype.kind == "m":
data = np.timedelta64(data, "ns")
return data
class Variable(
common.AbstractArray, arithmetic.SupportsArithmetic, utils.NdimSizeLenMixin
):
"""A netcdf-like variable consisting of dimensions, data and attributes
which describe a single Array. A single Variable object is not fully
described outside the context of its parent Dataset (if you want such a
fully described object, use a DataArray instead).
The main functional difference between Variables and numpy arrays is that
numerical operations on Variables implement array broadcasting by dimension
name. For example, adding an Variable with dimensions `('time',)` to
another Variable with dimensions `('space',)` results in a new Variable
with dimensions `('time', 'space')`. Furthermore, numpy reduce operations
like ``mean`` or ``sum`` are overwritten to take a "dimension" argument
instead of an "axis".
Variables are light-weight objects used as the building block for datasets.
They are more primitive objects, so operations with them provide marginally
higher performance than using DataArrays. However, manipulating data in the
form of a Dataset or DataArray should almost always be preferred, because
they can use more complete metadata in context of coordinate labels.
"""
__slots__ = ("_dims", "_data", "_attrs", "_encoding")
def __init__(self, dims, data, attrs=None, encoding=None, fastpath=False):
"""
Parameters
----------
dims : str or sequence of str
Name(s) of the the data dimension(s). Must be either a string (only
for 1D data) or a sequence of strings with length equal to the
number of dimensions.
data : array_like
Data array which supports numpy-like data access.
attrs : dict_like or None, optional
Attributes to assign to the new variable. If None (default), an
empty attribute dictionary is initialized.
encoding : dict_like or None, optional
Dictionary specifying how to encode this array's data into a
serialized format like netCDF4. Currently used keys (for netCDF)
include '_FillValue', 'scale_factor', 'add_offset' and 'dtype'.
Well-behaved code to serialize a Variable should ignore
unrecognized encoding items.
"""
self._data = as_compatible_data(data, fastpath=fastpath)
self._dims = self._parse_dimensions(dims)
self._attrs = None
self._encoding = None
if attrs is not None:
self.attrs = attrs
if encoding is not None:
self.encoding = encoding
@property
def dtype(self):
return self._data.dtype
@property
def shape(self):
return self._data.shape
@property
def nbytes(self):
return self.size * self.dtype.itemsize
@property
def _in_memory(self):
return isinstance(self._data, (np.ndarray, np.number, PandasIndexAdapter)) or (
isinstance(self._data, indexing.MemoryCachedArray)
and isinstance(self._data.array, indexing.NumpyIndexingAdapter)
)
@property
def data(self):
if is_duck_array(self._data):
return self._data
else:
return self.values
@data.setter
def data(self, data):
data = as_compatible_data(data)
if data.shape != self.shape:
raise ValueError(
f"replacement data must match the Variable's shape. "
f"replacement data has shape {data.shape}; Variable has shape {self.shape}"
)
self._data = data
def astype(
self: VariableType,
dtype,
*,
order=None,
casting=None,
subok=None,
copy=None,
keep_attrs=True,
) -> VariableType:
"""
Copy of the Variable object, with data cast to a specified type.
Parameters
----------
dtype : str or dtype
Typecode or data-type to which the array is cast.
order : {'C', 'F', 'A', 'K'}, optional
Controls the memory layout order of the result. ‘C’ means C order,
‘F’ means Fortran order, ‘A’ means ‘F’ order if all the arrays are
Fortran contiguous, ‘C’ order otherwise, and ‘K’ means as close to
the order the array elements appear in memory as possible.
casting : {'no', 'equiv', 'safe', 'same_kind', 'unsafe'}, optional
Controls what kind of data casting may occur.
* 'no' means the data types should not be cast at all.
* 'equiv' means only byte-order changes are allowed.
* 'safe' means only casts which can preserve values are allowed.
* 'same_kind' means only safe casts or casts within a kind,
like float64 to float32, are allowed.
* 'unsafe' means any data conversions may be done.
subok : bool, optional
If True, then sub-classes will be passed-through, otherwise the
returned array will be forced to be a base-class array.
copy : bool, optional
By default, astype always returns a newly allocated array. If this
is set to False and the `dtype` requirement is satisfied, the input
array is returned instead of a copy.
keep_attrs : bool, optional
By default, astype keeps attributes. Set to False to remove
attributes in the returned object.
Returns
-------
out : same as object
New object with data cast to the specified type.
Notes
-----
The ``order``, ``casting``, ``subok`` and ``copy`` arguments are only passed
through to the ``astype`` method of the underlying array when a value
different than ``None`` is supplied.
Make sure to only supply these arguments if the underlying array class
supports them.
See also
--------
numpy.ndarray.astype
dask.array.Array.astype
sparse.COO.astype
"""
from .computation import apply_ufunc
kwargs = dict(order=order, casting=casting, subok=subok, copy=copy)
kwargs = {k: v for k, v in kwargs.items() if v is not None}
return apply_ufunc(
duck_array_ops.astype,
self,
dtype,
kwargs=kwargs,
keep_attrs=keep_attrs,
dask="allowed",
)
def load(self, **kwargs):
"""Manually trigger loading of this variable's data from disk or a
remote source into memory and return this variable.
Normally, it should not be necessary to call this method in user code,
because all xarray functions should either work on deferred data or
load data automatically.
Parameters
----------
**kwargs : dict
Additional keyword arguments passed on to ``dask.array.compute``.
See Also
--------
dask.array.compute
"""
if is_duck_dask_array(self._data):
self._data = as_compatible_data(self._data.compute(**kwargs))
elif not is_duck_array(self._data):
self._data = np.asarray(self._data)
return self
def compute(self, **kwargs):
"""Manually trigger loading of this variable's data from disk or a
remote source into memory and return a new variable. The original is
left unaltered.
Normally, it should not be necessary to call this method in user code,
because all xarray functions should either work on deferred data or
load data automatically.
Parameters
----------
**kwargs : dict
Additional keyword arguments passed on to ``dask.array.compute``.
See Also
--------
dask.array.compute
"""
new = self.copy(deep=False)
return new.load(**kwargs)
def __dask_tokenize__(self):
# Use v.data, instead of v._data, in order to cope with the wrappers
# around NetCDF and the like
from dask.base import normalize_token
return normalize_token((type(self), self._dims, self.data, self._attrs))
def __dask_graph__(self):
if is_duck_dask_array(self._data):
return self._data.__dask_graph__()
else:
return None
def __dask_keys__(self):
return self._data.__dask_keys__()
def __dask_layers__(self):
return self._data.__dask_layers__()
@property
def __dask_optimize__(self):
return self._data.__dask_optimize__
@property
def __dask_scheduler__(self):
return self._data.__dask_scheduler__
def __dask_postcompute__(self):
array_func, array_args = self._data.__dask_postcompute__()
return (
self._dask_finalize,
(array_func, array_args, self._dims, self._attrs, self._encoding),
)
def __dask_postpersist__(self):
array_func, array_args = self._data.__dask_postpersist__()
return (
self._dask_finalize,
(array_func, array_args, self._dims, self._attrs, self._encoding),
)
@staticmethod
def _dask_finalize(results, array_func, array_args, dims, attrs, encoding):
data = array_func(results, *array_args)
return Variable(dims, data, attrs=attrs, encoding=encoding)
@property
def values(self):
"""The variable's data as a numpy.ndarray"""
return _as_array_or_item(self._data)
@values.setter
def values(self, values):
self.data = values
def to_base_variable(self):
"""Return this variable as a base xarray.Variable"""
return Variable(
self.dims, self._data, self._attrs, encoding=self._encoding, fastpath=True
)
to_variable = utils.alias(to_base_variable, "to_variable")
def to_index_variable(self):
"""Return this variable as an xarray.IndexVariable"""
return IndexVariable(
self.dims, self._data, self._attrs, encoding=self._encoding, fastpath=True
)
to_coord = utils.alias(to_index_variable, "to_coord")
def to_index(self):
"""Convert this variable to a pandas.Index"""
return self.to_index_variable().to_index()
def to_dict(self, data=True):
"""Dictionary representation of variable."""
item = {"dims": self.dims, "attrs": decode_numpy_dict_values(self.attrs)}
if data:
item["data"] = ensure_us_time_resolution(self.values).tolist()
else:
item.update({"dtype": str(self.dtype), "shape": self.shape})
return item
@property
def dims(self):
"""Tuple of dimension names with which this variable is associated."""
return self._dims
@dims.setter
def dims(self, value):
self._dims = self._parse_dimensions(value)
def _parse_dimensions(self, dims):
if isinstance(dims, str):
dims = (dims,)
dims = tuple(dims)
if len(dims) != self.ndim:
raise ValueError(
"dimensions %s must have the same length as the "
"number of data dimensions, ndim=%s" % (dims, self.ndim)
)
return dims
def _item_key_to_tuple(self, key):
if utils.is_dict_like(key):
return tuple(key.get(dim, slice(None)) for dim in self.dims)
else:
return key
def _broadcast_indexes(self, key):
"""Prepare an indexing key for an indexing operation.
Parameters
-----------
key: int, slice, array-like, dict or tuple of integer, slice and array-like
Any valid input for indexing.
Returns
-------
dims : tuple
Dimension of the resultant variable.
indexers : IndexingTuple subclass
Tuple of integer, array-like, or slices to use when indexing
self._data. The type of this argument indicates the type of
indexing to perform, either basic, outer or vectorized.
new_order : Optional[Sequence[int]]
Optional reordering to do on the result of indexing. If not None,
the first len(new_order) indexing should be moved to these
positions.
"""
key = self._item_key_to_tuple(key) # key is a tuple
# key is a tuple of full size
key = indexing.expanded_indexer(key, self.ndim)
# Convert a scalar Variable to an integer
key = tuple(
k.data.item() if isinstance(k, Variable) and k.ndim == 0 else k for k in key
)
# Convert a 0d-array to an integer
key = tuple(
k.item() if isinstance(k, np.ndarray) and k.ndim == 0 else k for k in key
)
if all(isinstance(k, BASIC_INDEXING_TYPES) for k in key):
return self._broadcast_indexes_basic(key)
self._validate_indexers(key)
# Detect it can be mapped as an outer indexer
# If all key is unlabeled, or
# key can be mapped as an OuterIndexer.
if all(not isinstance(k, Variable) for k in key):
return self._broadcast_indexes_outer(key)
# If all key is 1-dimensional and there are no duplicate labels,
# key can be mapped as an OuterIndexer.
dims = []
for k, d in zip(key, self.dims):
if isinstance(k, Variable):
if len(k.dims) > 1:
return self._broadcast_indexes_vectorized(key)
dims.append(k.dims[0])
elif not isinstance(k, integer_types):
dims.append(d)
if len(set(dims)) == len(dims):
return self._broadcast_indexes_outer(key)
return self._broadcast_indexes_vectorized(key)
def _broadcast_indexes_basic(self, key):
dims = tuple(
dim for k, dim in zip(key, self.dims) if not isinstance(k, integer_types)
)
return dims, BasicIndexer(key), None
def _validate_indexers(self, key):
""" Make sanity checks """
for dim, k in zip(self.dims, key):
if isinstance(k, BASIC_INDEXING_TYPES):
pass
else:
if not isinstance(k, Variable):
k = np.asarray(k)
if k.ndim > 1:
raise IndexError(
"Unlabeled multi-dimensional array cannot be "
"used for indexing: {}".format(k)
)
if k.dtype.kind == "b":
if self.shape[self.get_axis_num(dim)] != len(k):
raise IndexError(
"Boolean array size {:d} is used to index array "
"with shape {:s}.".format(len(k), str(self.shape))
)
if k.ndim > 1:
raise IndexError(
"{}-dimensional boolean indexing is "
"not supported. ".format(k.ndim)
)
if getattr(k, "dims", (dim,)) != (dim,):
raise IndexError(
"Boolean indexer should be unlabeled or on the "
"same dimension to the indexed array. Indexer is "
"on {:s} but the target dimension is {:s}.".format(
str(k.dims), dim
)
)
def _broadcast_indexes_outer(self, key):
dims = tuple(
k.dims[0] if isinstance(k, Variable) else dim
for k, dim in zip(key, self.dims)
if not isinstance(k, integer_types)
)
new_key = []
for k in key:
if isinstance(k, Variable):
k = k.data
if not isinstance(k, BASIC_INDEXING_TYPES):
k = np.asarray(k)
if k.size == 0:
# Slice by empty list; numpy could not infer the dtype
k = k.astype(int)
elif k.dtype.kind == "b":
(k,) = np.nonzero(k)
new_key.append(k)
return dims, OuterIndexer(tuple(new_key)), None
def _nonzero(self):
""" Equivalent numpy's nonzero but returns a tuple of Varibles. """
# TODO we should replace dask's native nonzero
# after https://github.com/dask/dask/issues/1076 is implemented.
nonzeros = np.nonzero(self.data)
return tuple(Variable((dim), nz) for nz, dim in zip(nonzeros, self.dims))
def _broadcast_indexes_vectorized(self, key):
variables = []
out_dims_set = OrderedSet()
for dim, value in zip(self.dims, key):
if isinstance(value, slice):
out_dims_set.add(dim)
else:
variable = (
value
if isinstance(value, Variable)
else as_variable(value, name=dim)
)
if variable.dtype.kind == "b": # boolean indexing case
(variable,) = variable._nonzero()
variables.append(variable)
out_dims_set.update(variable.dims)
variable_dims = set()
for variable in variables:
variable_dims.update(variable.dims)
slices = []
for i, (dim, value) in enumerate(zip(self.dims, key)):
if isinstance(value, slice):
if dim in variable_dims:
# We only convert slice objects to variables if they share
# a dimension with at least one other variable. Otherwise,
# we can equivalently leave them as slices aknd transpose
# the result. This is significantly faster/more efficient
# for most array backends.
values = np.arange(*value.indices(self.sizes[dim]))
variables.insert(i - len(slices), Variable((dim,), values))
else:
slices.append((i, value))
try:
variables = _broadcast_compat_variables(*variables)
except ValueError:
raise IndexError(f"Dimensions of indexers mismatch: {key}")
out_key = [variable.data for variable in variables]
out_dims = tuple(out_dims_set)
slice_positions = set()
for i, value in slices:
out_key.insert(i, value)
new_position = out_dims.index(self.dims[i])
slice_positions.add(new_position)
if slice_positions:
new_order = [i for i in range(len(out_dims)) if i not in slice_positions]
else:
new_order = None
return out_dims, VectorizedIndexer(tuple(out_key)), new_order
def __getitem__(self: VariableType, key) -> VariableType:
"""Return a new Variable object whose contents are consistent with
getting the provided key from the underlying data.
NB. __getitem__ and __setitem__ implement xarray-style indexing,
where if keys are unlabeled arrays, we index the array orthogonally
with them. If keys are labeled array (such as Variables), they are
broadcasted with our usual scheme and then the array is indexed with
the broadcasted key, like numpy's fancy indexing.
If you really want to do indexing like `x[x > 0]`, manipulate the numpy
array `x.values` directly.
"""
dims, indexer, new_order = self._broadcast_indexes(key)
data = as_indexable(self._data)[indexer]
if new_order:
data = duck_array_ops.moveaxis(data, range(len(new_order)), new_order)
return self._finalize_indexing_result(dims, data)
def _finalize_indexing_result(self: VariableType, dims, data) -> VariableType:
"""Used by IndexVariable to return IndexVariable objects when possible."""
return type(self)(dims, data, self._attrs, self._encoding, fastpath=True)
def _getitem_with_mask(self, key, fill_value=dtypes.NA):
"""Index this Variable with -1 remapped to fill_value."""
# TODO(shoyer): expose this method in public API somewhere (isel?) and
# use it for reindex.
# TODO(shoyer): add a sanity check that all other integers are
# non-negative
# TODO(shoyer): add an optimization, remapping -1 to an adjacent value
# that is actually indexed rather than mapping it to the last value
# along each axis.
if fill_value is dtypes.NA:
fill_value = dtypes.get_fill_value(self.dtype)
dims, indexer, new_order = self._broadcast_indexes(key)
if self.size:
if is_duck_dask_array(self._data):
# dask's indexing is faster this way; also vindex does not
# support negative indices yet:
# https://github.com/dask/dask/pull/2967
actual_indexer = indexing.posify_mask_indexer(indexer)
else:
actual_indexer = indexer
data = as_indexable(self._data)[actual_indexer]
mask = indexing.create_mask(indexer, self.shape, data)
# we need to invert the mask in order to pass data first. This helps
# pint to choose the correct unit
# TODO: revert after https://github.com/hgrecco/pint/issues/1019 is fixed
data = duck_array_ops.where(np.logical_not(mask), data, fill_value)
else:
# array cannot be indexed along dimensions of size 0, so just
# build the mask directly instead.
mask = indexing.create_mask(indexer, self.shape)
data = np.broadcast_to(fill_value, getattr(mask, "shape", ()))
if new_order:
data = duck_array_ops.moveaxis(data, range(len(new_order)), new_order)
return self._finalize_indexing_result(dims, data)
def __setitem__(self, key, value):
"""__setitem__ is overloaded to access the underlying numpy values with
orthogonal indexing.
See __getitem__ for more details.
"""
dims, index_tuple, new_order = self._broadcast_indexes(key)
if not isinstance(value, Variable):
value = as_compatible_data(value)
if value.ndim > len(dims):
raise ValueError(
"shape mismatch: value array of shape %s could not be "
"broadcast to indexing result with %s dimensions"
% (value.shape, len(dims))
)
if value.ndim == 0:
value = Variable((), value)
else:
value = Variable(dims[-value.ndim :], value)
# broadcast to become assignable
value = value.set_dims(dims).data
if new_order:
value = duck_array_ops.asarray(value)
value = value[(len(dims) - value.ndim) * (np.newaxis,) + (Ellipsis,)]
value = duck_array_ops.moveaxis(value, new_order, range(len(new_order)))
indexable = as_indexable(self._data)
indexable[index_tuple] = value
@property
def attrs(self) -> Dict[Hashable, Any]:
"""Dictionary of local attributes on this variable."""
if self._attrs is None:
self._attrs = {}
return self._attrs
@attrs.setter
def attrs(self, value: Mapping[Hashable, Any]) -> None:
self._attrs = dict(value)
@property
def encoding(self):
"""Dictionary of encodings on this variable."""
if self._encoding is None:
self._encoding = {}
return self._encoding
@encoding.setter
def encoding(self, value):
try:
self._encoding = dict(value)
except ValueError:
raise ValueError("encoding must be castable to a dictionary")
def copy(self, deep=True, data=None):
"""Returns a copy of this object.
If `deep=True`, the data array is loaded into memory and copied onto
the new object. Dimensions, attributes and encodings are always copied.
Use `data` to create a new object with the same structure as
original but entirely new data.
Parameters
----------
deep : bool, optional
Whether the data array is loaded into memory and copied onto
the new object. Default is True.
data : array_like, optional
Data to use in the new object. Must have same shape as original.
When `data` is used, `deep` is ignored.
Returns
-------
object : Variable
New object with dimensions, attributes, encodings, and optionally
data copied from original.
Examples
--------
Shallow copy versus deep copy
>>> var = xr.Variable(data=[1, 2, 3], dims="x")
>>> var.copy()
<xarray.Variable (x: 3)>
array([1, 2, 3])
>>> var_0 = var.copy(deep=False)
>>> var_0[0] = 7
>>> var_0
<xarray.Variable (x: 3)>
array([7, 2, 3])
>>> var
<xarray.Variable (x: 3)>
array([7, 2, 3])
Changing the data using the ``data`` argument maintains the
structure of the original object, but with the new data. Original
object is unaffected.
>>> var.copy(data=[0.1, 0.2, 0.3])
<xarray.Variable (x: 3)>
array([0.1, 0.2, 0.3])
>>> var
<xarray.Variable (x: 3)>
array([7, 2, 3])
See Also
--------
pandas.DataFrame.copy
"""
if data is None:
data = self._data
if isinstance(data, indexing.MemoryCachedArray):
# don't share caching between copies
data = indexing.MemoryCachedArray(data.array)
if deep:
data = copy.deepcopy(data)
else:
data = as_compatible_data(data)
if self.shape != data.shape:
raise ValueError(
"Data shape {} must match shape of object {}".format(
data.shape, self.shape
)
)
# note:
# dims is already an immutable tuple
# attributes and encoding will be copied when the new Array is created
return self._replace(data=data)
def _replace(
self, dims=_default, data=_default, attrs=_default, encoding=_default
) -> "Variable":
if dims is _default:
dims = copy.copy(self._dims)
if data is _default:
data = copy.copy(self.data)
if attrs is _default:
attrs = copy.copy(self._attrs)
if encoding is _default:
encoding = copy.copy(self._encoding)
return type(self)(dims, data, attrs, encoding, fastpath=True)
def __copy__(self):
return self.copy(deep=False)
def __deepcopy__(self, memo=None):
# memo does nothing but is required for compatibility with
# copy.deepcopy
return self.copy(deep=True)
# mutable objects should not be hashable
# https://github.com/python/mypy/issues/4266
__hash__ = None # type: ignore
@property
def chunks(self):
"""Block dimensions for this array's data or None if it's not a dask
array.
"""
return getattr(self._data, "chunks", None)
_array_counter = itertools.count()
def chunk(self, chunks={}, name=None, lock=False):
"""Coerce this array's data into a dask arrays with the given chunks.
If this variable is a non-dask array, it will be converted to dask
array. If it's a dask array, it will be rechunked to the given chunk
sizes.
If neither chunks is not provided for one or more dimensions, chunk
sizes along that dimension will not be updated; non-dask arrays will be
converted into dask arrays with a single block.
Parameters
----------
chunks : int, tuple or dict, optional
Chunk sizes along each dimension, e.g., ``5``, ``(5, 5)`` or
``{'x': 5, 'y': 5}``.
name : str, optional
Used to generate the name for this array in the internal dask
graph. Does not need not be unique.
lock : optional
Passed on to :py:func:`dask.array.from_array`, if the array is not
already as dask array.
Returns
-------
chunked : xarray.Variable
"""
import dask
import dask.array as da
if chunks is None:
warnings.warn(
"None value for 'chunks' is deprecated. "
"It will raise an error in the future. Use instead '{}'",
category=FutureWarning,
)
chunks = {}
if utils.is_dict_like(chunks):
chunks = {self.get_axis_num(dim): chunk for dim, chunk in chunks.items()}
data = self._data
if is_duck_dask_array(data):
data = data.rechunk(chunks)
else:
if isinstance(data, indexing.ExplicitlyIndexed):
# Unambiguously handle array storage backends (like NetCDF4 and h5py)
# that can't handle general array indexing. For example, in netCDF4 you
# can do "outer" indexing along two dimensions independent, which works
# differently from how NumPy handles it.
# da.from_array works by using lazy indexing with a tuple of slices.
# Using OuterIndexer is a pragmatic choice: dask does not yet handle
# different indexing types in an explicit way:
# https://github.com/dask/dask/issues/2883
data = indexing.ImplicitToExplicitIndexingAdapter(
data, indexing.OuterIndexer
)
if LooseVersion(dask.__version__) < "2.0.0":
kwargs = {}
else:
# All of our lazily loaded backend array classes should use NumPy
# array operations.
kwargs = {"meta": np.ndarray}
else:
kwargs = {}
if utils.is_dict_like(chunks):
chunks = tuple(chunks.get(n, s) for n, s in enumerate(self.shape))
data = da.from_array(data, chunks, name=name, lock=lock, **kwargs)
return type(self)(self.dims, data, self._attrs, self._encoding, fastpath=True)
def _as_sparse(self, sparse_format=_default, fill_value=dtypes.NA):
"""
use sparse-array as backend.
"""
import sparse
# TODO: what to do if dask-backended?
if fill_value is dtypes.NA:
dtype, fill_value = dtypes.maybe_promote(self.dtype)
else:
dtype = dtypes.result_type(self.dtype, fill_value)
if sparse_format is _default:
sparse_format = "coo"
try:
as_sparse = getattr(sparse, f"as_{sparse_format.lower()}")
except AttributeError:
raise ValueError(f"{sparse_format} is not a valid sparse format")
data = as_sparse(self.data.astype(dtype), fill_value=fill_value)
return self._replace(data=data)
def _to_dense(self):
"""
Change backend from sparse to np.array
"""
if hasattr(self._data, "todense"):
return self._replace(data=self._data.todense())
return self.copy(deep=False)
def isel(
self: VariableType,
indexers: Mapping[Hashable, Any] = None,
missing_dims: str = "raise",
**indexers_kwargs: Any,
) -> VariableType:
"""Return a new array indexed along the specified dimension(s).
Parameters
----------
**indexers : {dim: indexer, ...}
Keyword arguments with names matching dimensions and values given
by integers, slice objects or arrays.
missing_dims : {"raise", "warn", "ignore"}, default: "raise"
What to do if dimensions that should be selected from are not present in the
DataArray:
- "raise": raise an exception
- "warning": raise a warning, and ignore the missing dimensions
- "ignore": ignore the missing dimensions
Returns
-------
obj : Array object
A new Array with the selected data and dimensions. In general,
the new variable's data will be a view of this variable's data,
unless numpy fancy indexing was triggered by using an array
indexer, in which case the data will be a copy.
"""
indexers = either_dict_or_kwargs(indexers, indexers_kwargs, "isel")
indexers = drop_dims_from_indexers(indexers, self.dims, missing_dims)
key = tuple(indexers.get(dim, slice(None)) for dim in self.dims)
return self[key]
def squeeze(self, dim=None):
"""Return a new object with squeezed data.
Parameters
----------
dim : None or str or tuple of str, optional
Selects a subset of the length one dimensions. If a dimension is
selected with length greater than one, an error is raised. If
None, all length one dimensions are squeezed.
Returns
-------
squeezed : same type as caller
This object, but with with all or a subset of the dimensions of
length 1 removed.
See Also
--------
numpy.squeeze
"""
dims = common.get_squeeze_dims(self, dim)
return self.isel({d: 0 for d in dims})
def _shift_one_dim(self, dim, count, fill_value=dtypes.NA):
axis = self.get_axis_num(dim)
if count > 0:
keep = slice(None, -count)
elif count < 0:
keep = slice(-count, None)
else:
keep = slice(None)
trimmed_data = self[(slice(None),) * axis + (keep,)].data
if fill_value is dtypes.NA:
dtype, fill_value = dtypes.maybe_promote(self.dtype)
else:
dtype = self.dtype
width = min(abs(count), self.shape[axis])
dim_pad = (width, 0) if count >= 0 else (0, width)
pads = [(0, 0) if d != dim else dim_pad for d in self.dims]
data = duck_array_ops.pad(
trimmed_data.astype(dtype),
pads,
mode="constant",
constant_values=fill_value,
)
if is_duck_dask_array(data):
# chunked data should come out with the same chunks; this makes
# it feasible to combine shifted and unshifted data
# TODO: remove this once dask.array automatically aligns chunks
data = data.rechunk(self.data.chunks)
return type(self)(self.dims, data, self._attrs, fastpath=True)
def shift(self, shifts=None, fill_value=dtypes.NA, **shifts_kwargs):
"""
Return a new Variable with shifted data.
Parameters
----------
shifts : mapping of the form {dim: offset}
Integer offset to shift along each of the given dimensions.
Positive offsets shift to the right; negative offsets shift to the
left.
fill_value: scalar, optional
Value to use for newly missing values
**shifts_kwargs
The keyword arguments form of ``shifts``.
One of shifts or shifts_kwargs must be provided.
Returns
-------
shifted : Variable
Variable with the same dimensions and attributes but shifted data.
"""
shifts = either_dict_or_kwargs(shifts, shifts_kwargs, "shift")
result = self
for dim, count in shifts.items():
result = result._shift_one_dim(dim, count, fill_value=fill_value)
return result
def _pad_options_dim_to_index(
self,
pad_option: Mapping[Hashable, Union[int, Tuple[int, int]]],
fill_with_shape=False,
):
if fill_with_shape:
return [
(n, n) if d not in pad_option else pad_option[d]
for d, n in zip(self.dims, self.data.shape)
]
return [(0, 0) if d not in pad_option else pad_option[d] for d in self.dims]
def pad(
self,
pad_width: Mapping[Hashable, Union[int, Tuple[int, int]]] = None,
mode: str = "constant",
stat_length: Union[
int, Tuple[int, int], Mapping[Hashable, Tuple[int, int]]
] = None,
constant_values: Union[
int, Tuple[int, int], Mapping[Hashable, Tuple[int, int]]
] = None,
end_values: Union[
int, Tuple[int, int], Mapping[Hashable, Tuple[int, int]]
] = None,
reflect_type: str = None,
**pad_width_kwargs: Any,
):
"""
Return a new Variable with padded data.
Parameters
----------
pad_width : mapping of hashable to tuple of int
Mapping with the form of {dim: (pad_before, pad_after)}
describing the number of values padded along each dimension.
{dim: pad} is a shortcut for pad_before = pad_after = pad
mode : str, default: "constant"
See numpy / Dask docs
stat_length : int, tuple or mapping of hashable to tuple
Used in 'maximum', 'mean', 'median', and 'minimum'. Number of
values at edge of each axis used to calculate the statistic value.
constant_values : scalar, tuple or mapping of hashable to tuple
Used in 'constant'. The values to set the padded values for each
axis.
end_values : scalar, tuple or mapping of hashable to tuple
Used in 'linear_ramp'. The values used for the ending value of the
linear_ramp and that will form the edge of the padded array.
reflect_type : {"even", "odd"}, optional
Used in "reflect", and "symmetric". The "even" style is the
default with an unaltered reflection around the edge value. For
the "odd" style, the extended part of the array is created by
subtracting the reflected values from two times the edge value.
**pad_width_kwargs
One of pad_width or pad_width_kwargs must be provided.
Returns
-------
padded : Variable
Variable with the same dimensions and attributes but padded data.
"""
pad_width = either_dict_or_kwargs(pad_width, pad_width_kwargs, "pad")
# change default behaviour of pad with mode constant
if mode == "constant" and (
constant_values is None or constant_values is dtypes.NA
):
dtype, constant_values = dtypes.maybe_promote(self.dtype)
else:
dtype = self.dtype
# create pad_options_kwargs, numpy requires only relevant kwargs to be nonempty
if isinstance(stat_length, dict):
stat_length = self._pad_options_dim_to_index(
stat_length, fill_with_shape=True
)
if isinstance(constant_values, dict):
constant_values = self._pad_options_dim_to_index(constant_values)
if isinstance(end_values, dict):
end_values = self._pad_options_dim_to_index(end_values)
# workaround for bug in Dask's default value of stat_length https://github.com/dask/dask/issues/5303
if stat_length is None and mode in ["maximum", "mean", "median", "minimum"]:
stat_length = [(n, n) for n in self.data.shape] # type: ignore
# change integer values to a tuple of two of those values and change pad_width to index
for k, v in pad_width.items():
if isinstance(v, numbers.Number):
pad_width[k] = (v, v)
pad_width_by_index = self._pad_options_dim_to_index(pad_width)
# create pad_options_kwargs, numpy/dask requires only relevant kwargs to be nonempty
pad_option_kwargs = {}
if stat_length is not None:
pad_option_kwargs["stat_length"] = stat_length
if constant_values is not None:
pad_option_kwargs["constant_values"] = constant_values
if end_values is not None:
pad_option_kwargs["end_values"] = end_values
if reflect_type is not None:
pad_option_kwargs["reflect_type"] = reflect_type # type: ignore
array = duck_array_ops.pad(
self.data.astype(dtype, copy=False),
pad_width_by_index,
mode=mode,
**pad_option_kwargs,
)
return type(self)(self.dims, array)
def _roll_one_dim(self, dim, count):
axis = self.get_axis_num(dim)
count %= self.shape[axis]
if count != 0:
indices = [slice(-count, None), slice(None, -count)]
else:
indices = [slice(None)]
arrays = [self[(slice(None),) * axis + (idx,)].data for idx in indices]
data = duck_array_ops.concatenate(arrays, axis)
if is_duck_dask_array(data):
# chunked data should come out with the same chunks; this makes
# it feasible to combine shifted and unshifted data
# TODO: remove this once dask.array automatically aligns chunks
data = data.rechunk(self.data.chunks)
return type(self)(self.dims, data, self._attrs, fastpath=True)
def roll(self, shifts=None, **shifts_kwargs):
"""
Return a new Variable with rolld data.
Parameters
----------
shifts : mapping of hashable to int
Integer offset to roll along each of the given dimensions.
Positive offsets roll to the right; negative offsets roll to the
left.
**shifts_kwargs
The keyword arguments form of ``shifts``.
One of shifts or shifts_kwargs must be provided.
Returns
-------
shifted : Variable
Variable with the same dimensions and attributes but rolled data.
"""
shifts = either_dict_or_kwargs(shifts, shifts_kwargs, "roll")
result = self
for dim, count in shifts.items():
result = result._roll_one_dim(dim, count)
return result
def transpose(self, *dims) -> "Variable":
"""Return a new Variable object with transposed dimensions.
Parameters
----------
*dims : str, optional
By default, reverse the dimensions. Otherwise, reorder the
dimensions to this order.
Returns
-------
transposed : Variable
The returned object has transposed data and dimensions with the
same attributes as the original.
Notes
-----
This operation returns a view of this variable's data. It is
lazy for dask-backed Variables but not for numpy-backed Variables.
See Also
--------
numpy.transpose
"""
if len(dims) == 0:
dims = self.dims[::-1]
dims = tuple(infix_dims(dims, self.dims))
axes = self.get_axis_num(dims)
if len(dims) < 2 or dims == self.dims:
# no need to transpose if only one dimension
# or dims are in same order
return self.copy(deep=False)
data = as_indexable(self._data).transpose(axes)
return type(self)(dims, data, self._attrs, self._encoding, fastpath=True)
@property
def T(self) -> "Variable":
return self.transpose()
def set_dims(self, dims, shape=None):
"""Return a new variable with given set of dimensions.
This method might be used to attach new dimension(s) to variable.
When possible, this operation does not copy this variable's data.
Parameters
----------
dims : str or sequence of str or dict
Dimensions to include on the new variable. If a dict, values are
used to provide the sizes of new dimensions; otherwise, new
dimensions are inserted with length 1.
Returns
-------
Variable
"""
if isinstance(dims, str):
dims = [dims]
if shape is None and utils.is_dict_like(dims):
shape = dims.values()
missing_dims = set(self.dims) - set(dims)
if missing_dims:
raise ValueError(
"new dimensions %r must be a superset of "
"existing dimensions %r" % (dims, self.dims)
)
self_dims = set(self.dims)
expanded_dims = tuple(d for d in dims if d not in self_dims) + self.dims
if self.dims == expanded_dims:
# don't use broadcast_to unless necessary so the result remains
# writeable if possible
expanded_data = self.data
elif shape is not None:
dims_map = dict(zip(dims, shape))
tmp_shape = tuple(dims_map[d] for d in expanded_dims)
expanded_data = duck_array_ops.broadcast_to(self.data, tmp_shape)
else:
expanded_data = self.data[(None,) * (len(expanded_dims) - self.ndim)]
expanded_var = Variable(
expanded_dims, expanded_data, self._attrs, self._encoding, fastpath=True
)
return expanded_var.transpose(*dims)
def _stack_once(self, dims, new_dim):
if not set(dims) <= set(self.dims):
raise ValueError("invalid existing dimensions: %s" % dims)
if new_dim in self.dims:
raise ValueError(
"cannot create a new dimension with the same "
"name as an existing dimension"
)
if len(dims) == 0:
# don't stack
return self.copy(deep=False)
other_dims = [d for d in self.dims if d not in dims]
dim_order = other_dims + list(dims)
reordered = self.transpose(*dim_order)
new_shape = reordered.shape[: len(other_dims)] + (-1,)
new_data = reordered.data.reshape(new_shape)
new_dims = reordered.dims[: len(other_dims)] + (new_dim,)
return Variable(new_dims, new_data, self._attrs, self._encoding, fastpath=True)
def stack(self, dimensions=None, **dimensions_kwargs):
"""
Stack any number of existing dimensions into a single new dimension.
New dimensions will be added at the end, and the order of the data
along each new dimension will be in contiguous (C) order.
Parameters
----------
dimensions : mapping of hashable to tuple of hashable
Mapping of form new_name=(dim1, dim2, ...) describing the
names of new dimensions, and the existing dimensions that
they replace.
**dimensions_kwargs
The keyword arguments form of ``dimensions``.
One of dimensions or dimensions_kwargs must be provided.
Returns
-------
stacked : Variable
Variable with the same attributes but stacked data.
See also
--------
Variable.unstack
"""
dimensions = either_dict_or_kwargs(dimensions, dimensions_kwargs, "stack")
result = self
for new_dim, dims in dimensions.items():
result = result._stack_once(dims, new_dim)
return result
def _unstack_once(self, dims, old_dim):
new_dim_names = tuple(dims.keys())
new_dim_sizes = tuple(dims.values())
if old_dim not in self.dims:
raise ValueError("invalid existing dimension: %s" % old_dim)
if set(new_dim_names).intersection(self.dims):
raise ValueError(
"cannot create a new dimension with the same "
"name as an existing dimension"
)
if np.prod(new_dim_sizes) != self.sizes[old_dim]:
raise ValueError(
"the product of the new dimension sizes must "
"equal the size of the old dimension"
)
other_dims = [d for d in self.dims if d != old_dim]
dim_order = other_dims + [old_dim]
reordered = self.transpose(*dim_order)
new_shape = reordered.shape[: len(other_dims)] + new_dim_sizes
new_data = reordered.data.reshape(new_shape)
new_dims = reordered.dims[: len(other_dims)] + new_dim_names
return Variable(new_dims, new_data, self._attrs, self._encoding, fastpath=True)
def unstack(self, dimensions=None, **dimensions_kwargs):
"""
Unstack an existing dimension into multiple new dimensions.
New dimensions will be added at the end, and the order of the data
along each new dimension will be in contiguous (C) order.
Parameters
----------
dimensions : mapping of hashable to mapping of hashable to int
Mapping of the form old_dim={dim1: size1, ...} describing the
names of existing dimensions, and the new dimensions and sizes
that they map to.
**dimensions_kwargs
The keyword arguments form of ``dimensions``.
One of dimensions or dimensions_kwargs must be provided.
Returns
-------
unstacked : Variable
Variable with the same attributes but unstacked data.
See also
--------
Variable.stack
"""
dimensions = either_dict_or_kwargs(dimensions, dimensions_kwargs, "unstack")
result = self
for old_dim, dims in dimensions.items():
result = result._unstack_once(dims, old_dim)
return result
def fillna(self, value):
return ops.fillna(self, value)
def where(self, cond, other=dtypes.NA):
return ops.where_method(self, cond, other)
def reduce(
self,
func,
dim=None,
axis=None,
keep_attrs=None,
keepdims=False,
**kwargs,
):
"""Reduce this array by applying `func` along some dimension(s).
Parameters
----------
func : callable
Function which can be called in the form
`func(x, axis=axis, **kwargs)` to return the result of reducing an
np.ndarray over an integer valued axis.
dim : str or sequence of str, optional
Dimension(s) over which to apply `func`.
axis : int or sequence of int, optional
Axis(es) over which to apply `func`. Only one of the 'dim'
and 'axis' arguments can be supplied. If neither are supplied, then
the reduction is calculated over the flattened array (by calling
`func(x)` without an axis argument).
keep_attrs : bool, optional
If True, the variable's attributes (`attrs`) will be copied from
the original object to the new one. If False (default), the new
object will be returned without attributes.
keepdims : bool, default: False
If True, the dimensions which are reduced are left in the result
as dimensions of size one
**kwargs : dict
Additional keyword arguments passed on to `func`.
Returns
-------
reduced : Array
Array with summarized data and the indicated dimension(s)
removed.
"""
if dim == ...:
dim = None
if dim is not None and axis is not None:
raise ValueError("cannot supply both 'axis' and 'dim' arguments")
if dim is not None:
axis = self.get_axis_num(dim)
with warnings.catch_warnings():
warnings.filterwarnings(
"ignore", r"Mean of empty slice", category=RuntimeWarning
)
if axis is not None:
data = func(self.data, axis=axis, **kwargs)
else:
data = func(self.data, **kwargs)
if getattr(data, "shape", ()) == self.shape:
dims = self.dims
else:
removed_axes = (
range(self.ndim) if axis is None else np.atleast_1d(axis) % self.ndim
)
if keepdims:
# Insert np.newaxis for removed dims
slices = tuple(
np.newaxis if i in removed_axes else slice(None, None)
for i in range(self.ndim)
)
if getattr(data, "shape", None) is None:
# Reduce has produced a scalar value, not an array-like
data = np.asanyarray(data)[slices]
else:
data = data[slices]
dims = self.dims
else:
dims = [
adim for n, adim in enumerate(self.dims) if n not in removed_axes
]
if keep_attrs is None:
keep_attrs = _get_keep_attrs(default=False)
attrs = self._attrs if keep_attrs else None
return Variable(dims, data, attrs=attrs)
@classmethod
def concat(cls, variables, dim="concat_dim", positions=None, shortcut=False):
"""Concatenate variables along a new or existing dimension.
Parameters
----------
variables : iterable of Variable
Arrays to stack together. Each variable is expected to have
matching dimensions and shape except for along the stacked
dimension.
dim : str or DataArray, optional
Name of the dimension to stack along. This can either be a new
dimension name, in which case it is added along axis=0, or an
existing dimension name, in which case the location of the
dimension is unchanged. Where to insert the new dimension is
determined by the first variable.
positions : None or list of array-like, optional
List of integer arrays which specifies the integer positions to
which to assign each dataset along the concatenated dimension.
If not supplied, objects are concatenated in the provided order.
shortcut : bool, optional
This option is used internally to speed-up groupby operations.
If `shortcut` is True, some checks of internal consistency between
arrays to concatenate are skipped.
Returns
-------
stacked : Variable
Concatenated Variable formed by stacking all the supplied variables
along the given dimension.
"""
if not isinstance(dim, str):
(dim,) = dim.dims
# can't do this lazily: we need to loop through variables at least
# twice
variables = list(variables)
first_var = variables[0]
arrays = [v.data for v in variables]
if dim in first_var.dims:
axis = first_var.get_axis_num(dim)
dims = first_var.dims
data = duck_array_ops.concatenate(arrays, axis=axis)
if positions is not None:
# TODO: deprecate this option -- we don't need it for groupby
# any more.
indices = nputils.inverse_permutation(np.concatenate(positions))
data = duck_array_ops.take(data, indices, axis=axis)
else:
axis = 0
dims = (dim,) + first_var.dims
data = duck_array_ops.stack(arrays, axis=axis)
attrs = dict(first_var.attrs)
encoding = dict(first_var.encoding)
if not shortcut:
for var in variables:
if var.dims != first_var.dims:
raise ValueError(
f"Variable has dimensions {list(var.dims)} but first Variable has dimensions {list(first_var.dims)}"
)
return cls(dims, data, attrs, encoding)
def equals(self, other, equiv=duck_array_ops.array_equiv):
"""True if two Variables have the same dimensions and values;
otherwise False.
Variables can still be equal (like pandas objects) if they have NaN
values in the same locations.
This method is necessary because `v1 == v2` for Variables
does element-wise comparisons (like numpy.ndarrays).
"""
other = getattr(other, "variable", other)
try:
return self.dims == other.dims and (
self._data is other._data or equiv(self.data, other.data)
)
except (TypeError, AttributeError):
return False
def broadcast_equals(self, other, equiv=duck_array_ops.array_equiv):
"""True if two Variables have the values after being broadcast against
each other; otherwise False.
Variables can still be equal (like pandas objects) if they have NaN
values in the same locations.
"""
try:
self, other = broadcast_variables(self, other)
except (ValueError, AttributeError):
return False
return self.equals(other, equiv=equiv)
def identical(self, other, equiv=duck_array_ops.array_equiv):
"""Like equals, but also checks attributes."""
try:
return utils.dict_equiv(self.attrs, other.attrs) and self.equals(
other, equiv=equiv
)
except (TypeError, AttributeError):
return False
def no_conflicts(self, other, equiv=duck_array_ops.array_notnull_equiv):
"""True if the intersection of two Variable's non-null data is
equal; otherwise false.
Variables can thus still be equal if there are locations where either,
or both, contain NaN values.
"""
return self.broadcast_equals(other, equiv=equiv)
def quantile(
self, q, dim=None, interpolation="linear", keep_attrs=None, skipna=True
):
"""Compute the qth quantile of the data along the specified dimension.
Returns the qth quantiles(s) of the array elements.
Parameters
----------
q : float or sequence of float
Quantile to compute, which must be between 0 and 1
inclusive.
dim : str or sequence of str, optional
Dimension(s) over which to apply quantile.
interpolation : {"linear", "lower", "higher", "midpoint", "nearest"}, default: "linear"
This optional parameter specifies the interpolation method to
use when the desired quantile lies between two data points
``i < j``:
* linear: ``i + (j - i) * fraction``, where ``fraction`` is
the fractional part of the index surrounded by ``i`` and
``j``.
* lower: ``i``.
* higher: ``j``.
* nearest: ``i`` or ``j``, whichever is nearest.
* midpoint: ``(i + j) / 2``.
keep_attrs : bool, optional
If True, the variable's attributes (`attrs`) will be copied from
the original object to the new one. If False (default), the new
object will be returned without attributes.
Returns
-------
quantiles : Variable
If `q` is a single quantile, then the result
is a scalar. If multiple percentiles are given, first axis of
the result corresponds to the quantile and a quantile dimension
is added to the return array. The other dimensions are the
dimensions that remain after the reduction of the array.
See Also
--------
numpy.nanquantile, pandas.Series.quantile, Dataset.quantile,
DataArray.quantile
"""
from .computation import apply_ufunc
_quantile_func = np.nanquantile if skipna else np.quantile
if keep_attrs is None:
keep_attrs = _get_keep_attrs(default=False)
scalar = utils.is_scalar(q)
q = np.atleast_1d(np.asarray(q, dtype=np.float64))
if dim is None:
dim = self.dims
if utils.is_scalar(dim):
dim = [dim]
def _wrapper(npa, **kwargs):
# move quantile axis to end. required for apply_ufunc
return np.moveaxis(_quantile_func(npa, **kwargs), 0, -1)
axis = np.arange(-1, -1 * len(dim) - 1, -1)
result = apply_ufunc(
_wrapper,
self,
input_core_dims=[dim],
exclude_dims=set(dim),
output_core_dims=[["quantile"]],
output_dtypes=[np.float64],
dask_gufunc_kwargs=dict(output_sizes={"quantile": len(q)}),
dask="parallelized",
kwargs={"q": q, "axis": axis, "interpolation": interpolation},
)
# for backward compatibility
result = result.transpose("quantile", ...)
if scalar:
result = result.squeeze("quantile")
if keep_attrs:
result.attrs = self._attrs
return result
def rank(self, dim, pct=False):
"""Ranks the data.
Equal values are assigned a rank that is the average of the ranks that
would have been otherwise assigned to all of the values within that
set. Ranks begin at 1, not 0. If `pct`, computes percentage ranks.
NaNs in the input array are returned as NaNs.
The `bottleneck` library is required.
Parameters
----------
dim : str
Dimension over which to compute rank.
pct : bool, optional
If True, compute percentage ranks, otherwise compute integer ranks.
Returns
-------
ranked : Variable
See Also
--------
Dataset.rank, DataArray.rank
"""
import bottleneck as bn
data = self.data
if is_duck_dask_array(data):
raise TypeError(
"rank does not work for arrays stored as dask "
"arrays. Load the data via .compute() or .load() "
"prior to calling this method."
)
elif not isinstance(data, np.ndarray):
raise TypeError(
"rank is not implemented for {} objects.".format(type(data))
)
axis = self.get_axis_num(dim)
func = bn.nanrankdata if self.dtype.kind == "f" else bn.rankdata
ranked = func(data, axis=axis)
if pct:
count = np.sum(~np.isnan(data), axis=axis, keepdims=True)
ranked /= count
return Variable(self.dims, ranked)
def rolling_window(
self, dim, window, window_dim, center=False, fill_value=dtypes.NA
):
"""
Make a rolling_window along dim and add a new_dim to the last place.
Parameters
----------
dim : str
Dimension over which to compute rolling_window.
For nd-rolling, should be list of dimensions.
window : int
Window size of the rolling
For nd-rolling, should be list of integers.
window_dim : str
New name of the window dimension.
For nd-rolling, should be list of integers.
center : bool, default: False
If True, pad fill_value for both ends. Otherwise, pad in the head
of the axis.
fill_value
value to be filled.
Returns
-------
Variable that is a view of the original array with a added dimension of
size w.
The return dim: self.dims + (window_dim, )
The return shape: self.shape + (window, )
Examples
--------
>>> v = Variable(("a", "b"), np.arange(8).reshape((2, 4)))
>>> v.rolling_window("b", 3, "window_dim")
<xarray.Variable (a: 2, b: 4, window_dim: 3)>
array([[[nan, nan, 0.],
[nan, 0., 1.],
[ 0., 1., 2.],
[ 1., 2., 3.]],
<BLANKLINE>
[[nan, nan, 4.],
[nan, 4., 5.],
[ 4., 5., 6.],
[ 5., 6., 7.]]])
>>> v.rolling_window("b", 3, "window_dim", center=True)
<xarray.Variable (a: 2, b: 4, window_dim: 3)>
array([[[nan, 0., 1.],
[ 0., 1., 2.],
[ 1., 2., 3.],
[ 2., 3., nan]],
<BLANKLINE>
[[nan, 4., 5.],
[ 4., 5., 6.],
[ 5., 6., 7.],
[ 6., 7., nan]]])
"""
if fill_value is dtypes.NA: # np.nan is passed
dtype, fill_value = dtypes.maybe_promote(self.dtype)
array = self.astype(dtype, copy=False).data
else:
dtype = self.dtype
array = self.data
if isinstance(dim, list):
assert len(dim) == len(window)
assert len(dim) == len(window_dim)
assert len(dim) == len(center)
else:
dim = [dim]
window = [window]
window_dim = [window_dim]
center = [center]
axis = [self.get_axis_num(d) for d in dim]
new_dims = self.dims + tuple(window_dim)
return Variable(
new_dims,
duck_array_ops.rolling_window(
array, axis=axis, window=window, center=center, fill_value=fill_value
),
)
def coarsen(
self, windows, func, boundary="exact", side="left", keep_attrs=None, **kwargs
):
"""
Apply reduction function.
"""
windows = {k: v for k, v in windows.items() if k in self.dims}
if not windows:
return self.copy()
if keep_attrs is None:
keep_attrs = _get_keep_attrs(default=False)
if keep_attrs:
_attrs = self.attrs
else:
_attrs = None
reshaped, axes = self._coarsen_reshape(windows, boundary, side)
if isinstance(func, str):
name = func
func = getattr(duck_array_ops, name, None)
if func is None:
raise NameError(f"{name} is not a valid method.")
return self._replace(data=func(reshaped, axis=axes, **kwargs), attrs=_attrs)
def _coarsen_reshape(self, windows, boundary, side):
"""
Construct a reshaped-array for coarsen
"""
if not utils.is_dict_like(boundary):
boundary = {d: boundary for d in windows.keys()}
if not utils.is_dict_like(side):
side = {d: side for d in windows.keys()}
# remove unrelated dimensions
boundary = {k: v for k, v in boundary.items() if k in windows}
side = {k: v for k, v in side.items() if k in windows}
for d, window in windows.items():
if window <= 0:
raise ValueError(f"window must be > 0. Given {window}")
variable = self
for d, window in windows.items():
# trim or pad the object
size = variable.shape[self._get_axis_num(d)]
n = int(size / window)
if boundary[d] == "exact":
if n * window != size:
raise ValueError(
"Could not coarsen a dimension of size {} with "
"window {}".format(size, window)
)
elif boundary[d] == "trim":
if side[d] == "left":
variable = variable.isel({d: slice(0, window * n)})
else:
excess = size - window * n
variable = variable.isel({d: slice(excess, None)})
elif boundary[d] == "pad": # pad
pad = window * n - size
if pad < 0:
pad += window
if side[d] == "left":
pad_width = {d: (0, pad)}
else:
pad_width = {d: (pad, 0)}
variable = variable.pad(pad_width, mode="constant")
else:
raise TypeError(
"{} is invalid for boundary. Valid option is 'exact', "
"'trim' and 'pad'".format(boundary[d])
)
shape = []
axes = []
axis_count = 0
for i, d in enumerate(variable.dims):
if d in windows:
size = variable.shape[i]
shape.append(int(size / windows[d]))
shape.append(windows[d])
axis_count += 1
axes.append(i + axis_count)
else:
shape.append(variable.shape[i])
return variable.data.reshape(shape), tuple(axes)
def isnull(self, keep_attrs: bool = None):
"""Test each value in the array for whether it is a missing value.
Returns
-------
isnull : Variable
Same type and shape as object, but the dtype of the data is bool.
See Also
--------
pandas.isnull
Examples
--------
>>> var = xr.Variable("x", [1, np.nan, 3])
>>> var
<xarray.Variable (x: 3)>
array([ 1., nan, 3.])
>>> var.isnull()
<xarray.Variable (x: 3)>
array([False, True, False])
"""
from .computation import apply_ufunc
if keep_attrs is None:
keep_attrs = _get_keep_attrs(default=False)
return apply_ufunc(
duck_array_ops.isnull,
self,
dask="allowed",
keep_attrs=keep_attrs,
)
def notnull(self, keep_attrs: bool = None):
"""Test each value in the array for whether it is not a missing value.
Returns
-------
notnull : Variable
Same type and shape as object, but the dtype of the data is bool.
See Also
--------
pandas.notnull
Examples
--------
>>> var = xr.Variable("x", [1, np.nan, 3])
>>> var
<xarray.Variable (x: 3)>
array([ 1., nan, 3.])
>>> var.notnull()
<xarray.Variable (x: 3)>
array([ True, False, True])
"""
from .computation import apply_ufunc
if keep_attrs is None:
keep_attrs = _get_keep_attrs(default=False)
return apply_ufunc(
duck_array_ops.notnull,
self,
dask="allowed",
keep_attrs=keep_attrs,
)
@property
def real(self):
return type(self)(self.dims, self.data.real, self._attrs)
@property
def imag(self):
return type(self)(self.dims, self.data.imag, self._attrs)
def __array_wrap__(self, obj, context=None):
return Variable(self.dims, obj)
@staticmethod
def _unary_op(f):
@functools.wraps(f)
def func(self, *args, **kwargs):
keep_attrs = kwargs.pop("keep_attrs", None)
if keep_attrs is None:
keep_attrs = _get_keep_attrs(default=True)
with np.errstate(all="ignore"):
result = self.__array_wrap__(f(self.data, *args, **kwargs))
if keep_attrs:
result.attrs = self.attrs
return result
return func
@staticmethod
def _binary_op(f, reflexive=False, **ignored_kwargs):
@functools.wraps(f)
def func(self, other):
if isinstance(other, (xr.DataArray, xr.Dataset)):
return NotImplemented
self_data, other_data, dims = _broadcast_compat_data(self, other)
keep_attrs = _get_keep_attrs(default=False)
attrs = self._attrs if keep_attrs else None
with np.errstate(all="ignore"):
new_data = (
f(self_data, other_data)
if not reflexive
else f(other_data, self_data)
)
result = Variable(dims, new_data, attrs=attrs)
return result
return func
@staticmethod
def _inplace_binary_op(f):
@functools.wraps(f)
def func(self, other):
if isinstance(other, xr.Dataset):
raise TypeError("cannot add a Dataset to a Variable in-place")
self_data, other_data, dims = _broadcast_compat_data(self, other)
if dims != self.dims:
raise ValueError("dimensions cannot change for in-place operations")
with np.errstate(all="ignore"):
self.values = f(self_data, other_data)
return self
return func
def _to_numeric(self, offset=None, datetime_unit=None, dtype=float):
"""A (private) method to convert datetime array to numeric dtype
See duck_array_ops.datetime_to_numeric
"""
numeric_array = duck_array_ops.datetime_to_numeric(
self.data, offset, datetime_unit, dtype
)
return type(self)(self.dims, numeric_array, self._attrs)
def _unravel_argminmax(
self,
argminmax: str,
dim: Union[Hashable, Sequence[Hashable], None],
axis: Union[int, None],
keep_attrs: Optional[bool],
skipna: Optional[bool],
) -> Union["Variable", Dict[Hashable, "Variable"]]:
"""Apply argmin or argmax over one or more dimensions, returning the result as a
dict of DataArray that can be passed directly to isel.
"""
if dim is None and axis is None:
warnings.warn(
"Behaviour of argmin/argmax with neither dim nor axis argument will "
"change to return a dict of indices of each dimension. To get a "
"single, flat index, please use np.argmin(da.data) or "
"np.argmax(da.data) instead of da.argmin() or da.argmax().",
DeprecationWarning,
stacklevel=3,
)
argminmax_func = getattr(duck_array_ops, argminmax)
if dim is ...:
# In future, should do this also when (dim is None and axis is None)
dim = self.dims
if (
dim is None
or axis is not None
or not isinstance(dim, Sequence)
or isinstance(dim, str)
):
# Return int index if single dimension is passed, and is not part of a
# sequence
return self.reduce(
argminmax_func, dim=dim, axis=axis, keep_attrs=keep_attrs, skipna=skipna
)
# Get a name for the new dimension that does not conflict with any existing
# dimension
newdimname = "_unravel_argminmax_dim_0"
count = 1
while newdimname in self.dims:
newdimname = f"_unravel_argminmax_dim_{count}"
count += 1
stacked = self.stack({newdimname: dim})
result_dims = stacked.dims[:-1]
reduce_shape = tuple(self.sizes[d] for d in dim)
result_flat_indices = stacked.reduce(argminmax_func, axis=-1, skipna=skipna)
result_unravelled_indices = duck_array_ops.unravel_index(
result_flat_indices.data, reduce_shape
)
result = {
d: Variable(dims=result_dims, data=i)
for d, i in zip(dim, result_unravelled_indices)
}
if keep_attrs is None:
keep_attrs = _get_keep_attrs(default=False)
if keep_attrs:
for v in result.values():
v.attrs = self.attrs
return result
def argmin(
self,
dim: Union[Hashable, Sequence[Hashable]] = None,
axis: int = None,
keep_attrs: bool = None,
skipna: bool = None,
) -> Union["Variable", Dict[Hashable, "Variable"]]:
"""Index or indices of the minimum of the Variable over one or more dimensions.
If a sequence is passed to 'dim', then result returned as dict of Variables,
which can be passed directly to isel(). If a single str is passed to 'dim' then
returns a Variable with dtype int.
If there are multiple minima, the indices of the first one found will be
returned.
Parameters
----------
dim : hashable, sequence of hashable or ..., optional
The dimensions over which to find the minimum. By default, finds minimum over
all dimensions - for now returning an int for backward compatibility, but
this is deprecated, in future will return a dict with indices for all
dimensions; to return a dict with all dimensions now, pass '...'.
axis : int, optional
Axis over which to apply `argmin`. Only one of the 'dim' and 'axis' arguments
can be supplied.
keep_attrs : bool, optional
If True, the attributes (`attrs`) will be copied from the original
object to the new one. If False (default), the new object will be
returned without attributes.
skipna : bool, optional
If True, skip missing values (as marked by NaN). By default, only
skips missing values for float dtypes; other dtypes either do not
have a sentinel missing value (int) or skipna=True has not been
implemented (object, datetime64 or timedelta64).
Returns
-------
result : Variable or dict of Variable
See also
--------
DataArray.argmin, DataArray.idxmin
"""
return self._unravel_argminmax("argmin", dim, axis, keep_attrs, skipna)
def argmax(
self,
dim: Union[Hashable, Sequence[Hashable]] = None,
axis: int = None,
keep_attrs: bool = None,
skipna: bool = None,
) -> Union["Variable", Dict[Hashable, "Variable"]]:
"""Index or indices of the maximum of the Variable over one or more dimensions.
If a sequence is passed to 'dim', then result returned as dict of Variables,
which can be passed directly to isel(). If a single str is passed to 'dim' then
returns a Variable with dtype int.
If there are multiple maxima, the indices of the first one found will be
returned.
Parameters
----------
dim : hashable, sequence of hashable or ..., optional
The dimensions over which to find the maximum. By default, finds maximum over
all dimensions - for now returning an int for backward compatibility, but
this is deprecated, in future will return a dict with indices for all
dimensions; to return a dict with all dimensions now, pass '...'.
axis : int, optional
Axis over which to apply `argmin`. Only one of the 'dim' and 'axis' arguments
can be supplied.
keep_attrs : bool, optional
If True, the attributes (`attrs`) will be copied from the original
object to the new one. If False (default), the new object will be
returned without attributes.
skipna : bool, optional
If True, skip missing values (as marked by NaN). By default, only
skips missing values for float dtypes; other dtypes either do not
have a sentinel missing value (int) or skipna=True has not been
implemented (object, datetime64 or timedelta64).
Returns
-------
result : Variable or dict of Variable
See also
--------
DataArray.argmax, DataArray.idxmax
"""
return self._unravel_argminmax("argmax", dim, axis, keep_attrs, skipna)
ops.inject_all_ops_and_reduce_methods(Variable)
class IndexVariable(Variable):
"""Wrapper for accommodating a pandas.Index in an xarray.Variable.
IndexVariable preserve loaded values in the form of a pandas.Index instead
of a NumPy array. Hence, their values are immutable and must always be one-
dimensional.
They also have a name property, which is the name of their sole dimension
unless another name is given.
"""
__slots__ = ()
def __init__(self, dims, data, attrs=None, encoding=None, fastpath=False):
super().__init__(dims, data, attrs, encoding, fastpath)
if self.ndim != 1:
raise ValueError("%s objects must be 1-dimensional" % type(self).__name__)
# Unlike in Variable, always eagerly load values into memory
if not isinstance(self._data, PandasIndexAdapter):
self._data = PandasIndexAdapter(self._data)
def __dask_tokenize__(self):
from dask.base import normalize_token
# Don't waste time converting pd.Index to np.ndarray
return normalize_token((type(self), self._dims, self._data.array, self._attrs))
def load(self):
# data is already loaded into memory for IndexVariable
return self
# https://github.com/python/mypy/issues/1465
@Variable.data.setter # type: ignore
def data(self, data):
raise ValueError(
f"Cannot assign to the .data attribute of dimension coordinate a.k.a IndexVariable {self.name!r}. "
f"Please use DataArray.assign_coords, Dataset.assign_coords or Dataset.assign as appropriate."
)
@Variable.values.setter # type: ignore
def values(self, values):
raise ValueError(
f"Cannot assign to the .values attribute of dimension coordinate a.k.a IndexVariable {self.name!r}. "
f"Please use DataArray.assign_coords, Dataset.assign_coords or Dataset.assign as appropriate."
)
def chunk(self, chunks={}, name=None, lock=False):
# Dummy - do not chunk. This method is invoked e.g. by Dataset.chunk()
return self.copy(deep=False)
def _as_sparse(self, sparse_format=_default, fill_value=_default):
# Dummy
return self.copy(deep=False)
def _to_dense(self):
# Dummy
return self.copy(deep=False)
def _finalize_indexing_result(self, dims, data):
if getattr(data, "ndim", 0) != 1:
# returns Variable rather than IndexVariable if multi-dimensional
return Variable(dims, data, self._attrs, self._encoding)
else:
return type(self)(dims, data, self._attrs, self._encoding, fastpath=True)
def __setitem__(self, key, value):
raise TypeError("%s values cannot be modified" % type(self).__name__)
@classmethod
def concat(cls, variables, dim="concat_dim", positions=None, shortcut=False):
"""Specialized version of Variable.concat for IndexVariable objects.
This exists because we want to avoid converting Index objects to NumPy
arrays, if possible.
"""
if not isinstance(dim, str):
(dim,) = dim.dims
variables = list(variables)
first_var = variables[0]
if any(not isinstance(v, cls) for v in variables):
raise TypeError(
"IndexVariable.concat requires that all input "
"variables be IndexVariable objects"
)
indexes = [v._data.array for v in variables]
if not indexes:
data = []
else:
data = indexes[0].append(indexes[1:])
if positions is not None:
indices = nputils.inverse_permutation( | np.concatenate(positions) | numpy.concatenate |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * | np.ones(101) | numpy.ones |
# Credit to https://medium.com/emergent-future/simple-reinforcement-learning-with-tensorflow-part-0-q-learning-with-tables-and-neural-networks-d195264329d0
import gym
import tensorflow as tf
import numpy as np
import matplotlib.pyplot as plt
env = gym.make('FrozenLake-v0')
# NEURAL NETWORK IMPLEMENTATION
tf.reset_default_graph()
# Feature vector for current state representation
input1 = tf.placeholder(shape=[1, env.observation_space.n], dtype=tf.float32)
# tf.Variable(<initial-value>, name=<optional-name>)
# tf.random_uniform(shape, minval=0, maxval=None, dtype=tf.float32, seed=None, name=None)
# Weighting W vector in range 0 - 0.01 (like the way Andrew Ng did with *0.01
W = tf.Variable(tf.random_uniform([env.observation_space.n, env.action_space.n], 0, 0.01))
# Qout with shape [1, env.action_space.n] - Action state value for Q[s, a] with every a available at a state
Qout = tf.matmul(input1, W)
# Greedy action at a state
predict = tf.argmax(Qout, axis=1)
# Feature vector for next state representation
nextQ = tf.placeholder(shape=[1, env.action_space.n], dtype=tf.float32)
# Entropy loss
loss = tf.reduce_sum(tf.square(Qout - nextQ))
trainer = tf.train.GradientDescentOptimizer(learning_rate=0.1)
updateModel = trainer.minimize(loss)
# TRAIN THE NETWORK
init = tf.global_variables_initializer()
# Set learning parameters
y = 0.99
e = 0.1
number_episodes = 2000
# List to store total rewards and steps per episode
jList = []
rList = []
with tf.Session() as sess:
sess.run(init)
for i in range(number_episodes):
print("Episode #{} is running!".format(i))
# First state
s = env.reset()
rAll = 0
d = False
j = 0
# Q network
while j < 200: # or While not d:
j += 1
# Choose action by epsilon (e) greedy
# print("s = ", s," --> Identity s:s+1: ", np.identity(env.observation_space.n)[s:s+1])
# s = 0 --> Identity s: s + 1: [[1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.]]
# s = 1 --> Identity s: s + 1: [[0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.]]
# Identity [s:s+1] is a one-hot vector
# Therefore W is the actual Q value
a, allQ = sess.run([predict, Qout], feed_dict={input1: np.identity(env.observation_space.n)[s:s+1]})
if np.random.rand(1) < e:
a[0] = env.action_space.sample()
s1, r, d, _ = env.step(a[0])
# Obtain next state Q value by feeding the new state throughout the network
Q1 = sess.run(Qout, feed_dict={input1: | np.identity(env.observation_space.n) | numpy.identity |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = np.array(vx.value)
max_count_left = 0
min_count_left = 0
i_left = 0
while ((max_count_left < 1) or (min_count_left < 1)) and (i_left < len(lsq_signal) - 1):
time_series_extended[int(len(lsq_signal) - 2 - i_left)] = \
2 * sum(weights_left * np.hstack((time_series_extended[int(len(lsq_signal) - 1 - i_left):
int(len(lsq_signal) - 1 - i_left + neural_network_k)],
1))) + 1
i_left += 1
if i_left > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_left += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_left += 1
lsq_utils = emd_utils.Utility(time=time, time_series=lsq_signal)
utils_extended = emd_utils.Utility(time=time_extended, time_series=time_series_extended)
maxima = lsq_signal[lsq_utils.max_bool_func_1st_order_fd()]
maxima_time = time[lsq_utils.max_bool_func_1st_order_fd()]
maxima_extrapolate = time_series_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
maxima_extrapolate_time = time_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
minima = lsq_signal[lsq_utils.min_bool_func_1st_order_fd()]
minima_time = time[lsq_utils.min_bool_func_1st_order_fd()]
minima_extrapolate = time_series_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
minima_extrapolate_time = time_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Single Neuron Neural Network Example')
plt.plot(time, lsq_signal, zorder=2, label='Signal')
plt.plot(time_extended, time_series_extended, c='g', zorder=1, label=textwrap.fill('Extrapolated signal', 12))
plt.scatter(maxima_time, maxima, c='r', zorder=3, label='Maxima')
plt.scatter(minima_time, minima, c='b', zorder=3, label='Minima')
plt.scatter(maxima_extrapolate_time, maxima_extrapolate, c='magenta', zorder=3,
label=textwrap.fill('Extrapolated maxima', 12))
plt.scatter(minima_extrapolate_time, minima_extrapolate, c='cyan', zorder=4,
label=textwrap.fill('Extrapolated minima', 12))
plt.plot(((time[-302] + time[-301]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k',
label=textwrap.fill('Neural network inputs', 13))
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='k')
plt.plot(((time_extended[-1001] + time_extended[-1002]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k')
plt.plot(((time[-202] + time[-201]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray', linestyle='dashed',
label=textwrap.fill('Neural network targets', 13))
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='gray')
plt.plot(((time_extended[-1001] + time_extended[-1000]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray',
linestyle='dashed')
plt.xlim(3.4 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/neural_network.png')
plt.show()
# plot 6a
np.random.seed(0)
time = np.linspace(0, 5 * np.pi, 1001)
knots_51 = | np.linspace(0, 5 * np.pi, 51) | numpy.linspace |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, | np.sin(pseudo_alg_time) | numpy.sin |
"""Routines for numerical differentiation."""
from __future__ import division
import numpy as np
from numpy.linalg import norm
from scipy.sparse.linalg import LinearOperator
from ..sparse import issparse, csc_matrix, csr_matrix, coo_matrix, find
from ._group_columns import group_dense, group_sparse
EPS = np.finfo(np.float64).eps
def _adjust_scheme_to_bounds(x0, h, num_steps, scheme, lb, ub):
"""Adjust final difference scheme to the presence of bounds.
Parameters
----------
x0 : ndarray, shape (n,)
Point at which we wish to estimate derivative.
h : ndarray, shape (n,)
Desired finite difference steps.
num_steps : int
Number of `h` steps in one direction required to implement finite
difference scheme. For example, 2 means that we need to evaluate
f(x0 + 2 * h) or f(x0 - 2 * h)
scheme : {'1-sided', '2-sided'}
Whether steps in one or both directions are required. In other
words '1-sided' applies to forward and backward schemes, '2-sided'
applies to center schemes.
lb : ndarray, shape (n,)
Lower bounds on independent variables.
ub : ndarray, shape (n,)
Upper bounds on independent variables.
Returns
-------
h_adjusted : ndarray, shape (n,)
Adjusted step sizes. Step size decreases only if a sign flip or
switching to one-sided scheme doesn't allow to take a full step.
use_one_sided : ndarray of bool, shape (n,)
Whether to switch to one-sided scheme. Informative only for
``scheme='2-sided'``.
"""
if scheme == '1-sided':
use_one_sided = np.ones_like(h, dtype=bool)
elif scheme == '2-sided':
h = np.abs(h)
use_one_sided = np.zeros_like(h, dtype=bool)
else:
raise ValueError("`scheme` must be '1-sided' or '2-sided'.")
if np.all((lb == -np.inf) & (ub == np.inf)):
return h, use_one_sided
h_total = h * num_steps
h_adjusted = h.copy()
lower_dist = x0 - lb
upper_dist = ub - x0
if scheme == '1-sided':
x = x0 + h_total
violated = (x < lb) | (x > ub)
fitting = np.abs(h_total) <= np.maximum(lower_dist, upper_dist)
h_adjusted[violated & fitting] *= -1
forward = (upper_dist >= lower_dist) & ~fitting
h_adjusted[forward] = upper_dist[forward] / num_steps
backward = (upper_dist < lower_dist) & ~fitting
h_adjusted[backward] = -lower_dist[backward] / num_steps
elif scheme == '2-sided':
central = (lower_dist >= h_total) & (upper_dist >= h_total)
forward = (upper_dist >= lower_dist) & ~central
h_adjusted[forward] = np.minimum(
h[forward], 0.5 * upper_dist[forward] / num_steps)
use_one_sided[forward] = True
backward = (upper_dist < lower_dist) & ~central
h_adjusted[backward] = -np.minimum(
h[backward], 0.5 * lower_dist[backward] / num_steps)
use_one_sided[backward] = True
min_dist = np.minimum(upper_dist, lower_dist) / num_steps
adjusted_central = (~central & (np.abs(h_adjusted) <= min_dist))
h_adjusted[adjusted_central] = min_dist[adjusted_central]
use_one_sided[adjusted_central] = False
return h_adjusted, use_one_sided
relative_step = {"2-point": EPS**0.5,
"3-point": EPS**(1/3),
"cs": EPS**0.5}
def _compute_absolute_step(rel_step, x0, method):
if rel_step is None:
rel_step = relative_step[method]
sign_x0 = (x0 >= 0).astype(float) * 2 - 1
return rel_step * sign_x0 * np.maximum(1.0, np.abs(x0))
def _prepare_bounds(bounds, x0):
lb, ub = [np.asarray(b, dtype=float) for b in bounds]
if lb.ndim == 0:
lb = np.resize(lb, x0.shape)
if ub.ndim == 0:
ub = np.resize(ub, x0.shape)
return lb, ub
def group_columns(A, order=0):
"""Group columns of a 2-D matrix for sparse finite differencing [1]_.
Two columns are in the same group if in each row at least one of them
has zero. A greedy sequential algorithm is used to construct groups.
Parameters
----------
A : array_like or sparse matrix, shape (m, n)
Matrix of which to group columns.
order : int, iterable of int with shape (n,) or None
Permutation array which defines the order of columns enumeration.
If int or None, a random permutation is used with `order` used as
a random seed. Default is 0, that is use a random permutation but
guarantee repeatability.
Returns
-------
groups : ndarray of int, shape (n,)
Contains values from 0 to n_groups-1, where n_groups is the number
of found groups. Each value ``groups[i]`` is an index of a group to
which ith column assigned. The procedure was helpful only if
n_groups is significantly less than n.
References
----------
.. [1] <NAME>, <NAME>, and <NAME>, "On the estimation of
sparse Jacobian matrices", Journal of the Institute of Mathematics
and its Applications, 13 (1974), pp. 117-120.
"""
if issparse(A):
A = csc_matrix(A)
else:
A = np.atleast_2d(A)
A = (A != 0).astype(np.int32)
if A.ndim != 2:
raise ValueError("`A` must be 2-dimensional.")
m, n = A.shape
if order is None or np.isscalar(order):
rng = np.random.RandomState(order)
order = rng.permutation(n)
else:
order = np.asarray(order)
if order.shape != (n,):
raise ValueError("`order` has incorrect shape.")
A = A[:, order]
if issparse(A):
groups = group_sparse(m, n, A.indices, A.indptr)
else:
groups = group_dense(m, n, A)
groups[order] = groups.copy()
return groups
def approx_derivative(fun, x0, method='3-point', rel_step=None, f0=None,
bounds=(-np.inf, np.inf), sparsity=None,
as_linear_operator=False, args=(), kwargs={}):
"""Compute finite difference approximation of the derivatives of a
vector-valued function.
If a function maps from R^n to R^m, its derivatives form m-by-n matrix
called the Jacobian, where an element (i, j) is a partial derivative of
f[i] with respect to x[j].
Parameters
----------
fun : callable
Function of which to estimate the derivatives. The argument x
passed to this function is ndarray of shape (n,) (never a scalar
even if n=1). It must return 1-D array_like of shape (m,) or a scalar.
x0 : array_like of shape (n,) or float
Point at which to estimate the derivatives. Float will be converted
to a 1-D array.
method : {'3-point', '2-point', 'cs'}, optional
Finite difference method to use:
- '2-point' - use the first order accuracy forward or backward
difference.
- '3-point' - use central difference in interior points and the
second order accuracy forward or backward difference
near the boundary.
- 'cs' - use a complex-step finite difference scheme. This assumes
that the user function is real-valued and can be
analytically continued to the complex plane. Otherwise,
produces bogus results.
rel_step : None or array_like, optional
Relative step size to use. The absolute step size is computed as
``h = rel_step * sign(x0) * max(1, abs(x0))``, possibly adjusted to
fit into the bounds. For ``method='3-point'`` the sign of `h` is
ignored. If None (default) then step is selected automatically,
see Notes.
f0 : None or array_like, optional
If not None it is assumed to be equal to ``fun(x0)``, in this case
the ``fun(x0)`` is not called. Default is None.
bounds : tuple of array_like, optional
Lower and upper bounds on independent variables. Defaults to no bounds.
Each bound must match the size of `x0` or be a scalar, in the latter
case the bound will be the same for all variables. Use it to limit the
range of function evaluation. Bounds checking is not implemented
when `as_linear_operator` is True.
sparsity : {None, array_like, sparse matrix, 2-tuple}, optional
Defines a sparsity structure of the Jacobian matrix. If the Jacobian
matrix is known to have only few non-zero elements in each row, then
it's possible to estimate its several columns by a single function
evaluation [3]_. To perform such economic computations two ingredients
are required:
* structure : array_like or sparse matrix of shape (m, n). A zero
element means that a corresponding element of the Jacobian
identically equals to zero.
* groups : array_like of shape (n,). A column grouping for a given
sparsity structure, use `group_columns` to obtain it.
A single array or a sparse matrix is interpreted as a sparsity
structure, and groups are computed inside the function. A tuple is
interpreted as (structure, groups). If None (default), a standard
dense differencing will be used.
Note, that sparse differencing makes sense only for large Jacobian
matrices where each row contains few non-zero elements.
as_linear_operator : bool, optional
When True the function returns an `scipy.sparse.linalg.LinearOperator`.
Otherwise it returns a dense array or a sparse matrix depending on
`sparsity`. The linear operator provides an efficient way of computing
``J.dot(p)`` for any vector ``p`` of shape (n,), but does not allow
direct access to individual elements of the matrix. By default
`as_linear_operator` is False.
args, kwargs : tuple and dict, optional
Additional arguments passed to `fun`. Both empty by default.
The calling signature is ``fun(x, *args, **kwargs)``.
Returns
-------
J : {ndarray, sparse matrix, LinearOperator}
Finite difference approximation of the Jacobian matrix.
If `as_linear_operator` is True returns a LinearOperator
with shape (m, n). Otherwise it returns a dense array or sparse
matrix depending on how `sparsity` is defined. If `sparsity`
is None then a ndarray with shape (m, n) is returned. If
`sparsity` is not None returns a csr_matrix with shape (m, n).
For sparse matrices and linear operators it is always returned as
a 2-D structure, for ndarrays, if m=1 it is returned
as a 1-D gradient array with shape (n,).
See Also
--------
check_derivative : Check correctness of a function computing derivatives.
Notes
-----
If `rel_step` is not provided, it assigned to ``EPS**(1/s)``, where EPS is
machine epsilon for float64 numbers, s=2 for '2-point' method and s=3 for
'3-point' method. Such relative step approximately minimizes a sum of
truncation and round-off errors, see [1]_.
A finite difference scheme for '3-point' method is selected automatically.
The well-known central difference scheme is used for points sufficiently
far from the boundary, and 3-point forward or backward scheme is used for
points near the boundary. Both schemes have the second-order accuracy in
terms of Taylor expansion. Refer to [2]_ for the formulas of 3-point
forward and backward difference schemes.
For dense differencing when m=1 Jacobian is returned with a shape (n,),
on the other hand when n=1 Jacobian is returned with a shape (m, 1).
Our motivation is the following: a) It handles a case of gradient
computation (m=1) in a conventional way. b) It clearly separates these two
different cases. b) In all cases np.atleast_2d can be called to get 2-D
Jacobian with correct dimensions.
References
----------
.. [1] W. H. Press et. al. "Numerical Recipes. The Art of Scientific
Computing. 3rd edition", sec. 5.7.
.. [2] <NAME>, <NAME>, and <NAME>, "On the estimation of
sparse Jacobian matrices", Journal of the Institute of Mathematics
and its Applications, 13 (1974), pp. 117-120.
.. [3] <NAME>, "Generation of Finite Difference Formulas on
Arbitrarily Spaced Grids", Mathematics of Computation 51, 1988.
Examples
--------
>>> import numpy as np
>>> from scipy.optimize import approx_derivative
>>>
>>> def f(x, c1, c2):
... return np.array([x[0] * np.sin(c1 * x[1]),
... x[0] * np.cos(c2 * x[1])])
...
>>> x0 = np.array([1.0, 0.5 * np.pi])
>>> approx_derivative(f, x0, args=(1, 2))
array([[ 1., 0.],
[-1., 0.]])
Bounds can be used to limit the region of function evaluation.
In the example below we compute left and right derivative at point 1.0.
>>> def g(x):
... return x**2 if x >= 1 else x
...
>>> x0 = 1.0
>>> approx_derivative(g, x0, bounds=(-np.inf, 1.0))
array([ 1.])
>>> approx_derivative(g, x0, bounds=(1.0, np.inf))
array([ 2.])
"""
if method not in ['2-point', '3-point', 'cs']:
raise ValueError("Unknown method '%s'. " % method)
x0 = np.atleast_1d(x0)
if x0.ndim > 1:
raise ValueError("`x0` must have at most 1 dimension.")
lb, ub = _prepare_bounds(bounds, x0)
if lb.shape != x0.shape or ub.shape != x0.shape:
raise ValueError("Inconsistent shapes between bounds and `x0`.")
if as_linear_operator and not (np.all(np.isinf(lb))
and np.all(np.isinf(ub))):
raise ValueError("Bounds not supported when "
"`as_linear_operator` is True.")
def fun_wrapped(x):
f = np.atleast_1d(fun(x, *args, **kwargs))
if f.ndim > 1:
raise RuntimeError("`fun` return value has "
"more than 1 dimension.")
return f
if f0 is None:
f0 = fun_wrapped(x0)
else:
f0 = np.atleast_1d(f0)
if f0.ndim > 1:
raise ValueError("`f0` passed has more than 1 dimension.")
if np.any((x0 < lb) | (x0 > ub)):
raise ValueError("`x0` violates bound constraints.")
if as_linear_operator:
if rel_step is None:
rel_step = relative_step[method]
return _linear_operator_difference(fun_wrapped, x0,
f0, rel_step, method)
else:
h = _compute_absolute_step(rel_step, x0, method)
if method == '2-point':
h, use_one_sided = _adjust_scheme_to_bounds(
x0, h, 1, '1-sided', lb, ub)
elif method == '3-point':
h, use_one_sided = _adjust_scheme_to_bounds(
x0, h, 1, '2-sided', lb, ub)
elif method == 'cs':
use_one_sided = False
if sparsity is None:
return _dense_difference(fun_wrapped, x0, f0, h,
use_one_sided, method)
else:
if not issparse(sparsity) and len(sparsity) == 2:
structure, groups = sparsity
else:
structure = sparsity
groups = group_columns(sparsity)
if issparse(structure):
structure = csc_matrix(structure)
else:
structure = | np.atleast_2d(structure) | numpy.atleast_2d |
import numpy as np
from typing import Tuple, Union, Optional
from autoarray.structures.arrays.two_d import array_2d_util
from autoarray.geometry import geometry_util
from autoarray import numba_util
from autoarray.mask import mask_2d_util
@numba_util.jit()
def grid_2d_centre_from(grid_2d_slim: np.ndarray) -> Tuple[float, float]:
"""
Returns the centre of a grid from a 1D grid.
Parameters
----------
grid_2d_slim
The 1D grid of values which are mapped to a 2D array.
Returns
-------
(float, float)
The (y,x) central coordinates of the grid.
"""
centre_y = (np.max(grid_2d_slim[:, 0]) + np.min(grid_2d_slim[:, 0])) / 2.0
centre_x = (np.max(grid_2d_slim[:, 1]) + np.min(grid_2d_slim[:, 1])) / 2.0
return centre_y, centre_x
@numba_util.jit()
def grid_2d_slim_via_mask_from(
mask_2d: np.ndarray,
pixel_scales: Union[float, Tuple[float, float]],
sub_size: int,
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
For a sub-grid, every unmasked pixel of its 2D mask with shape (total_y_pixels, total_x_pixels) is divided into
a finer uniform grid of shape (total_y_pixels*sub_size, total_x_pixels*sub_size). This routine computes the (y,x)
scaled coordinates a the centre of every sub-pixel defined by this 2D mask array.
The sub-grid is returned on an array of shape (total_unmasked_pixels*sub_size**2, 2). y coordinates are
stored in the 0 index of the second dimension, x coordinates in the 1 index. Masked coordinates are therefore
removed and not included in the slimmed grid.
Grid2D are defined from the top-left corner, where the first unmasked sub-pixel corresponds to index 0.
Sub-pixels that are part of the same mask array pixel are indexed next to one another, such that the second
sub-pixel in the first pixel has index 1, its next sub-pixel has index 2, and so forth.
Parameters
----------
mask_2d
A 2D array of bools, where `False` values are unmasked and therefore included as part of the calculated
sub-grid.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the 2D mask array.
sub_size
The size of the sub-grid that each pixel of the 2D mask array is divided into.
origin : (float, flloat)
The (y,x) origin of the 2D array, which the sub-grid is shifted around.
Returns
-------
ndarray
A slimmed sub grid of (y,x) scaled coordinates at the centre of every pixel unmasked pixel on the 2D mask
array. The sub grid array has dimensions (total_unmasked_pixels*sub_size**2, 2).
Examples
--------
mask = np.array([[True, False, True],
[False, False, False]
[True, False, True]])
grid_slim = grid_2d_slim_via_mask_from(mask=mask, pixel_scales=(0.5, 0.5), sub_size=1, origin=(0.0, 0.0))
"""
total_sub_pixels = mask_2d_util.total_sub_pixels_2d_from(mask_2d, sub_size)
grid_slim = np.zeros(shape=(total_sub_pixels, 2))
centres_scaled = geometry_util.central_scaled_coordinate_2d_from(
shape_native=mask_2d.shape, pixel_scales=pixel_scales, origin=origin
)
sub_index = 0
y_sub_half = pixel_scales[0] / 2
y_sub_step = pixel_scales[0] / (sub_size)
x_sub_half = pixel_scales[1] / 2
x_sub_step = pixel_scales[1] / (sub_size)
for y in range(mask_2d.shape[0]):
for x in range(mask_2d.shape[1]):
if not mask_2d[y, x]:
y_scaled = (y - centres_scaled[0]) * pixel_scales[0]
x_scaled = (x - centres_scaled[1]) * pixel_scales[1]
for y1 in range(sub_size):
for x1 in range(sub_size):
grid_slim[sub_index, 0] = -(
y_scaled - y_sub_half + y1 * y_sub_step + (y_sub_step / 2.0)
)
grid_slim[sub_index, 1] = (
x_scaled - x_sub_half + x1 * x_sub_step + (x_sub_step / 2.0)
)
sub_index += 1
return grid_slim
def grid_2d_via_mask_from(
mask_2d: np.ndarray,
pixel_scales: Union[float, Tuple[float, float]],
sub_size: int,
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
For a sub-grid, every unmasked pixel of its 2D mask with shape (total_y_pixels, total_x_pixels) is divided into a
finer uniform grid of shape (total_y_pixels*sub_size, total_x_pixels*sub_size). This routine computes the (y,x)
scaled coordinates at the centre of every sub-pixel defined by this 2D mask array.
The sub-grid is returned in its native dimensions with shape (total_y_pixels*sub_size, total_x_pixels*sub_size).
y coordinates are stored in the 0 index of the second dimension, x coordinates in the 1 index. Masked pixels are
given values (0.0, 0.0).
Grids are defined from the top-left corner, where the first unmasked sub-pixel corresponds to index 0.
Sub-pixels that are part of the same mask array pixel are indexed next to one another, such that the second
sub-pixel in the first pixel has index 1, its next sub-pixel has index 2, and so forth.
Parameters
----------
mask_2d
A 2D array of bools, where `False` values are unmasked and therefore included as part of the calculated
sub-grid.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the 2D mask array.
sub_size
The size of the sub-grid that each pixel of the 2D mask array is divided into.
origin : (float, flloat)
The (y,x) origin of the 2D array, which the sub-grid is shifted around.
Returns
-------
ndarray
A sub grid of (y,x) scaled coordinates at the centre of every pixel unmasked pixel on the 2D mask
array. The sub grid array has dimensions (total_y_pixels*sub_size, total_x_pixels*sub_size).
Examples
--------
mask = np.array([[True, False, True],
[False, False, False]
[True, False, True]])
grid_2d = grid_2d_via_mask_from(mask=mask, pixel_scales=(0.5, 0.5), sub_size=1, origin=(0.0, 0.0))
"""
grid_2d_slim = grid_2d_slim_via_mask_from(
mask_2d=mask_2d, pixel_scales=pixel_scales, sub_size=sub_size, origin=origin
)
return grid_2d_native_from(
grid_2d_slim=grid_2d_slim, mask_2d=mask_2d, sub_size=sub_size
)
def grid_2d_slim_via_shape_native_from(
shape_native: Tuple[int, int],
pixel_scales: Union[float, Tuple[float, float]],
sub_size: int,
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
For a sub-grid, every unmasked pixel of its 2D mask with shape (total_y_pixels, total_x_pixels) is divided into a
finer uniform grid of shape (total_y_pixels*sub_size, total_x_pixels*sub_size). This routine computes the (y,x)
scaled coordinates at the centre of every sub-pixel defined by this 2D mask array.
The sub-grid is returned in its slimmed dimensions with shape (total_pixels**2*sub_size**2, 2). y coordinates are
stored in the 0 index of the second dimension, x coordinates in the 1 index.
Grid2D are defined from the top-left corner, where the first sub-pixel corresponds to index [0,0].
Sub-pixels that are part of the same mask array pixel are indexed next to one another, such that the second
sub-pixel in the first pixel has index 1, its next sub-pixel has index 2, and so forth.
Parameters
----------
shape_native
The (y,x) shape of the 2D array the sub-grid of coordinates is computed for.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the 2D mask array.
sub_size
The size of the sub-grid that each pixel of the 2D mask array is divided into.
origin
The (y,x) origin of the 2D array, which the sub-grid is shifted around.
Returns
-------
ndarray
A sub grid of (y,x) scaled coordinates at the centre of every pixel unmasked pixel on the 2D mask
array. The sub grid is slimmed and has dimensions (total_unmasked_pixels*sub_size**2, 2).
Examples
--------
mask = np.array([[True, False, True],
[False, False, False]
[True, False, True]])
grid_2d_slim = grid_2d_slim_via_shape_native_from(shape_native=(3,3), pixel_scales=(0.5, 0.5), sub_size=2, origin=(0.0, 0.0))
"""
return grid_2d_slim_via_mask_from(
mask_2d=np.full(fill_value=False, shape=shape_native),
pixel_scales=pixel_scales,
sub_size=sub_size,
origin=origin,
)
def grid_2d_via_shape_native_from(
shape_native: Tuple[int, int],
pixel_scales: Union[float, Tuple[float, float]],
sub_size: int,
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
For a sub-grid, every unmasked pixel of its 2D mask with shape (total_y_pixels, total_x_pixels) is divided
into a finer uniform grid of shape (total_y_pixels*sub_size, total_x_pixels*sub_size). This routine computes
the (y,x) scaled coordinates at the centre of every sub-pixel defined by this 2D mask array.
The sub-grid is returned in its native dimensions with shape (total_y_pixels*sub_size, total_x_pixels*sub_size).
y coordinates are stored in the 0 index of the second dimension, x coordinates in the 1 index.
Grids are defined from the top-left corner, where the first sub-pixel corresponds to index [0,0].
Sub-pixels that are part of the same mask array pixel are indexed next to one another, such that the second
sub-pixel in the first pixel has index 1, its next sub-pixel has index 2, and so forth.
Parameters
----------
shape_native
The (y,x) shape of the 2D array the sub-grid of coordinates is computed for.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the 2D mask array.
sub_size
The size of the sub-grid that each pixel of the 2D mask array is divided into.
origin : (float, flloat)
The (y,x) origin of the 2D array, which the sub-grid is shifted around.
Returns
-------
ndarray
A sub grid of (y,x) scaled coordinates at the centre of every pixel unmasked pixel on the 2D mask
array. The sub grid array has dimensions (total_y_pixels*sub_size, total_x_pixels*sub_size).
Examples
--------
grid_2d = grid_2d_via_shape_native_from(shape_native=(3, 3), pixel_scales=(1.0, 1.0), sub_size=2, origin=(0.0, 0.0))
"""
return grid_2d_via_mask_from(
mask_2d=np.full(fill_value=False, shape=shape_native),
pixel_scales=pixel_scales,
sub_size=sub_size,
origin=origin,
)
@numba_util.jit()
def grid_scaled_2d_slim_radial_projected_from(
extent: np.ndarray,
centre: Tuple[float, float],
pixel_scales: Union[float, Tuple[float, float]],
sub_size: int,
shape_slim: Optional[int] = 0,
) -> np.ndarray:
"""
Determine a projected radial grid of points from a 2D region of coordinates defined by an
extent [xmin, xmax, ymin, ymax] and with a (y,x) centre. This functions operates as follows:
1) Given the region defined by the extent [xmin, xmax, ymin, ymax], the algorithm finds the longest 1D distance of
the 4 paths from the (y,x) centre to the edge of the region (e.g. following the positive / negative y and x axes).
2) Use the pixel-scale corresponding to the direction chosen (e.g. if the positive x-axis was the longest, the
pixel_scale in the x dimension is used).
3) Determine the number of pixels between the centre and the edge of the region using the longest path between the
two chosen above.
4) Create a (y,x) grid of radial points where all points are at the centre's y value = 0.0 and the x values iterate
from the centre in increasing steps of the pixel-scale.
5) Rotate these radial coordinates by the input `angle` clockwise.
A schematric is shown below:
-------------------
| |
|<- - - - ->x | x = centre
| | <-> = longest radial path from centre to extent edge
| |
-------------------
Using the centre x above, this function finds the longest radial path to the edge of the extent window.
The returned `grid_radii` represents a radial set of points that in 1D sample the 2D grid outwards from its centre.
This grid stores the radial coordinates as (y,x) values (where all y values are the same) as opposed to a 1D data
structure so that it can be used in functions which require that a 2D grid structure is input.
Parameters
----------
extent
The extent of the grid the radii grid is computed using, with format [xmin, xmax, ymin, ymax]
centre : (float, flloat)
The (y,x) central coordinate which the radial grid is traced outwards from.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the 2D mask array.
sub_size
The size of the sub-grid that each pixel of the 2D mask array is divided into.
shape_slim
Manually choose the shape of the 1D projected grid that is returned. If 0, the border based on the 2D grid is
used (due to numba None cannot be used as a default value).
Returns
-------
ndarray
A radial set of points sampling the longest distance from the centre to the edge of the extent in along the
positive x-axis.
"""
distance_to_positive_x = extent[1] - centre[1]
distance_to_positive_y = extent[3] - centre[0]
distance_to_negative_x = centre[1] - extent[0]
distance_to_negative_y = centre[0] - extent[2]
scaled_distance = max(
[
distance_to_positive_x,
distance_to_positive_y,
distance_to_negative_x,
distance_to_negative_y,
]
)
if (scaled_distance == distance_to_positive_y) or (
scaled_distance == distance_to_negative_y
):
pixel_scale = pixel_scales[0]
else:
pixel_scale = pixel_scales[1]
if shape_slim == 0:
shape_slim = sub_size * int((scaled_distance / pixel_scale)) + 1
grid_scaled_2d_slim_radii = np.zeros((shape_slim, 2))
grid_scaled_2d_slim_radii[:, 0] += centre[0]
radii = centre[1]
for slim_index in range(shape_slim):
grid_scaled_2d_slim_radii[slim_index, 1] = radii
radii += pixel_scale / sub_size
return grid_scaled_2d_slim_radii
@numba_util.jit()
def grid_pixels_2d_slim_from(
grid_scaled_2d_slim: np.ndarray,
shape_native: Tuple[int, int],
pixel_scales: Union[float, Tuple[float, float]],
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
Convert a slimmed grid of 2d (y,x) scaled coordinates to a slimmed grid of 2d (y,x) pixel coordinate values. Pixel
coordinates are returned as floats such that they include the decimal offset from each pixel's top-left corner
relative to the input scaled coordinate.
The input and output grids are both slimmed and therefore shape (total_pixels, 2).
The pixel coordinate origin is at the top left corner of the grid, such that the pixel [0,0] corresponds to
the highest (most positive) y scaled coordinate and lowest (most negative) x scaled coordinate on the gird.
The scaled grid is defined by an origin and coordinates are shifted to this origin before computing their
1D grid pixel coordinate values.
Parameters
----------
grid_scaled_2d_slim: np.ndarray
The slimmed grid of 2D (y,x) coordinates in scaled units which are converted to pixel value coordinates.
shape_native
The (y,x) shape of the original 2D array the scaled coordinates were computed on.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the original 2D array.
origin : (float, flloat)
The (y,x) origin of the grid, which the scaled grid is shifted to.
Returns
-------
ndarray
A slimmed grid of 2D (y,x) pixel-value coordinates with dimensions (total_pixels, 2).
Examples
--------
grid_scaled_2d_slim = np.array([[1.0, 1.0], [2.0, 2.0], [3.0, 3.0], [4.0, 4.0]])
grid_pixels_2d_slim = grid_scaled_2d_slim_from(grid_scaled_2d_slim=grid_scaled_2d_slim, shape=(2,2),
pixel_scales=(0.5, 0.5), origin=(0.0, 0.0))
"""
grid_pixels_2d_slim = np.zeros((grid_scaled_2d_slim.shape[0], 2))
centres_scaled = geometry_util.central_scaled_coordinate_2d_from(
shape_native=shape_native, pixel_scales=pixel_scales, origin=origin
)
for slim_index in range(grid_scaled_2d_slim.shape[0]):
grid_pixels_2d_slim[slim_index, 0] = (
(-grid_scaled_2d_slim[slim_index, 0] / pixel_scales[0])
+ centres_scaled[0]
+ 0.5
)
grid_pixels_2d_slim[slim_index, 1] = (
(grid_scaled_2d_slim[slim_index, 1] / pixel_scales[1])
+ centres_scaled[1]
+ 0.5
)
return grid_pixels_2d_slim
@numba_util.jit()
def grid_pixel_centres_2d_slim_from(
grid_scaled_2d_slim: np.ndarray,
shape_native: Tuple[int, int],
pixel_scales: Union[float, Tuple[float, float]],
origin: Tuple[float, float] = (0.0, 0.0),
) -> np.ndarray:
"""
Convert a slimmed grid of 2D (y,x) scaled coordinates to a slimmed grid of 2D (y,x) pixel values. Pixel coordinates
are returned as integers such that they map directly to the pixel they are contained within.
The input and output grids are both slimmed and therefore shape (total_pixels, 2).
The pixel coordinate origin is at the top left corner of the grid, such that the pixel [0,0] corresponds to
the highest (most positive) y scaled coordinate and lowest (most negative) x scaled coordinate on the gird.
The scaled coordinate grid is defined by the class attribute origin, and coordinates are shifted to this
origin before computing their 1D grid pixel indexes.
Parameters
----------
grid_scaled_2d_slim: np.ndarray
The slimmed grid of 2D (y,x) coordinates in scaled units which is converted to pixel indexes.
shape_native
The (y,x) shape of the original 2D array the scaled coordinates were computed on.
pixel_scales
The (y,x) scaled units to pixel units conversion factor of the original 2D array.
origin : (float, flloat)
The (y,x) origin of the grid, which the scaled grid is shifted
Returns
-------
ndarray
A slimmed grid of 2D (y,x) pixel indexes with dimensions (total_pixels, 2).
Examples
--------
grid_scaled_2d_slim = np.array([[1.0, 1.0], [2.0, 2.0], [3.0, 3.0], [4.0, 4.0]])
grid_pixels_2d_slim = grid_scaled_2d_slim_from(grid_scaled_2d_slim=grid_scaled_2d_slim, shape=(2,2),
pixel_scales=(0.5, 0.5), origin=(0.0, 0.0))
"""
grid_pixels_2d_slim = | np.zeros((grid_scaled_2d_slim.shape[0], 2)) | numpy.zeros |
from abc import ABCMeta, abstractmethod
import os
from vmaf.tools.misc import make_absolute_path, run_process
from vmaf.tools.stats import ListStats
__copyright__ = "Copyright 2016-2018, Netflix, Inc."
__license__ = "Apache, Version 2.0"
import re
import numpy as np
import ast
from vmaf import ExternalProgramCaller, to_list
from vmaf.config import VmafConfig, VmafExternalConfig
from vmaf.core.executor import Executor
from vmaf.core.result import Result
from vmaf.tools.reader import YuvReader
class FeatureExtractor(Executor):
"""
FeatureExtractor takes in a list of assets, and run feature extraction on
them, and return a list of corresponding results. A FeatureExtractor must
specify a unique type and version combination (by the TYPE and VERSION
attribute), so that the Result generated by it can be identified.
A derived class of FeatureExtractor must:
1) Override TYPE and VERSION
2) Override _generate_result(self, asset), which call a
command-line executable and generate feature scores in a log file.
3) Override _get_feature_scores(self, asset), which read the feature
scores from the log file, and return the scores in a dictionary format.
For an example, follow VmafFeatureExtractor.
"""
__metaclass__ = ABCMeta
@property
@abstractmethod
def ATOM_FEATURES(self):
raise NotImplementedError
def _read_result(self, asset):
result = {}
result.update(self._get_feature_scores(asset))
executor_id = self.executor_id
return Result(asset, executor_id, result)
@classmethod
def get_scores_key(cls, atom_feature):
return "{type}_{atom_feature}_scores".format(
type=cls.TYPE, atom_feature=atom_feature)
@classmethod
def get_score_key(cls, atom_feature):
return "{type}_{atom_feature}_score".format(
type=cls.TYPE, atom_feature=atom_feature)
def _get_feature_scores(self, asset):
# routine to read the feature scores from the log file, and return
# the scores in a dictionary format.
log_file_path = self._get_log_file_path(asset)
atom_feature_scores_dict = {}
atom_feature_idx_dict = {}
for atom_feature in self.ATOM_FEATURES:
atom_feature_scores_dict[atom_feature] = []
atom_feature_idx_dict[atom_feature] = 0
with open(log_file_path, 'rt') as log_file:
for line in log_file.readlines():
for atom_feature in self.ATOM_FEATURES:
re_template = "{af}: ([0-9]+) ([a-zA-Z0-9.-]+)".format(af=atom_feature)
mo = re.match(re_template, line)
if mo:
cur_idx = int(mo.group(1))
assert cur_idx == atom_feature_idx_dict[atom_feature]
# parse value, allowing NaN and inf
val = float(mo.group(2))
if np.isnan(val) or np.isinf(val):
val = None
atom_feature_scores_dict[atom_feature].append(val)
atom_feature_idx_dict[atom_feature] += 1
continue
len_score = len(atom_feature_scores_dict[self.ATOM_FEATURES[0]])
assert len_score != 0
for atom_feature in self.ATOM_FEATURES[1:]:
assert len_score == len(atom_feature_scores_dict[atom_feature]), \
"Feature data possibly corrupt. Run cleanup script and try again."
feature_result = {}
for atom_feature in self.ATOM_FEATURES:
scores_key = self.get_scores_key(atom_feature)
feature_result[scores_key] = atom_feature_scores_dict[atom_feature]
return feature_result
class VmafFeatureExtractor(FeatureExtractor):
TYPE = "VMAF_feature"
# VERSION = '0.1' # vmaf_study; Anush's VIF fix
# VERSION = '0.2' # expose vif_num, vif_den, adm_num, adm_den, anpsnr
# VERSION = '0.2.1' # expose vif num/den of each scale
# VERSION = '0.2.2' # adm abs-->fabs, corrected border handling, uniform reading with option of offset for input YUV, updated VIF corner case
# VERSION = '0.2.2b' # expose adm_den/num_scalex
# VERSION = '0.2.3' # AVX for VMAF convolution; update adm features by folding noise floor into per coef
# VERSION = '0.2.4' # Fix a bug in adm feature passing scale into dwt_quant_step
# VERSION = '0.2.4b' # Modify by adding ADM noise floor outside cube root; add derived feature motion2
VERSION = '0.2.4c' # Modify by moving motion2 to c code
ATOM_FEATURES = ['vif', 'adm', 'ansnr', 'motion', 'motion2',
'vif_num', 'vif_den', 'adm_num', 'adm_den', 'anpsnr',
'vif_num_scale0', 'vif_den_scale0',
'vif_num_scale1', 'vif_den_scale1',
'vif_num_scale2', 'vif_den_scale2',
'vif_num_scale3', 'vif_den_scale3',
'adm_num_scale0', 'adm_den_scale0',
'adm_num_scale1', 'adm_den_scale1',
'adm_num_scale2', 'adm_den_scale2',
'adm_num_scale3', 'adm_den_scale3',
]
DERIVED_ATOM_FEATURES = ['vif_scale0', 'vif_scale1', 'vif_scale2', 'vif_scale3',
'vif2', 'adm2', 'adm3',
'adm_scale0', 'adm_scale1', 'adm_scale2', 'adm_scale3',
]
ADM2_CONSTANT = 0
ADM_SCALE_CONSTANT = 0
def _generate_result(self, asset):
# routine to call the command-line executable and generate feature
# scores in the log file.
quality_width, quality_height = asset.quality_width_height
log_file_path = self._get_log_file_path(asset)
yuv_type=self._get_workfile_yuv_type(asset)
ref_path=asset.ref_workfile_path
dis_path=asset.dis_workfile_path
w=quality_width
h=quality_height
logger = self.logger
ExternalProgramCaller.call_vmaf_feature(yuv_type, ref_path, dis_path, w, h, log_file_path, logger)
@classmethod
def _post_process_result(cls, result):
# override Executor._post_process_result
result = super(VmafFeatureExtractor, cls)._post_process_result(result)
# adm2 =
# (adm_num + ADM2_CONSTANT) / (adm_den + ADM2_CONSTANT)
adm2_scores_key = cls.get_scores_key('adm2')
adm_num_scores_key = cls.get_scores_key('adm_num')
adm_den_scores_key = cls.get_scores_key('adm_den')
result.result_dict[adm2_scores_key] = list(
(np.array(result.result_dict[adm_num_scores_key]) + cls.ADM2_CONSTANT) /
(np.array(result.result_dict[adm_den_scores_key]) + cls.ADM2_CONSTANT)
)
# vif_scalei = vif_num_scalei / vif_den_scalei, i = 0, 1, 2, 3
vif_num_scale0_scores_key = cls.get_scores_key('vif_num_scale0')
vif_den_scale0_scores_key = cls.get_scores_key('vif_den_scale0')
vif_num_scale1_scores_key = cls.get_scores_key('vif_num_scale1')
vif_den_scale1_scores_key = cls.get_scores_key('vif_den_scale1')
vif_num_scale2_scores_key = cls.get_scores_key('vif_num_scale2')
vif_den_scale2_scores_key = cls.get_scores_key('vif_den_scale2')
vif_num_scale3_scores_key = cls.get_scores_key('vif_num_scale3')
vif_den_scale3_scores_key = cls.get_scores_key('vif_den_scale3')
vif_scale0_scores_key = cls.get_scores_key('vif_scale0')
vif_scale1_scores_key = cls.get_scores_key('vif_scale1')
vif_scale2_scores_key = cls.get_scores_key('vif_scale2')
vif_scale3_scores_key = cls.get_scores_key('vif_scale3')
result.result_dict[vif_scale0_scores_key] = list(
(np.array(result.result_dict[vif_num_scale0_scores_key])
/ np.array(result.result_dict[vif_den_scale0_scores_key]))
)
result.result_dict[vif_scale1_scores_key] = list(
(np.array(result.result_dict[vif_num_scale1_scores_key])
/ np.array(result.result_dict[vif_den_scale1_scores_key]))
)
result.result_dict[vif_scale2_scores_key] = list(
( | np.array(result.result_dict[vif_num_scale2_scores_key]) | numpy.array |
"""
YTArray class.
"""
from __future__ import print_function
#-----------------------------------------------------------------------------
# Copyright (c) 2013, yt Development Team.
#
# Distributed under the terms of the Modified BSD License.
#
# The full license is in the file COPYING.txt, distributed with this software.
#-----------------------------------------------------------------------------
import copy
import numpy as np
from distutils.version import LooseVersion
from functools import wraps
from numpy import \
add, subtract, multiply, divide, logaddexp, logaddexp2, true_divide, \
floor_divide, negative, power, remainder, mod, absolute, rint, \
sign, conj, exp, exp2, log, log2, log10, expm1, log1p, sqrt, square, \
reciprocal, sin, cos, tan, arcsin, arccos, arctan, arctan2, \
hypot, sinh, cosh, tanh, arcsinh, arccosh, arctanh, deg2rad, rad2deg, \
bitwise_and, bitwise_or, bitwise_xor, invert, left_shift, right_shift, \
greater, greater_equal, less, less_equal, not_equal, equal, logical_and, \
logical_or, logical_xor, logical_not, maximum, minimum, fmax, fmin, \
isreal, iscomplex, isfinite, isinf, isnan, signbit, copysign, nextafter, \
modf, ldexp, frexp, fmod, floor, ceil, trunc, fabs, spacing
try:
# numpy 1.13 or newer
from numpy import positive, divmod as divmod_, isnat, heaviside
except ImportError:
positive, divmod_, isnat, heaviside = (None,)*4
from yt.units.unit_object import Unit, UnitParseError
from yt.units.unit_registry import UnitRegistry
from yt.units.dimensions import \
angle, \
current_mks, \
dimensionless, \
em_dimensions
from yt.utilities.exceptions import \
YTUnitOperationError, YTUnitConversionError, \
YTUfuncUnitError, YTIterableUnitCoercionError, \
YTInvalidUnitEquivalence, YTEquivalentDimsError
from yt.utilities.lru_cache import lru_cache
from numbers import Number as numeric_type
from yt.utilities.on_demand_imports import _astropy
from sympy import Rational
from yt.units.unit_lookup_table import \
default_unit_symbol_lut
from yt.units.equivalencies import equivalence_registry
from yt.utilities.logger import ytLogger as mylog
from .pint_conversions import convert_pint_units
NULL_UNIT = Unit()
POWER_SIGN_MAPPING = {multiply: 1, divide: -1}
# redefine this here to avoid a circular import from yt.funcs
def iterable(obj):
try: len(obj)
except: return False
return True
def return_arr(func):
@wraps(func)
def wrapped(*args, **kwargs):
ret, units = func(*args, **kwargs)
if ret.shape == ():
return YTQuantity(ret, units)
else:
# This could be a subclass, so don't call YTArray directly.
return type(args[0])(ret, units)
return wrapped
@lru_cache(maxsize=128, typed=False)
def sqrt_unit(unit):
return unit**0.5
@lru_cache(maxsize=128, typed=False)
def multiply_units(unit1, unit2):
return unit1 * unit2
def preserve_units(unit1, unit2=None):
return unit1
@lru_cache(maxsize=128, typed=False)
def power_unit(unit, power):
return unit**power
@lru_cache(maxsize=128, typed=False)
def square_unit(unit):
return unit*unit
@lru_cache(maxsize=128, typed=False)
def divide_units(unit1, unit2):
return unit1/unit2
@lru_cache(maxsize=128, typed=False)
def reciprocal_unit(unit):
return unit**-1
def passthrough_unit(unit, unit2=None):
return unit
def return_without_unit(unit, unit2=None):
return None
def arctan2_unit(unit1, unit2):
return NULL_UNIT
def comparison_unit(unit1, unit2=None):
return None
def invert_units(unit):
raise TypeError(
"Bit-twiddling operators are not defined for YTArray instances")
def bitop_units(unit1, unit2):
raise TypeError(
"Bit-twiddling operators are not defined for YTArray instances")
def get_inp_u_unary(ufunc, inputs, out_arr=None):
inp = inputs[0]
u = getattr(inp, 'units', None)
if u is None:
u = NULL_UNIT
if u.dimensions is angle and ufunc in trigonometric_operators:
inp = inp.in_units('radian').v
if out_arr is not None:
out_arr = ufunc(inp).view(np.ndarray)
return out_arr, inp, u
def get_inp_u_binary(ufunc, inputs):
inp1 = coerce_iterable_units(inputs[0])
inp2 = coerce_iterable_units(inputs[1])
unit1 = getattr(inp1, 'units', None)
unit2 = getattr(inp2, 'units', None)
ret_class = get_binary_op_return_class(type(inp1), type(inp2))
if unit1 is None:
unit1 = Unit(registry=getattr(unit2, 'registry', None))
if unit2 is None and ufunc is not power:
unit2 = Unit(registry=getattr(unit1, 'registry', None))
elif ufunc is power:
unit2 = inp2
if isinstance(unit2, np.ndarray):
if isinstance(unit2, YTArray):
if unit2.units.is_dimensionless:
pass
else:
raise YTUnitOperationError(ufunc, unit1, unit2)
unit2 = 1.0
return (inp1, inp2), (unit1, unit2), ret_class
def handle_preserve_units(inps, units, ufunc, ret_class):
if units[0] != units[1]:
any_nonzero = [np.any(inps[0]), np.any(inps[1])]
if any_nonzero[0] == np.bool_(False):
units = (units[1], units[1])
elif any_nonzero[1] == np.bool_(False):
units = (units[0], units[0])
else:
if not units[0].same_dimensions_as(units[1]):
raise YTUnitOperationError(ufunc, *units)
inps = (inps[0], ret_class(inps[1]).to(
ret_class(inps[0]).units))
return inps, units
def handle_comparison_units(inps, units, ufunc, ret_class, raise_error=False):
if units[0] != units[1]:
u1d = units[0].is_dimensionless
u2d = units[1].is_dimensionless
any_nonzero = [np.any(inps[0]), np.any(inps[1])]
if any_nonzero[0] == np.bool_(False):
units = (units[1], units[1])
elif any_nonzero[1] == np.bool_(False):
units = (units[0], units[0])
elif not any([u1d, u2d]):
if not units[0].same_dimensions_as(units[1]):
raise YTUnitOperationError(ufunc, *units)
else:
if raise_error:
raise YTUfuncUnitError(ufunc, *units)
inps = (inps[0], ret_class(inps[1]).to(
ret_class(inps[0]).units))
return inps, units
def handle_multiply_divide_units(unit, units, out, out_arr):
if unit.is_dimensionless and unit.base_value != 1.0:
if not units[0].is_dimensionless:
if units[0].dimensions == units[1].dimensions:
out_arr = np.multiply(out_arr.view(np.ndarray),
unit.base_value, out=out)
unit = Unit(registry=unit.registry)
return out, out_arr, unit
def coerce_iterable_units(input_object):
if isinstance(input_object, np.ndarray):
return input_object
if iterable(input_object):
if any([isinstance(o, YTArray) for o in input_object]):
ff = getattr(input_object[0], 'units', NULL_UNIT, )
if any([ff != getattr(_, 'units', NULL_UNIT) for _ in input_object]):
raise YTIterableUnitCoercionError(input_object)
# This will create a copy of the data in the iterable.
return YTArray(input_object)
return input_object
else:
return input_object
def sanitize_units_mul(this_object, other_object):
inp = coerce_iterable_units(this_object)
ret = coerce_iterable_units(other_object)
# If the other object is a YTArray and has the same dimensions as the object
# under consideration, convert so we don't mix units with the same
# dimensions.
if isinstance(ret, YTArray):
if inp.units.same_dimensions_as(ret.units):
ret.in_units(inp.units)
return ret
def sanitize_units_add(this_object, other_object, op_string):
inp = coerce_iterable_units(this_object)
ret = coerce_iterable_units(other_object)
# Make sure the other object is a YTArray before we use the `units`
# attribute.
if isinstance(ret, YTArray):
if not inp.units.same_dimensions_as(ret.units):
# handle special case of adding or subtracting with zero or
# array filled with zero
if not np.any(other_object):
return ret.view(np.ndarray)
elif not np.any(this_object):
return ret
raise YTUnitOperationError(op_string, inp.units, ret.units)
ret = ret.in_units(inp.units)
else:
# If the other object is not a YTArray, then one of the arrays must be
# dimensionless or filled with zeros
if not inp.units.is_dimensionless and np.any(ret):
raise YTUnitOperationError(op_string, inp.units, dimensionless)
return ret
def validate_comparison_units(this, other, op_string):
# Check that other is a YTArray.
if hasattr(other, 'units'):
if this.units.expr is other.units.expr:
if this.units.base_value == other.units.base_value:
return other
if not this.units.same_dimensions_as(other.units):
raise YTUnitOperationError(op_string, this.units, other.units)
return other.in_units(this.units)
return other
@lru_cache(maxsize=128, typed=False)
def _unit_repr_check_same(my_units, other_units):
"""
Takes a Unit object, or string of known unit symbol, and check that it
is compatible with this quantity. Returns Unit object.
"""
# let Unit() handle units arg if it's not already a Unit obj.
if not isinstance(other_units, Unit):
other_units = Unit(other_units, registry=my_units.registry)
equiv_dims = em_dimensions.get(my_units.dimensions, None)
if equiv_dims == other_units.dimensions:
if current_mks in equiv_dims.free_symbols:
base = "SI"
else:
base = "CGS"
raise YTEquivalentDimsError(my_units, other_units, base)
if not my_units.same_dimensions_as(other_units):
raise YTUnitConversionError(
my_units, my_units.dimensions, other_units, other_units.dimensions)
return other_units
unary_operators = (
negative, absolute, rint, sign, conj, exp, exp2, log, log2,
log10, expm1, log1p, sqrt, square, reciprocal, sin, cos, tan, arcsin,
arccos, arctan, sinh, cosh, tanh, arcsinh, arccosh, arctanh, deg2rad,
rad2deg, invert, logical_not, isreal, iscomplex, isfinite, isinf, isnan,
signbit, floor, ceil, trunc, modf, frexp, fabs, spacing, positive, isnat,
)
binary_operators = (
add, subtract, multiply, divide, logaddexp, logaddexp2, true_divide, power,
remainder, mod, arctan2, hypot, bitwise_and, bitwise_or, bitwise_xor,
left_shift, right_shift, greater, greater_equal, less, less_equal,
not_equal, equal, logical_and, logical_or, logical_xor, maximum, minimum,
fmax, fmin, copysign, nextafter, ldexp, fmod, divmod_, heaviside
)
trigonometric_operators = (
sin, cos, tan,
)
class YTArray(np.ndarray):
"""
An ndarray subclass that attaches a symbolic unit object to the array data.
Parameters
----------
input_array : :obj:`!iterable`
A tuple, list, or array to attach units to
input_units : String unit specification, unit symbol object, or astropy units
The units of the array. Powers must be specified using python
syntax (cm**3, not cm^3).
registry : ~yt.units.unit_registry.UnitRegistry
The registry to create units from. If input_units is already associated
with a unit registry and this is specified, this will be used instead of
the registry associated with the unit object.
dtype : data-type
The dtype of the array data. Defaults to the dtype of the input data,
or, if none is found, uses np.float64
bypass_validation : boolean
If True, all input validation is skipped. Using this option may produce
corrupted, invalid units or array data, but can lead to significant
speedups in the input validation logic adds significant overhead. If set,
input_units *must* be a valid unit object. Defaults to False.
Examples
--------
>>> from yt import YTArray
>>> a = YTArray([1, 2, 3], 'cm')
>>> b = YTArray([4, 5, 6], 'm')
>>> a + b
YTArray([ 401., 502., 603.]) cm
>>> b + a
YTArray([ 4.01, 5.02, 6.03]) m
NumPy ufuncs will pass through units where appropriate.
>>> import numpy as np
>>> a = YTArray(np.arange(8) - 4, 'g/cm**3')
>>> np.abs(a)
YTArray([4, 3, 2, 1, 0, 1, 2, 3]) g/cm**3
and strip them when it would be annoying to deal with them.
>>> np.log10(a)
array([ -inf, 0. , 0.30103 , 0.47712125, 0.60205999,
0.69897 , 0.77815125, 0.84509804])
YTArray is tightly integrated with yt datasets:
>>> import yt
>>> ds = yt.load('IsolatedGalaxy/galaxy0030/galaxy0030')
>>> a = ds.arr(np.ones(5), 'code_length')
>>> a.in_cgs()
YTArray([ 3.08600000e+24, 3.08600000e+24, 3.08600000e+24,
3.08600000e+24, 3.08600000e+24]) cm
This is equivalent to:
>>> b = YTArray(np.ones(5), 'code_length', registry=ds.unit_registry)
>>> np.all(a == b)
True
"""
_ufunc_registry = {
add: preserve_units,
subtract: preserve_units,
multiply: multiply_units,
divide: divide_units,
logaddexp: return_without_unit,
logaddexp2: return_without_unit,
true_divide: divide_units,
floor_divide: divide_units,
negative: passthrough_unit,
power: power_unit,
remainder: preserve_units,
mod: preserve_units,
fmod: preserve_units,
absolute: passthrough_unit,
fabs: passthrough_unit,
rint: return_without_unit,
sign: return_without_unit,
conj: passthrough_unit,
exp: return_without_unit,
exp2: return_without_unit,
log: return_without_unit,
log2: return_without_unit,
log10: return_without_unit,
expm1: return_without_unit,
log1p: return_without_unit,
sqrt: sqrt_unit,
square: square_unit,
reciprocal: reciprocal_unit,
sin: return_without_unit,
cos: return_without_unit,
tan: return_without_unit,
sinh: return_without_unit,
cosh: return_without_unit,
tanh: return_without_unit,
arcsin: return_without_unit,
arccos: return_without_unit,
arctan: return_without_unit,
arctan2: arctan2_unit,
arcsinh: return_without_unit,
arccosh: return_without_unit,
arctanh: return_without_unit,
hypot: preserve_units,
deg2rad: return_without_unit,
rad2deg: return_without_unit,
bitwise_and: bitop_units,
bitwise_or: bitop_units,
bitwise_xor: bitop_units,
invert: invert_units,
left_shift: bitop_units,
right_shift: bitop_units,
greater: comparison_unit,
greater_equal: comparison_unit,
less: comparison_unit,
less_equal: comparison_unit,
not_equal: comparison_unit,
equal: comparison_unit,
logical_and: comparison_unit,
logical_or: comparison_unit,
logical_xor: comparison_unit,
logical_not: return_without_unit,
maximum: preserve_units,
minimum: preserve_units,
fmax: preserve_units,
fmin: preserve_units,
isreal: return_without_unit,
iscomplex: return_without_unit,
isfinite: return_without_unit,
isinf: return_without_unit,
isnan: return_without_unit,
signbit: return_without_unit,
copysign: passthrough_unit,
nextafter: preserve_units,
modf: passthrough_unit,
ldexp: bitop_units,
frexp: return_without_unit,
floor: passthrough_unit,
ceil: passthrough_unit,
trunc: passthrough_unit,
spacing: passthrough_unit,
positive: passthrough_unit,
divmod_: passthrough_unit,
isnat: return_without_unit,
heaviside: preserve_units,
}
__array_priority__ = 2.0
def __new__(cls, input_array, input_units=None, registry=None, dtype=None,
bypass_validation=False):
if dtype is None:
dtype = getattr(input_array, 'dtype', np.float64)
if bypass_validation is True:
obj = np.asarray(input_array, dtype=dtype).view(cls)
obj.units = input_units
if registry is not None:
obj.units.registry = registry
return obj
if input_array is NotImplemented:
return input_array.view(cls)
if registry is None and isinstance(input_units, (str, bytes)):
if input_units.startswith('code_'):
raise UnitParseError(
"Code units used without referring to a dataset. \n"
"Perhaps you meant to do something like this instead: \n"
"ds.arr(%s, \"%s\")" % (input_array, input_units)
)
if isinstance(input_array, YTArray):
ret = input_array.view(cls)
if input_units is None:
if registry is None:
ret.units = input_array.units
else:
units = Unit(str(input_array.units), registry=registry)
ret.units = units
elif isinstance(input_units, Unit):
ret.units = input_units
else:
ret.units = Unit(input_units, registry=registry)
return ret
elif isinstance(input_array, np.ndarray):
pass
elif iterable(input_array) and input_array:
if isinstance(input_array[0], YTArray):
return YTArray(np.array(input_array, dtype=dtype),
input_array[0].units, registry=registry)
# Input array is an already formed ndarray instance
# We first cast to be our class type
obj = np.asarray(input_array, dtype=dtype).view(cls)
# Check units type
if input_units is None:
# Nothing provided. Make dimensionless...
units = Unit()
elif isinstance(input_units, Unit):
if registry and registry is not input_units.registry:
units = Unit(str(input_units), registry=registry)
else:
units = input_units
else:
# units kwarg set, but it's not a Unit object.
# don't handle all the cases here, let the Unit class handle if
# it's a str.
units = Unit(input_units, registry=registry)
# Attach the units
obj.units = units
return obj
def __repr__(self):
"""
"""
return super(YTArray, self).__repr__()+' '+self.units.__repr__()
def __str__(self):
"""
"""
return str(self.view(np.ndarray)) + ' ' + str(self.units)
#
# Start unit conversion methods
#
def convert_to_units(self, units):
"""
Convert the array and units to the given units.
Parameters
----------
units : Unit object or str
The units you want to convert to.
"""
new_units = _unit_repr_check_same(self.units, units)
(conversion_factor, offset) = self.units.get_conversion_factor(new_units)
self.units = new_units
values = self.d
values *= conversion_factor
if offset:
np.subtract(self, offset*self.uq, self)
return self
def convert_to_base(self, unit_system="cgs"):
"""
Convert the array and units to the equivalent base units in
the specified unit system.
Parameters
----------
unit_system : string, optional
The unit system to be used in the conversion. If not specified,
the default base units of cgs are used.
Examples
--------
>>> E = YTQuantity(2.5, "erg/s")
>>> E.convert_to_base(unit_system="galactic")
"""
return self.convert_to_units(self.units.get_base_equivalent(unit_system))
def convert_to_cgs(self):
"""
Convert the array and units to the equivalent cgs units.
"""
return self.convert_to_units(self.units.get_cgs_equivalent())
def convert_to_mks(self):
"""
Convert the array and units to the equivalent mks units.
"""
return self.convert_to_units(self.units.get_mks_equivalent())
def in_units(self, units, equivalence=None, **kwargs):
"""
Creates a copy of this array with the data in the supplied
units, and returns it.
Optionally, an equivalence can be specified to convert to an
equivalent quantity which is not in the same dimensions.
.. note::
All additional keyword arguments are passed to the
equivalency, which should be used if that particular
equivalency requires them.
Parameters
----------
units : Unit object or string
The units you want to get a new quantity in.
equivalence : string, optional
The equivalence you wish to use. To see which
equivalencies are supported for this unitful
quantity, try the :meth:`list_equivalencies`
method. Default: None
Returns
-------
YTArray
"""
if equivalence is None:
new_units = _unit_repr_check_same(self.units, units)
(conversion_factor, offset) = self.units.get_conversion_factor(new_units)
new_array = type(self)(self.ndview * conversion_factor, new_units)
if offset:
np.subtract(new_array, offset*new_array.uq, new_array)
return new_array
else:
return self.to_equivalent(units, equivalence, **kwargs)
def to(self, units, equivalence=None, **kwargs):
"""
An alias for YTArray.in_units().
See the docstrings of that function for details.
"""
return self.in_units(units, equivalence=equivalence, **kwargs)
def to_value(self, units=None, equivalence=None, **kwargs):
"""
Creates a copy of this array with the data in the supplied
units, and returns it without units. Output is therefore a
bare NumPy array.
Optionally, an equivalence can be specified to convert to an
equivalent quantity which is not in the same dimensions.
.. note::
All additional keyword arguments are passed to the
equivalency, which should be used if that particular
equivalency requires them.
Parameters
----------
units : Unit object or string, optional
The units you want to get the bare quantity in. If not
specified, the value will be returned in the current units.
equivalence : string, optional
The equivalence you wish to use. To see which
equivalencies are supported for this unitful
quantity, try the :meth:`list_equivalencies`
method. Default: None
Returns
-------
NumPy array
"""
if units is None:
v = self.value
else:
v = self.in_units(units, equivalence=equivalence, **kwargs).value
if isinstance(self, YTQuantity):
return float(v)
else:
return v
def in_base(self, unit_system="cgs"):
"""
Creates a copy of this array with the data in the specified unit system,
and returns it in that system's base units.
Parameters
----------
unit_system : string, optional
The unit system to be used in the conversion. If not specified,
the default base units of cgs are used.
Examples
--------
>>> E = YTQuantity(2.5, "erg/s")
>>> E_new = E.in_base(unit_system="galactic")
"""
return self.in_units(self.units.get_base_equivalent(unit_system))
def in_cgs(self):
"""
Creates a copy of this array with the data in the equivalent cgs units,
and returns it.
Returns
-------
Quantity object with data converted to cgs units.
"""
return self.in_units(self.units.get_cgs_equivalent())
def in_mks(self):
"""
Creates a copy of this array with the data in the equivalent mks units,
and returns it.
Returns
-------
Quantity object with data converted to mks units.
"""
return self.in_units(self.units.get_mks_equivalent())
def to_equivalent(self, unit, equiv, **kwargs):
"""
Convert a YTArray or YTQuantity to an equivalent, e.g., something that is
related by only a constant factor but not in the same units.
Parameters
----------
unit : string
The unit that you wish to convert to.
equiv : string
The equivalence you wish to use. To see which equivalencies are
supported for this unitful quantity, try the
:meth:`list_equivalencies` method.
Examples
--------
>>> a = yt.YTArray(1.0e7,"K")
>>> a.to_equivalent("keV", "thermal")
"""
conv_unit = Unit(unit, registry=self.units.registry)
if self.units.same_dimensions_as(conv_unit):
return self.in_units(conv_unit)
this_equiv = equivalence_registry[equiv]()
oneway_or_equivalent = (
conv_unit.has_equivalent(equiv) or this_equiv._one_way)
if self.has_equivalent(equiv) and oneway_or_equivalent:
new_arr = this_equiv.convert(
self, conv_unit.dimensions, **kwargs)
if isinstance(new_arr, tuple):
try:
return type(self)(new_arr[0], new_arr[1]).in_units(unit)
except YTUnitConversionError:
raise YTInvalidUnitEquivalence(equiv, self.units, unit)
else:
return new_arr.in_units(unit)
else:
raise YTInvalidUnitEquivalence(equiv, self.units, unit)
def list_equivalencies(self):
"""
Lists the possible equivalencies associated with this YTArray or
YTQuantity.
"""
self.units.list_equivalencies()
def has_equivalent(self, equiv):
"""
Check to see if this YTArray or YTQuantity has an equivalent unit in
*equiv*.
"""
return self.units.has_equivalent(equiv)
def ndarray_view(self):
"""
Returns a view into the array, but as an ndarray rather than ytarray.
Returns
-------
View of this array's data.
"""
return self.view(np.ndarray)
def to_ndarray(self):
"""
Creates a copy of this array with the unit information stripped
"""
return np.array(self)
@classmethod
def from_astropy(cls, arr, unit_registry=None):
"""
Convert an AstroPy "Quantity" to a YTArray or YTQuantity.
Parameters
----------
arr : AstroPy Quantity
The Quantity to convert from.
unit_registry : yt UnitRegistry, optional
A yt unit registry to use in the conversion. If one is not
supplied, the default one will be used.
"""
# Converting from AstroPy Quantity
u = arr.unit
ap_units = []
for base, exponent in zip(u.bases, u.powers):
unit_str = base.to_string()
# we have to do this because AstroPy is silly and defines
# hour as "h"
if unit_str == "h": unit_str = "hr"
ap_units.append("%s**(%s)" % (unit_str, Rational(exponent)))
ap_units = "*".join(ap_units)
if isinstance(arr.value, np.ndarray):
return YTArray(arr.value, ap_units, registry=unit_registry)
else:
return YTQuantity(arr.value, ap_units, registry=unit_registry)
def to_astropy(self, **kwargs):
"""
Creates a new AstroPy quantity with the same unit information.
"""
if _astropy.units is None:
raise ImportError("You don't have AstroPy installed, so you can't convert to " +
"an AstroPy quantity.")
return self.value*_astropy.units.Unit(str(self.units), **kwargs)
@classmethod
def from_pint(cls, arr, unit_registry=None):
"""
Convert a Pint "Quantity" to a YTArray or YTQuantity.
Parameters
----------
arr : Pint Quantity
The Quantity to convert from.
unit_registry : yt UnitRegistry, optional
A yt unit registry to use in the conversion. If one is not
supplied, the default one will be used.
Examples
--------
>>> from pint import UnitRegistry
>>> import numpy as np
>>> ureg = UnitRegistry()
>>> a = np.random.random(10)
>>> b = ureg.Quantity(a, "erg/cm**3")
>>> c = yt.YTArray.from_pint(b)
"""
p_units = []
for base, exponent in arr._units.items():
bs = convert_pint_units(base)
p_units.append("%s**(%s)" % (bs, Rational(exponent)))
p_units = "*".join(p_units)
if isinstance(arr.magnitude, np.ndarray):
return YTArray(arr.magnitude, p_units, registry=unit_registry)
else:
return YTQuantity(arr.magnitude, p_units, registry=unit_registry)
def to_pint(self, unit_registry=None):
"""
Convert a YTArray or YTQuantity to a Pint Quantity.
Parameters
----------
arr : YTArray or YTQuantity
The unitful quantity to convert from.
unit_registry : Pint UnitRegistry, optional
The Pint UnitRegistry to use in the conversion. If one is not
supplied, the default one will be used. NOTE: This is not
the same as a yt UnitRegistry object.
Examples
--------
>>> a = YTQuantity(4.0, "cm**2/s")
>>> b = a.to_pint()
"""
from pint import UnitRegistry
if unit_registry is None:
unit_registry = UnitRegistry()
powers_dict = self.units.expr.as_powers_dict()
units = []
for unit, pow in powers_dict.items():
# we have to do this because Pint doesn't recognize
# "yr" as "year"
if str(unit).endswith("yr") and len(str(unit)) in [2,3]:
unit = str(unit).replace("yr","year")
units.append("%s**(%s)" % (unit, Rational(pow)))
units = "*".join(units)
return unit_registry.Quantity(self.value, units)
#
# End unit conversion methods
#
def write_hdf5(self, filename, dataset_name=None, info=None, group_name=None):
r"""Writes a YTArray to hdf5 file.
Parameters
----------
filename: string
The filename to create and write a dataset to
dataset_name: string
The name of the dataset to create in the file.
info: dictionary
A dictionary of supplementary info to write to append as attributes
to the dataset.
group_name: string
An optional group to write the arrays to. If not specified, the arrays
are datasets at the top level by default.
Examples
--------
>>> a = YTArray([1,2,3], 'cm')
>>> myinfo = {'field':'dinosaurs', 'type':'field_data'}
>>> a.write_hdf5('test_array_data.h5', dataset_name='dinosaurs',
... info=myinfo)
"""
from yt.utilities.on_demand_imports import _h5py as h5py
from yt.extern.six.moves import cPickle as pickle
if info is None:
info = {}
info['units'] = str(self.units)
info['unit_registry'] = np.void(pickle.dumps(self.units.registry.lut))
if dataset_name is None:
dataset_name = 'array_data'
f = h5py.File(filename)
if group_name is not None:
if group_name in f:
g = f[group_name]
else:
g = f.create_group(group_name)
else:
g = f
if dataset_name in g.keys():
d = g[dataset_name]
# Overwrite without deleting if we can get away with it.
if d.shape == self.shape and d.dtype == self.dtype:
d[...] = self
for k in d.attrs.keys():
del d.attrs[k]
else:
del f[dataset_name]
d = g.create_dataset(dataset_name, data=self)
else:
d = g.create_dataset(dataset_name, data=self)
for k, v in info.items():
d.attrs[k] = v
f.close()
@classmethod
def from_hdf5(cls, filename, dataset_name=None, group_name=None):
r"""Attempts read in and convert a dataset in an hdf5 file into a
YTArray.
Parameters
----------
filename: string
The filename to of the hdf5 file.
dataset_name: string
The name of the dataset to read from. If the dataset has a units
attribute, attempt to infer units as well.
group_name: string
An optional group to read the arrays from. If not specified, the
arrays are datasets at the top level by default.
"""
import h5py
from yt.extern.six.moves import cPickle as pickle
if dataset_name is None:
dataset_name = 'array_data'
f = h5py.File(filename)
if group_name is not None:
g = f[group_name]
else:
g = f
dataset = g[dataset_name]
data = dataset[:]
units = dataset.attrs.get('units', '')
if 'unit_registry' in dataset.attrs.keys():
unit_lut = pickle.loads(dataset.attrs['unit_registry'].tostring())
else:
unit_lut = None
f.close()
registry = UnitRegistry(lut=unit_lut, add_default_symbols=False)
return cls(data, units, registry=registry)
#
# Start convenience methods
#
@property
def value(self):
"""Get a copy of the array data as a numpy ndarray"""
return np.array(self)
v = value
@property
def ndview(self):
"""Get a view of the array data."""
return self.ndarray_view()
d = ndview
@property
def unit_quantity(self):
"""Get a YTQuantity with the same unit as this array and a value of
1.0"""
return YTQuantity(1.0, self.units)
uq = unit_quantity
@property
def unit_array(self):
"""Get a YTArray filled with ones with the same unit and shape as this
array"""
return np.ones_like(self)
ua = unit_array
def __getitem__(self, item):
ret = super(YTArray, self).__getitem__(item)
if ret.shape == ():
return YTQuantity(ret, self.units, bypass_validation=True)
else:
if hasattr(self, 'units'):
ret.units = self.units
return ret
#
# Start operation methods
#
if LooseVersion(np.__version__) < LooseVersion('1.13.0'):
def __add__(self, right_object):
"""
Add this ytarray to the object on the right of the `+` operator.
Must check for the correct (same dimension) units.
"""
ro = sanitize_units_add(self, right_object, "addition")
return super(YTArray, self).__add__(ro)
def __radd__(self, left_object):
""" See __add__. """
lo = sanitize_units_add(self, left_object, "addition")
return super(YTArray, self).__radd__(lo)
def __iadd__(self, other):
""" See __add__. """
oth = sanitize_units_add(self, other, "addition")
np.add(self, oth, out=self)
return self
def __sub__(self, right_object):
"""
Subtract the object on the right of the `-` from this ytarray. Must
check for the correct (same dimension) units.
"""
ro = sanitize_units_add(self, right_object, "subtraction")
return super(YTArray, self).__sub__(ro)
def __rsub__(self, left_object):
""" See __sub__. """
lo = sanitize_units_add(self, left_object, "subtraction")
return super(YTArray, self).__rsub__(lo)
def __isub__(self, other):
""" See __sub__. """
oth = sanitize_units_add(self, other, "subtraction")
np.subtract(self, oth, out=self)
return self
def __neg__(self):
""" Negate the data. """
return super(YTArray, self).__neg__()
def __mul__(self, right_object):
"""
Multiply this YTArray by the object on the right of the `*`
operator. The unit objects handle being multiplied.
"""
ro = sanitize_units_mul(self, right_object)
return super(YTArray, self).__mul__(ro)
def __rmul__(self, left_object):
""" See __mul__. """
lo = sanitize_units_mul(self, left_object)
return super(YTArray, self).__rmul__(lo)
def __imul__(self, other):
""" See __mul__. """
oth = sanitize_units_mul(self, other)
np.multiply(self, oth, out=self)
return self
def __div__(self, right_object):
"""
Divide this YTArray by the object on the right of the `/` operator.
"""
ro = sanitize_units_mul(self, right_object)
return super(YTArray, self).__div__(ro)
def __rdiv__(self, left_object):
""" See __div__. """
lo = sanitize_units_mul(self, left_object)
return super(YTArray, self).__rdiv__(lo)
def __idiv__(self, other):
""" See __div__. """
oth = sanitize_units_mul(self, other)
np.divide(self, oth, out=self)
return self
def __truediv__(self, right_object):
ro = sanitize_units_mul(self, right_object)
return super(YTArray, self).__truediv__(ro)
def __rtruediv__(self, left_object):
""" See __div__. """
lo = sanitize_units_mul(self, left_object)
return super(YTArray, self).__rtruediv__(lo)
def __itruediv__(self, other):
""" See __div__. """
oth = sanitize_units_mul(self, other)
| np.true_divide(self, oth, out=self) | numpy.true_divide |
# -*- encoding:utf-8 -*-
# @Time : 2021/1/3 15:15
# @Author : gfjiang
import os.path as osp
import mmcv
import numpy as np
import cvtools
import matplotlib.pyplot as plt
import cv2.cv2 as cv
from functools import partial
import torch
import math
from cvtools.utils.path import add_prefix_filename_suffix
from mmdet.ops import nms
from mmdet.apis import init_detector, inference_detector
def draw_features(module, input, output, work_dir='./'):
x = output.cpu().numpy()
out_channels = list(output.shape)[1]
height = int(math.sqrt(out_channels))
width = height
if list(output.shape)[2] < 128:
return
fig = plt.figure(figsize=(32, 32))
fig.subplots_adjust(left=0.05, right=0.95, bottom=0.05, top=0.95, wspace=0.05, hspace=0.05)
for i in range(height * width):
plt.subplot(height, width, i + 1)
plt.axis('off')
img = x[0, i, :, :]
pmin = np.min(img)
pmax = np.max(img)
img = ((img - pmin) / (pmax - pmin + 0.000001))*255 # float在[0，1]之间，转换成0-255
img = img.astype(np.uint8) # 转成unit8
img = cv.applyColorMap(img, cv.COLORMAP_JET) # 生成heat map
img = img[:, :, ::-1] # 注意cv2（BGR）和matplotlib(RGB)通道是相反的
plt.imshow(img)
# print("{}/{}".format(i,width*height))
savename = get_image_name_for_hook(module, work_dir)
fig.savefig(savename, dpi=100)
fig.clf()
plt.close()
def get_image_name_for_hook(module, work_dir='./'):
"""
Generate image filename for hook function
Parameters:
-----------
module: module of neural network
"""
# os.makedirs(work_dir, exist_ok=True)
module_name = str(module)
base_name = module_name.split('(')[0]
index = 0
image_name = '.' # '.' is surely exist, to make first loop condition True
while osp.exists(image_name):
index += 1
image_name = osp.join(
work_dir, 'feats', '%s_%d.png' % (base_name, index))
return image_name
class AerialDetectionOBB(object):
def __init__(self, config, pth):
self.imgs = []
self.cfg = mmcv.Config.fromfile(config)
self.pth = pth
print('loading model {} ...'.format(pth))
self.model = init_detector(self.cfg, self.pth, device='cuda:0')
self.results = []
self.img_detected = []
# self.vis_feats((torch.nn.Conv2d, torch.nn.MaxPool2d))
def __call__(self,
imgs_or_path,
det_thrs=0.5,
vis=False,
vis_thr=0.5,
save_root=''):
if isinstance(imgs_or_path, str):
self.imgs += cvtools.get_files_list(imgs_or_path)
else:
self.imgs += imgs_or_path
prog_bar = mmcv.ProgressBar(len(self.imgs))
for _, img in enumerate(self.imgs):
self.detect(img, det_thrs=det_thrs, vis=vis,
vis_thr=vis_thr, save_root=save_root)
prog_bar.update()
def detect(self,
img,
det_thrs=0.5,
vis=False,
vis_thr=0.5,
save_root=''):
result = inference_detector(self.model, img)
# result = self.nms(result)
if isinstance(det_thrs, float):
det_thrs = [det_thrs] * len(result)
if vis:
to_file = osp.join(save_root, osp.basename(img))
to_file = add_prefix_filename_suffix(to_file, suffix='_obb')
self.vis(img, result, vis_thr=vis_thr, to_file=to_file)
result = [det[det[..., -1] > det_thr] for det, det_thr
in zip(result, det_thrs)]
if len(result) == 0:
print('detect: image {} has no object.'.format(img))
self.img_detected.append(img)
self.results.append(result)
return result
def nms(self, result, nms_th=0.3):
dets_num = [len(det_cls) for det_cls in result]
result = np.vstack(result)
_, ids = nms(result, nms_th)
total_num = 0
nms_result = []
for num in dets_num:
ids_cls = ids[np.where((total_num <= ids) & (ids < num))[0]]
nms_result.append(result[ids_cls])
total_num += num
return nms_result
def vis(self, img, bbox_result, vis_thr=0.5,
to_file='vis.jpg'):
bboxes = np.vstack(bbox_result)
labels = [
np.full(bbox.shape[0], i, dtype=np.int32)
for i, bbox in enumerate(bbox_result)
]
labels = | np.concatenate(labels) | numpy.concatenate |
import argparse
import json
import numpy as np
import pandas as pd
import os
from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import train_test_split
from sklearn.metrics import classification_report,f1_score
from keras.models import Sequential
from keras.layers import Dense, Dropout
from keras import backend as K
from keras.utils.vis_utils import plot_model
from sklearn.externals import joblib
import time
def f1(y_true, y_pred):
def recall(y_true, y_pred):
"""Recall metric.
Only computes a batch-wise average of recall.
Computes the recall, a metric for multi-label classification of
how many relevant items are selected.
"""
true_positives = K.sum(K.round(K.clip(y_true * y_pred, 0, 1)))
possible_positives = K.sum(K.round(K.clip(y_true, 0, 1)))
recall = true_positives / (possible_positives + K.epsilon())
return recall
def precision(y_true, y_pred):
"""Precision metric.
Only computes a batch-wise average of precision.
Computes the precision, a metric for multi-label classification of
how many selected items are relevant.
"""
true_positives = K.sum(K.round(K.clip(y_true * y_pred, 0, 1)))
predicted_positives = K.sum(K.round(K.clip(y_pred, 0, 1)))
precision = true_positives / (predicted_positives + K.epsilon())
return precision
precision = precision(y_true, y_pred)
recall = recall(y_true, y_pred)
return 2*((precision*recall)/(precision+recall+K.epsilon()))
def get_embeddings(sentences_list,layer_json):
'''
:param sentences_list: the path o the sentences.txt
:param layer_json: the path of the json file that contains the embeddings of the sentences
:return: Dictionary with key each sentence of the sentences_list and as value the embedding
'''
sentences = dict()#dict with key the index of each line of the sentences_list.txt and as value the sentence
embeddings = dict()##dict with key the index of each sentence and as value the its embedding
sentence_emb = dict()#key:sentence,value:its embedding
with open(sentences_list,'r') as file:
for index,line in enumerate(file):
sentences[index] = line.strip()
with open(layer_json, 'r',encoding='utf-8') as f:
for line in f:
embeddings[json.loads(line)['linex_index']] = np.asarray(json.loads(line)['features'])
for key,value in sentences.items():
sentence_emb[value] = embeddings[key]
return sentence_emb
def train_classifier(sentences_list,layer_json,dataset_csv,filename):
'''
:param sentences_list: the path o the sentences.txt
:param layer_json: the path of the json file that contains the embeddings of the sentences
:param dataset_csv: the path of the dataset
:param filename: The path of the pickle file that the model will be stored
:return:
'''
dataset = pd.read_csv(dataset_csv)
bert_dict = get_embeddings(sentences_list,layer_json)
length = list()
sentence_emb = list()
previous_emb = list()
next_list = list()
section_list = list()
label = list()
errors = 0
for row in dataset.iterrows():
sentence = row[1][0].strip()
previous = row[1][1].strip()
nexts = row[1][2].strip()
section = row[1][3].strip()
if sentence in bert_dict:
sentence_emb.append(bert_dict[sentence])
else:
sentence_emb.append(np.zeros(768))
print(sentence)
errors += 1
if previous in bert_dict:
previous_emb.append(bert_dict[previous])
else:
previous_emb.append(np.zeros(768))
if nexts in bert_dict:
next_list.append(bert_dict[nexts])
else:
next_list.append(np.zeros(768))
if section in bert_dict:
section_list.append(bert_dict[section])
else:
section_list.append(np.zeros(768))
length.append(row[1][4])
label.append(row[1][5])
sentence_emb = np.asarray(sentence_emb)
print(sentence_emb.shape)
next_emb = np.asarray(next_list)
print(next_emb.shape)
previous_emb = np.asarray(previous_emb)
print(previous_emb.shape)
section_emb = np.asarray(section_list)
print(sentence_emb.shape)
length = np.asarray(length)
print(length.shape)
label = np.asarray(label)
print(errors)
features = np.concatenate([sentence_emb, previous_emb, next_emb,section_emb], axis=1)
features = np.column_stack([features, length]) # np.append(features,length,axis=1)
print(features.shape)
X_train, X_val, y_train, y_val = train_test_split(features, label, test_size=0.33, random_state=42)
log = LogisticRegression(random_state=0, solver='newton-cg', max_iter=1000, C=0.1)
log.fit(X_train, y_train)
#save the model
_ = joblib.dump(log, filename, compress=9)
predictions = log.predict(X_val)
print("###########################################")
print("Results using embeddings from the",layer_json,"file")
print(classification_report(y_val, predictions))
print("F1 score using Logistic Regression:",f1_score(y_val, predictions))
print("###########################################")
#train a DNN
f1_results = list()
for i in range(3):
model = Sequential()
model.add(Dense(64, activation='relu', trainable=True))
model.add(Dense(128, activation='relu', trainable=True))
model.add(Dropout(0.30))
model.add(Dense(64, activation='relu', trainable=True))
model.add(Dropout(0.25))
model.add(Dense(64, activation='relu', trainable=True))
model.add(Dropout(0.35))
model.add(Dense(1, activation='sigmoid'))
# compile network
model.compile(loss='binary_crossentropy', optimizer='sgd', metrics=[f1])
# fit network
model.fit(X_train, y_train, epochs=100, batch_size=64)
loss, f_1 = model.evaluate(X_val, y_val, verbose=1)
print('\nTest F1: %f' % (f_1 * 100))
f1_results.append(f_1)
model = None
print("###########################################")
print("Results using embeddings from the", layer_json, "file")
# evaluate
print(np.mean(f1_results))
print("###########################################")
def parameter_tuning_LR(sentences_list,layer_json,dataset_csv):
'''
:param sentences_list: the path o the sentences.txt
:param layer_json: the path of the json file that contains the embeddings of the sentences
:param dataset_csv: the path of the dataset
:return:
'''
dataset = pd.read_csv(dataset_csv)
bert_dict = get_embeddings(sentences_list,layer_json)
length = list()
sentence_emb = list()
previous_emb = list()
next_list = list()
section_list = list()
label = list()
errors = 0
for row in dataset.iterrows():
sentence = row[1][0].strip()
previous = row[1][1].strip()
nexts = row[1][2].strip()
section = row[1][3].strip()
if sentence in bert_dict:
sentence_emb.append(bert_dict[sentence])
else:
sentence_emb.append(np.zeros(768))
print(sentence)
errors += 1
if previous in bert_dict:
previous_emb.append(bert_dict[previous])
else:
previous_emb.append(np.zeros(768))
if nexts in bert_dict:
next_list.append(bert_dict[nexts])
else:
next_list.append(np.zeros(768))
if section in bert_dict:
section_list.append(bert_dict[section])
else:
section_list.append(np.zeros(768))
length.append(row[1][4])
label.append(row[1][5])
sentence_emb = np.asarray(sentence_emb)
print(sentence_emb.shape)
next_emb = np.asarray(next_list)
print(next_emb.shape)
previous_emb = np.asarray(previous_emb)
print(previous_emb.shape)
section_emb = np.asarray(section_list)
print(sentence_emb.shape)
length = np.asarray(length)
print(length.shape)
label = np.asarray(label)
print(errors)
features = np.concatenate([sentence_emb, previous_emb, next_emb,section_emb], axis=1)
features = np.column_stack([features, length])
print(features.shape)
X_train, X_val, y_train, y_val = train_test_split(features, label, test_size=0.33, random_state=42)
C = [0.1,1,2,5,10]
solver = ['newton-cg','saga','sag']
best_params = dict()
best_score = 0.0
for c in C:
for s in solver:
start = time.time()
log = LogisticRegression(random_state=0, solver=s, max_iter=1000, C=c)
log.fit(X_train, y_train)
predictions = log.predict(X_val)
print("###########################################")
print("LR with C =",c,'and solver = ',s)
print("Results using embeddings from the", layer_json, "file")
print(classification_report(y_val, predictions))
f1 = f1_score(y_val, predictions)
if f1 > best_score:
best_score = f1
best_params['c'] = c
best_params['solver'] = s
print("F1 score using Logistic Regression:",f1)
print("###########################################")
end = time.time()
running_time = end - start
print("Running time:"+str(running_time))
def visualize_DNN(file_to_save):
'''
Save the DNN architecture to a png file. Better use the Visulize_DNN.ipynd
:param file_to_save: the png file that the architecture of the DNN will be saved.
:return: None
'''
model = Sequential()
model.add(Dense(64, activation='relu', trainable=True))
model.add(Dense(128, activation='relu', trainable=True))
model.add(Dropout(0.30))
model.add(Dense(64, activation='relu', trainable=True))
model.add(Dropout(0.25))
model.add(Dense(64, activation='relu', trainable=True))
model.add(Dropout(0.35))
model.add(Dense(1, activation='sigmoid'))
plot_model(model, to_file=file_to_save, show_shapes=True)
def save_model(sentences_list,layer_json,dataset_csv,pkl):
dataset = pd.read_csv(dataset_csv)
bert_dict = get_embeddings(sentences_list, layer_json)
length = list()
sentence_emb = list()
previous_emb = list()
next_list = list()
section_list = list()
label = list()
errors = 0
for row in dataset.iterrows():
sentence = row[1][0].strip()
previous = row[1][1].strip()
nexts = row[1][2].strip()
section = row[1][3].strip()
if sentence in bert_dict:
sentence_emb.append(bert_dict[sentence])
else:
sentence_emb.append(np.zeros(768))
print(sentence)
errors += 1
if previous in bert_dict:
previous_emb.append(bert_dict[previous])
else:
previous_emb.append(np.zeros(768))
if nexts in bert_dict:
next_list.append(bert_dict[nexts])
else:
next_list.append(np.zeros(768))
if section in bert_dict:
section_list.append(bert_dict[section])
else:
section_list.append(np.zeros(768))
length.append(row[1][4])
label.append(row[1][5])
sentence_emb = np.asarray(sentence_emb)
print(sentence_emb.shape)
next_emb = np.asarray(next_list)
print(next_emb.shape)
previous_emb = np.asarray(previous_emb)
print(previous_emb.shape)
section_emb = | np.asarray(section_list) | numpy.asarray |
import os
import random
from typing import Any, Dict, List, Union
import numpy as np
import torch
from colorama import Fore, Style
from sklearn.metrics import f1_score
from sklearn.metrics import precision_recall_fscore_support as score
from sklearn.metrics import precision_score, recall_score
def highlight(input_: Any) -> str:
input_ = str(input_)
return str(Fore.YELLOW + str(input_) + Style.RESET_ALL)
def get_intent_labels(args: Any) -> List[str]:
return [
label.strip()
for label in open(
os.path.join(args.data_dir, args.intent_label_file), "r", encoding="utf-8"
)
]
def get_slot_labels(args: Any) -> List[str]:
return [
label.strip()
for label in open(
os.path.join(args.data_dir, args.slot_label_file), "r", encoding="utf-8"
)
]
def get_pos_labels(args: Any) -> List[str]:
return [
label.strip()
for label in open(
os.path.join(args.data_dir, args.pos_label_file), "r", encoding="utf-8"
)
]
def set_torch_seed(seed: Any, no_cuda: bool) -> None:
random.seed(seed)
np.random.seed(seed)
torch.manual_seed(seed) # type: ignore
if not no_cuda and torch.cuda.is_available():
torch.cuda.manual_seed_all(seed) # type: ignore
def compute_metrics(
intent_preds: List[str],
intent_labels: List[str],
slot_preds: List[List[str]],
slot_labels: List[List[str]],
) -> Dict[Any, Any]:
assert (
len(intent_preds) == len(intent_labels) == len(slot_preds) == len(slot_labels)
)
results: Dict[Any, Any] = {}
intent_result = get_intent_acc(intent_preds, intent_labels)
slot_result = get_slot_metrics(slot_preds, slot_labels)
sementic_result = get_sentence_frame_acc(
intent_preds, intent_labels, slot_preds, slot_labels
)
# New metrics added following Dan's request.
slot_simple_result = get_slot_simple_metrics(slot_preds, slot_labels)
partial_match_result = get_partial_match_metrics(slot_preds, slot_labels)
results.update(intent_result)
results.update(slot_result)
results.update(sementic_result)
results.update(slot_simple_result)
results.update(partial_match_result)
return results
def simplify_tokens(preds: List[str]) -> List[str]:
simple_preds = []
for p in preds:
if p.endswith("TERM"):
simple_preds.append("TERM")
elif p.endswith("DEF"):
simple_preds.append("DEF")
else:
simple_preds.append(p)
return simple_preds
def get_partial_match_metrics(
preds: List[List[str]], labels: List[List[str]]
) -> Dict[Any, Any]:
"""
Suppose there are N such pairs in the gold data and the system predicts M such pairs. Say a ‘partial match’ happens when the system predicts a pair <term,defn> and there is some overlap (at least one token) between the predicted and gold term spans AND there is some overlap between the predicted and gold definition spans. Let X be the number of partial matches. What are
Partial match precision = P/M
Partial match recall = P/N
"""
assert len(preds) == len(labels)
both_in_preds, both_in_labels = [], []
partial_matches, exact_matches = [], []
for pred_sent, label_sent in zip(preds, labels):
simple_pred_sent = simplify_tokens(pred_sent)
simple_label_sent = simplify_tokens(label_sent)
# check whether term/def exist together
both_in_pred = "TERM" in simple_pred_sent and "DEF" in simple_pred_sent
both_in_label = "TERM" in simple_label_sent and "DEF" in simple_label_sent
both_in_preds.append(both_in_pred)
both_in_labels.append(both_in_label)
partial_match = False
exact_match = False
match: List[Union[str, bool]] = []
if both_in_pred and both_in_label:
for p, l in zip(simple_pred_sent, simple_label_sent):
if p == l:
match.append(p)
else:
match.append(False)
if "TERM" in match and "DEF" in match:
partial_match = True
if False not in match:
exact_match = True
partial_matches.append(partial_match)
exact_matches.append(exact_match)
count_both_in_preds = sum(both_in_preds) # N
count_both_in_labels = sum(both_in_labels) # M
count_partial_matches = sum(partial_matches) # P
count_exact_matches = sum(exact_matches) # E
partial_precision = count_partial_matches / count_both_in_preds
partial_recall = count_partial_matches / count_both_in_labels
partial_fscore = (
2 * partial_precision * partial_recall / (partial_precision + partial_recall)
)
exact_precision = count_exact_matches / count_both_in_preds
exact_recall = count_exact_matches / count_both_in_labels
exact_fscore = 2 * exact_precision * exact_recall / (exact_precision + exact_recall)
return {
"partial_match_precision": partial_precision,
"partial_match_recall": partial_recall,
"partial_match_f1": partial_fscore,
"exact_match_precision": exact_precision,
"excat_match_recall": exact_recall,
"excat_match_f1": exact_fscore,
}
def get_slot_simple_metrics(
preds: List[List[str]], labels: List[List[str]]
) -> Dict[Any, Any]:
"""
Conceptually, define the following new types of ‘virtual tags’
TERM = B-term OR I-Term (ie the union of those two tags)
DEF = B-Def OR I-Def
Now, what are the P,R & F1 numbers for TERM and DEF? (I think these matter because users may just care about accuracy of term and defn matching and the macro averaged scores conflate other things like recall on these metrics and precision on O. Likewise the current macro average treats missing the first word in a definition differently from skipping the last word.
"""
assert len(preds) == len(labels)
# flatten
preds_flattened = [p for ps in preds for p in ps]
labels_flattened = [l for ls in labels for l in ls]
# simplify by replacing {B,I}-TERM to TERM and {B,I}-DEF to DEF
simple_preds = simplify_tokens(preds_flattened)
simple_labels = simplify_tokens(labels_flattened)
assert len(simple_preds) == len(simple_labels)
label_names = ["O", "TERM", "DEF"]
p, r, f, s = score(simple_labels, simple_preds, average=None, labels=label_names)
s = [int(si) for si in s]
p = [round(float(pi), 3) for pi in p]
r = [round(float(pi), 3) for pi in r]
f = [round(float(pi), 3) for pi in f]
per_class = {"p": list(p), "r": list(r), "f": list(f), "s": list(s)}
# pprint(per_class)
return {
"slot_merged_TERM_precision": per_class["p"][1],
"slot_merged_TERM_recall": per_class["r"][1],
"slot_merged_TERM_f1": per_class["f"][1],
"slot_merged_DEFINITION_precision": per_class["p"][2],
"slot_merged_DEFINITION_recall": per_class["r"][2],
"slot_merged_DEFINITION_f1": per_class["f"][2],
}
def get_slot_metrics(preds: List[List[str]], labels: List[List[str]]) -> Dict[Any, Any]:
assert len(preds) == len(labels)
# flatten
preds_flattened = [p for ps in preds for p in ps]
labels_flattened = [l for ls in labels for l in ls]
macro_f1 = f1_score(labels_flattened, preds_flattened, average="macro")
micro_f1 = f1_score(labels_flattened, preds_flattened, average="micro")
macro_p = precision_score(labels_flattened, preds_flattened, average="macro")
micro_p = precision_score(labels_flattened, preds_flattened, average="micro")
macro_r = recall_score(labels_flattened, preds_flattened, average="macro")
micro_r = recall_score(labels_flattened, preds_flattened, average="micro")
label_names = ["O", "B-TERM", "I-TERM", "B-DEF", "I-DEF"]
p, r, f, s = score(
labels_flattened, preds_flattened, average=None, labels=label_names
)
s = [int(si) for si in s]
p = [round(float(pi), 3) for pi in p]
r = [round(float(pi), 3) for pi in r]
f = [round(float(pi), 3) for pi in f]
per_class = {"p": list(p), "r": list(r), "f": list(f), "s": list(s)}
# print(per_class)
return {
"slot_precision_macro": macro_p,
"slot_recall_macro": macro_r,
"slot_f1_macro": macro_f1,
"slot_precision_micro": micro_p,
"slot_recall_micro": micro_r,
"slot_f1_micro": micro_f1,
"slot_precision_per_label": per_class["p"],
"slot_recal_per_label": per_class["r"],
"slot_f1_per_label": per_class["f"],
"slot_num_per_label": per_class["s"],
}
def get_intent_acc(preds: List[str], labels: List[str]) -> Dict[Any, Any]:
acc = (preds == labels).mean()
return {"intent_acc": acc}
def read_prediction_text(args: Any) -> List[str]:
return [
text.strip()
for text in open(
os.path.join(args.pred_dir, args.pred_input_file), "r", encoding="utf-8"
)
]
def get_sentence_frame_acc(
intent_preds: List[str],
intent_labels: List[str],
slot_preds: List[List[str]],
slot_labels: List[List[str]],
) -> Dict[Any, Any]:
"""For the cases that intent and all the slots are correct (in one sentence)"""
# Get the intent comparison result
intent_result = intent_preds == intent_labels
# Get the slot comparision result
slot_result = []
for preds, labels in zip(slot_preds, slot_labels):
assert len(preds) == len(labels)
one_sent_result = True
for p, l in zip(preds, labels):
if p != l:
one_sent_result = False
break
slot_result.append(one_sent_result)
slot_result = np.array(slot_result)
sementic_acc = | np.multiply(intent_result, slot_result) | numpy.multiply |
"""Routines for numerical differentiation."""
from __future__ import division
import numpy as np
from numpy.linalg import norm
from scipy.sparse.linalg import LinearOperator
from ..sparse import issparse, csc_matrix, csr_matrix, coo_matrix, find
from ._group_columns import group_dense, group_sparse
EPS = np.finfo(np.float64).eps
def _adjust_scheme_to_bounds(x0, h, num_steps, scheme, lb, ub):
"""Adjust final difference scheme to the presence of bounds.
Parameters
----------
x0 : ndarray, shape (n,)
Point at which we wish to estimate derivative.
h : ndarray, shape (n,)
Desired finite difference steps.
num_steps : int
Number of `h` steps in one direction required to implement finite
difference scheme. For example, 2 means that we need to evaluate
f(x0 + 2 * h) or f(x0 - 2 * h)
scheme : {'1-sided', '2-sided'}
Whether steps in one or both directions are required. In other
words '1-sided' applies to forward and backward schemes, '2-sided'
applies to center schemes.
lb : ndarray, shape (n,)
Lower bounds on independent variables.
ub : ndarray, shape (n,)
Upper bounds on independent variables.
Returns
-------
h_adjusted : ndarray, shape (n,)
Adjusted step sizes. Step size decreases only if a sign flip or
switching to one-sided scheme doesn't allow to take a full step.
use_one_sided : ndarray of bool, shape (n,)
Whether to switch to one-sided scheme. Informative only for
``scheme='2-sided'``.
"""
if scheme == '1-sided':
use_one_sided = np.ones_like(h, dtype=bool)
elif scheme == '2-sided':
h = np.abs(h)
use_one_sided = np.zeros_like(h, dtype=bool)
else:
raise ValueError("`scheme` must be '1-sided' or '2-sided'.")
if np.all((lb == -np.inf) & (ub == np.inf)):
return h, use_one_sided
h_total = h * num_steps
h_adjusted = h.copy()
lower_dist = x0 - lb
upper_dist = ub - x0
if scheme == '1-sided':
x = x0 + h_total
violated = (x < lb) | (x > ub)
fitting = np.abs(h_total) <= | np.maximum(lower_dist, upper_dist) | numpy.maximum |
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import cntk as C
import numpy as np
from .common import floatx, epsilon, image_dim_ordering, image_data_format
from collections import defaultdict
from contextlib import contextmanager
import warnings
C.set_global_option('align_axis', 1)
b_any = any
dev = C.device.use_default_device()
if dev.type() == 0:
warnings.warn(
'CNTK backend warning: GPU is not detected. '
'CNTK\'s CPU version is not fully optimized,'
'please run with GPU to get better performance.')
# A learning phase is a bool tensor used to run Keras models in
# either train mode (learning_phase == 1) or test mode (learning_phase == 0).
# LEARNING_PHASE_PLACEHOLDER is the placeholder for dynamic learning phase
_LEARNING_PHASE_PLACEHOLDER = C.constant(shape=(), dtype=np.float32, value=1.0, name='_keras_learning_phase')
# static learning phase flag, if it is not 0 or 1, we will go with dynamic learning phase tensor.
_LEARNING_PHASE = -1
_UID_PREFIXES = defaultdict(int)
# cntk doesn't support gradient as symbolic op, to hook up with keras model,
# we will create gradient as a constant placeholder, here use this global
# map to keep the mapping from grad placeholder to parameter
grad_parameter_dict = {}
NAME_SCOPE_STACK = []
@contextmanager
def name_scope(name):
global NAME_SCOPE_STACK
NAME_SCOPE_STACK.append(name)
yield
NAME_SCOPE_STACK.pop()
def get_uid(prefix=''):
_UID_PREFIXES[prefix] += 1
return _UID_PREFIXES[prefix]
def learning_phase():
# If _LEARNING_PHASE is not 0 or 1, return dynamic learning phase tensor
return _LEARNING_PHASE if _LEARNING_PHASE in {0, 1} else _LEARNING_PHASE_PLACEHOLDER
def set_learning_phase(value):
global _LEARNING_PHASE
if value not in {0, 1}:
raise ValueError('CNTK Backend: Set learning phase '
'with value %s is not supported, '
'expected 0 or 1.' % value)
_LEARNING_PHASE = value
def clear_session():
"""Reset learning phase flag for cntk backend.
"""
global _LEARNING_PHASE
global _LEARNING_PHASE_PLACEHOLDER
_LEARNING_PHASE = -1
_LEARNING_PHASE_PLACEHOLDER.value = np.asarray(1.0)
def in_train_phase(x, alt, training=None):
global _LEARNING_PHASE
if training is None:
training = learning_phase()
uses_learning_phase = True
else:
uses_learning_phase = False
# CNTK currently don't support cond op, so here we use
# element_select approach as workaround. It may have
# perf issue, will resolve it later with cntk cond op.
if callable(x) and isinstance(x, C.cntk_py.Function) is False:
x = x()
if callable(alt) and isinstance(alt, C.cntk_py.Function) is False:
alt = alt()
if training is True:
x._uses_learning_phase = uses_learning_phase
return x
else:
# if _LEARNING_PHASE is static
if isinstance(training, int) or isinstance(training, bool):
result = x if training == 1 or training is True else alt
else:
result = C.element_select(training, x, alt)
result._uses_learning_phase = uses_learning_phase
return result
def in_test_phase(x, alt, training=None):
return in_train_phase(alt, x, training=training)
def _convert_string_dtype(dtype):
# cntk only support float32 and float64
if dtype == 'float32':
return np.float32
elif dtype == 'float64':
return np.float64
else:
# cntk only running with float,
# try to cast to float to run the model
return np.float32
def _convert_dtype_string(dtype):
if dtype == np.float32:
return 'float32'
elif dtype == np.float64:
return 'float64'
else:
raise ValueError('CNTK Backend: Unsupported dtype: %s. '
'CNTK only supports float32 and '
'float64.' % dtype)
def variable(value, dtype=None, name=None, constraint=None):
"""Instantiates a variable and returns it.
# Arguments
value: Numpy array, initial value of the tensor.
dtype: Tensor type.
name: Optional name string for the tensor.
constraint: Optional projection function to be
applied to the variable after an optimizer update.
# Returns
A variable instance (with Keras metadata included).
"""
if dtype is None:
dtype = floatx()
if name is None:
name = ''
if isinstance(
value,
C.variables.Constant) or isinstance(
value,
C.variables.Parameter):
value = value.value
# we don't support init parameter with symbolic op, so eval it first as
# workaround
if isinstance(value, C.cntk_py.Function):
value = eval(value)
shape = value.shape if hasattr(value, 'shape') else ()
if hasattr(value, 'dtype') and value.dtype != dtype and len(shape) > 0:
value = value.astype(dtype)
# TODO: remove the conversion when cntk supports int32, int64
# https://docs.microsoft.com/en-us/python/api/cntk.variables.parameter
dtype = 'float32' if 'int' in str(dtype) else dtype
v = C.parameter(shape=shape,
init=value,
dtype=dtype,
name=_prepare_name(name, 'variable'))
v._keras_shape = v.shape
v._uses_learning_phase = False
v.constraint = constraint
return v
def bias_add(x, bias, data_format=None):
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
dims = len(x.shape)
if dims > 0 and x.shape[0] == C.InferredDimension:
dims -= 1
bias_dims = len(bias.shape)
if bias_dims != 1 and bias_dims != dims:
raise ValueError('Unexpected bias dimensions %d, '
'expected 1 or %d dimensions' % (bias_dims, dims))
if dims == 4:
if data_format == 'channels_first':
if bias_dims == 1:
shape = (bias.shape[0], 1, 1, 1)
else:
shape = (bias.shape[3],) + bias.shape[:3]
elif data_format == 'channels_last':
if bias_dims == 1:
shape = (1, 1, 1, bias.shape[0])
else:
shape = bias.shape
elif dims == 3:
if data_format == 'channels_first':
if bias_dims == 1:
shape = (bias.shape[0], 1, 1)
else:
shape = (bias.shape[2],) + bias.shape[:2]
elif data_format == 'channels_last':
if bias_dims == 1:
shape = (1, 1, bias.shape[0])
else:
shape = bias.shape
elif dims == 2:
if data_format == 'channels_first':
if bias_dims == 1:
shape = (bias.shape[0], 1)
else:
shape = (bias.shape[1],) + bias.shape[:1]
elif data_format == 'channels_last':
if bias_dims == 1:
shape = (1, bias.shape[0])
else:
shape = bias.shape
else:
shape = bias.shape
return x + reshape(bias, shape)
def eval(x):
if isinstance(x, C.cntk_py.Function):
return x.eval()
elif isinstance(x, C.variables.Constant) or isinstance(x, C.variables.Parameter):
return x.value
else:
raise ValueError('CNTK Backend: `eval` method on '
'`%s` type is not supported. '
'CNTK only supports `eval` with '
'`Function`, `Constant` or '
'`Parameter`.' % type(x))
def placeholder(
shape=None,
ndim=None,
dtype=None,
sparse=False,
name=None,
dynamic_axis_num=1):
if dtype is None:
dtype = floatx()
if not shape:
if ndim:
shape = tuple([None for _ in range(ndim)])
dynamic_dimension = C.FreeDimension if _get_cntk_version() >= 2.2 else C.InferredDimension
cntk_shape = [dynamic_dimension if s is None else s for s in shape]
cntk_shape = tuple(cntk_shape)
if dynamic_axis_num > len(cntk_shape):
raise ValueError('CNTK backend: creating placeholder with '
'%d dimension is not supported, at least '
'%d dimensions are needed.'
% (len(cntk_shape, dynamic_axis_num)))
if name is None:
name = ''
cntk_shape = cntk_shape[dynamic_axis_num:]
x = C.input(
shape=cntk_shape,
dtype=_convert_string_dtype(dtype),
is_sparse=sparse,
name=name)
x._keras_shape = shape
x._uses_learning_phase = False
x._cntk_placeholder = True
return x
def is_placeholder(x):
"""Returns whether `x` is a placeholder.
# Arguments
x: A candidate placeholder.
# Returns
Boolean.
"""
return hasattr(x, '_cntk_placeholder') and x._cntk_placeholder
def is_keras_tensor(x):
if not is_tensor(x):
raise ValueError('Unexpectedly found an instance of type `' +
str(type(x)) + '`. '
'Expected a symbolic tensor instance.')
return hasattr(x, '_keras_history')
def is_tensor(x):
return isinstance(x, (C.variables.Constant,
C.variables.Variable,
C.variables.Parameter,
C.ops.functions.Function))
def shape(x):
shape = list(int_shape(x))
num_dynamic = _get_dynamic_axis_num(x)
non_dyn_shape = []
for i in range(len(x.shape)):
if shape[i + num_dynamic] is None:
non_dyn_shape.append(x.shape[i])
else:
non_dyn_shape.append(shape[i + num_dynamic])
return shape[:num_dynamic] + non_dyn_shape
def is_sparse(tensor):
return tensor.is_sparse
def int_shape(x):
if hasattr(x, '_keras_shape'):
return x._keras_shape
shape = x.shape
if hasattr(x, 'dynamic_axes'):
dynamic_shape = [None for a in x.dynamic_axes]
shape = tuple(dynamic_shape) + shape
return shape
def ndim(x):
shape = int_shape(x)
return len(shape)
def _prepare_name(name, default):
prefix = '_'.join(NAME_SCOPE_STACK)
if name is None or name == '':
return prefix + '/' + default
return prefix + '/' + name
def constant(value, dtype=None, shape=None, name=None):
if dtype is None:
dtype = floatx()
if shape is None:
shape = ()
np_value = value * np.ones(shape)
const = C.constant(np_value,
dtype=dtype,
name=_prepare_name(name, 'constant'))
const._keras_shape = const.shape
const._uses_learning_phase = False
return const
def random_binomial(shape, p=0.0, dtype=None, seed=None):
# use numpy workaround now
if seed is None:
# ensure that randomness is conditioned by the Numpy RNG
seed = | np.random.randint(10e7) | numpy.random.randint |
# coding: utf-8
# Licensed under a 3-clause BSD style license - see LICENSE.rst
"""
Test the Logarithmic Units and Quantities
"""
from __future__ import (absolute_import, unicode_literals, division,
print_function)
from ...extern import six
from ...extern.six.moves import zip
import pickle
import itertools
import pytest
import numpy as np
from numpy.testing.utils import assert_allclose
from ...tests.helper import assert_quantity_allclose
from ... import units as u, constants as c
lu_units = [u.dex, u.mag, u.decibel]
lu_subclasses = [u.DexUnit, u.MagUnit, u.DecibelUnit]
lq_subclasses = [u.Dex, u.Magnitude, u.Decibel]
pu_sample = (u.dimensionless_unscaled, u.m, u.g/u.s**2, u.Jy)
class TestLogUnitCreation(object):
def test_logarithmic_units(self):
"""Check logarithmic units are set up correctly."""
assert u.dB.to(u.dex) == 0.1
assert u.dex.to(u.mag) == -2.5
assert u.mag.to(u.dB) == -4
@pytest.mark.parametrize('lu_unit, lu_cls', zip(lu_units, lu_subclasses))
def test_callable_units(self, lu_unit, lu_cls):
assert isinstance(lu_unit, u.UnitBase)
assert callable(lu_unit)
assert lu_unit._function_unit_class is lu_cls
@pytest.mark.parametrize('lu_unit', lu_units)
def test_equality_to_normal_unit_for_dimensionless(self, lu_unit):
lu = lu_unit()
assert lu == lu._default_function_unit # eg, MagUnit() == u.mag
assert lu._default_function_unit == lu # and u.mag == MagUnit()
@pytest.mark.parametrize('lu_unit, physical_unit',
itertools.product(lu_units, pu_sample))
def test_call_units(self, lu_unit, physical_unit):
"""Create a LogUnit subclass using the callable unit and physical unit,
and do basic check that output is right."""
lu1 = lu_unit(physical_unit)
assert lu1.physical_unit == physical_unit
assert lu1.function_unit == lu1._default_function_unit
def test_call_invalid_unit(self):
with pytest.raises(TypeError):
u.mag([])
with pytest.raises(ValueError):
u.mag(u.mag())
@pytest.mark.parametrize('lu_cls, physical_unit', itertools.product(
lu_subclasses + [u.LogUnit], pu_sample))
def test_subclass_creation(self, lu_cls, physical_unit):
"""Create a LogUnit subclass object for given physical unit,
and do basic check that output is right."""
lu1 = lu_cls(physical_unit)
assert lu1.physical_unit == physical_unit
assert lu1.function_unit == lu1._default_function_unit
lu2 = lu_cls(physical_unit,
function_unit=2*lu1._default_function_unit)
assert lu2.physical_unit == physical_unit
assert lu2.function_unit == u.Unit(2*lu2._default_function_unit)
with pytest.raises(ValueError):
lu_cls(physical_unit, u.m)
def test_predefined_magnitudes():
assert_quantity_allclose((-21.1*u.STmag).physical,
1.*u.erg/u.cm**2/u.s/u.AA)
assert_quantity_allclose((-48.6*u.ABmag).physical,
1.*u.erg/u.cm**2/u.s/u.Hz)
assert_quantity_allclose((0*u.M_bol).physical, c.L_bol0)
assert_quantity_allclose((0*u.m_bol).physical,
c.L_bol0/(4.*np.pi*(10.*c.pc)**2))
def test_predefined_reinitialisation():
assert u.mag('ST') == u.STmag
assert u.mag('AB') == u.ABmag
assert u.mag('Bol') == u.M_bol
assert u.mag('bol') == u.m_bol
def test_predefined_string_roundtrip():
"""Ensure roundtripping; see #5015"""
with u.magnitude_zero_points.enable():
assert u.Unit(u.STmag.to_string()) == u.STmag
assert u.Unit(u.ABmag.to_string()) == u.ABmag
assert u.Unit(u.M_bol.to_string()) == u.M_bol
assert u.Unit(u.m_bol.to_string()) == u.m_bol
def test_inequality():
"""Check __ne__ works (regresssion for #5342)."""
lu1 = u.mag(u.Jy)
lu2 = u.dex(u.Jy)
lu3 = u.mag(u.Jy**2)
lu4 = lu3 - lu1
assert lu1 != lu2
assert lu1 != lu3
assert lu1 == lu4
class TestLogUnitStrings(object):
def test_str(self):
"""Do some spot checks that str, repr, etc. work as expected."""
lu1 = u.mag(u.Jy)
assert str(lu1) == 'mag(Jy)'
assert repr(lu1) == 'Unit("mag(Jy)")'
assert lu1.to_string('generic') == 'mag(Jy)'
with pytest.raises(ValueError):
lu1.to_string('fits')
lu2 = u.dex()
assert str(lu2) == 'dex'
assert repr(lu2) == 'Unit("dex(1)")'
assert lu2.to_string() == 'dex(1)'
lu3 = u.MagUnit(u.Jy, function_unit=2*u.mag)
assert str(lu3) == '2 mag(Jy)'
assert repr(lu3) == 'MagUnit("Jy", unit="2 mag")'
assert lu3.to_string() == '2 mag(Jy)'
lu4 = u.mag(u.ct)
assert lu4.to_string('generic') == 'mag(ct)'
assert lu4.to_string('latex') == ('$\\mathrm{mag}$$\\mathrm{\\left( '
'\\mathrm{ct} \\right)}$')
assert lu4._repr_latex_() == lu4.to_string('latex')
class TestLogUnitConversion(object):
@pytest.mark.parametrize('lu_unit, physical_unit',
itertools.product(lu_units, pu_sample))
def test_physical_unit_conversion(self, lu_unit, physical_unit):
"""Check various LogUnit subclasses are equivalent and convertible
to their non-log counterparts."""
lu1 = lu_unit(physical_unit)
assert lu1.is_equivalent(physical_unit)
assert lu1.to(physical_unit, 0.) == 1.
assert physical_unit.is_equivalent(lu1)
assert physical_unit.to(lu1, 1.) == 0.
pu = u.Unit(8.*physical_unit)
assert lu1.is_equivalent(physical_unit)
assert lu1.to(pu, 0.) == 0.125
assert pu.is_equivalent(lu1)
assert_allclose(pu.to(lu1, 0.125), 0., atol=1.e-15)
# Check we round-trip.
value = np.linspace(0., 10., 6)
assert_allclose(pu.to(lu1, lu1.to(pu, value)), value, atol=1.e-15)
# And that we're not just returning True all the time.
pu2 = u.g
assert not lu1.is_equivalent(pu2)
with pytest.raises(u.UnitsError):
lu1.to(pu2)
assert not pu2.is_equivalent(lu1)
with pytest.raises(u.UnitsError):
pu2.to(lu1)
@pytest.mark.parametrize('lu_unit', lu_units)
def test_container_unit_conversion(self, lu_unit):
"""Check that conversion to logarithmic units (u.mag, u.dB, u.dex)
is only possible when the physical unit is dimensionless."""
values = np.linspace(0., 10., 6)
lu1 = lu_unit(u.dimensionless_unscaled)
assert lu1.is_equivalent(lu1.function_unit)
assert_allclose(lu1.to(lu1.function_unit, values), values)
lu2 = lu_unit(u.Jy)
assert not lu2.is_equivalent(lu2.function_unit)
with pytest.raises(u.UnitsError):
lu2.to(lu2.function_unit, values)
@pytest.mark.parametrize(
'flu_unit, tlu_unit, physical_unit',
itertools.product(lu_units, lu_units, pu_sample))
def test_subclass_conversion(self, flu_unit, tlu_unit, physical_unit):
"""Check various LogUnit subclasses are equivalent and convertible
to each other if they correspond to equivalent physical units."""
values = np.linspace(0., 10., 6)
flu = flu_unit(physical_unit)
tlu = tlu_unit(physical_unit)
assert flu.is_equivalent(tlu)
assert_allclose(flu.to(tlu), flu.function_unit.to(tlu.function_unit))
assert_allclose(flu.to(tlu, values),
values * flu.function_unit.to(tlu.function_unit))
tlu2 = tlu_unit(u.Unit(100.*physical_unit))
assert flu.is_equivalent(tlu2)
# Check that we round-trip.
assert_allclose(flu.to(tlu2, tlu2.to(flu, values)), values, atol=1.e-15)
tlu3 = tlu_unit(physical_unit.to_system(u.si)[0])
assert flu.is_equivalent(tlu3)
assert_allclose(flu.to(tlu3, tlu3.to(flu, values)), values, atol=1.e-15)
tlu4 = tlu_unit(u.g)
assert not flu.is_equivalent(tlu4)
with pytest.raises(u.UnitsError):
flu.to(tlu4, values)
def test_unit_decomposition(self):
lu = u.mag(u.Jy)
assert lu.decompose() == u.mag(u.Jy.decompose())
assert lu.decompose().physical_unit.bases == [u.kg, u.s]
assert lu.si == u.mag(u.Jy.si)
assert lu.si.physical_unit.bases == [u.kg, u.s]
assert lu.cgs == u.mag(u.Jy.cgs)
assert lu.cgs.physical_unit.bases == [u.g, u.s]
def test_unit_multiple_possible_equivalencies(self):
lu = u.mag(u.Jy)
assert lu.is_equivalent(pu_sample)
class TestLogUnitArithmetic(object):
def test_multiplication_division(self):
"""Check that multiplication/division with other units is only
possible when the physical unit is dimensionless, and that this
turns the unit into a normal one."""
lu1 = u.mag(u.Jy)
with pytest.raises(u.UnitsError):
lu1 * u.m
with pytest.raises(u.UnitsError):
u.m * lu1
with pytest.raises(u.UnitsError):
lu1 / lu1
for unit in (u.dimensionless_unscaled, u.m, u.mag, u.dex):
with pytest.raises(u.UnitsError):
lu1 / unit
lu2 = u.mag(u.dimensionless_unscaled)
with pytest.raises(u.UnitsError):
lu2 * lu1
with pytest.raises(u.UnitsError):
lu2 / lu1
# But dimensionless_unscaled can be cancelled.
assert lu2 / lu2 == u.dimensionless_unscaled
# With dimensionless, normal units are OK, but we return a plain unit.
tf = lu2 * u.m
tr = u.m * lu2
for t in (tf, tr):
assert not isinstance(t, type(lu2))
assert t == lu2.function_unit * u.m
with u.set_enabled_equivalencies(u.logarithmic()):
with pytest.raises(u.UnitsError):
t.to(lu2.physical_unit)
# Now we essentially have a LogUnit with a prefactor of 100,
# so should be equivalent again.
t = tf / u.cm
with u.set_enabled_equivalencies(u.logarithmic()):
assert t.is_equivalent(lu2.function_unit)
assert_allclose(t.to(u.dimensionless_unscaled, np.arange(3.)/100.),
lu2.to(lu2.physical_unit, np.arange(3.)))
# If we effectively remove lu1, a normal unit should be returned.
t2 = tf / lu2
assert not isinstance(t2, type(lu2))
assert t2 == u.m
t3 = tf / lu2.function_unit
assert not isinstance(t3, type(lu2))
assert t3 == u.m
# For completeness, also ensure non-sensical operations fail
with pytest.raises(TypeError):
lu1 * object()
with pytest.raises(TypeError):
slice(None) * lu1
with pytest.raises(TypeError):
lu1 / []
with pytest.raises(TypeError):
1 / lu1
@pytest.mark.parametrize('power', (2, 0.5, 1, 0))
def test_raise_to_power(self, power):
"""Check that raising LogUnits to some power is only possible when the
physical unit is dimensionless, and that conversion is turned off when
the resulting logarithmic unit (such as mag**2) is incompatible."""
lu1 = u.mag(u.Jy)
if power == 0:
assert lu1 ** power == u.dimensionless_unscaled
elif power == 1:
assert lu1 ** power == lu1
else:
with pytest.raises(u.UnitsError):
lu1 ** power
# With dimensionless, though, it works, but returns a normal unit.
lu2 = u.mag(u.dimensionless_unscaled)
t = lu2**power
if power == 0:
assert t == u.dimensionless_unscaled
elif power == 1:
assert t == lu2
else:
assert not isinstance(t, type(lu2))
assert t == lu2.function_unit**power
# also check we roundtrip
t2 = t**(1./power)
assert t2 == lu2.function_unit
with u.set_enabled_equivalencies(u.logarithmic()):
assert_allclose(t2.to(u.dimensionless_unscaled, np.arange(3.)),
lu2.to(lu2.physical_unit, np.arange(3.)))
@pytest.mark.parametrize('other', pu_sample)
def test_addition_subtraction_to_normal_units_fails(self, other):
lu1 = u.mag(u.Jy)
with pytest.raises(u.UnitsError):
lu1 + other
with pytest.raises(u.UnitsError):
lu1 - other
with pytest.raises(u.UnitsError):
other - lu1
def test_addition_subtraction_to_non_units_fails(self):
lu1 = u.mag(u.Jy)
with pytest.raises(TypeError):
lu1 + 1.
with pytest.raises(TypeError):
lu1 - [1., 2., 3.]
@pytest.mark.parametrize(
'other', (u.mag, u.mag(), u.mag(u.Jy), u.mag(u.m),
u.Unit(2*u.mag), u.MagUnit('', 2.*u.mag)))
def test_addition_subtraction(self, other):
"""Check physical units are changed appropriately"""
lu1 = u.mag(u.Jy)
other_pu = getattr(other, 'physical_unit', u.dimensionless_unscaled)
lu_sf = lu1 + other
assert lu_sf.is_equivalent(lu1.physical_unit * other_pu)
lu_sr = other + lu1
assert lu_sr.is_equivalent(lu1.physical_unit * other_pu)
lu_df = lu1 - other
assert lu_df.is_equivalent(lu1.physical_unit / other_pu)
lu_dr = other - lu1
assert lu_dr.is_equivalent(other_pu / lu1.physical_unit)
def test_complicated_addition_subtraction(self):
"""for fun, a more complicated example of addition and subtraction"""
dm0 = u.Unit('DM', 1./(4.*np.pi*(10.*u.pc)**2))
lu_dm = u.mag(dm0)
lu_absST = u.STmag - lu_dm
assert lu_absST.is_equivalent(u.erg/u.s/u.AA)
def test_neg_pos(self):
lu1 = u.mag(u.Jy)
neg_lu = -lu1
assert neg_lu != lu1
assert neg_lu.physical_unit == u.Jy**-1
assert -neg_lu == lu1
pos_lu = +lu1
assert pos_lu is not lu1
assert pos_lu == lu1
def test_pickle():
lu1 = u.dex(u.cm/u.s**2)
s = pickle.dumps(lu1)
lu2 = pickle.loads(s)
assert lu1 == lu2
def test_hashable():
lu1 = u.dB(u.mW)
lu2 = u.dB(u.m)
lu3 = u.dB(u.mW)
assert hash(lu1) != hash(lu2)
assert hash(lu1) == hash(lu3)
luset = {lu1, lu2, lu3}
assert len(luset) == 2
class TestLogQuantityCreation(object):
@pytest.mark.parametrize('lq, lu', zip(lq_subclasses + [u.LogQuantity],
lu_subclasses + [u.LogUnit]))
def test_logarithmic_quantities(self, lq, lu):
"""Check logarithmic quantities are all set up correctly"""
assert lq._unit_class == lu
assert type(lu()._quantity_class(1.)) is lq
@pytest.mark.parametrize('lq_cls, physical_unit',
itertools.product(lq_subclasses, pu_sample))
def test_subclass_creation(self, lq_cls, physical_unit):
"""Create LogQuantity subclass objects for some physical units,
and basic check on transformations"""
value = np.arange(1., 10.)
log_q = lq_cls(value * physical_unit)
assert log_q.unit.physical_unit == physical_unit
assert log_q.unit.function_unit == log_q.unit._default_function_unit
assert_allclose(log_q.physical.value, value)
with pytest.raises(ValueError):
lq_cls(value, physical_unit)
@pytest.mark.parametrize(
'unit', (u.mag, u.mag(), u.mag(u.Jy), u.mag(u.m),
u.Unit(2*u.mag), u.MagUnit('', 2.*u.mag),
u.MagUnit(u.Jy, -1*u.mag), u.MagUnit(u.m, -2.*u.mag)))
def test_different_units(self, unit):
q = u.Magnitude(1.23, unit)
assert q.unit.function_unit == getattr(unit, 'function_unit', unit)
assert q.unit.physical_unit is getattr(unit, 'physical_unit',
u.dimensionless_unscaled)
@pytest.mark.parametrize('value, unit', (
(1.*u.mag(u.Jy), None),
(1.*u.dex(u.Jy), None),
(1.*u.mag(u.W/u.m**2/u.Hz), u.mag(u.Jy)),
(1.*u.dex(u.W/u.m**2/u.Hz), u.mag(u.Jy))))
def test_function_values(self, value, unit):
lq = u.Magnitude(value, unit)
assert lq == value
assert lq.unit.function_unit == u.mag
assert lq.unit.physical_unit == getattr(unit, 'physical_unit',
value.unit.physical_unit)
@pytest.mark.parametrize(
'unit', (u.mag(), u.mag(u.Jy), u.mag(u.m), u.MagUnit('', 2.*u.mag),
u.MagUnit(u.Jy, -1*u.mag), u.MagUnit(u.m, -2.*u.mag)))
def test_indirect_creation(self, unit):
q1 = 2.5 * unit
assert isinstance(q1, u.Magnitude)
assert q1.value == 2.5
assert q1.unit == unit
pv = 100. * unit.physical_unit
q2 = unit * pv
assert q2.unit == unit
assert q2.unit.physical_unit == pv.unit
assert q2.to_value(unit.physical_unit) == 100.
assert (q2._function_view / u.mag).to_value(1) == -5.
q3 = unit / 0.4
assert q3 == q1
def test_from_view(self):
# Cannot view a physical quantity as a function quantity, since the
# values would change.
q = [100., 1000.] * u.cm/u.s**2
with pytest.raises(TypeError):
q.view(u.Dex)
# But fine if we have the right magnitude.
q = [2., 3.] * u.dex
lq = q.view(u.Dex)
assert isinstance(lq, u.Dex)
assert lq.unit.physical_unit == u.dimensionless_unscaled
assert np.all(q == lq)
def test_using_quantity_class(self):
"""Check that we can use Quantity if we have subok=True"""
# following issue #5851
lu = u.dex(u.AA)
with pytest.raises(u.UnitTypeError):
u.Quantity(1., lu)
q = u.Quantity(1., lu, subok=True)
assert type(q) is lu._quantity_class
def test_conversion_to_and_from_physical_quantities():
"""Ensures we can convert from regular quantities."""
mst = [10., 12., 14.] * u.STmag
flux_lambda = mst.physical
mst_roundtrip = flux_lambda.to(u.STmag)
# check we return a logquantity; see #5178.
assert isinstance(mst_roundtrip, u.Magnitude)
assert mst_roundtrip.unit == mst.unit
assert_allclose(mst_roundtrip.value, mst.value)
wave = [4956.8, 4959.55, 4962.3] * u.AA
flux_nu = mst.to(u.Jy, equivalencies=u.spectral_density(wave))
mst_roundtrip2 = flux_nu.to(u.STmag, u.spectral_density(wave))
assert isinstance(mst_roundtrip2, u.Magnitude)
assert mst_roundtrip2.unit == mst.unit
assert_allclose(mst_roundtrip2.value, mst.value)
def test_quantity_decomposition():
lq = 10.*u.mag(u.Jy)
assert lq.decompose() == lq
assert lq.decompose().unit.physical_unit.bases == [u.kg, u.s]
assert lq.si == lq
assert lq.si.unit.physical_unit.bases == [u.kg, u.s]
assert lq.cgs == lq
assert lq.cgs.unit.physical_unit.bases == [u.g, u.s]
class TestLogQuantityViews(object):
def setup(self):
self.lq = u.Magnitude(np.arange(10.) * u.Jy)
self.lq2 = u.Magnitude(np.arange(5.))
def test_value_view(self):
lq_value = self.lq.value
assert type(lq_value) is np.ndarray
lq_value[2] = -1.
assert np.all(self.lq.value == lq_value)
def test_function_view(self):
lq_fv = self.lq._function_view
assert type(lq_fv) is u.Quantity
assert lq_fv.unit is self.lq.unit.function_unit
lq_fv[3] = -2. * lq_fv.unit
assert np.all(self.lq.value == lq_fv.value)
def test_quantity_view(self):
# Cannot view as Quantity, since the unit cannot be represented.
with pytest.raises(TypeError):
self.lq.view(u.Quantity)
# But a dimensionless one is fine.
q2 = self.lq2.view(u.Quantity)
assert q2.unit is u.mag
assert np.all(q2.value == self.lq2.value)
lq3 = q2.view(u.Magnitude)
assert type(lq3.unit) is u.MagUnit
assert lq3.unit.physical_unit == u.dimensionless_unscaled
assert np.all(lq3 == self.lq2)
class TestLogQuantitySlicing(object):
def test_item_get_and_set(self):
lq1 = u.Magnitude(np.arange(1., 11.)*u.Jy)
assert lq1[9] == u.Magnitude(10.*u.Jy)
lq1[2] = 100.*u.Jy
assert lq1[2] == u.Magnitude(100.*u.Jy)
with pytest.raises(u.UnitsError):
lq1[2] = 100.*u.m
with pytest.raises(u.UnitsError):
lq1[2] = 100.*u.mag
with pytest.raises(u.UnitsError):
lq1[2] = u.Magnitude(100.*u.m)
assert lq1[2] == u.Magnitude(100.*u.Jy)
def test_slice_get_and_set(self):
lq1 = u.Magnitude(np.arange(1., 10.)*u.Jy)
lq1[2:4] = 100.*u.Jy
assert np.all(lq1[2:4] == u.Magnitude(100.*u.Jy))
with pytest.raises(u.UnitsError):
lq1[2:4] = 100.*u.m
with pytest.raises(u.UnitsError):
lq1[2:4] = 100.*u.mag
with pytest.raises(u.UnitsError):
lq1[2:4] = u.Magnitude(100.*u.m)
assert np.all(lq1[2] == u.Magnitude(100.*u.Jy))
class TestLogQuantityArithmetic(object):
def test_multiplication_division(self):
"""Check that multiplication/division with other quantities is only
possible when the physical unit is dimensionless, and that this turns
the result into a normal quantity."""
lq = u.Magnitude(np.arange(1., 11.)*u.Jy)
with pytest.raises(u.UnitsError):
lq * (1.*u.m)
with pytest.raises(u.UnitsError):
(1.*u.m) * lq
with pytest.raises(u.UnitsError):
lq / lq
for unit in (u.m, u.mag, u.dex):
with pytest.raises(u.UnitsError):
lq / unit
lq2 = u.Magnitude(np.arange(1, 11.))
with pytest.raises(u.UnitsError):
lq2 * lq
with pytest.raises(u.UnitsError):
lq2 / lq
with pytest.raises(u.UnitsError):
lq / lq2
# but dimensionless_unscaled can be cancelled
r = lq2 / u.Magnitude(2.)
assert r.unit == u.dimensionless_unscaled
assert np.all(r.value == lq2.value/2.)
# with dimensionless, normal units OK, but return normal quantities
tf = lq2 * u.m
tr = u.m * lq2
for t in (tf, tr):
assert not isinstance(t, type(lq2))
assert t.unit == lq2.unit.function_unit * u.m
with u.set_enabled_equivalencies(u.logarithmic()):
with pytest.raises(u.UnitsError):
t.to(lq2.unit.physical_unit)
t = tf / (50.*u.cm)
# now we essentially have the same quantity but with a prefactor of 2
assert t.unit.is_equivalent(lq2.unit.function_unit)
assert_allclose(t.to(lq2.unit.function_unit), lq2._function_view*2)
@pytest.mark.parametrize('power', (2, 0.5, 1, 0))
def test_raise_to_power(self, power):
"""Check that raising LogQuantities to some power is only possible when
the physical unit is dimensionless, and that conversion is turned off
when the resulting logarithmic unit (say, mag**2) is incompatible."""
lq = u.Magnitude(np.arange(1., 4.)*u.Jy)
if power == 0:
assert np.all(lq ** power == 1.)
elif power == 1:
assert np.all(lq ** power == lq)
else:
with pytest.raises(u.UnitsError):
lq ** power
# with dimensionless, it works, but falls back to normal quantity
# (except for power=1)
lq2 = u.Magnitude(np.arange(10.))
t = lq2**power
if power == 0:
assert t.unit is u.dimensionless_unscaled
assert | np.all(t.value == 1.) | numpy.all |
import argparse
import json
import numpy as np
import pandas as pd
import os
from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import train_test_split
from sklearn.metrics import classification_report,f1_score
from keras.models import Sequential
from keras.layers import Dense, Dropout
from keras import backend as K
from keras.utils.vis_utils import plot_model
from sklearn.externals import joblib
import time
def f1(y_true, y_pred):
def recall(y_true, y_pred):
"""Recall metric.
Only computes a batch-wise average of recall.
Computes the recall, a metric for multi-label classification of
how many relevant items are selected.
"""
true_positives = K.sum(K.round(K.clip(y_true * y_pred, 0, 1)))
possible_positives = K.sum(K.round(K.clip(y_true, 0, 1)))
recall = true_positives / (possible_positives + K.epsilon())
return recall
def precision(y_true, y_pred):
"""Precision metric.
Only computes a batch-wise average of precision.
Computes the precision, a metric for multi-label classification of
how many selected items are relevant.
"""
true_positives = K.sum(K.round(K.clip(y_true * y_pred, 0, 1)))
predicted_positives = K.sum(K.round(K.clip(y_pred, 0, 1)))
precision = true_positives / (predicted_positives + K.epsilon())
return precision
precision = precision(y_true, y_pred)
recall = recall(y_true, y_pred)
return 2*((precision*recall)/(precision+recall+K.epsilon()))
def get_embeddings(sentences_list,layer_json):
'''
:param sentences_list: the path o the sentences.txt
:param layer_json: the path of the json file that contains the embeddings of the sentences
:return: Dictionary with key each sentence of the sentences_list and as value the embedding
'''
sentences = dict()#dict with key the index of each line of the sentences_list.txt and as value the sentence
embeddings = dict()##dict with key the index of each sentence and as value the its embedding
sentence_emb = dict()#key:sentence,value:its embedding
with open(sentences_list,'r') as file:
for index,line in enumerate(file):
sentences[index] = line.strip()
with open(layer_json, 'r',encoding='utf-8') as f:
for line in f:
embeddings[json.loads(line)['linex_index']] = np.asarray(json.loads(line)['features'])
for key,value in sentences.items():
sentence_emb[value] = embeddings[key]
return sentence_emb
def train_classifier(sentences_list,layer_json,dataset_csv,filename):
'''
:param sentences_list: the path o the sentences.txt
:param layer_json: the path of the json file that contains the embeddings of the sentences
:param dataset_csv: the path of the dataset
:param filename: The path of the pickle file that the model will be stored
:return:
'''
dataset = pd.read_csv(dataset_csv)
bert_dict = get_embeddings(sentences_list,layer_json)
length = list()
sentence_emb = list()
previous_emb = list()
next_list = list()
section_list = list()
label = list()
errors = 0
for row in dataset.iterrows():
sentence = row[1][0].strip()
previous = row[1][1].strip()
nexts = row[1][2].strip()
section = row[1][3].strip()
if sentence in bert_dict:
sentence_emb.append(bert_dict[sentence])
else:
sentence_emb.append(np.zeros(768))
print(sentence)
errors += 1
if previous in bert_dict:
previous_emb.append(bert_dict[previous])
else:
previous_emb.append(np.zeros(768))
if nexts in bert_dict:
next_list.append(bert_dict[nexts])
else:
next_list.append(np.zeros(768))
if section in bert_dict:
section_list.append(bert_dict[section])
else:
section_list.append( | np.zeros(768) | numpy.zeros |
# pvtrace is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 3 of the License, or
# (at your option) any later version.
#
# pvtrace is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
import numpy as np
from external.transformations import translation_matrix, rotation_matrix
import external.transformations as tf
from Trace import Photon
from Geometry import Box, Cylinder, FinitePlane, transform_point, transform_direction, rotation_matrix_from_vector_alignment, norm
from Materials import Spectrum
def random_spherecial_vector():
# This method of calculating isotropic vectors is taken from GNU Scientific Library
LOOP = True
while LOOP:
x = -1. + 2. * | np.random.uniform() | numpy.random.uniform |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = | np.linspace(-2, 2, 101) | numpy.linspace |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * | np.ones(100) | numpy.ones |
# Created by <NAME> on 8/28/19
import gym
import numpy as np
import torch
from interpretable_ddts.agents.ddt_agent import DDTAgent
from interpretable_ddts.agents.mlp_agent import MLPAgent
from interpretable_ddts.opt_helpers.replay_buffer import discount_reward
import torch.multiprocessing as mp
import argparse
import copy
import random
def run_episode(q, agent_in, ENV_NAME, seed=0):
agent = agent_in.duplicate()
if ENV_NAME == 'lunar':
env = gym.make('LunarLander-v2')
elif ENV_NAME == 'cart':
env = gym.make('CartPole-v1')
else:
raise Exception('No valid environment selected')
done = False
torch.manual_seed(seed)
env.seed(seed)
| np.random.seed(seed) | numpy.random.seed |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = np.array(vx.value)
max_count_left = 0
min_count_left = 0
i_left = 0
while ((max_count_left < 1) or (min_count_left < 1)) and (i_left < len(lsq_signal) - 1):
time_series_extended[int(len(lsq_signal) - 2 - i_left)] = \
2 * sum(weights_left * np.hstack((time_series_extended[int(len(lsq_signal) - 1 - i_left):
int(len(lsq_signal) - 1 - i_left + neural_network_k)],
1))) + 1
i_left += 1
if i_left > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_left += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_left += 1
lsq_utils = emd_utils.Utility(time=time, time_series=lsq_signal)
utils_extended = emd_utils.Utility(time=time_extended, time_series=time_series_extended)
maxima = lsq_signal[lsq_utils.max_bool_func_1st_order_fd()]
maxima_time = time[lsq_utils.max_bool_func_1st_order_fd()]
maxima_extrapolate = time_series_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
maxima_extrapolate_time = time_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
minima = lsq_signal[lsq_utils.min_bool_func_1st_order_fd()]
minima_time = time[lsq_utils.min_bool_func_1st_order_fd()]
minima_extrapolate = time_series_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
minima_extrapolate_time = time_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Single Neuron Neural Network Example')
plt.plot(time, lsq_signal, zorder=2, label='Signal')
plt.plot(time_extended, time_series_extended, c='g', zorder=1, label=textwrap.fill('Extrapolated signal', 12))
plt.scatter(maxima_time, maxima, c='r', zorder=3, label='Maxima')
plt.scatter(minima_time, minima, c='b', zorder=3, label='Minima')
plt.scatter(maxima_extrapolate_time, maxima_extrapolate, c='magenta', zorder=3,
label=textwrap.fill('Extrapolated maxima', 12))
plt.scatter(minima_extrapolate_time, minima_extrapolate, c='cyan', zorder=4,
label=textwrap.fill('Extrapolated minima', 12))
plt.plot(((time[-302] + time[-301]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k',
label=textwrap.fill('Neural network inputs', 13))
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='k')
plt.plot(((time_extended[-1001] + time_extended[-1002]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k')
plt.plot(((time[-202] + time[-201]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray', linestyle='dashed',
label=textwrap.fill('Neural network targets', 13))
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='gray')
plt.plot(((time_extended[-1001] + time_extended[-1000]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray',
linestyle='dashed')
plt.xlim(3.4 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/neural_network.png')
plt.show()
# plot 6a
np.random.seed(0)
time = np.linspace(0, 5 * np.pi, 1001)
knots_51 = np.linspace(0, 5 * np.pi, 51)
time_series = np.cos(2 * time) + np.cos(4 * time) + np.cos(8 * time)
noise = np.random.normal(0, 1, len(time_series))
time_series += noise
advemdpy = EMD(time=time, time_series=time_series)
imfs_51, hts_51, ifs_51 = advemdpy.empirical_mode_decomposition(knots=knots_51, max_imfs=3,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_31 = np.linspace(0, 5 * np.pi, 31)
imfs_31, hts_31, ifs_31 = advemdpy.empirical_mode_decomposition(knots=knots_31, max_imfs=2,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_11 = np.linspace(0, 5 * np.pi, 11)
imfs_11, hts_11, ifs_11 = advemdpy.empirical_mode_decomposition(knots=knots_11, max_imfs=1,
edge_effect='symmetric_anchor', verbose=False)[:3]
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
print(f'DFA fluctuation with 51 knots: {np.round(np.var(time_series - (imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :])), 3)}')
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[0].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[0].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(time, time_series, label='Time series')
axs[1].plot(time, imfs_31[1, :] + imfs_31[2, :], label=textwrap.fill('Sum of IMF 1 and IMF 2 with 31 knots', 19))
axs[1].plot(time, imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 2 and IMF 3 with 51 knots', 19))
print(f'DFA fluctuation with 31 knots: {np.round(np.var(time_series - (imfs_31[1, :] + imfs_31[2, :])), 3)}')
for knot in knots_31:
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[1].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[1].set_xticklabels(['', '', '', '', '', ''])
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
axs[1].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[1].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[1].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
axs[2].plot(time, time_series, label='Time series')
axs[2].plot(time, imfs_11[1, :], label='IMF 1 with 11 knots')
axs[2].plot(time, imfs_31[2, :], label='IMF 2 with 31 knots')
axs[2].plot(time, imfs_51[3, :], label='IMF 3 with 51 knots')
print(f'DFA fluctuation with 11 knots: {np.round(np.var(time_series - imfs_51[3, :]), 3)}')
for knot in knots_11:
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[2].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[2].set_xticklabels(['$0$', r'$\pi$', r'$2\pi$', r'$3\pi$', r'$4\pi$', r'$5\pi$'])
box_2 = axs[2].get_position()
axs[2].set_position([box_2.x0 - 0.05, box_2.y0, box_2.width * 0.85, box_2.height])
axs[2].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[2].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[2].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[2].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[2].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
plt.savefig('jss_figures/DFA_different_trends.png')
plt.show()
# plot 6b
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences Zoomed Region', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[0].set_ylim(-5.5, 5.5)
axs[0].set_xlim(0.95 * np.pi, 1.55 * np.pi)
axs[1].plot(time, time_series, label='Time series')
axs[1].plot(time, imfs_31[1, :] + imfs_31[2, :], label=textwrap.fill('Sum of IMF 1 and IMF 2 with 31 knots', 19))
axs[1].plot(time, imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 2 and IMF 3 with 51 knots', 19))
for knot in knots_31:
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[1].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[1].set_xticklabels(['', '', '', '', '', ''])
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
axs[1].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].set_ylim(-5.5, 5.5)
axs[1].set_xlim(0.95 * np.pi, 1.55 * np.pi)
axs[2].plot(time, time_series, label='Time series')
axs[2].plot(time, imfs_11[1, :], label='IMF 1 with 11 knots')
axs[2].plot(time, imfs_31[2, :], label='IMF 2 with 31 knots')
axs[2].plot(time, imfs_51[3, :], label='IMF 3 with 51 knots')
for knot in knots_11:
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[2].set_xticks([np.pi, (3 / 2) * np.pi])
axs[2].set_xticklabels([r'$\pi$', r'$\frac{3}{2}\pi$'])
box_2 = axs[2].get_position()
axs[2].set_position([box_2.x0 - 0.05, box_2.y0, box_2.width * 0.85, box_2.height])
axs[2].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[2].set_ylim(-5.5, 5.5)
axs[2].set_xlim(0.95 * np.pi, 1.55 * np.pi)
plt.savefig('jss_figures/DFA_different_trends_zoomed.png')
plt.show()
hs_ouputs = hilbert_spectrum(time, imfs_51, hts_51, ifs_51, max_frequency=12, plot=False)
# plot 6c
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Simple Sinusoidal Time Seres with Added Noise', 50))
x_hs, y, z = hs_ouputs
z_min, z_max = 0, np.abs(z).max()
ax.pcolormesh(x_hs, y, np.abs(z), cmap='gist_rainbow', vmin=z_min, vmax=z_max)
ax.plot(x_hs[0, :], 8 * np.ones_like(x_hs[0, :]), '--', label=r'$\omega = 8$', Linewidth=3)
ax.plot(x_hs[0, :], 4 * np.ones_like(x_hs[0, :]), '--', label=r'$\omega = 4$', Linewidth=3)
ax.plot(x_hs[0, :], 2 * np.ones_like(x_hs[0, :]), '--', label=r'$\omega = 2$', Linewidth=3)
ax.set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi])
ax.set_xticklabels(['$0$', r'$\pi$', r'$2\pi$', r'$3\pi$', r'$4\pi$'])
plt.ylabel(r'Frequency (rad.s$^{-1}$)')
plt.xlabel('Time (s)')
box_0 = ax.get_position()
ax.set_position([box_0.x0, box_0.y0 + 0.05, box_0.width * 0.85, box_0.height * 0.9])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/DFA_hilbert_spectrum.png')
plt.show()
# plot 6c
time = np.linspace(0, 5 * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 51)
fluc = Fluctuation(time=time, time_series=time_series)
max_unsmoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='maxima', smooth=False)
max_smoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='maxima', smooth=True)
min_unsmoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='minima', smooth=False)
min_smoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='minima', smooth=True)
util = Utility(time=time, time_series=time_series)
maxima = util.max_bool_func_1st_order_fd()
minima = util.min_bool_func_1st_order_fd()
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title(textwrap.fill('Plot Demonstrating Unsmoothed Extrema Envelopes if Schoenberg–Whitney Conditions are Not Satisfied', 50))
plt.plot(time, time_series, label='Time series', zorder=2, LineWidth=2)
plt.scatter(time[maxima], time_series[maxima], c='r', label='Maxima', zorder=10)
plt.scatter(time[minima], time_series[minima], c='b', label='Minima', zorder=10)
plt.plot(time, max_unsmoothed[0], label=textwrap.fill('Unsmoothed maxima envelope', 10), c='darkorange')
plt.plot(time, max_smoothed[0], label=textwrap.fill('Smoothed maxima envelope', 10), c='red')
plt.plot(time, min_unsmoothed[0], label=textwrap.fill('Unsmoothed minima envelope', 10), c='cyan')
plt.plot(time, min_smoothed[0], label=textwrap.fill('Smoothed minima envelope', 10), c='blue')
for knot in knots[:-1]:
plt.plot(knot * np.ones(101), np.linspace(-3.0, -2.0, 101), '--', c='grey', zorder=1)
plt.plot(knots[-1] * np.ones(101), np.linspace(-3.0, -2.0, 101), '--', c='grey', label='Knots', zorder=1)
plt.xticks((0, 1 * np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi),
(r'$0$', r'$\pi$', r'2$\pi$', r'3$\pi$', r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
plt.xlim(-0.25 * np.pi, 5.25 * np.pi)
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/Schoenberg_Whitney_Conditions.png')
plt.show()
# plot 7
a = 0.25
width = 0.2
time = np.linspace((0 + a) * np.pi, (5 - a) * np.pi, 1001)
knots = np.linspace((0 + a) * np.pi, (5 - a) * np.pi, 11)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
inflection_bool = utils.inflection_point()
inflection_x = time[inflection_bool]
inflection_y = time_series[inflection_bool]
fluctuation = emd_mean.Fluctuation(time=time, time_series=time_series)
maxima_envelope = fluctuation.envelope_basis_function_approximation(knots, 'maxima', smooth=False,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
maxima_envelope_smooth = fluctuation.envelope_basis_function_approximation(knots, 'maxima', smooth=True,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
minima_envelope = fluctuation.envelope_basis_function_approximation(knots, 'minima', smooth=False,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
minima_envelope_smooth = fluctuation.envelope_basis_function_approximation(knots, 'minima', smooth=True,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
inflection_points_envelope = fluctuation.direct_detrended_fluctuation_estimation(knots,
smooth=True,
smoothing_penalty=0.2,
technique='inflection_points')[0]
binomial_points_envelope = fluctuation.direct_detrended_fluctuation_estimation(knots,
smooth=True,
smoothing_penalty=0.2,
technique='binomial_average', order=21,
increment=20)[0]
derivative_of_lsq = utils.derivative_forward_diff()
derivative_time = time[:-1]
derivative_knots = np.linspace(knots[0], knots[-1], 31)
# change (1) detrended_fluctuation_technique and (2) max_internal_iter and (3) debug (confusing with external debugging)
emd = AdvEMDpy.EMD(time=derivative_time, time_series=derivative_of_lsq)
imf_1_of_derivative = emd.empirical_mode_decomposition(knots=derivative_knots,
knot_time=derivative_time, text=False, verbose=False)[0][1, :]
utils = emd_utils.Utility(time=time[:-1], time_series=imf_1_of_derivative)
optimal_maxima = np.r_[False, utils.derivative_forward_diff() < 0, False] & \
np.r_[utils.zero_crossing() == 1, False]
optimal_minima = np.r_[False, utils.derivative_forward_diff() > 0, False] & \
np.r_[utils.zero_crossing() == 1, False]
EEMD_maxima_envelope = fluctuation.envelope_basis_function_approximation_fixed_points(knots, 'maxima',
optimal_maxima,
optimal_minima,
smooth=False,
smoothing_penalty=0.2,
edge_effect='none')[0]
EEMD_minima_envelope = fluctuation.envelope_basis_function_approximation_fixed_points(knots, 'minima',
optimal_maxima,
optimal_minima,
smooth=False,
smoothing_penalty=0.2,
edge_effect='none')[0]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Detrended Fluctuation Analysis Examples')
plt.plot(time, time_series, LineWidth=2, label='Time series')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(time[optimal_maxima], time_series[optimal_maxima], c='darkred', zorder=4,
label=textwrap.fill('Optimal maxima', 10))
plt.scatter(time[optimal_minima], time_series[optimal_minima], c='darkblue', zorder=4,
label=textwrap.fill('Optimal minima', 10))
plt.scatter(inflection_x, inflection_y, c='magenta', zorder=4, label=textwrap.fill('Inflection points', 10))
plt.plot(time, maxima_envelope, c='darkblue', label=textwrap.fill('EMD envelope', 10))
plt.plot(time, minima_envelope, c='darkblue')
plt.plot(time, (maxima_envelope + minima_envelope) / 2, c='darkblue')
plt.plot(time, maxima_envelope_smooth, c='darkred', label=textwrap.fill('SEMD envelope', 10))
plt.plot(time, minima_envelope_smooth, c='darkred')
plt.plot(time, (maxima_envelope_smooth + minima_envelope_smooth) / 2, c='darkred')
plt.plot(time, EEMD_maxima_envelope, c='darkgreen', label=textwrap.fill('EEMD envelope', 10))
plt.plot(time, EEMD_minima_envelope, c='darkgreen')
plt.plot(time, (EEMD_maxima_envelope + EEMD_minima_envelope) / 2, c='darkgreen')
plt.plot(time, inflection_points_envelope, c='darkorange', label=textwrap.fill('Inflection point envelope', 10))
plt.plot(time, binomial_points_envelope, c='deeppink', label=textwrap.fill('Binomial average envelope', 10))
plt.plot(time, np.cos(time), c='black', label='True mean')
plt.xticks((0, 1 * np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi), (r'$0$', r'$\pi$', r'2$\pi$', r'3$\pi$',
r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
plt.xlim(-0.25 * np.pi, 5.25 * np.pi)
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/detrended_fluctuation_analysis.png')
plt.show()
# Duffing Equation Example
def duffing_equation(xy, ts):
gamma = 0.1
epsilon = 1
omega = ((2 * np.pi) / 25)
return [xy[1], xy[0] - epsilon * xy[0] ** 3 + gamma * np.cos(omega * ts)]
t = np.linspace(0, 150, 1501)
XY0 = [1, 1]
solution = odeint(duffing_equation, XY0, t)
x = solution[:, 0]
dxdt = solution[:, 1]
x_points = [0, 50, 100, 150]
x_names = {0, 50, 100, 150}
y_points_1 = [-2, 0, 2]
y_points_2 = [-1, 0, 1]
fig, axs = plt.subplots(2, 1)
plt.subplots_adjust(hspace=0.2)
axs[0].plot(t, x)
axs[0].set_title('Duffing Equation Displacement')
axs[0].set_ylim([-2, 2])
axs[0].set_xlim([0, 150])
axs[1].plot(t, dxdt)
axs[1].set_title('Duffing Equation Velocity')
axs[1].set_ylim([-1.5, 1.5])
axs[1].set_xlim([0, 150])
axis = 0
for ax in axs.flat:
ax.label_outer()
if axis == 0:
ax.set_ylabel('x(t)')
ax.set_yticks(y_points_1)
if axis == 1:
ax.set_ylabel(r'$ \dfrac{dx(t)}{dt} $')
ax.set(xlabel='t')
ax.set_yticks(y_points_2)
ax.set_xticks(x_points)
ax.set_xticklabels(x_names)
axis += 1
plt.savefig('jss_figures/Duffing_equation.png')
plt.show()
# compare other packages Duffing - top
pyemd = pyemd0215()
py_emd = pyemd(x)
IP, IF, IA = emd040.spectra.frequency_transform(py_emd.T, 10, 'hilbert')
freq_edges, freq_bins = emd040.spectra.define_hist_bins(0, 0.2, 100)
hht = emd040.spectra.hilberthuang(IF, IA, freq_edges)
hht = gaussian_filter(hht, sigma=1)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 1.0
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Duffing Equation using PyEMD 0.2.10', 40))
plt.pcolormesh(t, freq_bins, hht, cmap='gist_rainbow', vmin=0, vmax=np.max(np.max(np.abs(hht))))
plt.plot(t[:-1], 0.124 * np.ones_like(t[:-1]), '--', label=textwrap.fill('Hamiltonian frequency approximation', 15))
plt.plot(t[:-1], 0.04 * np.ones_like(t[:-1]), 'g--', label=textwrap.fill('Driving function frequency', 15))
plt.xticks([0, 50, 100, 150])
plt.yticks([0, 0.1, 0.2])
plt.ylabel('Frequency (Hz)')
plt.xlabel('Time (s)')
box_0 = ax.get_position()
ax.set_position([box_0.x0, box_0.y0 + 0.05, box_0.width * 0.75, box_0.height * 0.9])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/Duffing_equation_ht_pyemd.png')
plt.show()
plt.show()
emd_sift = emd040.sift.sift(x)
IP, IF, IA = emd040.spectra.frequency_transform(emd_sift, 10, 'hilbert')
freq_edges, freq_bins = emd040.spectra.define_hist_bins(0, 0.2, 100)
hht = emd040.spectra.hilberthuang(IF, IA, freq_edges)
hht = gaussian_filter(hht, sigma=1)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 1.0
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Duffing Equation using emd 0.3.3', 40))
plt.pcolormesh(t, freq_bins, hht, cmap='gist_rainbow', vmin=0, vmax=np.max(np.max(np.abs(hht))))
plt.plot(t[:-1], 0.124 * np.ones_like(t[:-1]), '--', label=textwrap.fill('Hamiltonian frequency approximation', 15))
plt.plot(t[:-1], 0.04 * np.ones_like(t[:-1]), 'g--', label=textwrap.fill('Driving function frequency', 15))
plt.xticks([0, 50, 100, 150])
plt.yticks([0, 0.1, 0.2])
plt.ylabel('Frequency (Hz)')
plt.xlabel('Time (s)')
box_0 = ax.get_position()
ax.set_position([box_0.x0, box_0.y0 + 0.05, box_0.width * 0.75, box_0.height * 0.9])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/Duffing_equation_ht_emd.png')
plt.show()
# compare other packages Duffing - bottom
emd_duffing = AdvEMDpy.EMD(time=t, time_series=x)
emd_duff, emd_ht_duff, emd_if_duff, _, _, _, _ = emd_duffing.empirical_mode_decomposition(verbose=False)
fig, axs = plt.subplots(2, 1)
plt.subplots_adjust(hspace=0.3)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
axs[0].plot(t, emd_duff[1, :], label='AdvEMDpy')
axs[0].plot(t, py_emd[0, :], '--', label='PyEMD 0.2.10')
axs[0].plot(t, emd_sift[:, 0], '--', label='emd 0.3.3')
axs[0].set_title('IMF 1')
axs[0].set_ylim([-2, 2])
axs[0].set_xlim([0, 150])
axs[1].plot(t, emd_duff[2, :], label='AdvEMDpy')
print(f'AdvEMDpy driving function error: {np.round(sum(abs(0.1 * np.cos(0.04 * 2 * np.pi * t) - emd_duff[2, :])), 3)}')
axs[1].plot(t, py_emd[1, :], '--', label='PyEMD 0.2.10')
print(f'PyEMD driving function error: {np.round(sum(abs(0.1 * np.cos(0.04 * 2 * np.pi * t) - py_emd[1, :])), 3)}')
axs[1].plot(t, emd_sift[:, 1], '--', label='emd 0.3.3')
print(f'emd driving function error: {np.round(sum(abs(0.1 * np.cos(0.04 * 2 * np.pi * t) - emd_sift[:, 1])), 3)}')
axs[1].plot(t, 0.1 * np.cos(0.04 * 2 * np.pi * t), '--', label=r'$0.1$cos$(0.08{\pi}t)$')
axs[1].set_title('IMF 2')
axs[1].set_ylim([-0.2, 0.4])
axs[1].set_xlim([0, 150])
axis = 0
for ax in axs.flat:
ax.label_outer()
if axis == 0:
ax.set_ylabel(r'$\gamma_1(t)$')
ax.set_yticks([-2, 0, 2])
if axis == 1:
ax.set_ylabel(r'$\gamma_2(t)$')
ax.set_yticks([-0.2, 0, 0.2])
box_0 = ax.get_position()
ax.set_position([box_0.x0, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
ax.set_xticks(x_points)
ax.set_xticklabels(x_names)
axis += 1
plt.savefig('jss_figures/Duffing_equation_imfs.png')
plt.show()
hs_ouputs = hilbert_spectrum(t, emd_duff, emd_ht_duff, emd_if_duff, max_frequency=1.3, plot=False)
ax = plt.subplot(111)
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Duffing Equation using AdvEMDpy', 40))
x, y, z = hs_ouputs
y = y / (2 * np.pi)
z_min, z_max = 0, np.abs(z).max()
figure_size = plt.gcf().get_size_inches()
factor = 1.0
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
ax.pcolormesh(x, y, np.abs(z), cmap='gist_rainbow', vmin=z_min, vmax=z_max)
plt.plot(t[:-1], 0.124 * np.ones_like(t[:-1]), '--', label=textwrap.fill('Hamiltonian frequency approximation', 15))
plt.plot(t[:-1], 0.04 * np.ones_like(t[:-1]), 'g--', label=textwrap.fill('Driving function frequency', 15))
plt.xticks([0, 50, 100, 150])
plt.yticks([0, 0.1, 0.2])
plt.ylabel('Frequency (Hz)')
plt.xlabel('Time (s)')
box_0 = ax.get_position()
ax.set_position([box_0.x0, box_0.y0 + 0.05, box_0.width * 0.75, box_0.height * 0.9])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/Duffing_equation_ht.png')
plt.show()
# Carbon Dioxide Concentration Example
CO2_data = pd.read_csv('Data/co2_mm_mlo.csv', header=51)
plt.plot(CO2_data['month'], CO2_data['decimal date'])
plt.title(textwrap.fill('Mean Monthly Concentration of Carbon Dioxide in the Atmosphere', 35))
plt.ylabel('Parts per million')
plt.xlabel('Time (years)')
plt.savefig('jss_figures/CO2_concentration.png')
plt.show()
signal = CO2_data['decimal date']
signal = np.asarray(signal)
time = CO2_data['month']
time = np.asarray(time)
# compare other packages Carbon Dioxide - top
pyemd = pyemd0215()
py_emd = pyemd(signal)
IP, IF, IA = emd040.spectra.frequency_transform(py_emd[:2, :].T, 12, 'hilbert')
print(f'PyEMD annual frequency error: {np.round(sum(np.abs(IF[:, 0] - np.ones_like(IF[:, 0]))), 3)}')
freq_edges, freq_bins = emd040.spectra.define_hist_bins(0, 2, 100)
hht = emd040.spectra.hilberthuang(IF, IA, freq_edges)
hht = gaussian_filter(hht, sigma=1)
fig, ax = plt.subplots()
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of CO$_{2}$ Concentration using PyEMD 0.2.10', 45))
plt.ylabel('Frequency (year$^{-1}$)')
plt.xlabel('Time (years)')
plt.pcolormesh(time, freq_bins, hht, cmap='gist_rainbow', vmin=0, vmax=np.max(np.max( | np.abs(hht) | numpy.abs |
import sys
import numpy as np
from matplotlib import pyplot as pl
from rw import WriteGTiff
fn = '../pozo-steep-vegetated-pcl.npy'
pts = np.load(fn)
x, y, z, c = pts[:, 0], pts[:, 1], pts[:, 2], pts[:, 5]
ix = (0.2 * (x - x.min())).astype('int')
iy = (0.2 * (y - y.min())).astype('int')
shape = (100, 100)
xb = np.arange(shape[1]+1)
yb = | np.arange(shape[0]+1) | numpy.arange |
"""Test the search module"""
from collections.abc import Iterable, Sized
from io import StringIO
from itertools import chain, product
from functools import partial
import pickle
import sys
from types import GeneratorType
import re
import numpy as np
import scipy.sparse as sp
import pytest
from sklearn.utils.fixes import sp_version
from sklearn.utils._testing import assert_raises
from sklearn.utils._testing import assert_warns
from sklearn.utils._testing import assert_warns_message
from sklearn.utils._testing import assert_raise_message
from sklearn.utils._testing import assert_array_equal
from sklearn.utils._testing import assert_array_almost_equal
from sklearn.utils._testing import assert_allclose
from sklearn.utils._testing import assert_almost_equal
from sklearn.utils._testing import ignore_warnings
from sklearn.utils._mocking import CheckingClassifier, MockDataFrame
from scipy.stats import bernoulli, expon, uniform
from sklearn.base import BaseEstimator, ClassifierMixin
from sklearn.base import clone
from sklearn.exceptions import NotFittedError
from sklearn.datasets import make_classification
from sklearn.datasets import make_blobs
from sklearn.datasets import make_multilabel_classification
from sklearn.model_selection import fit_grid_point
from sklearn.model_selection import train_test_split
from sklearn.model_selection import KFold
from sklearn.model_selection import StratifiedKFold
from sklearn.model_selection import StratifiedShuffleSplit
from sklearn.model_selection import LeaveOneGroupOut
from sklearn.model_selection import LeavePGroupsOut
from sklearn.model_selection import GroupKFold
from sklearn.model_selection import GroupShuffleSplit
from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import RandomizedSearchCV
from sklearn.model_selection import ParameterGrid
from sklearn.model_selection import ParameterSampler
from sklearn.model_selection._search import BaseSearchCV
from sklearn.model_selection._validation import FitFailedWarning
from sklearn.svm import LinearSVC, SVC
from sklearn.tree import DecisionTreeRegressor
from sklearn.tree import DecisionTreeClassifier
from sklearn.cluster import KMeans
from sklearn.neighbors import KernelDensity
from sklearn.neighbors import KNeighborsClassifier
from sklearn.metrics import f1_score
from sklearn.metrics import recall_score
from sklearn.metrics import accuracy_score
from sklearn.metrics import make_scorer
from sklearn.metrics import roc_auc_score
from sklearn.metrics.pairwise import euclidean_distances
from sklearn.impute import SimpleImputer
from sklearn.pipeline import Pipeline
from sklearn.linear_model import Ridge, SGDClassifier, LinearRegression
from sklearn.experimental import enable_hist_gradient_boosting # noqa
from sklearn.ensemble import HistGradientBoostingClassifier
from sklearn.model_selection.tests.common import OneTimeSplitter
# Neither of the following two estimators inherit from BaseEstimator,
# to test hyperparameter search on user-defined classifiers.
class MockClassifier:
"""Dummy classifier to test the parameter search algorithms"""
def __init__(self, foo_param=0):
self.foo_param = foo_param
def fit(self, X, Y):
assert len(X) == len(Y)
self.classes_ = np.unique(Y)
return self
def predict(self, T):
return T.shape[0]
def transform(self, X):
return X + self.foo_param
def inverse_transform(self, X):
return X - self.foo_param
predict_proba = predict
predict_log_proba = predict
decision_function = predict
def score(self, X=None, Y=None):
if self.foo_param > 1:
score = 1.
else:
score = 0.
return score
def get_params(self, deep=False):
return {'foo_param': self.foo_param}
def set_params(self, **params):
self.foo_param = params['foo_param']
return self
class LinearSVCNoScore(LinearSVC):
"""An LinearSVC classifier that has no score method."""
@property
def score(self):
raise AttributeError
X = np.array([[-1, -1], [-2, -1], [1, 1], [2, 1]])
y = np.array([1, 1, 2, 2])
def assert_grid_iter_equals_getitem(grid):
assert list(grid) == [grid[i] for i in range(len(grid))]
@pytest.mark.parametrize("klass", [ParameterGrid,
partial(ParameterSampler, n_iter=10)])
@pytest.mark.parametrize(
"input, error_type, error_message",
[(0, TypeError, r'Parameter .* is not a dict or a list \(0\)'),
([{'foo': [0]}, 0], TypeError, r'Parameter .* is not a dict \(0\)'),
({'foo': 0}, TypeError, "Parameter.* value is not iterable .*"
r"\(key='foo', value=0\)")]
)
def test_validate_parameter_input(klass, input, error_type, error_message):
with pytest.raises(error_type, match=error_message):
klass(input)
def test_parameter_grid():
# Test basic properties of ParameterGrid.
params1 = {"foo": [1, 2, 3]}
grid1 = ParameterGrid(params1)
assert isinstance(grid1, Iterable)
assert isinstance(grid1, Sized)
assert len(grid1) == 3
assert_grid_iter_equals_getitem(grid1)
params2 = {"foo": [4, 2],
"bar": ["ham", "spam", "eggs"]}
grid2 = ParameterGrid(params2)
assert len(grid2) == 6
# loop to assert we can iterate over the grid multiple times
for i in range(2):
# tuple + chain transforms {"a": 1, "b": 2} to ("a", 1, "b", 2)
points = set(tuple(chain(*(sorted(p.items())))) for p in grid2)
assert (points ==
set(("bar", x, "foo", y)
for x, y in product(params2["bar"], params2["foo"])))
assert_grid_iter_equals_getitem(grid2)
# Special case: empty grid (useful to get default estimator settings)
empty = ParameterGrid({})
assert len(empty) == 1
assert list(empty) == [{}]
assert_grid_iter_equals_getitem(empty)
assert_raises(IndexError, lambda: empty[1])
has_empty = ParameterGrid([{'C': [1, 10]}, {}, {'C': [.5]}])
assert len(has_empty) == 4
assert list(has_empty) == [{'C': 1}, {'C': 10}, {}, {'C': .5}]
assert_grid_iter_equals_getitem(has_empty)
def test_grid_search():
# Test that the best estimator contains the right value for foo_param
clf = MockClassifier()
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, cv=3, verbose=3)
# make sure it selects the smallest parameter in case of ties
old_stdout = sys.stdout
sys.stdout = StringIO()
grid_search.fit(X, y)
sys.stdout = old_stdout
assert grid_search.best_estimator_.foo_param == 2
assert_array_equal(grid_search.cv_results_["param_foo_param"].data,
[1, 2, 3])
# Smoke test the score etc:
grid_search.score(X, y)
grid_search.predict_proba(X)
grid_search.decision_function(X)
grid_search.transform(X)
# Test exception handling on scoring
grid_search.scoring = 'sklearn'
assert_raises(ValueError, grid_search.fit, X, y)
def test_grid_search_pipeline_steps():
# check that parameters that are estimators are cloned before fitting
pipe = Pipeline([('regressor', LinearRegression())])
param_grid = {'regressor': [LinearRegression(), Ridge()]}
grid_search = GridSearchCV(pipe, param_grid, cv=2)
grid_search.fit(X, y)
regressor_results = grid_search.cv_results_['param_regressor']
assert isinstance(regressor_results[0], LinearRegression)
assert isinstance(regressor_results[1], Ridge)
assert not hasattr(regressor_results[0], 'coef_')
assert not hasattr(regressor_results[1], 'coef_')
assert regressor_results[0] is not grid_search.best_estimator_
assert regressor_results[1] is not grid_search.best_estimator_
# check that we didn't modify the parameter grid that was passed
assert not hasattr(param_grid['regressor'][0], 'coef_')
assert not hasattr(param_grid['regressor'][1], 'coef_')
@pytest.mark.parametrize("SearchCV", [GridSearchCV, RandomizedSearchCV])
def test_SearchCV_with_fit_params(SearchCV):
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
clf = CheckingClassifier(expected_fit_params=['spam', 'eggs'])
searcher = SearchCV(
clf, {'foo_param': [1, 2, 3]}, cv=2, error_score="raise"
)
# The CheckingClassifier generates an assertion error if
# a parameter is missing or has length != len(X).
err_msg = r"Expected fit parameter\(s\) \['eggs'\] not seen."
with pytest.raises(AssertionError, match=err_msg):
searcher.fit(X, y, spam=np.ones(10))
err_msg = "Fit parameter spam has length 1; expected"
with pytest.raises(AssertionError, match=err_msg):
searcher.fit(X, y, spam=np.ones(1), eggs=np.zeros(10))
searcher.fit(X, y, spam=np.ones(10), eggs=np.zeros(10))
@ignore_warnings
def test_grid_search_no_score():
# Test grid-search on classifier that has no score function.
clf = LinearSVC(random_state=0)
X, y = make_blobs(random_state=0, centers=2)
Cs = [.1, 1, 10]
clf_no_score = LinearSVCNoScore(random_state=0)
grid_search = GridSearchCV(clf, {'C': Cs}, scoring='accuracy')
grid_search.fit(X, y)
grid_search_no_score = GridSearchCV(clf_no_score, {'C': Cs},
scoring='accuracy')
# smoketest grid search
grid_search_no_score.fit(X, y)
# check that best params are equal
assert grid_search_no_score.best_params_ == grid_search.best_params_
# check that we can call score and that it gives the correct result
assert grid_search.score(X, y) == grid_search_no_score.score(X, y)
# giving no scoring function raises an error
grid_search_no_score = GridSearchCV(clf_no_score, {'C': Cs})
assert_raise_message(TypeError, "no scoring", grid_search_no_score.fit,
[[1]])
def test_grid_search_score_method():
X, y = make_classification(n_samples=100, n_classes=2, flip_y=.2,
random_state=0)
clf = LinearSVC(random_state=0)
grid = {'C': [.1]}
search_no_scoring = GridSearchCV(clf, grid, scoring=None).fit(X, y)
search_accuracy = GridSearchCV(clf, grid, scoring='accuracy').fit(X, y)
search_no_score_method_auc = GridSearchCV(LinearSVCNoScore(), grid,
scoring='roc_auc'
).fit(X, y)
search_auc = GridSearchCV(clf, grid, scoring='roc_auc').fit(X, y)
# Check warning only occurs in situation where behavior changed:
# estimator requires score method to compete with scoring parameter
score_no_scoring = search_no_scoring.score(X, y)
score_accuracy = search_accuracy.score(X, y)
score_no_score_auc = search_no_score_method_auc.score(X, y)
score_auc = search_auc.score(X, y)
# ensure the test is sane
assert score_auc < 1.0
assert score_accuracy < 1.0
assert score_auc != score_accuracy
assert_almost_equal(score_accuracy, score_no_scoring)
assert_almost_equal(score_auc, score_no_score_auc)
def test_grid_search_groups():
# Check if ValueError (when groups is None) propagates to GridSearchCV
# And also check if groups is correctly passed to the cv object
rng = np.random.RandomState(0)
X, y = make_classification(n_samples=15, n_classes=2, random_state=0)
groups = rng.randint(0, 3, 15)
clf = LinearSVC(random_state=0)
grid = {'C': [1]}
group_cvs = [LeaveOneGroupOut(), LeavePGroupsOut(2),
GroupKFold(n_splits=3), GroupShuffleSplit()]
for cv in group_cvs:
gs = GridSearchCV(clf, grid, cv=cv)
assert_raise_message(ValueError,
"The 'groups' parameter should not be None.",
gs.fit, X, y)
gs.fit(X, y, groups=groups)
non_group_cvs = [StratifiedKFold(), StratifiedShuffleSplit()]
for cv in non_group_cvs:
gs = GridSearchCV(clf, grid, cv=cv)
# Should not raise an error
gs.fit(X, y)
def test_classes__property():
# Test that classes_ property matches best_estimator_.classes_
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
Cs = [.1, 1, 10]
grid_search = GridSearchCV(LinearSVC(random_state=0), {'C': Cs})
grid_search.fit(X, y)
assert_array_equal(grid_search.best_estimator_.classes_,
grid_search.classes_)
# Test that regressors do not have a classes_ attribute
grid_search = GridSearchCV(Ridge(), {'alpha': [1.0, 2.0]})
grid_search.fit(X, y)
assert not hasattr(grid_search, 'classes_')
# Test that the grid searcher has no classes_ attribute before it's fit
grid_search = GridSearchCV(LinearSVC(random_state=0), {'C': Cs})
assert not hasattr(grid_search, 'classes_')
# Test that the grid searcher has no classes_ attribute without a refit
grid_search = GridSearchCV(LinearSVC(random_state=0),
{'C': Cs}, refit=False)
grid_search.fit(X, y)
assert not hasattr(grid_search, 'classes_')
def test_trivial_cv_results_attr():
# Test search over a "grid" with only one point.
clf = MockClassifier()
grid_search = GridSearchCV(clf, {'foo_param': [1]}, cv=3)
grid_search.fit(X, y)
assert hasattr(grid_search, "cv_results_")
random_search = RandomizedSearchCV(clf, {'foo_param': [0]}, n_iter=1, cv=3)
random_search.fit(X, y)
assert hasattr(grid_search, "cv_results_")
def test_no_refit():
# Test that GSCV can be used for model selection alone without refitting
clf = MockClassifier()
for scoring in [None, ['accuracy', 'precision']]:
grid_search = GridSearchCV(
clf, {'foo_param': [1, 2, 3]}, refit=False, cv=3
)
grid_search.fit(X, y)
assert not hasattr(grid_search, "best_estimator_") and \
hasattr(grid_search, "best_index_") and \
hasattr(grid_search, "best_params_")
# Make sure the functions predict/transform etc raise meaningful
# error messages
for fn_name in ('predict', 'predict_proba', 'predict_log_proba',
'transform', 'inverse_transform'):
assert_raise_message(NotFittedError,
('refit=False. %s is available only after '
'refitting on the best parameters'
% fn_name), getattr(grid_search, fn_name), X)
# Test that an invalid refit param raises appropriate error messages
for refit in ["", 5, True, 'recall', 'accuracy']:
assert_raise_message(ValueError, "For multi-metric scoring, the "
"parameter refit must be set to a scorer key",
GridSearchCV(clf, {}, refit=refit,
scoring={'acc': 'accuracy',
'prec': 'precision'}
).fit,
X, y)
def test_grid_search_error():
# Test that grid search will capture errors on data with different length
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
assert_raises(ValueError, cv.fit, X_[:180], y_)
def test_grid_search_one_grid_point():
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
param_dict = {"C": [1.0], "kernel": ["rbf"], "gamma": [0.1]}
clf = SVC(gamma='auto')
cv = GridSearchCV(clf, param_dict)
cv.fit(X_, y_)
clf = SVC(C=1.0, kernel="rbf", gamma=0.1)
clf.fit(X_, y_)
assert_array_equal(clf.dual_coef_, cv.best_estimator_.dual_coef_)
def test_grid_search_when_param_grid_includes_range():
# Test that the best estimator contains the right value for foo_param
clf = MockClassifier()
grid_search = None
grid_search = GridSearchCV(clf, {'foo_param': range(1, 4)}, cv=3)
grid_search.fit(X, y)
assert grid_search.best_estimator_.foo_param == 2
def test_grid_search_bad_param_grid():
param_dict = {"C": 1}
clf = SVC(gamma='auto')
assert_raise_message(
ValueError,
"Parameter grid for parameter (C) needs to"
" be a list or numpy array, but got (<class 'int'>)."
" Single values need to be wrapped in a list"
" with one element.",
GridSearchCV, clf, param_dict)
param_dict = {"C": []}
clf = SVC()
assert_raise_message(
ValueError,
"Parameter values for parameter (C) need to be a non-empty sequence.",
GridSearchCV, clf, param_dict)
param_dict = {"C": "1,2,3"}
clf = SVC(gamma='auto')
assert_raise_message(
ValueError,
"Parameter grid for parameter (C) needs to"
" be a list or numpy array, but got (<class 'str'>)."
" Single values need to be wrapped in a list"
" with one element.",
GridSearchCV, clf, param_dict)
param_dict = {"C": np.ones((3, 2))}
clf = SVC()
assert_raises(ValueError, GridSearchCV, clf, param_dict)
def test_grid_search_sparse():
# Test that grid search works with both dense and sparse matrices
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
cv.fit(X_[:180], y_[:180])
y_pred = cv.predict(X_[180:])
C = cv.best_estimator_.C
X_ = sp.csr_matrix(X_)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
cv.fit(X_[:180].tocoo(), y_[:180])
y_pred2 = cv.predict(X_[180:])
C2 = cv.best_estimator_.C
assert np.mean(y_pred == y_pred2) >= .9
assert C == C2
def test_grid_search_sparse_scoring():
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring="f1")
cv.fit(X_[:180], y_[:180])
y_pred = cv.predict(X_[180:])
C = cv.best_estimator_.C
X_ = sp.csr_matrix(X_)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring="f1")
cv.fit(X_[:180], y_[:180])
y_pred2 = cv.predict(X_[180:])
C2 = cv.best_estimator_.C
assert_array_equal(y_pred, y_pred2)
assert C == C2
# Smoke test the score
# np.testing.assert_allclose(f1_score(cv.predict(X_[:180]), y[:180]),
# cv.score(X_[:180], y[:180]))
# test loss where greater is worse
def f1_loss(y_true_, y_pred_):
return -f1_score(y_true_, y_pred_)
F1Loss = make_scorer(f1_loss, greater_is_better=False)
cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring=F1Loss)
cv.fit(X_[:180], y_[:180])
y_pred3 = cv.predict(X_[180:])
C3 = cv.best_estimator_.C
assert C == C3
assert_array_equal(y_pred, y_pred3)
def test_grid_search_precomputed_kernel():
# Test that grid search works when the input features are given in the
# form of a precomputed kernel matrix
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
# compute the training kernel matrix corresponding to the linear kernel
K_train = np.dot(X_[:180], X_[:180].T)
y_train = y_[:180]
clf = SVC(kernel='precomputed')
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
cv.fit(K_train, y_train)
assert cv.best_score_ >= 0
# compute the test kernel matrix
K_test = np.dot(X_[180:], X_[:180].T)
y_test = y_[180:]
y_pred = cv.predict(K_test)
assert np.mean(y_pred == y_test) >= 0
# test error is raised when the precomputed kernel is not array-like
# or sparse
assert_raises(ValueError, cv.fit, K_train.tolist(), y_train)
def test_grid_search_precomputed_kernel_error_nonsquare():
# Test that grid search returns an error with a non-square precomputed
# training kernel matrix
K_train = np.zeros((10, 20))
y_train = np.ones((10, ))
clf = SVC(kernel='precomputed')
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
assert_raises(ValueError, cv.fit, K_train, y_train)
class BrokenClassifier(BaseEstimator):
"""Broken classifier that cannot be fit twice"""
def __init__(self, parameter=None):
self.parameter = parameter
def fit(self, X, y):
assert not hasattr(self, 'has_been_fit_')
self.has_been_fit_ = True
def predict(self, X):
return np.zeros(X.shape[0])
@ignore_warnings
def test_refit():
# Regression test for bug in refitting
# Simulates re-fitting a broken estimator; this used to break with
# sparse SVMs.
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
clf = GridSearchCV(BrokenClassifier(), [{'parameter': [0, 1]}],
scoring="precision", refit=True)
clf.fit(X, y)
def test_refit_callable():
"""
Test refit=callable, which adds flexibility in identifying the
"best" estimator.
"""
def refit_callable(cv_results):
"""
A dummy function tests `refit=callable` interface.
Return the index of a model that has the least
`mean_test_score`.
"""
# Fit a dummy clf with `refit=True` to get a list of keys in
# clf.cv_results_.
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
clf = GridSearchCV(LinearSVC(random_state=42), {'C': [0.01, 0.1, 1]},
scoring='precision', refit=True)
clf.fit(X, y)
# Ensure that `best_index_ != 0` for this dummy clf
assert clf.best_index_ != 0
# Assert every key matches those in `cv_results`
for key in clf.cv_results_.keys():
assert key in cv_results
return cv_results['mean_test_score'].argmin()
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
clf = GridSearchCV(LinearSVC(random_state=42), {'C': [0.01, 0.1, 1]},
scoring='precision', refit=refit_callable)
clf.fit(X, y)
assert clf.best_index_ == 0
# Ensure `best_score_` is disabled when using `refit=callable`
assert not hasattr(clf, 'best_score_')
def test_refit_callable_invalid_type():
"""
Test implementation catches the errors when 'best_index_' returns an
invalid result.
"""
def refit_callable_invalid_type(cv_results):
"""
A dummy function tests when returned 'best_index_' is not integer.
"""
return None
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
clf = GridSearchCV(LinearSVC(random_state=42), {'C': [0.1, 1]},
scoring='precision', refit=refit_callable_invalid_type)
with pytest.raises(TypeError,
match='best_index_ returned is not an integer'):
clf.fit(X, y)
@pytest.mark.parametrize('out_bound_value', [-1, 2])
@pytest.mark.parametrize('search_cv', [RandomizedSearchCV, GridSearchCV])
def test_refit_callable_out_bound(out_bound_value, search_cv):
"""
Test implementation catches the errors when 'best_index_' returns an
out of bound result.
"""
def refit_callable_out_bound(cv_results):
"""
A dummy function tests when returned 'best_index_' is out of bounds.
"""
return out_bound_value
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
clf = search_cv(LinearSVC(random_state=42), {'C': [0.1, 1]},
scoring='precision', refit=refit_callable_out_bound)
with pytest.raises(IndexError, match='best_index_ index out of range'):
clf.fit(X, y)
def test_refit_callable_multi_metric():
"""
Test refit=callable in multiple metric evaluation setting
"""
def refit_callable(cv_results):
"""
A dummy function tests `refit=callable` interface.
Return the index of a model that has the least
`mean_test_prec`.
"""
assert 'mean_test_prec' in cv_results
return cv_results['mean_test_prec'].argmin()
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
scoring = {'Accuracy': make_scorer(accuracy_score), 'prec': 'precision'}
clf = GridSearchCV(LinearSVC(random_state=42), {'C': [0.01, 0.1, 1]},
scoring=scoring, refit=refit_callable)
clf.fit(X, y)
assert clf.best_index_ == 0
# Ensure `best_score_` is disabled when using `refit=callable`
assert not hasattr(clf, 'best_score_')
def test_gridsearch_nd():
# Pass X as list in GridSearchCV
X_4d = np.arange(10 * 5 * 3 * 2).reshape(10, 5, 3, 2)
y_3d = np.arange(10 * 7 * 11).reshape(10, 7, 11)
check_X = lambda x: x.shape[1:] == (5, 3, 2)
check_y = lambda x: x.shape[1:] == (7, 11)
clf = CheckingClassifier(
check_X=check_X, check_y=check_y, methods_to_check=["fit"],
)
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]})
grid_search.fit(X_4d, y_3d).score(X, y)
assert hasattr(grid_search, "cv_results_")
def test_X_as_list():
# Pass X as list in GridSearchCV
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
clf = CheckingClassifier(
check_X=lambda x: isinstance(x, list), methods_to_check=["fit"],
)
cv = KFold(n_splits=3)
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, cv=cv)
grid_search.fit(X.tolist(), y).score(X, y)
assert hasattr(grid_search, "cv_results_")
def test_y_as_list():
# Pass y as list in GridSearchCV
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
clf = CheckingClassifier(
check_y=lambda x: isinstance(x, list), methods_to_check=["fit"],
)
cv = KFold(n_splits=3)
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, cv=cv)
grid_search.fit(X, y.tolist()).score(X, y)
assert hasattr(grid_search, "cv_results_")
@ignore_warnings
def test_pandas_input():
# check cross_val_score doesn't destroy pandas dataframe
types = [(MockDataFrame, MockDataFrame)]
try:
from pandas import Series, DataFrame
types.append((DataFrame, Series))
except ImportError:
pass
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
for InputFeatureType, TargetType in types:
# X dataframe, y series
X_df, y_ser = InputFeatureType(X), TargetType(y)
def check_df(x):
return isinstance(x, InputFeatureType)
def check_series(x):
return isinstance(x, TargetType)
clf = CheckingClassifier(check_X=check_df, check_y=check_series)
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]})
grid_search.fit(X_df, y_ser).score(X_df, y_ser)
grid_search.predict(X_df)
assert hasattr(grid_search, "cv_results_")
def test_unsupervised_grid_search():
# test grid-search with unsupervised estimator
X, y = make_blobs(n_samples=50, random_state=0)
km = KMeans(random_state=0, init="random", n_init=1)
# Multi-metric evaluation unsupervised
scoring = ['adjusted_rand_score', 'fowlkes_mallows_score']
for refit in ['adjusted_rand_score', 'fowlkes_mallows_score']:
grid_search = GridSearchCV(km, param_grid=dict(n_clusters=[2, 3, 4]),
scoring=scoring, refit=refit)
grid_search.fit(X, y)
# Both ARI and FMS can find the right number :)
assert grid_search.best_params_["n_clusters"] == 3
# Single metric evaluation unsupervised
grid_search = GridSearchCV(km, param_grid=dict(n_clusters=[2, 3, 4]),
scoring='fowlkes_mallows_score')
grid_search.fit(X, y)
assert grid_search.best_params_["n_clusters"] == 3
# Now without a score, and without y
grid_search = GridSearchCV(km, param_grid=dict(n_clusters=[2, 3, 4]))
grid_search.fit(X)
assert grid_search.best_params_["n_clusters"] == 4
def test_gridsearch_no_predict():
# test grid-search with an estimator without predict.
# slight duplication of a test from KDE
def custom_scoring(estimator, X):
return 42 if estimator.bandwidth == .1 else 0
X, _ = make_blobs(cluster_std=.1, random_state=1,
centers=[[0, 1], [1, 0], [0, 0]])
search = GridSearchCV(KernelDensity(),
param_grid=dict(bandwidth=[.01, .1, 1]),
scoring=custom_scoring)
search.fit(X)
assert search.best_params_['bandwidth'] == .1
assert search.best_score_ == 42
def test_param_sampler():
# test basic properties of param sampler
param_distributions = {"kernel": ["rbf", "linear"],
"C": uniform(0, 1)}
sampler = ParameterSampler(param_distributions=param_distributions,
n_iter=10, random_state=0)
samples = [x for x in sampler]
assert len(samples) == 10
for sample in samples:
assert sample["kernel"] in ["rbf", "linear"]
assert 0 <= sample["C"] <= 1
# test that repeated calls yield identical parameters
param_distributions = {"C": [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10]}
sampler = ParameterSampler(param_distributions=param_distributions,
n_iter=3, random_state=0)
assert [x for x in sampler] == [x for x in sampler]
if sp_version >= (0, 16):
param_distributions = {"C": uniform(0, 1)}
sampler = ParameterSampler(param_distributions=param_distributions,
n_iter=10, random_state=0)
assert [x for x in sampler] == [x for x in sampler]
def check_cv_results_array_types(search, param_keys, score_keys):
# Check if the search `cv_results`'s array are of correct types
cv_results = search.cv_results_
assert all(isinstance(cv_results[param], np.ma.MaskedArray)
for param in param_keys)
assert all(cv_results[key].dtype == object for key in param_keys)
assert not any(isinstance(cv_results[key], np.ma.MaskedArray)
for key in score_keys)
assert all(cv_results[key].dtype == np.float64
for key in score_keys if not key.startswith('rank'))
scorer_keys = search.scorer_.keys() if search.multimetric_ else ['score']
for key in scorer_keys:
assert cv_results['rank_test_%s' % key].dtype == np.int32
def check_cv_results_keys(cv_results, param_keys, score_keys, n_cand):
# Test the search.cv_results_ contains all the required results
assert_array_equal(sorted(cv_results.keys()),
sorted(param_keys + score_keys + ('params',)))
assert all(cv_results[key].shape == (n_cand,)
for key in param_keys + score_keys)
def test_grid_search_cv_results():
X, y = make_classification(n_samples=50, n_features=4,
random_state=42)
n_splits = 3
n_grid_points = 6
params = [dict(kernel=['rbf', ], C=[1, 10], gamma=[0.1, 1]),
dict(kernel=['poly', ], degree=[1, 2])]
param_keys = ('param_C', 'param_degree', 'param_gamma', 'param_kernel')
score_keys = ('mean_test_score', 'mean_train_score',
'rank_test_score',
'split0_test_score', 'split1_test_score',
'split2_test_score',
'split0_train_score', 'split1_train_score',
'split2_train_score',
'std_test_score', 'std_train_score',
'mean_fit_time', 'std_fit_time',
'mean_score_time', 'std_score_time')
n_candidates = n_grid_points
search = GridSearchCV(SVC(), cv=n_splits, param_grid=params,
return_train_score=True)
search.fit(X, y)
cv_results = search.cv_results_
# Check if score and timing are reasonable
assert all(cv_results['rank_test_score'] >= 1)
assert (all(cv_results[k] >= 0) for k in score_keys
if k != 'rank_test_score')
assert (all(cv_results[k] <= 1) for k in score_keys
if 'time' not in k and
k != 'rank_test_score')
# Check cv_results structure
check_cv_results_array_types(search, param_keys, score_keys)
check_cv_results_keys(cv_results, param_keys, score_keys, n_candidates)
# Check masking
cv_results = search.cv_results_
n_candidates = len(search.cv_results_['params'])
assert all((cv_results['param_C'].mask[i] and
cv_results['param_gamma'].mask[i] and
not cv_results['param_degree'].mask[i])
for i in range(n_candidates)
if cv_results['param_kernel'][i] == 'linear')
assert all((not cv_results['param_C'].mask[i] and
not cv_results['param_gamma'].mask[i] and
cv_results['param_degree'].mask[i])
for i in range(n_candidates)
if cv_results['param_kernel'][i] == 'rbf')
def test_random_search_cv_results():
X, y = make_classification(n_samples=50, n_features=4, random_state=42)
n_splits = 3
n_search_iter = 30
params = [{'kernel': ['rbf'], 'C': expon(scale=10),
'gamma': expon(scale=0.1)},
{'kernel': ['poly'], 'degree': [2, 3]}]
param_keys = ('param_C', 'param_degree', 'param_gamma', 'param_kernel')
score_keys = ('mean_test_score', 'mean_train_score',
'rank_test_score',
'split0_test_score', 'split1_test_score',
'split2_test_score',
'split0_train_score', 'split1_train_score',
'split2_train_score',
'std_test_score', 'std_train_score',
'mean_fit_time', 'std_fit_time',
'mean_score_time', 'std_score_time')
n_cand = n_search_iter
search = RandomizedSearchCV(SVC(), n_iter=n_search_iter,
cv=n_splits,
param_distributions=params,
return_train_score=True)
search.fit(X, y)
cv_results = search.cv_results_
# Check results structure
check_cv_results_array_types(search, param_keys, score_keys)
check_cv_results_keys(cv_results, param_keys, score_keys, n_cand)
n_candidates = len(search.cv_results_['params'])
assert all((cv_results['param_C'].mask[i] and
cv_results['param_gamma'].mask[i] and
not cv_results['param_degree'].mask[i])
for i in range(n_candidates)
if cv_results['param_kernel'][i] == 'linear')
assert all((not cv_results['param_C'].mask[i] and
not cv_results['param_gamma'].mask[i] and
cv_results['param_degree'].mask[i])
for i in range(n_candidates)
if cv_results['param_kernel'][i] == 'rbf')
@pytest.mark.parametrize(
"SearchCV, specialized_params",
[(GridSearchCV, {'param_grid': {'C': [1, 10]}}),
(RandomizedSearchCV,
{'param_distributions': {'C': [1, 10]}, 'n_iter': 2})]
)
def test_search_default_iid(SearchCV, specialized_params):
# Test the IID parameter TODO: Clearly this test does something else???
# noise-free simple 2d-data
X, y = make_blobs(centers=[[0, 0], [1, 0], [0, 1], [1, 1]], random_state=0,
cluster_std=0.1, shuffle=False, n_samples=80)
# split dataset into two folds that are not iid
# first one contains data of all 4 blobs, second only from two.
mask = np.ones(X.shape[0], dtype=np.bool)
mask[np.where(y == 1)[0][::2]] = 0
mask[np.where(y == 2)[0][::2]] = 0
# this leads to perfect classification on one fold and a score of 1/3 on
# the other
# create "cv" for splits
cv = [[mask, ~mask], [~mask, mask]]
common_params = {'estimator': SVC(), 'cv': cv,
'return_train_score': True}
search = SearchCV(**common_params, **specialized_params)
search.fit(X, y)
test_cv_scores = np.array(
[search.cv_results_['split%d_test_score' % s][0]
for s in range(search.n_splits_)]
)
test_mean = search.cv_results_['mean_test_score'][0]
test_std = search.cv_results_['std_test_score'][0]
train_cv_scores = np.array(
[search.cv_results_['split%d_train_score' % s][0]
for s in range(search.n_splits_)]
)
train_mean = search.cv_results_['mean_train_score'][0]
train_std = search.cv_results_['std_train_score'][0]
assert search.cv_results_['param_C'][0] == 1
# scores are the same as above
assert_allclose(test_cv_scores, [1, 1. / 3.])
assert_allclose(train_cv_scores, [1, 1])
# Unweighted mean/std is used
assert test_mean == pytest.approx(np.mean(test_cv_scores))
assert test_std == pytest.approx(np.std(test_cv_scores))
# For the train scores, we do not take a weighted mean irrespective of
# i.i.d. or not
assert train_mean == pytest.approx(1)
assert train_std == pytest.approx(0)
def test_grid_search_cv_results_multimetric():
X, y = make_classification(n_samples=50, n_features=4, random_state=42)
n_splits = 3
params = [dict(kernel=['rbf', ], C=[1, 10], gamma=[0.1, 1]),
dict(kernel=['poly', ], degree=[1, 2])]
grid_searches = []
for scoring in ({'accuracy': make_scorer(accuracy_score),
'recall': make_scorer(recall_score)},
'accuracy', 'recall'):
grid_search = GridSearchCV(SVC(), cv=n_splits,
param_grid=params,
scoring=scoring, refit=False)
grid_search.fit(X, y)
grid_searches.append(grid_search)
compare_cv_results_multimetric_with_single(*grid_searches)
def test_random_search_cv_results_multimetric():
X, y = make_classification(n_samples=50, n_features=4, random_state=42)
n_splits = 3
n_search_iter = 30
# Scipy 0.12's stats dists do not accept seed, hence we use param grid
params = dict(C=np.logspace(-4, 1, 3),
gamma=np.logspace(-5, 0, 3, base=0.1))
for refit in (True, False):
random_searches = []
for scoring in (('accuracy', 'recall'), 'accuracy', 'recall'):
# If True, for multi-metric pass refit='accuracy'
if refit:
probability = True
refit = 'accuracy' if isinstance(scoring, tuple) else refit
else:
probability = False
clf = SVC(probability=probability, random_state=42)
random_search = RandomizedSearchCV(clf, n_iter=n_search_iter,
cv=n_splits,
param_distributions=params,
scoring=scoring,
refit=refit, random_state=0)
random_search.fit(X, y)
random_searches.append(random_search)
compare_cv_results_multimetric_with_single(*random_searches)
compare_refit_methods_when_refit_with_acc(
random_searches[0], random_searches[1], refit)
def compare_cv_results_multimetric_with_single(
search_multi, search_acc, search_rec):
"""Compare multi-metric cv_results with the ensemble of multiple
single metric cv_results from single metric grid/random search"""
assert search_multi.multimetric_
assert_array_equal(sorted(search_multi.scorer_),
('accuracy', 'recall'))
cv_results_multi = search_multi.cv_results_
cv_results_acc_rec = {re.sub('_score$', '_accuracy', k): v
for k, v in search_acc.cv_results_.items()}
cv_results_acc_rec.update({re.sub('_score$', '_recall', k): v
for k, v in search_rec.cv_results_.items()})
# Check if score and timing are reasonable, also checks if the keys
# are present
assert all((np.all(cv_results_multi[k] <= 1) for k in (
'mean_score_time', 'std_score_time', 'mean_fit_time',
'std_fit_time')))
# Compare the keys, other than time keys, among multi-metric and
# single metric grid search results. np.testing.assert_equal performs a
# deep nested comparison of the two cv_results dicts
np.testing.assert_equal({k: v for k, v in cv_results_multi.items()
if not k.endswith('_time')},
{k: v for k, v in cv_results_acc_rec.items()
if not k.endswith('_time')})
def compare_refit_methods_when_refit_with_acc(search_multi, search_acc, refit):
"""Compare refit multi-metric search methods with single metric methods"""
assert search_acc.refit == refit
if refit:
assert search_multi.refit == 'accuracy'
else:
assert not search_multi.refit
return # search cannot predict/score without refit
X, y = make_blobs(n_samples=100, n_features=4, random_state=42)
for method in ('predict', 'predict_proba', 'predict_log_proba'):
assert_almost_equal(getattr(search_multi, method)(X),
getattr(search_acc, method)(X))
assert_almost_equal(search_multi.score(X, y), search_acc.score(X, y))
for key in ('best_index_', 'best_score_', 'best_params_'):
assert getattr(search_multi, key) == getattr(search_acc, key)
def test_search_cv_results_rank_tie_breaking():
X, y = make_blobs(n_samples=50, random_state=42)
# The two C values are close enough to give similar models
# which would result in a tie of their mean cv-scores
param_grid = {'C': [1, 1.001, 0.001]}
grid_search = GridSearchCV(SVC(), param_grid=param_grid,
return_train_score=True)
random_search = RandomizedSearchCV(SVC(), n_iter=3,
param_distributions=param_grid,
return_train_score=True)
for search in (grid_search, random_search):
search.fit(X, y)
cv_results = search.cv_results_
# Check tie breaking strategy -
# Check that there is a tie in the mean scores between
# candidates 1 and 2 alone
assert_almost_equal(cv_results['mean_test_score'][0],
cv_results['mean_test_score'][1])
assert_almost_equal(cv_results['mean_train_score'][0],
cv_results['mean_train_score'][1])
assert not np.allclose(cv_results['mean_test_score'][1],
cv_results['mean_test_score'][2])
assert not np.allclose(cv_results['mean_train_score'][1],
cv_results['mean_train_score'][2])
# 'min' rank should be assigned to the tied candidates
assert_almost_equal(search.cv_results_['rank_test_score'], [1, 1, 3])
def test_search_cv_results_none_param():
X, y = [[1], [2], [3], [4], [5]], [0, 0, 0, 0, 1]
estimators = (DecisionTreeRegressor(), DecisionTreeClassifier())
est_parameters = {"random_state": [0, None]}
cv = KFold()
for est in estimators:
grid_search = GridSearchCV(est, est_parameters, cv=cv,
).fit(X, y)
assert_array_equal(grid_search.cv_results_['param_random_state'],
[0, None])
@ignore_warnings()
def test_search_cv_timing():
svc = LinearSVC(random_state=0)
X = [[1, ], [2, ], [3, ], [4, ]]
y = [0, 1, 1, 0]
gs = GridSearchCV(svc, {'C': [0, 1]}, cv=2, error_score=0)
rs = RandomizedSearchCV(svc, {'C': [0, 1]}, cv=2, error_score=0, n_iter=2)
for search in (gs, rs):
search.fit(X, y)
for key in ['mean_fit_time', 'std_fit_time']:
# NOTE The precision of time.time in windows is not high
# enough for the fit/score times to be non-zero for trivial X and y
assert np.all(search.cv_results_[key] >= 0)
assert np.all(search.cv_results_[key] < 1)
for key in ['mean_score_time', 'std_score_time']:
assert search.cv_results_[key][1] >= 0
assert search.cv_results_[key][0] == 0.0
assert np.all(search.cv_results_[key] < 1)
assert hasattr(search, "refit_time_")
assert isinstance(search.refit_time_, float)
assert search.refit_time_ >= 0
def test_grid_search_correct_score_results():
# test that correct scores are used
n_splits = 3
clf = LinearSVC(random_state=0)
X, y = make_blobs(random_state=0, centers=2)
Cs = [.1, 1, 10]
for score in ['f1', 'roc_auc']:
grid_search = GridSearchCV(clf, {'C': Cs}, scoring=score, cv=n_splits)
cv_results = grid_search.fit(X, y).cv_results_
# Test scorer names
result_keys = list(cv_results.keys())
expected_keys = (("mean_test_score", "rank_test_score") +
tuple("split%d_test_score" % cv_i
for cv_i in range(n_splits)))
assert all(np.in1d(expected_keys, result_keys))
cv = StratifiedKFold(n_splits=n_splits)
n_splits = grid_search.n_splits_
for candidate_i, C in enumerate(Cs):
clf.set_params(C=C)
cv_scores = np.array(
list(grid_search.cv_results_['split%d_test_score'
% s][candidate_i]
for s in range(n_splits)))
for i, (train, test) in enumerate(cv.split(X, y)):
clf.fit(X[train], y[train])
if score == "f1":
correct_score = f1_score(y[test], clf.predict(X[test]))
elif score == "roc_auc":
dec = clf.decision_function(X[test])
correct_score = roc_auc_score(y[test], dec)
assert_almost_equal(correct_score, cv_scores[i])
# FIXME remove test_fit_grid_point as the function will be removed on 0.25
@ignore_warnings(category=FutureWarning)
def test_fit_grid_point():
X, y = make_classification(random_state=0)
cv = StratifiedKFold()
svc = LinearSVC(random_state=0)
scorer = make_scorer(accuracy_score)
for params in ({'C': 0.1}, {'C': 0.01}, {'C': 0.001}):
for train, test in cv.split(X, y):
this_scores, this_params, n_test_samples = fit_grid_point(
X, y, clone(svc), params, train, test,
scorer, verbose=False)
est = clone(svc).set_params(**params)
est.fit(X[train], y[train])
expected_score = scorer(est, X[test], y[test])
# Test the return values of fit_grid_point
assert_almost_equal(this_scores, expected_score)
assert params == this_params
assert n_test_samples == test.size
# Should raise an error upon multimetric scorer
assert_raise_message(ValueError, "For evaluating multiple scores, use "
"sklearn.model_selection.cross_validate instead.",
fit_grid_point, X, y, svc, params, train, test,
{'score': scorer}, verbose=True)
# FIXME remove test_fit_grid_point_deprecated as
# fit_grid_point will be removed on 0.25
def test_fit_grid_point_deprecated():
X, y = make_classification(random_state=0)
svc = LinearSVC(random_state=0)
scorer = make_scorer(accuracy_score)
msg = ("fit_grid_point is deprecated in version 0.23 "
"and will be removed in version 0.25")
params = {'C': 0.1}
train, test = next(StratifiedKFold().split(X, y))
with pytest.warns(FutureWarning, match=msg):
fit_grid_point(X, y, svc, params, train, test, scorer, verbose=False)
def test_pickle():
# Test that a fit search can be pickled
clf = MockClassifier()
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, refit=True, cv=3)
grid_search.fit(X, y)
grid_search_pickled = pickle.loads(pickle.dumps(grid_search))
assert_array_almost_equal(grid_search.predict(X),
grid_search_pickled.predict(X))
random_search = RandomizedSearchCV(clf, {'foo_param': [1, 2, 3]},
refit=True, n_iter=3, cv=3)
random_search.fit(X, y)
random_search_pickled = pickle.loads(pickle.dumps(random_search))
assert_array_almost_equal(random_search.predict(X),
random_search_pickled.predict(X))
def test_grid_search_with_multioutput_data():
# Test search with multi-output estimator
X, y = make_multilabel_classification(return_indicator=True,
random_state=0)
est_parameters = {"max_depth": [1, 2, 3, 4]}
cv = KFold()
estimators = [DecisionTreeRegressor(random_state=0),
DecisionTreeClassifier(random_state=0)]
# Test with grid search cv
for est in estimators:
grid_search = GridSearchCV(est, est_parameters, cv=cv)
grid_search.fit(X, y)
res_params = grid_search.cv_results_['params']
for cand_i in range(len(res_params)):
est.set_params(**res_params[cand_i])
for i, (train, test) in enumerate(cv.split(X, y)):
est.fit(X[train], y[train])
correct_score = est.score(X[test], y[test])
assert_almost_equal(
correct_score,
grid_search.cv_results_['split%d_test_score' % i][cand_i])
# Test with a randomized search
for est in estimators:
random_search = RandomizedSearchCV(est, est_parameters,
cv=cv, n_iter=3)
random_search.fit(X, y)
res_params = random_search.cv_results_['params']
for cand_i in range(len(res_params)):
est.set_params(**res_params[cand_i])
for i, (train, test) in enumerate(cv.split(X, y)):
est.fit(X[train], y[train])
correct_score = est.score(X[test], y[test])
assert_almost_equal(
correct_score,
random_search.cv_results_['split%d_test_score'
% i][cand_i])
def test_predict_proba_disabled():
# Test predict_proba when disabled on estimator.
X = np.arange(20).reshape(5, -1)
y = [0, 0, 1, 1, 1]
clf = SVC(probability=False)
gs = GridSearchCV(clf, {}, cv=2).fit(X, y)
assert not hasattr(gs, "predict_proba")
def test_grid_search_allows_nans():
# Test GridSearchCV with SimpleImputer
X = | np.arange(20, dtype=np.float64) | numpy.arange |
# coding=utf-8
# Copyright (c) 2019 NVIDIA CORPORATION. All rights reserved.
# Copyright 2018 The Google AI Language Team Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""BERT finetuning runner."""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import collections
import csv
import os
import modeling
import optimization
import tokenization
import tensorflow as tf
import horovod.tensorflow as hvd
import time
from utils.utils import LogEvalRunHook, LogTrainRunHook, setup_xla_flags
from utils.gpu_affinity import set_affinity
import utils.dllogger_class
from dllogger import Verbosity
from utils.create_glue_data import *
import numpy as np
import tf_metrics
flags = tf.flags
FLAGS = flags.FLAGS
## Required parameters
flags.DEFINE_string(
"data_dir", None,
"The input data dir. Should contain the .tsv files (or other data files) "
"for the task.")
flags.DEFINE_string(
"bert_config_file", None,
"The config json file corresponding to the pre-trained BERT model. "
"This specifies the model architecture.")
flags.DEFINE_string("task_name", None, "The name of the task to train.")
flags.DEFINE_string("vocab_file", None,
"The vocabulary file that the BERT model was trained on.")
flags.DEFINE_string(
"output_dir", None,
"The output directory where the model checkpoints will be written.")
## Other parameters
flags.DEFINE_string(
"dllog_path", "/results/bert_dllog.json",
"filename where dllogger writes to")
flags.DEFINE_string(
"optimizer_type", "lamb",
"Optimizer type : adam or lamb")
flags.DEFINE_string(
"init_checkpoint", None,
"Initial checkpoint (usually from a pre-trained BERT model).")
flags.DEFINE_bool(
"do_lower_case", True,
"Whether to lower case the input text. Should be True for uncased "
"models and False for cased models.")
flags.DEFINE_integer(
"max_seq_length", 128,
"The maximum total input sequence length after WordPiece tokenization. "
"Sequences longer than this will be truncated, and sequences shorter "
"than this will be padded.")
flags.DEFINE_bool("do_train", False, "Whether to run training.")
flags.DEFINE_bool("do_eval", False, "Whether to run eval on the dev set.")
flags.DEFINE_bool(
"do_predict", False,
"Whether to run the model in inference mode on the test set.")
flags.DEFINE_integer("train_batch_size", 32, "Total batch size for training.")
flags.DEFINE_integer("eval_batch_size", 8, "Total batch size for eval.")
flags.DEFINE_integer("predict_batch_size", 8, "Total batch size for predict.")
flags.DEFINE_float("learning_rate", 5e-5, "The initial learning rate for Adam.")
flags.DEFINE_bool("use_trt", False, "Whether to use TF-TRT")
flags.DEFINE_float("num_train_epochs", 3.0,
"Total number of training epochs to perform.")
flags.DEFINE_float(
"warmup_proportion", 0.1,
"Proportion of training to perform linear learning rate warmup for. "
"E.g., 0.1 = 10% of training.")
flags.DEFINE_integer("save_checkpoints_steps", 1000,
"How often to save the model checkpoint.")
flags.DEFINE_integer("display_loss_steps", 10,
"How often to print loss from estimator")
flags.DEFINE_integer("iterations_per_loop", 1000,
"How many steps to make in each estimator call.")
flags.DEFINE_integer("num_accumulation_steps", 1,
"Number of accumulation steps before gradient update"
"Global batch size = num_accumulation_steps * train_batch_size")
flags.DEFINE_bool("amp", True, "Whether to enable AMP ops. When false, uses TF32 on A100 and FP32 on V100 GPUS.")
flags.DEFINE_bool("use_xla", True, "Whether to enable XLA JIT compilation.")
flags.DEFINE_bool("horovod", False, "Whether to use Horovod for multi-gpu runs")
flags.DEFINE_bool(
"verbose_logging", False,
"If true, all of the warnings related to data processing will be printed. "
"A number of warnings are expected for a normal SQuAD evaluation.")
def file_based_input_fn_builder(input_file, batch_size, seq_length, is_training,
drop_remainder, hvd=None):
"""Creates an `input_fn` closure to be passed to Estimator."""
name_to_features = {
"input_ids": tf.io.FixedLenFeature([seq_length], tf.int64),
"input_mask": tf.io.FixedLenFeature([seq_length], tf.int64),
"segment_ids": tf.io.FixedLenFeature([seq_length], tf.int64),
"label_ids": tf.io.FixedLenFeature([], tf.int64),
}
def _decode_record(record, name_to_features):
"""Decodes a record to a TensorFlow example."""
example = tf.parse_single_example(record, name_to_features)
# tf.Example only supports tf.int64, but the TPU only supports tf.int32.
# So cast all int64 to int32.
for name in list(example.keys()):
t = example[name]
if t.dtype == tf.int64:
t = tf.to_int32(t)
example[name] = t
return example
def input_fn():
"""The actual input function."""
# For training, we want a lot of parallel reading and shuffling.
# For eval, we want no shuffling and parallel reading doesn't matter.
d = tf.data.TFRecordDataset(input_file)
if is_training:
if hvd is not None: d = d.shard(hvd.size(), hvd.rank())
d = d.repeat()
d = d.shuffle(buffer_size=100)
d = d.apply(
tf.contrib.data.map_and_batch(
lambda record: _decode_record(record, name_to_features),
batch_size=batch_size,
drop_remainder=drop_remainder))
return d
return input_fn
def create_model(bert_config, is_training, input_ids, input_mask, segment_ids,
labels, num_labels, use_one_hot_embeddings):
"""Creates a classification model."""
model = modeling.BertModel(
config=bert_config,
is_training=is_training,
input_ids=input_ids,
input_mask=input_mask,
token_type_ids=segment_ids,
use_one_hot_embeddings=use_one_hot_embeddings,
compute_type=tf.float32)
# In the demo, we are doing a simple classification task on the entire
# segment.
#
# If you want to use the token-level output, use model.get_sequence_output()
# instead.
output_layer = model.get_pooled_output()
hidden_size = output_layer.shape[-1].value
output_weights = tf.get_variable(
"output_weights", [num_labels, hidden_size],
initializer=tf.truncated_normal_initializer(stddev=0.02))
output_bias = tf.get_variable(
"output_bias", [num_labels], initializer=tf.zeros_initializer())
with tf.variable_scope("loss"):
if is_training:
# I.e., 0.1 dropout
output_layer = tf.nn.dropout(output_layer, keep_prob=0.9)
logits = tf.matmul(output_layer, output_weights, transpose_b=True)
logits = tf.nn.bias_add(logits, output_bias, name='cls_logits')
probabilities = tf.nn.softmax(logits, axis=-1, name='cls_probabilities')
log_probs = tf.nn.log_softmax(logits, axis=-1)
one_hot_labels = tf.one_hot(labels, depth=num_labels, dtype=tf.float32)
per_example_loss = -tf.reduce_sum(one_hot_labels * log_probs, axis=-1, name='cls_per_example_loss')
loss = tf.reduce_mean(per_example_loss, name='cls_loss')
return (loss, per_example_loss, logits, probabilities)
def get_frozen_tftrt_model(bert_config, shape, num_labels, use_one_hot_embeddings, init_checkpoint):
tf_config = tf.compat.v1.ConfigProto()
tf_config.gpu_options.allow_growth = True
output_node_names = ['loss/cls_loss', 'loss/cls_per_example_loss', 'loss/cls_logits', 'loss/cls_probabilities']
with tf.Session(config=tf_config) as tf_sess:
input_ids = tf.placeholder(tf.int32, shape, 'input_ids')
input_mask = tf.placeholder(tf.int32, shape, 'input_mask')
segment_ids = tf.placeholder(tf.int32, shape, 'segment_ids')
label_ids = tf.placeholder(tf.int32, (None), 'label_ids')
create_model(bert_config, False, input_ids, input_mask, segment_ids, label_ids,
num_labels, use_one_hot_embeddings)
tvars = tf.trainable_variables()
(assignment_map, initialized_variable_names) = modeling.get_assignment_map_from_checkpoint(tvars, init_checkpoint)
tf.train.init_from_checkpoint(init_checkpoint, assignment_map)
tf_sess.run(tf.global_variables_initializer())
print("LOADED!")
tf.compat.v1.logging.info("**** Trainable Variables ****")
for var in tvars:
init_string = ""
if var.name in initialized_variable_names:
init_string = ", *INIT_FROM_CKPT*"
else:
init_string = ", *NOTTTTTTTTTTTTTTTTTTTTT"
tf.compat.v1.logging.info(" name = %s, shape = %s%s", var.name, var.shape, init_string)
frozen_graph = tf.graph_util.convert_variables_to_constants(tf_sess,
tf_sess.graph.as_graph_def(), output_node_names)
num_nodes = len(frozen_graph.node)
print('Converting graph using TensorFlow-TensorRT...')
from tensorflow.python.compiler.tensorrt import trt_convert as trt
converter = trt.TrtGraphConverter(
input_graph_def=frozen_graph,
nodes_blacklist=output_node_names,
max_workspace_size_bytes=(4096 << 20) - 1000,
precision_mode = "FP16" if FLAGS.amp else "FP32",
minimum_segment_size=4,
is_dynamic_op=True,
maximum_cached_engines=1000
)
frozen_graph = converter.convert()
print('Total node count before and after TF-TRT conversion:',
num_nodes, '->', len(frozen_graph.node))
print('TRT node count:',
len([1 for n in frozen_graph.node if str(n.op) == 'TRTEngineOp']))
with tf.io.gfile.GFile("frozen_modelTRT.pb", "wb") as f:
f.write(frozen_graph.SerializeToString())
return frozen_graph
def model_fn_builder(task_name, bert_config, num_labels, init_checkpoint, learning_rate,
num_train_steps, num_warmup_steps,
use_one_hot_embeddings, hvd=None):
"""Returns `model_fn` closure for Estimator."""
def model_fn(features, labels, mode, params): # pylint: disable=unused-argument
"""The `model_fn` for Estimator."""
def metric_fn(per_example_loss, label_ids, logits):
predictions = tf.argmax(logits, axis=-1, output_type=tf.int32)
if task_name == "cola":
FN, FN_op = tf.metrics.false_negatives(labels=label_ids, predictions=predictions)
FP, FP_op = tf.metrics.false_positives(labels=label_ids, predictions=predictions)
TP, TP_op = tf.metrics.true_positives(labels=label_ids, predictions=predictions)
TN, TN_op = tf.metrics.true_negatives(labels=label_ids, predictions=predictions)
MCC = (TP * TN - FP * FN) / ((TP + FP) * (TP + FN) * (TN + FP) * (TN + FN)) ** 0.5
MCC_op = tf.group(FN_op, TN_op, TP_op, FP_op, tf.identity(MCC, name="MCC"))
return {"MCC": (MCC, MCC_op)}
elif task_name == "mrpc":
accuracy = tf.metrics.accuracy(
labels=label_ids, predictions=predictions)
loss = tf.metrics.mean(values=per_example_loss)
f1 = tf_metrics.f1(labels=label_ids, predictions=predictions, num_classes=2, pos_indices=[1])
return {
"eval_accuracy": accuracy,
"eval_f1": f1,
"eval_loss": loss,
}
else:
accuracy = tf.metrics.accuracy(
labels=label_ids, predictions=predictions)
loss = tf.metrics.mean(values=per_example_loss)
return {
"eval_accuracy": accuracy,
"eval_loss": loss,
}
tf.compat.v1.logging.info("*** Features ***")
tf.compat.v1.logging.info("*** Features ***")
for name in sorted(features.keys()):
tf.compat.v1.logging.info(" name = %s, shape = %s" % (name, features[name].shape))
input_ids = features["input_ids"]
input_mask = features["input_mask"]
segment_ids = features["segment_ids"]
label_ids = features["label_ids"]
is_training = (mode == tf.estimator.ModeKeys.TRAIN)
if not is_training and FLAGS.use_trt:
trt_graph = get_frozen_tftrt_model(bert_config, input_ids.shape, num_labels, use_one_hot_embeddings, init_checkpoint)
(total_loss, per_example_loss, logits, probabilities) = tf.import_graph_def(trt_graph,
input_map={'input_ids':input_ids, 'input_mask':input_mask, 'segment_ids':segment_ids, 'label_ids':label_ids},
return_elements=['loss/cls_loss:0', 'loss/cls_per_example_loss:0', 'loss/cls_logits:0', 'loss/cls_probabilities:0'],
name='')
if mode == tf.estimator.ModeKeys.PREDICT:
predictions = {"probabilities": probabilities}
output_spec = tf.estimator.EstimatorSpec(
mode=mode, predictions=predictions)
elif mode == tf.estimator.ModeKeys.EVAL:
eval_metric_ops = metric_fn(per_example_loss, label_ids, logits)
output_spec = tf.estimator.EstimatorSpec(
mode=mode,
loss=total_loss,
eval_metric_ops=eval_metric_ops)
return output_spec
(total_loss, per_example_loss, logits, probabilities) = create_model(
bert_config, is_training, input_ids, input_mask, segment_ids, label_ids,
num_labels, use_one_hot_embeddings)
tvars = tf.trainable_variables()
initialized_variable_names = {}
if init_checkpoint and (hvd is None or hvd.rank() == 0):
(assignment_map, initialized_variable_names
) = modeling.get_assignment_map_from_checkpoint(tvars, init_checkpoint)
tf.train.init_from_checkpoint(init_checkpoint, assignment_map)
if FLAGS.verbose_logging:
tf.compat.v1.logging.info("**** Trainable Variables ****")
for var in tvars:
init_string = ""
if var.name in initialized_variable_names:
init_string = ", *INIT_FROM_CKPT*"
tf.compat.v1.logging.info(" name = %s, shape = %s%s", var.name, var.shape,
init_string)
output_spec = None
if mode == tf.estimator.ModeKeys.TRAIN:
train_op = optimization.create_optimizer(
total_loss, learning_rate, num_train_steps, num_warmup_steps,
hvd, False, FLAGS.amp, FLAGS.num_accumulation_steps, FLAGS.optimizer_type)
output_spec = tf.estimator.EstimatorSpec(
mode=mode,
loss=total_loss,
train_op=train_op)
elif mode == tf.estimator.ModeKeys.EVAL:
dummy_op = tf.no_op()
# Need to call mixed precision graph rewrite if fp16 to enable graph rewrite
if FLAGS.amp:
loss_scaler = tf.train.experimental.FixedLossScale(1)
dummy_op = tf.train.experimental.enable_mixed_precision_graph_rewrite(
optimization.LAMBOptimizer(learning_rate=0.0), loss_scaler)
eval_metric_ops = metric_fn(per_example_loss, label_ids, logits)
output_spec = tf.estimator.EstimatorSpec(
mode=mode,
loss=total_loss,
eval_metric_ops=eval_metric_ops)
else:
dummy_op = tf.no_op()
# Need to call mixed precision graph rewrite if fp16 to enable graph rewrite
if FLAGS.amp:
dummy_op = tf.train.experimental.enable_mixed_precision_graph_rewrite(
optimization.LAMBOptimizer(learning_rate=0.0))
output_spec = tf.estimator.EstimatorSpec(
mode=mode, predictions=probabilities)
return output_spec
return model_fn
# This function is not used by this file but is still used by the Colab and
# people who depend on it.
def input_fn_builder(features, batch_size, seq_length, is_training, drop_remainder, hvd=None):
"""Creates an `input_fn` closure to be passed to Estimator."""
all_input_ids = []
all_input_mask = []
all_segment_ids = []
all_label_ids = []
for feature in features:
all_input_ids.append(feature.input_ids)
all_input_mask.append(feature.input_mask)
all_segment_ids.append(feature.segment_ids)
all_label_ids.append(feature.label_id)
def input_fn():
"""The actual input function."""
num_examples = len(features)
# This is for demo purposes and does NOT scale to large data sets. We do
# not use Dataset.from_generator() because that uses tf.py_func which is
# not TPU compatible. The right way to load data is with TFRecordReader.
d = tf.data.Dataset.from_tensor_slices({
"input_ids":
tf.constant(
all_input_ids, shape=[num_examples, seq_length],
dtype=tf.int32),
"input_mask":
tf.constant(
all_input_mask,
shape=[num_examples, seq_length],
dtype=tf.int32),
"segment_ids":
tf.constant(
all_segment_ids,
shape=[num_examples, seq_length],
dtype=tf.int32),
"label_ids":
tf.constant(all_label_ids, shape=[num_examples], dtype=tf.int32),
})
if is_training:
if hvd is not None: d = d.shard(hvd.size(), hvd.rank())
d = d.repeat()
d = d.shuffle(buffer_size=100)
d = d.batch(batch_size=batch_size, drop_remainder=drop_remainder)
return d
return input_fn
def main(_):
setup_xla_flags()
tf.compat.v1.logging.set_verbosity(tf.compat.v1.logging.INFO)
dllogging = utils.dllogger_class.dllogger_class(FLAGS.dllog_path)
if FLAGS.horovod:
hvd.init()
processors = {
"cola": ColaProcessor,
"mnli": MnliProcessor,
"mrpc": MrpcProcessor,
"xnli": XnliProcessor,
}
if not FLAGS.do_train and not FLAGS.do_eval and not FLAGS.do_predict:
raise ValueError(
"At least one of `do_train`, `do_eval` or `do_predict' must be True.")
bert_config = modeling.BertConfig.from_json_file(FLAGS.bert_config_file)
if FLAGS.max_seq_length > bert_config.max_position_embeddings:
raise ValueError(
"Cannot use sequence length %d because the BERT model "
"was only trained up to sequence length %d" %
(FLAGS.max_seq_length, bert_config.max_position_embeddings))
tf.io.gfile.makedirs(FLAGS.output_dir)
task_name = FLAGS.task_name.lower()
if task_name not in processors:
raise ValueError("Task not found: %s" % (task_name))
processor = processors[task_name]()
label_list = processor.get_labels()
tokenizer = tokenization.FullTokenizer(
vocab_file=FLAGS.vocab_file, do_lower_case=FLAGS.do_lower_case)
master_process = True
training_hooks = []
global_batch_size = FLAGS.train_batch_size * FLAGS.num_accumulation_steps
hvd_rank = 0
config = tf.compat.v1.ConfigProto()
if FLAGS.horovod:
tf.compat.v1.logging.info("Multi-GPU training with TF Horovod")
tf.compat.v1.logging.info("hvd.size() = %d hvd.rank() = %d", hvd.size(), hvd.rank())
global_batch_size = FLAGS.train_batch_size * FLAGS.num_accumulation_steps * hvd.size()
master_process = (hvd.rank() == 0)
hvd_rank = hvd.rank()
config.gpu_options.visible_device_list = str(hvd.local_rank())
set_affinity(hvd.local_rank())
if hvd.size() > 1:
training_hooks.append(hvd.BroadcastGlobalVariablesHook(0))
if FLAGS.use_xla:
config.graph_options.optimizer_options.global_jit_level = tf.compat.v1.OptimizerOptions.ON_1
if FLAGS.amp:
tf.enable_resource_variables()
run_config = tf.estimator.RunConfig(
model_dir=FLAGS.output_dir if master_process else None,
session_config=config,
save_checkpoints_steps=FLAGS.save_checkpoints_steps if master_process else None,
save_summary_steps=FLAGS.save_checkpoints_steps if master_process else None,
log_step_count_steps=FLAGS.display_loss_steps,
keep_checkpoint_max=1)
if master_process:
tf.compat.v1.logging.info("***** Configuaration *****")
for key in FLAGS.__flags.keys():
tf.compat.v1.logging.info(' {}: {}'.format(key, getattr(FLAGS, key)))
tf.compat.v1.logging.info("**************************")
train_examples = None
num_train_steps = None
num_warmup_steps = None
training_hooks.append(LogTrainRunHook(global_batch_size, hvd_rank, FLAGS.save_checkpoints_steps, num_steps_ignore_xla=25))
if FLAGS.do_train:
train_examples = processor.get_train_examples(FLAGS.data_dir)
num_train_steps = int(
len(train_examples) / global_batch_size * FLAGS.num_train_epochs)
num_warmup_steps = int(num_train_steps * FLAGS.warmup_proportion)
start_index = 0
end_index = len(train_examples)
tmp_filenames = [os.path.join(FLAGS.output_dir, "train.tf_record")]
if FLAGS.horovod:
tmp_filenames = [os.path.join(FLAGS.output_dir, "train.tf_record{}".format(i)) for i in range(hvd.size())]
num_examples_per_rank = len(train_examples) // hvd.size()
remainder = len(train_examples) % hvd.size()
if hvd.rank() < remainder:
start_index = hvd.rank() * (num_examples_per_rank+1)
end_index = start_index + num_examples_per_rank + 1
else:
start_index = hvd.rank() * num_examples_per_rank + remainder
end_index = start_index + (num_examples_per_rank)
model_fn = model_fn_builder(
task_name=task_name,
bert_config=bert_config,
num_labels=len(label_list),
init_checkpoint=FLAGS.init_checkpoint,
learning_rate=FLAGS.learning_rate if not FLAGS.horovod else FLAGS.learning_rate * hvd.size(),
num_train_steps=num_train_steps,
num_warmup_steps=num_warmup_steps,
use_one_hot_embeddings=False,
hvd=None if not FLAGS.horovod else hvd)
estimator = tf.estimator.Estimator(
model_fn=model_fn,
config=run_config)
if FLAGS.do_train:
file_based_convert_examples_to_features(
train_examples[start_index:end_index], label_list, FLAGS.max_seq_length, tokenizer, tmp_filenames[hvd_rank])
tf.compat.v1.logging.info("***** Running training *****")
tf.compat.v1.logging.info(" Num examples = %d", len(train_examples))
tf.compat.v1.logging.info(" Batch size = %d", FLAGS.train_batch_size)
tf.compat.v1.logging.info(" Num steps = %d", num_train_steps)
train_input_fn = file_based_input_fn_builder(
input_file=tmp_filenames,
batch_size=FLAGS.train_batch_size,
seq_length=FLAGS.max_seq_length,
is_training=True,
drop_remainder=True,
hvd=None if not FLAGS.horovod else hvd)
train_start_time = time.time()
estimator.train(input_fn=train_input_fn, max_steps=num_train_steps, hooks=training_hooks)
train_time_elapsed = time.time() - train_start_time
train_time_wo_overhead = training_hooks[-1].total_time
avg_sentences_per_second = num_train_steps * global_batch_size * 1.0 / train_time_elapsed
ss_sentences_per_second = (training_hooks[-1].count - training_hooks[-1].skipped) * global_batch_size * 1.0 / train_time_wo_overhead
if master_process:
tf.compat.v1.logging.info("-----------------------------")
tf.compat.v1.logging.info("Total Training Time = %0.2f for Sentences = %d", train_time_elapsed,
num_train_steps * global_batch_size)
tf.compat.v1.logging.info("Total Training Time W/O Overhead = %0.2f for Sentences = %d", train_time_wo_overhead,
(training_hooks[-1].count - training_hooks[-1].skipped) * global_batch_size)
tf.compat.v1.logging.info("Throughput Average (sentences/sec) with overhead = %0.2f", avg_sentences_per_second)
tf.compat.v1.logging.info("Throughput Average (sentences/sec) = %0.2f", ss_sentences_per_second)
tf.compat.v1.logging.info("-----------------------------")
if FLAGS.do_eval and master_process:
eval_examples = processor.get_dev_examples(FLAGS.data_dir)
eval_file = os.path.join(FLAGS.output_dir, "eval.tf_record")
file_based_convert_examples_to_features(
eval_examples, label_list, FLAGS.max_seq_length, tokenizer, eval_file)
tf.compat.v1.logging.info("***** Running evaluation *****")
tf.compat.v1.logging.info(" Num examples = %d", len(eval_examples))
tf.compat.v1.logging.info(" Batch size = %d", FLAGS.eval_batch_size)
eval_drop_remainder = False
eval_input_fn = file_based_input_fn_builder(
input_file=eval_file,
batch_size=FLAGS.eval_batch_size,
seq_length=FLAGS.max_seq_length,
is_training=False,
drop_remainder=eval_drop_remainder)
eval_hooks = [LogEvalRunHook(FLAGS.eval_batch_size)]
eval_start_time = time.time()
result = estimator.evaluate(input_fn=eval_input_fn, hooks=eval_hooks)
eval_time_elapsed = time.time() - eval_start_time
time_list = eval_hooks[-1].time_list
time_list.sort()
# Removing outliers (init/warmup) in throughput computation.
eval_time_wo_overhead = sum(time_list[:int(len(time_list) * 0.8)])
num_sentences = (int(len(time_list) * 0.8)) * FLAGS.eval_batch_size
avg = | np.mean(time_list) | numpy.mean |
import time
import h5py
import hdbscan
import numpy as np
import torch
from sklearn.cluster import MeanShift
from pytorch3dunet.datasets.hdf5 import SliceBuilder
from pytorch3dunet.unet3d.utils import get_logger
from pytorch3dunet.unet3d.utils import unpad
logger = get_logger('UNet3DPredictor')
class _AbstractPredictor:
def __init__(self, model, loader, output_file, config, **kwargs):
self.model = model
self.loader = loader
self.output_file = output_file
self.config = config
self.predictor_config = kwargs
@staticmethod
def _volume_shape(dataset):
# TODO: support multiple internal datasets
raw = dataset.raws[0]
if raw.ndim == 3:
return raw.shape
else:
return raw.shape[1:]
@staticmethod
def _get_output_dataset_names(number_of_datasets, prefix='predictions'):
if number_of_datasets == 1:
return [prefix]
else:
return [f'{prefix}{i}' for i in range(number_of_datasets)]
def predict(self):
raise NotImplementedError
class StandardPredictor(_AbstractPredictor):
"""
Applies the model on the given dataset and saves the result in the `output_file` in the H5 format.
Predictions from the network are kept in memory. If the results from the network don't fit in into RAM
use `LazyPredictor` instead.
The output dataset names inside the H5 is given by `des_dataset_name` config argument. If the argument is
not present in the config 'predictions{n}' is used as a default dataset name, where `n` denotes the number
of the output head from the network.
Args:
model (Unet3D): trained 3D UNet model used for prediction
data_loader (torch.utils.data.DataLoader): input data loader
output_file (str): path to the output H5 file
config (dict): global config dict
"""
def __init__(self, model, loader, output_file, config, **kwargs):
super().__init__(model, loader, output_file, config, **kwargs)
def predict(self):
out_channels = self.config['model'].get('out_channels')
if out_channels is None:
out_channels = self.config['model']['dt_out_channels']
prediction_channel = self.config.get('prediction_channel', None)
if prediction_channel is not None:
logger.info(f"Using only channel '{prediction_channel}' from the network output")
device = self.config['device']
output_heads = self.config['model'].get('output_heads', 1)
logger.info(f'Running prediction on {len(self.loader)} batches...')
# dimensionality of the the output predictions
volume_shape = self._volume_shape(self.loader.dataset)
if prediction_channel is None:
prediction_maps_shape = (out_channels,) + volume_shape
else:
# single channel prediction map
prediction_maps_shape = (1,) + volume_shape
logger.info(f'The shape of the output prediction maps (CDHW): {prediction_maps_shape}')
avoid_block_artifacts = self.predictor_config.get('avoid_block_artifacts', True)
logger.info(f'Avoid block artifacts: {avoid_block_artifacts}')
# create destination H5 file
h5_output_file = h5py.File(self.output_file, 'w')
# allocate prediction and normalization arrays
logger.info('Allocating prediction and normalization arrays...')
prediction_maps, normalization_masks = self._allocate_prediction_maps(prediction_maps_shape,
output_heads, h5_output_file)
# Sets the module in evaluation mode explicitly (necessary for batchnorm/dropout layers if present)
self.model.eval()
# Set the `testing=true` flag otherwise the final Softmax/Sigmoid won't be applied!
self.model.testing = True
# Run predictions on the entire input dataset
with torch.no_grad():
for batch, indices in self.loader:
# send batch to device
batch = batch.to(device)
# forward pass
predictions = self.model(batch)
# wrap predictions into a list if there is only one output head from the network
if output_heads == 1:
predictions = [predictions]
# for each output head
for prediction, prediction_map, normalization_mask in zip(predictions, prediction_maps,
normalization_masks):
# convert to numpy array
prediction = prediction.cpu().numpy()
# for each batch sample
for pred, index in zip(prediction, indices):
# save patch index: (C,D,H,W)
if prediction_channel is None:
channel_slice = slice(0, out_channels)
else:
channel_slice = slice(0, 1)
index = (channel_slice,) + index
if prediction_channel is not None:
# use only the 'prediction_channel'
logger.info(f"Using channel '{prediction_channel}'...")
pred = np.expand_dims(pred[prediction_channel], axis=0)
logger.info(f'Saving predictions for slice:{index}...')
if avoid_block_artifacts:
# unpad in order to avoid block artifacts in the output probability maps
u_prediction, u_index = unpad(pred, index, volume_shape)
# accumulate probabilities into the output prediction array
prediction_map[u_index] += u_prediction
# count voxel visits for normalization
normalization_mask[u_index] += 1
else:
# accumulate probabilities into the output prediction array
prediction_map[index] += pred
# count voxel visits for normalization
normalization_mask[index] += 1
# save results to
self._save_results(prediction_maps, normalization_masks, output_heads, h5_output_file, self.loader.dataset)
# close the output H5 file
h5_output_file.close()
def _allocate_prediction_maps(self, output_shape, output_heads, output_file):
# initialize the output prediction arrays
prediction_maps = [np.zeros(output_shape, dtype='float32') for _ in range(output_heads)]
# initialize normalization mask in order to average out probabilities of overlapping patches
normalization_masks = [np.zeros(output_shape, dtype='uint8') for _ in range(output_heads)]
return prediction_maps, normalization_masks
def _save_results(self, prediction_maps, normalization_masks, output_heads, output_file, dataset):
# save probability maps
prediction_datasets = self._get_output_dataset_names(output_heads, prefix='predictions')
for prediction_map, normalization_mask, prediction_dataset in zip(prediction_maps, normalization_masks,
prediction_datasets):
prediction_map = prediction_map / normalization_mask
if dataset.mirror_padding:
pad_width = dataset.pad_width
logger.info(f'Dataset loaded with mirror padding, pad_width: {pad_width}. Cropping before saving...')
prediction_map = prediction_map[:, pad_width:-pad_width, pad_width:-pad_width, pad_width:-pad_width]
logger.info(f'Saving predictions to: {output_file}/{prediction_dataset}...')
output_file.create_dataset(prediction_dataset, data=prediction_map, compression="gzip")
class LazyPredictor(StandardPredictor):
"""
Applies the model on the given dataset and saves the result in the `output_file` in the H5 format.
Predicted patches are directly saved into the H5 and they won't be stored in memory. Since this predictor
is slower than the `StandardPredictor` it should only be used when the predicted volume does not fit into RAM.
The output dataset names inside the H5 is given by `des_dataset_name` config argument. If the argument is
not present in the config 'predictions{n}' is used as a default dataset name, where `n` denotes the number
of the output head from the network.
Args:
model (Unet3D): trained 3D UNet model used for prediction
data_loader (torch.utils.data.DataLoader): input data loader
output_file (str): path to the output H5 file
config (dict): global config dict
"""
def __init__(self, model, loader, output_file, config, **kwargs):
super().__init__(model, loader, output_file, config, **kwargs)
def _allocate_prediction_maps(self, output_shape, output_heads, output_file):
# allocate datasets for probability maps
prediction_datasets = self._get_output_dataset_names(output_heads, prefix='predictions')
prediction_maps = [
output_file.create_dataset(dataset_name, shape=output_shape, dtype='float32', chunks=True,
compression='gzip')
for dataset_name in prediction_datasets]
# allocate datasets for normalization masks
normalization_datasets = self._get_output_dataset_names(output_heads, prefix='normalization')
normalization_masks = [
output_file.create_dataset(dataset_name, shape=output_shape, dtype='uint8', chunks=True,
compression='gzip')
for dataset_name in normalization_datasets]
return prediction_maps, normalization_masks
def _save_results(self, prediction_maps, normalization_masks, output_heads, output_file, dataset):
if dataset.mirror_padding:
logger.warn(
f'Mirror padding unsupported in LazyPredictor. Output predictions will be padded with pad_width: {dataset.pad_width}')
prediction_datasets = self._get_output_dataset_names(output_heads, prefix='predictions')
normalization_datasets = self._get_output_dataset_names(output_heads, prefix='normalization')
# normalize the prediction_maps inside the H5
for prediction_map, normalization_mask, prediction_dataset, normalization_dataset in zip(prediction_maps,
normalization_masks,
prediction_datasets,
normalization_datasets):
# split the volume into 4 parts and load each into the memory separately
logger.info(f'Normalizing {prediction_dataset}...')
z, y, x = prediction_map.shape[1:]
# take slices which are 1/27 of the original volume
patch_shape = (z // 3, y // 3, x // 3)
for index in SliceBuilder._build_slices(prediction_map, patch_shape=patch_shape, stride_shape=patch_shape):
logger.info(f'Normalizing slice: {index}')
prediction_map[index] /= normalization_mask[index]
# make sure to reset the slice that has been visited already in order to avoid 'double' normalization
# when the patches overlap with each other
normalization_mask[index] = 1
logger.info(f'Deleting {normalization_dataset}...')
del output_file[normalization_dataset]
class EmbeddingsPredictor(_AbstractPredictor):
"""
Applies the embedding model on the given dataset and saves the result in the `output_file` in the H5 format.
The resulting volume is the segmentation itself (not the embedding vectors) obtained by clustering embeddings
with HDBSCAN or MeanShift algorithm patch by patch and then stitching the patches together.
"""
def __init__(self, model, loader, output_file, config, clustering, iou_threshold=0.7, noise_label=-1, **kwargs):
super().__init__(model, loader, output_file, config, **kwargs)
self.iou_threshold = iou_threshold
self.noise_label = noise_label
self.clustering = clustering
assert clustering in ['hdbscan', 'meanshift'], 'Only HDBSCAN and MeanShift are supported'
logger.info(f'IoU threshold: {iou_threshold}')
self.clustering_name = clustering
self.clustering = self._get_clustering(clustering, kwargs)
def predict(self):
device = self.config['device']
output_heads = self.config['model'].get('output_heads', 1)
logger.info(f'Running prediction on {len(self.loader)} patches...')
# dimensionality of the the output segmentation
volume_shape = self._volume_shape(self.loader.dataset)
logger.info(f'The shape of the output segmentation (DHW): {volume_shape}')
logger.info('Allocating segmentation array...')
# initialize the output prediction arrays
output_segmentations = [np.zeros(volume_shape, dtype='int32') for _ in range(output_heads)]
# initialize visited_voxels arrays
visited_voxels_arrays = [np.zeros(volume_shape, dtype='uint8') for _ in range(output_heads)]
# Sets the module in evaluation mode explicitly
self.model.eval()
self.model.testing = True
# Run predictions on the entire input dataset
with torch.no_grad():
for batch, indices in self.loader:
# logger.info(f'Predicting embeddings for slice:{index}')
# send batch to device
batch = batch.to(device)
# forward pass
embeddings = self.model(batch)
# wrap predictions into a list if there is only one output head from the network
if output_heads == 1:
embeddings = [embeddings]
for prediction, output_segmentation, visited_voxels_array in zip(embeddings, output_segmentations,
visited_voxels_arrays):
# convert to numpy array
prediction = prediction.cpu().numpy()
# iterate sequentially because of the current simple stitching that we're using
for pred, index in zip(prediction, indices):
# convert embeddings to segmentation with hdbscan clustering
segmentation = self._embeddings_to_segmentation(pred)
# stitch patches
self._merge_segmentation(segmentation, index, output_segmentation, visited_voxels_array)
# save results
with h5py.File(self.output_file, 'w') as output_file:
prediction_datasets = self._get_output_dataset_names(output_heads,
prefix=f'segmentation/{self.clustering_name}')
for output_segmentation, prediction_dataset in zip(output_segmentations, prediction_datasets):
logger.info(f'Saving predictions to: {output_file}/{prediction_dataset}...')
output_file.create_dataset(prediction_dataset, data=output_segmentation, compression="gzip")
def _embeddings_to_segmentation(self, embeddings):
"""
Cluster embeddings vectors with HDBSCAN and return the segmented volume.
Args:
embeddings (ndarray): 4D (CDHW) embeddings tensor
Returns:
3D (DHW) segmentation
"""
# shape of the output segmentation
output_shape = embeddings.shape[1:]
# reshape (C, D, H, W) -> (C, D * H * W) and transpose -> (D * H * W, C)
flattened_embeddings = embeddings.reshape(embeddings.shape[0], -1).transpose()
logger.info('Clustering embeddings...')
# perform clustering and reshape in order to get the segmentation volume
start = time.time()
clusters = self.clustering.fit_predict(flattened_embeddings).reshape(output_shape)
logger.info(
f'Number of clusters found by {self.clustering}: {np.max(clusters)}. Duration: {time.time() - start} sec.')
return clusters
def _merge_segmentation(self, segmentation, index, output_segmentation, visited_voxels_array):
"""
Given the `segmentation` patch, its `index` in the `output_segmentation` array and the array visited voxels
merge the segmented patch (`segmentation`) into the `output_segmentation`
Args:
segmentation (ndarray): segmented patch
index (tuple): position of the patch inside `output_segmentation` volume
output_segmentation (ndarray): current state of the output segmentation
visited_voxels_array (ndarray): array of voxels visited so far (same size as `output_segmentation`); visited
voxels will be marked by a number greater than 0
"""
index = tuple(index)
# get new unassigned label
max_label = | np.max(output_segmentation) | numpy.max |
"""
YTArray class.
"""
from __future__ import print_function
#-----------------------------------------------------------------------------
# Copyright (c) 2013, yt Development Team.
#
# Distributed under the terms of the Modified BSD License.
#
# The full license is in the file COPYING.txt, distributed with this software.
#-----------------------------------------------------------------------------
import copy
import numpy as np
from distutils.version import LooseVersion
from functools import wraps
from numpy import \
add, subtract, multiply, divide, logaddexp, logaddexp2, true_divide, \
floor_divide, negative, power, remainder, mod, absolute, rint, \
sign, conj, exp, exp2, log, log2, log10, expm1, log1p, sqrt, square, \
reciprocal, sin, cos, tan, arcsin, arccos, arctan, arctan2, \
hypot, sinh, cosh, tanh, arcsinh, arccosh, arctanh, deg2rad, rad2deg, \
bitwise_and, bitwise_or, bitwise_xor, invert, left_shift, right_shift, \
greater, greater_equal, less, less_equal, not_equal, equal, logical_and, \
logical_or, logical_xor, logical_not, maximum, minimum, fmax, fmin, \
isreal, iscomplex, isfinite, isinf, isnan, signbit, copysign, nextafter, \
modf, ldexp, frexp, fmod, floor, ceil, trunc, fabs, spacing
try:
# numpy 1.13 or newer
from numpy import positive, divmod as divmod_, isnat, heaviside
except ImportError:
positive, divmod_, isnat, heaviside = (None,)*4
from yt.units.unit_object import Unit, UnitParseError
from yt.units.unit_registry import UnitRegistry
from yt.units.dimensions import \
angle, \
current_mks, \
dimensionless, \
em_dimensions
from yt.utilities.exceptions import \
YTUnitOperationError, YTUnitConversionError, \
YTUfuncUnitError, YTIterableUnitCoercionError, \
YTInvalidUnitEquivalence, YTEquivalentDimsError
from yt.utilities.lru_cache import lru_cache
from numbers import Number as numeric_type
from yt.utilities.on_demand_imports import _astropy
from sympy import Rational
from yt.units.unit_lookup_table import \
default_unit_symbol_lut
from yt.units.equivalencies import equivalence_registry
from yt.utilities.logger import ytLogger as mylog
from .pint_conversions import convert_pint_units
NULL_UNIT = Unit()
POWER_SIGN_MAPPING = {multiply: 1, divide: -1}
# redefine this here to avoid a circular import from yt.funcs
def iterable(obj):
try: len(obj)
except: return False
return True
def return_arr(func):
@wraps(func)
def wrapped(*args, **kwargs):
ret, units = func(*args, **kwargs)
if ret.shape == ():
return YTQuantity(ret, units)
else:
# This could be a subclass, so don't call YTArray directly.
return type(args[0])(ret, units)
return wrapped
@lru_cache(maxsize=128, typed=False)
def sqrt_unit(unit):
return unit**0.5
@lru_cache(maxsize=128, typed=False)
def multiply_units(unit1, unit2):
return unit1 * unit2
def preserve_units(unit1, unit2=None):
return unit1
@lru_cache(maxsize=128, typed=False)
def power_unit(unit, power):
return unit**power
@lru_cache(maxsize=128, typed=False)
def square_unit(unit):
return unit*unit
@lru_cache(maxsize=128, typed=False)
def divide_units(unit1, unit2):
return unit1/unit2
@lru_cache(maxsize=128, typed=False)
def reciprocal_unit(unit):
return unit**-1
def passthrough_unit(unit, unit2=None):
return unit
def return_without_unit(unit, unit2=None):
return None
def arctan2_unit(unit1, unit2):
return NULL_UNIT
def comparison_unit(unit1, unit2=None):
return None
def invert_units(unit):
raise TypeError(
"Bit-twiddling operators are not defined for YTArray instances")
def bitop_units(unit1, unit2):
raise TypeError(
"Bit-twiddling operators are not defined for YTArray instances")
def get_inp_u_unary(ufunc, inputs, out_arr=None):
inp = inputs[0]
u = getattr(inp, 'units', None)
if u is None:
u = NULL_UNIT
if u.dimensions is angle and ufunc in trigonometric_operators:
inp = inp.in_units('radian').v
if out_arr is not None:
out_arr = ufunc(inp).view(np.ndarray)
return out_arr, inp, u
def get_inp_u_binary(ufunc, inputs):
inp1 = coerce_iterable_units(inputs[0])
inp2 = coerce_iterable_units(inputs[1])
unit1 = getattr(inp1, 'units', None)
unit2 = getattr(inp2, 'units', None)
ret_class = get_binary_op_return_class(type(inp1), type(inp2))
if unit1 is None:
unit1 = Unit(registry=getattr(unit2, 'registry', None))
if unit2 is None and ufunc is not power:
unit2 = Unit(registry=getattr(unit1, 'registry', None))
elif ufunc is power:
unit2 = inp2
if isinstance(unit2, np.ndarray):
if isinstance(unit2, YTArray):
if unit2.units.is_dimensionless:
pass
else:
raise YTUnitOperationError(ufunc, unit1, unit2)
unit2 = 1.0
return (inp1, inp2), (unit1, unit2), ret_class
def handle_preserve_units(inps, units, ufunc, ret_class):
if units[0] != units[1]:
any_nonzero = [np.any(inps[0]), np.any(inps[1])]
if any_nonzero[0] == np.bool_(False):
units = (units[1], units[1])
elif any_nonzero[1] == np.bool_(False):
units = (units[0], units[0])
else:
if not units[0].same_dimensions_as(units[1]):
raise YTUnitOperationError(ufunc, *units)
inps = (inps[0], ret_class(inps[1]).to(
ret_class(inps[0]).units))
return inps, units
def handle_comparison_units(inps, units, ufunc, ret_class, raise_error=False):
if units[0] != units[1]:
u1d = units[0].is_dimensionless
u2d = units[1].is_dimensionless
any_nonzero = [np.any(inps[0]), np.any(inps[1])]
if any_nonzero[0] == np.bool_(False):
units = (units[1], units[1])
elif any_nonzero[1] == np.bool_(False):
units = (units[0], units[0])
elif not any([u1d, u2d]):
if not units[0].same_dimensions_as(units[1]):
raise YTUnitOperationError(ufunc, *units)
else:
if raise_error:
raise YTUfuncUnitError(ufunc, *units)
inps = (inps[0], ret_class(inps[1]).to(
ret_class(inps[0]).units))
return inps, units
def handle_multiply_divide_units(unit, units, out, out_arr):
if unit.is_dimensionless and unit.base_value != 1.0:
if not units[0].is_dimensionless:
if units[0].dimensions == units[1].dimensions:
out_arr = np.multiply(out_arr.view(np.ndarray),
unit.base_value, out=out)
unit = Unit(registry=unit.registry)
return out, out_arr, unit
def coerce_iterable_units(input_object):
if isinstance(input_object, np.ndarray):
return input_object
if iterable(input_object):
if any([isinstance(o, YTArray) for o in input_object]):
ff = getattr(input_object[0], 'units', NULL_UNIT, )
if any([ff != getattr(_, 'units', NULL_UNIT) for _ in input_object]):
raise YTIterableUnitCoercionError(input_object)
# This will create a copy of the data in the iterable.
return YTArray(input_object)
return input_object
else:
return input_object
def sanitize_units_mul(this_object, other_object):
inp = coerce_iterable_units(this_object)
ret = coerce_iterable_units(other_object)
# If the other object is a YTArray and has the same dimensions as the object
# under consideration, convert so we don't mix units with the same
# dimensions.
if isinstance(ret, YTArray):
if inp.units.same_dimensions_as(ret.units):
ret.in_units(inp.units)
return ret
def sanitize_units_add(this_object, other_object, op_string):
inp = coerce_iterable_units(this_object)
ret = coerce_iterable_units(other_object)
# Make sure the other object is a YTArray before we use the `units`
# attribute.
if isinstance(ret, YTArray):
if not inp.units.same_dimensions_as(ret.units):
# handle special case of adding or subtracting with zero or
# array filled with zero
if not np.any(other_object):
return ret.view(np.ndarray)
elif not np.any(this_object):
return ret
raise YTUnitOperationError(op_string, inp.units, ret.units)
ret = ret.in_units(inp.units)
else:
# If the other object is not a YTArray, then one of the arrays must be
# dimensionless or filled with zeros
if not inp.units.is_dimensionless and np.any(ret):
raise YTUnitOperationError(op_string, inp.units, dimensionless)
return ret
def validate_comparison_units(this, other, op_string):
# Check that other is a YTArray.
if hasattr(other, 'units'):
if this.units.expr is other.units.expr:
if this.units.base_value == other.units.base_value:
return other
if not this.units.same_dimensions_as(other.units):
raise YTUnitOperationError(op_string, this.units, other.units)
return other.in_units(this.units)
return other
@lru_cache(maxsize=128, typed=False)
def _unit_repr_check_same(my_units, other_units):
"""
Takes a Unit object, or string of known unit symbol, and check that it
is compatible with this quantity. Returns Unit object.
"""
# let Unit() handle units arg if it's not already a Unit obj.
if not isinstance(other_units, Unit):
other_units = Unit(other_units, registry=my_units.registry)
equiv_dims = em_dimensions.get(my_units.dimensions, None)
if equiv_dims == other_units.dimensions:
if current_mks in equiv_dims.free_symbols:
base = "SI"
else:
base = "CGS"
raise YTEquivalentDimsError(my_units, other_units, base)
if not my_units.same_dimensions_as(other_units):
raise YTUnitConversionError(
my_units, my_units.dimensions, other_units, other_units.dimensions)
return other_units
unary_operators = (
negative, absolute, rint, sign, conj, exp, exp2, log, log2,
log10, expm1, log1p, sqrt, square, reciprocal, sin, cos, tan, arcsin,
arccos, arctan, sinh, cosh, tanh, arcsinh, arccosh, arctanh, deg2rad,
rad2deg, invert, logical_not, isreal, iscomplex, isfinite, isinf, isnan,
signbit, floor, ceil, trunc, modf, frexp, fabs, spacing, positive, isnat,
)
binary_operators = (
add, subtract, multiply, divide, logaddexp, logaddexp2, true_divide, power,
remainder, mod, arctan2, hypot, bitwise_and, bitwise_or, bitwise_xor,
left_shift, right_shift, greater, greater_equal, less, less_equal,
not_equal, equal, logical_and, logical_or, logical_xor, maximum, minimum,
fmax, fmin, copysign, nextafter, ldexp, fmod, divmod_, heaviside
)
trigonometric_operators = (
sin, cos, tan,
)
class YTArray(np.ndarray):
"""
An ndarray subclass that attaches a symbolic unit object to the array data.
Parameters
----------
input_array : :obj:`!iterable`
A tuple, list, or array to attach units to
input_units : String unit specification, unit symbol object, or astropy units
The units of the array. Powers must be specified using python
syntax (cm**3, not cm^3).
registry : ~yt.units.unit_registry.UnitRegistry
The registry to create units from. If input_units is already associated
with a unit registry and this is specified, this will be used instead of
the registry associated with the unit object.
dtype : data-type
The dtype of the array data. Defaults to the dtype of the input data,
or, if none is found, uses np.float64
bypass_validation : boolean
If True, all input validation is skipped. Using this option may produce
corrupted, invalid units or array data, but can lead to significant
speedups in the input validation logic adds significant overhead. If set,
input_units *must* be a valid unit object. Defaults to False.
Examples
--------
>>> from yt import YTArray
>>> a = YTArray([1, 2, 3], 'cm')
>>> b = YTArray([4, 5, 6], 'm')
>>> a + b
YTArray([ 401., 502., 603.]) cm
>>> b + a
YTArray([ 4.01, 5.02, 6.03]) m
NumPy ufuncs will pass through units where appropriate.
>>> import numpy as np
>>> a = YTArray(np.arange(8) - 4, 'g/cm**3')
>>> np.abs(a)
YTArray([4, 3, 2, 1, 0, 1, 2, 3]) g/cm**3
and strip them when it would be annoying to deal with them.
>>> np.log10(a)
array([ -inf, 0. , 0.30103 , 0.47712125, 0.60205999,
0.69897 , 0.77815125, 0.84509804])
YTArray is tightly integrated with yt datasets:
>>> import yt
>>> ds = yt.load('IsolatedGalaxy/galaxy0030/galaxy0030')
>>> a = ds.arr(np.ones(5), 'code_length')
>>> a.in_cgs()
YTArray([ 3.08600000e+24, 3.08600000e+24, 3.08600000e+24,
3.08600000e+24, 3.08600000e+24]) cm
This is equivalent to:
>>> b = YTArray(np.ones(5), 'code_length', registry=ds.unit_registry)
>>> np.all(a == b)
True
"""
_ufunc_registry = {
add: preserve_units,
subtract: preserve_units,
multiply: multiply_units,
divide: divide_units,
logaddexp: return_without_unit,
logaddexp2: return_without_unit,
true_divide: divide_units,
floor_divide: divide_units,
negative: passthrough_unit,
power: power_unit,
remainder: preserve_units,
mod: preserve_units,
fmod: preserve_units,
absolute: passthrough_unit,
fabs: passthrough_unit,
rint: return_without_unit,
sign: return_without_unit,
conj: passthrough_unit,
exp: return_without_unit,
exp2: return_without_unit,
log: return_without_unit,
log2: return_without_unit,
log10: return_without_unit,
expm1: return_without_unit,
log1p: return_without_unit,
sqrt: sqrt_unit,
square: square_unit,
reciprocal: reciprocal_unit,
sin: return_without_unit,
cos: return_without_unit,
tan: return_without_unit,
sinh: return_without_unit,
cosh: return_without_unit,
tanh: return_without_unit,
arcsin: return_without_unit,
arccos: return_without_unit,
arctan: return_without_unit,
arctan2: arctan2_unit,
arcsinh: return_without_unit,
arccosh: return_without_unit,
arctanh: return_without_unit,
hypot: preserve_units,
deg2rad: return_without_unit,
rad2deg: return_without_unit,
bitwise_and: bitop_units,
bitwise_or: bitop_units,
bitwise_xor: bitop_units,
invert: invert_units,
left_shift: bitop_units,
right_shift: bitop_units,
greater: comparison_unit,
greater_equal: comparison_unit,
less: comparison_unit,
less_equal: comparison_unit,
not_equal: comparison_unit,
equal: comparison_unit,
logical_and: comparison_unit,
logical_or: comparison_unit,
logical_xor: comparison_unit,
logical_not: return_without_unit,
maximum: preserve_units,
minimum: preserve_units,
fmax: preserve_units,
fmin: preserve_units,
isreal: return_without_unit,
iscomplex: return_without_unit,
isfinite: return_without_unit,
isinf: return_without_unit,
isnan: return_without_unit,
signbit: return_without_unit,
copysign: passthrough_unit,
nextafter: preserve_units,
modf: passthrough_unit,
ldexp: bitop_units,
frexp: return_without_unit,
floor: passthrough_unit,
ceil: passthrough_unit,
trunc: passthrough_unit,
spacing: passthrough_unit,
positive: passthrough_unit,
divmod_: passthrough_unit,
isnat: return_without_unit,
heaviside: preserve_units,
}
__array_priority__ = 2.0
def __new__(cls, input_array, input_units=None, registry=None, dtype=None,
bypass_validation=False):
if dtype is None:
dtype = getattr(input_array, 'dtype', np.float64)
if bypass_validation is True:
obj = np.asarray(input_array, dtype=dtype).view(cls)
obj.units = input_units
if registry is not None:
obj.units.registry = registry
return obj
if input_array is NotImplemented:
return input_array.view(cls)
if registry is None and isinstance(input_units, (str, bytes)):
if input_units.startswith('code_'):
raise UnitParseError(
"Code units used without referring to a dataset. \n"
"Perhaps you meant to do something like this instead: \n"
"ds.arr(%s, \"%s\")" % (input_array, input_units)
)
if isinstance(input_array, YTArray):
ret = input_array.view(cls)
if input_units is None:
if registry is None:
ret.units = input_array.units
else:
units = Unit(str(input_array.units), registry=registry)
ret.units = units
elif isinstance(input_units, Unit):
ret.units = input_units
else:
ret.units = Unit(input_units, registry=registry)
return ret
elif isinstance(input_array, np.ndarray):
pass
elif iterable(input_array) and input_array:
if isinstance(input_array[0], YTArray):
return YTArray(np.array(input_array, dtype=dtype),
input_array[0].units, registry=registry)
# Input array is an already formed ndarray instance
# We first cast to be our class type
obj = np.asarray(input_array, dtype=dtype).view(cls)
# Check units type
if input_units is None:
# Nothing provided. Make dimensionless...
units = Unit()
elif isinstance(input_units, Unit):
if registry and registry is not input_units.registry:
units = Unit(str(input_units), registry=registry)
else:
units = input_units
else:
# units kwarg set, but it's not a Unit object.
# don't handle all the cases here, let the Unit class handle if
# it's a str.
units = Unit(input_units, registry=registry)
# Attach the units
obj.units = units
return obj
def __repr__(self):
"""
"""
return super(YTArray, self).__repr__()+' '+self.units.__repr__()
def __str__(self):
"""
"""
return str(self.view(np.ndarray)) + ' ' + str(self.units)
#
# Start unit conversion methods
#
def convert_to_units(self, units):
"""
Convert the array and units to the given units.
Parameters
----------
units : Unit object or str
The units you want to convert to.
"""
new_units = _unit_repr_check_same(self.units, units)
(conversion_factor, offset) = self.units.get_conversion_factor(new_units)
self.units = new_units
values = self.d
values *= conversion_factor
if offset:
np.subtract(self, offset*self.uq, self)
return self
def convert_to_base(self, unit_system="cgs"):
"""
Convert the array and units to the equivalent base units in
the specified unit system.
Parameters
----------
unit_system : string, optional
The unit system to be used in the conversion. If not specified,
the default base units of cgs are used.
Examples
--------
>>> E = YTQuantity(2.5, "erg/s")
>>> E.convert_to_base(unit_system="galactic")
"""
return self.convert_to_units(self.units.get_base_equivalent(unit_system))
def convert_to_cgs(self):
"""
Convert the array and units to the equivalent cgs units.
"""
return self.convert_to_units(self.units.get_cgs_equivalent())
def convert_to_mks(self):
"""
Convert the array and units to the equivalent mks units.
"""
return self.convert_to_units(self.units.get_mks_equivalent())
def in_units(self, units, equivalence=None, **kwargs):
"""
Creates a copy of this array with the data in the supplied
units, and returns it.
Optionally, an equivalence can be specified to convert to an
equivalent quantity which is not in the same dimensions.
.. note::
All additional keyword arguments are passed to the
equivalency, which should be used if that particular
equivalency requires them.
Parameters
----------
units : Unit object or string
The units you want to get a new quantity in.
equivalence : string, optional
The equivalence you wish to use. To see which
equivalencies are supported for this unitful
quantity, try the :meth:`list_equivalencies`
method. Default: None
Returns
-------
YTArray
"""
if equivalence is None:
new_units = _unit_repr_check_same(self.units, units)
(conversion_factor, offset) = self.units.get_conversion_factor(new_units)
new_array = type(self)(self.ndview * conversion_factor, new_units)
if offset:
np.subtract(new_array, offset*new_array.uq, new_array)
return new_array
else:
return self.to_equivalent(units, equivalence, **kwargs)
def to(self, units, equivalence=None, **kwargs):
"""
An alias for YTArray.in_units().
See the docstrings of that function for details.
"""
return self.in_units(units, equivalence=equivalence, **kwargs)
def to_value(self, units=None, equivalence=None, **kwargs):
"""
Creates a copy of this array with the data in the supplied
units, and returns it without units. Output is therefore a
bare NumPy array.
Optionally, an equivalence can be specified to convert to an
equivalent quantity which is not in the same dimensions.
.. note::
All additional keyword arguments are passed to the
equivalency, which should be used if that particular
equivalency requires them.
Parameters
----------
units : Unit object or string, optional
The units you want to get the bare quantity in. If not
specified, the value will be returned in the current units.
equivalence : string, optional
The equivalence you wish to use. To see which
equivalencies are supported for this unitful
quantity, try the :meth:`list_equivalencies`
method. Default: None
Returns
-------
NumPy array
"""
if units is None:
v = self.value
else:
v = self.in_units(units, equivalence=equivalence, **kwargs).value
if isinstance(self, YTQuantity):
return float(v)
else:
return v
def in_base(self, unit_system="cgs"):
"""
Creates a copy of this array with the data in the specified unit system,
and returns it in that system's base units.
Parameters
----------
unit_system : string, optional
The unit system to be used in the conversion. If not specified,
the default base units of cgs are used.
Examples
--------
>>> E = YTQuantity(2.5, "erg/s")
>>> E_new = E.in_base(unit_system="galactic")
"""
return self.in_units(self.units.get_base_equivalent(unit_system))
def in_cgs(self):
"""
Creates a copy of this array with the data in the equivalent cgs units,
and returns it.
Returns
-------
Quantity object with data converted to cgs units.
"""
return self.in_units(self.units.get_cgs_equivalent())
def in_mks(self):
"""
Creates a copy of this array with the data in the equivalent mks units,
and returns it.
Returns
-------
Quantity object with data converted to mks units.
"""
return self.in_units(self.units.get_mks_equivalent())
def to_equivalent(self, unit, equiv, **kwargs):
"""
Convert a YTArray or YTQuantity to an equivalent, e.g., something that is
related by only a constant factor but not in the same units.
Parameters
----------
unit : string
The unit that you wish to convert to.
equiv : string
The equivalence you wish to use. To see which equivalencies are
supported for this unitful quantity, try the
:meth:`list_equivalencies` method.
Examples
--------
>>> a = yt.YTArray(1.0e7,"K")
>>> a.to_equivalent("keV", "thermal")
"""
conv_unit = Unit(unit, registry=self.units.registry)
if self.units.same_dimensions_as(conv_unit):
return self.in_units(conv_unit)
this_equiv = equivalence_registry[equiv]()
oneway_or_equivalent = (
conv_unit.has_equivalent(equiv) or this_equiv._one_way)
if self.has_equivalent(equiv) and oneway_or_equivalent:
new_arr = this_equiv.convert(
self, conv_unit.dimensions, **kwargs)
if isinstance(new_arr, tuple):
try:
return type(self)(new_arr[0], new_arr[1]).in_units(unit)
except YTUnitConversionError:
raise YTInvalidUnitEquivalence(equiv, self.units, unit)
else:
return new_arr.in_units(unit)
else:
raise YTInvalidUnitEquivalence(equiv, self.units, unit)
def list_equivalencies(self):
"""
Lists the possible equivalencies associated with this YTArray or
YTQuantity.
"""
self.units.list_equivalencies()
def has_equivalent(self, equiv):
"""
Check to see if this YTArray or YTQuantity has an equivalent unit in
*equiv*.
"""
return self.units.has_equivalent(equiv)
def ndarray_view(self):
"""
Returns a view into the array, but as an ndarray rather than ytarray.
Returns
-------
View of this array's data.
"""
return self.view(np.ndarray)
def to_ndarray(self):
"""
Creates a copy of this array with the unit information stripped
"""
return np.array(self)
@classmethod
def from_astropy(cls, arr, unit_registry=None):
"""
Convert an AstroPy "Quantity" to a YTArray or YTQuantity.
Parameters
----------
arr : AstroPy Quantity
The Quantity to convert from.
unit_registry : yt UnitRegistry, optional
A yt unit registry to use in the conversion. If one is not
supplied, the default one will be used.
"""
# Converting from AstroPy Quantity
u = arr.unit
ap_units = []
for base, exponent in zip(u.bases, u.powers):
unit_str = base.to_string()
# we have to do this because AstroPy is silly and defines
# hour as "h"
if unit_str == "h": unit_str = "hr"
ap_units.append("%s**(%s)" % (unit_str, Rational(exponent)))
ap_units = "*".join(ap_units)
if isinstance(arr.value, np.ndarray):
return YTArray(arr.value, ap_units, registry=unit_registry)
else:
return YTQuantity(arr.value, ap_units, registry=unit_registry)
def to_astropy(self, **kwargs):
"""
Creates a new AstroPy quantity with the same unit information.
"""
if _astropy.units is None:
raise ImportError("You don't have AstroPy installed, so you can't convert to " +
"an AstroPy quantity.")
return self.value*_astropy.units.Unit(str(self.units), **kwargs)
@classmethod
def from_pint(cls, arr, unit_registry=None):
"""
Convert a Pint "Quantity" to a YTArray or YTQuantity.
Parameters
----------
arr : Pint Quantity
The Quantity to convert from.
unit_registry : yt UnitRegistry, optional
A yt unit registry to use in the conversion. If one is not
supplied, the default one will be used.
Examples
--------
>>> from pint import UnitRegistry
>>> import numpy as np
>>> ureg = UnitRegistry()
>>> a = np.random.random(10)
>>> b = ureg.Quantity(a, "erg/cm**3")
>>> c = yt.YTArray.from_pint(b)
"""
p_units = []
for base, exponent in arr._units.items():
bs = convert_pint_units(base)
p_units.append("%s**(%s)" % (bs, Rational(exponent)))
p_units = "*".join(p_units)
if isinstance(arr.magnitude, np.ndarray):
return YTArray(arr.magnitude, p_units, registry=unit_registry)
else:
return YTQuantity(arr.magnitude, p_units, registry=unit_registry)
def to_pint(self, unit_registry=None):
"""
Convert a YTArray or YTQuantity to a Pint Quantity.
Parameters
----------
arr : YTArray or YTQuantity
The unitful quantity to convert from.
unit_registry : Pint UnitRegistry, optional
The Pint UnitRegistry to use in the conversion. If one is not
supplied, the default one will be used. NOTE: This is not
the same as a yt UnitRegistry object.
Examples
--------
>>> a = YTQuantity(4.0, "cm**2/s")
>>> b = a.to_pint()
"""
from pint import UnitRegistry
if unit_registry is None:
unit_registry = UnitRegistry()
powers_dict = self.units.expr.as_powers_dict()
units = []
for unit, pow in powers_dict.items():
# we have to do this because Pint doesn't recognize
# "yr" as "year"
if str(unit).endswith("yr") and len(str(unit)) in [2,3]:
unit = str(unit).replace("yr","year")
units.append("%s**(%s)" % (unit, Rational(pow)))
units = "*".join(units)
return unit_registry.Quantity(self.value, units)
#
# End unit conversion methods
#
def write_hdf5(self, filename, dataset_name=None, info=None, group_name=None):
r"""Writes a YTArray to hdf5 file.
Parameters
----------
filename: string
The filename to create and write a dataset to
dataset_name: string
The name of the dataset to create in the file.
info: dictionary
A dictionary of supplementary info to write to append as attributes
to the dataset.
group_name: string
An optional group to write the arrays to. If not specified, the arrays
are datasets at the top level by default.
Examples
--------
>>> a = YTArray([1,2,3], 'cm')
>>> myinfo = {'field':'dinosaurs', 'type':'field_data'}
>>> a.write_hdf5('test_array_data.h5', dataset_name='dinosaurs',
... info=myinfo)
"""
from yt.utilities.on_demand_imports import _h5py as h5py
from yt.extern.six.moves import cPickle as pickle
if info is None:
info = {}
info['units'] = str(self.units)
info['unit_registry'] = np.void(pickle.dumps(self.units.registry.lut))
if dataset_name is None:
dataset_name = 'array_data'
f = h5py.File(filename)
if group_name is not None:
if group_name in f:
g = f[group_name]
else:
g = f.create_group(group_name)
else:
g = f
if dataset_name in g.keys():
d = g[dataset_name]
# Overwrite without deleting if we can get away with it.
if d.shape == self.shape and d.dtype == self.dtype:
d[...] = self
for k in d.attrs.keys():
del d.attrs[k]
else:
del f[dataset_name]
d = g.create_dataset(dataset_name, data=self)
else:
d = g.create_dataset(dataset_name, data=self)
for k, v in info.items():
d.attrs[k] = v
f.close()
@classmethod
def from_hdf5(cls, filename, dataset_name=None, group_name=None):
r"""Attempts read in and convert a dataset in an hdf5 file into a
YTArray.
Parameters
----------
filename: string
The filename to of the hdf5 file.
dataset_name: string
The name of the dataset to read from. If the dataset has a units
attribute, attempt to infer units as well.
group_name: string
An optional group to read the arrays from. If not specified, the
arrays are datasets at the top level by default.
"""
import h5py
from yt.extern.six.moves import cPickle as pickle
if dataset_name is None:
dataset_name = 'array_data'
f = h5py.File(filename)
if group_name is not None:
g = f[group_name]
else:
g = f
dataset = g[dataset_name]
data = dataset[:]
units = dataset.attrs.get('units', '')
if 'unit_registry' in dataset.attrs.keys():
unit_lut = pickle.loads(dataset.attrs['unit_registry'].tostring())
else:
unit_lut = None
f.close()
registry = UnitRegistry(lut=unit_lut, add_default_symbols=False)
return cls(data, units, registry=registry)
#
# Start convenience methods
#
@property
def value(self):
"""Get a copy of the array data as a numpy ndarray"""
return np.array(self)
v = value
@property
def ndview(self):
"""Get a view of the array data."""
return self.ndarray_view()
d = ndview
@property
def unit_quantity(self):
"""Get a YTQuantity with the same unit as this array and a value of
1.0"""
return YTQuantity(1.0, self.units)
uq = unit_quantity
@property
def unit_array(self):
"""Get a YTArray filled with ones with the same unit and shape as this
array"""
return np.ones_like(self)
ua = unit_array
def __getitem__(self, item):
ret = super(YTArray, self).__getitem__(item)
if ret.shape == ():
return YTQuantity(ret, self.units, bypass_validation=True)
else:
if hasattr(self, 'units'):
ret.units = self.units
return ret
#
# Start operation methods
#
if LooseVersion(np.__version__) < LooseVersion('1.13.0'):
def __add__(self, right_object):
"""
Add this ytarray to the object on the right of the `+` operator.
Must check for the correct (same dimension) units.
"""
ro = sanitize_units_add(self, right_object, "addition")
return super(YTArray, self).__add__(ro)
def __radd__(self, left_object):
""" See __add__. """
lo = sanitize_units_add(self, left_object, "addition")
return super(YTArray, self).__radd__(lo)
def __iadd__(self, other):
""" See __add__. """
oth = sanitize_units_add(self, other, "addition")
np.add(self, oth, out=self)
return self
def __sub__(self, right_object):
"""
Subtract the object on the right of the `-` from this ytarray. Must
check for the correct (same dimension) units.
"""
ro = sanitize_units_add(self, right_object, "subtraction")
return super(YTArray, self).__sub__(ro)
def __rsub__(self, left_object):
""" See __sub__. """
lo = sanitize_units_add(self, left_object, "subtraction")
return super(YTArray, self).__rsub__(lo)
def __isub__(self, other):
""" See __sub__. """
oth = sanitize_units_add(self, other, "subtraction")
np.subtract(self, oth, out=self)
return self
def __neg__(self):
""" Negate the data. """
return super(YTArray, self).__neg__()
def __mul__(self, right_object):
"""
Multiply this YTArray by the object on the right of the `*`
operator. The unit objects handle being multiplied.
"""
ro = sanitize_units_mul(self, right_object)
return super(YTArray, self).__mul__(ro)
def __rmul__(self, left_object):
""" See __mul__. """
lo = sanitize_units_mul(self, left_object)
return super(YTArray, self).__rmul__(lo)
def __imul__(self, other):
""" See __mul__. """
oth = sanitize_units_mul(self, other)
np.multiply(self, oth, out=self)
return self
def __div__(self, right_object):
"""
Divide this YTArray by the object on the right of the `/` operator.
"""
ro = sanitize_units_mul(self, right_object)
return super(YTArray, self).__div__(ro)
def __rdiv__(self, left_object):
""" See __div__. """
lo = sanitize_units_mul(self, left_object)
return super(YTArray, self).__rdiv__(lo)
def __idiv__(self, other):
""" See __div__. """
oth = sanitize_units_mul(self, other)
| np.divide(self, oth, out=self) | numpy.divide |
'''
<NAME>
set up :2020-1-9
intergrate img and label into one file
-- fiducial1024_v1
'''
import argparse
import sys, os
import pickle
import random
import collections
import json
import numpy as np
import scipy.io as io
import scipy.misc as m
import matplotlib.pyplot as plt
import glob
import math
import time
import threading
import multiprocessing as mp
from multiprocessing import Pool
import re
import cv2
# sys.path.append('/lustre/home/gwxie/hope/project/dewarp/datasets/') # /lustre/home/gwxie/program/project/unwarp/perturbed_imgaes/GAN
import utils
def getDatasets(dir):
return os.listdir(dir)
class perturbed(utils.BasePerturbed):
def __init__(self, path, bg_path, save_path, save_suffix):
self.path = path
self.bg_path = bg_path
self.save_path = save_path
self.save_suffix = save_suffix
def save_img(self, m, n, fold_curve='fold', repeat_time=4, fiducial_points = 16, relativeShift_position='relativeShift_v2'):
origin_img = cv2.imread(self.path, flags=cv2.IMREAD_COLOR)
save_img_shape = [512*2, 480*2] # 320
# reduce_value = np.random.choice([2**4, 2**5, 2**6, 2**7, 2**8], p=[0.01, 0.1, 0.4, 0.39, 0.1])
reduce_value = np.random.choice([2*2, 4*2, 8*2, 16*2, 24*2, 32*2, 40*2, 48*2], p=[0.02, 0.18, 0.2, 0.3, 0.1, 0.1, 0.08, 0.02])
# reduce_value = np.random.choice([8*2, 16*2, 24*2, 32*2, 40*2, 48*2], p=[0.01, 0.02, 0.2, 0.4, 0.19, 0.18])
# reduce_value = np.random.choice([16, 24, 32, 40, 48, 64], p=[0.01, 0.1, 0.2, 0.4, 0.2, 0.09])
base_img_shrink = save_img_shape[0] - reduce_value
# enlarge_img_shrink = [1024, 768]
# enlarge_img_shrink = [896, 672] # 420
enlarge_img_shrink = [512*4, 480*4] # 420
# enlarge_img_shrink = [896*2, 768*2] # 420
# enlarge_img_shrink = [896, 768] # 420
# enlarge_img_shrink = [768, 576] # 420
# enlarge_img_shrink = [640, 480] # 420
''''''
im_lr = origin_img.shape[0]
im_ud = origin_img.shape[1]
reduce_value_v2 = np.random.choice([2*2, 4*2, 8*2, 16*2, 24*2, 28*2, 32*2, 48*2], p=[0.02, 0.18, 0.2, 0.2, 0.1, 0.1, 0.1, 0.1])
# reduce_value_v2 = np.random.choice([16, 24, 28, 32, 48, 64], p=[0.01, 0.1, 0.2, 0.3, 0.25, 0.14])
if im_lr > im_ud:
im_ud = min(int(im_ud / im_lr * base_img_shrink), save_img_shape[1] - reduce_value_v2)
im_lr = save_img_shape[0] - reduce_value
else:
base_img_shrink = save_img_shape[1] - reduce_value
im_lr = min(int(im_lr / im_ud * base_img_shrink), save_img_shape[0] - reduce_value_v2)
im_ud = base_img_shrink
if round(im_lr / im_ud, 2) < 0.5 or round(im_ud / im_lr, 2) < 0.5:
repeat_time = min(repeat_time, 8)
edge_padding = 3
im_lr -= im_lr % (fiducial_points-1) - (2*edge_padding) # im_lr % (fiducial_points-1) - 1
im_ud -= im_ud % (fiducial_points-1) - (2*edge_padding) # im_ud % (fiducial_points-1) - 1
im_hight = np.linspace(edge_padding, im_lr - edge_padding, fiducial_points, dtype=np.int64)
im_wide = np.linspace(edge_padding, im_ud - edge_padding, fiducial_points, dtype=np.int64)
# im_lr -= im_lr % (fiducial_points-1) - (1+2*edge_padding) # im_lr % (fiducial_points-1) - 1
# im_ud -= im_ud % (fiducial_points-1) - (1+2*edge_padding) # im_ud % (fiducial_points-1) - 1
# im_hight = np.linspace(edge_padding, im_lr - (1+edge_padding), fiducial_points, dtype=np.int64)
# im_wide = np.linspace(edge_padding, im_ud - (1+edge_padding), fiducial_points, dtype=np.int64)
im_x, im_y = | np.meshgrid(im_hight, im_wide) | numpy.meshgrid |
import time
import h5py
import hdbscan
import numpy as np
import torch
from sklearn.cluster import MeanShift
from pytorch3dunet.datasets.hdf5 import SliceBuilder
from pytorch3dunet.unet3d.utils import get_logger
from pytorch3dunet.unet3d.utils import unpad
logger = get_logger('UNet3DPredictor')
class _AbstractPredictor:
def __init__(self, model, loader, output_file, config, **kwargs):
self.model = model
self.loader = loader
self.output_file = output_file
self.config = config
self.predictor_config = kwargs
@staticmethod
def _volume_shape(dataset):
# TODO: support multiple internal datasets
raw = dataset.raws[0]
if raw.ndim == 3:
return raw.shape
else:
return raw.shape[1:]
@staticmethod
def _get_output_dataset_names(number_of_datasets, prefix='predictions'):
if number_of_datasets == 1:
return [prefix]
else:
return [f'{prefix}{i}' for i in range(number_of_datasets)]
def predict(self):
raise NotImplementedError
class StandardPredictor(_AbstractPredictor):
"""
Applies the model on the given dataset and saves the result in the `output_file` in the H5 format.
Predictions from the network are kept in memory. If the results from the network don't fit in into RAM
use `LazyPredictor` instead.
The output dataset names inside the H5 is given by `des_dataset_name` config argument. If the argument is
not present in the config 'predictions{n}' is used as a default dataset name, where `n` denotes the number
of the output head from the network.
Args:
model (Unet3D): trained 3D UNet model used for prediction
data_loader (torch.utils.data.DataLoader): input data loader
output_file (str): path to the output H5 file
config (dict): global config dict
"""
def __init__(self, model, loader, output_file, config, **kwargs):
super().__init__(model, loader, output_file, config, **kwargs)
def predict(self):
out_channels = self.config['model'].get('out_channels')
if out_channels is None:
out_channels = self.config['model']['dt_out_channels']
prediction_channel = self.config.get('prediction_channel', None)
if prediction_channel is not None:
logger.info(f"Using only channel '{prediction_channel}' from the network output")
device = self.config['device']
output_heads = self.config['model'].get('output_heads', 1)
logger.info(f'Running prediction on {len(self.loader)} batches...')
# dimensionality of the the output predictions
volume_shape = self._volume_shape(self.loader.dataset)
if prediction_channel is None:
prediction_maps_shape = (out_channels,) + volume_shape
else:
# single channel prediction map
prediction_maps_shape = (1,) + volume_shape
logger.info(f'The shape of the output prediction maps (CDHW): {prediction_maps_shape}')
avoid_block_artifacts = self.predictor_config.get('avoid_block_artifacts', True)
logger.info(f'Avoid block artifacts: {avoid_block_artifacts}')
# create destination H5 file
h5_output_file = h5py.File(self.output_file, 'w')
# allocate prediction and normalization arrays
logger.info('Allocating prediction and normalization arrays...')
prediction_maps, normalization_masks = self._allocate_prediction_maps(prediction_maps_shape,
output_heads, h5_output_file)
# Sets the module in evaluation mode explicitly (necessary for batchnorm/dropout layers if present)
self.model.eval()
# Set the `testing=true` flag otherwise the final Softmax/Sigmoid won't be applied!
self.model.testing = True
# Run predictions on the entire input dataset
with torch.no_grad():
for batch, indices in self.loader:
# send batch to device
batch = batch.to(device)
# forward pass
predictions = self.model(batch)
# wrap predictions into a list if there is only one output head from the network
if output_heads == 1:
predictions = [predictions]
# for each output head
for prediction, prediction_map, normalization_mask in zip(predictions, prediction_maps,
normalization_masks):
# convert to numpy array
prediction = prediction.cpu().numpy()
# for each batch sample
for pred, index in zip(prediction, indices):
# save patch index: (C,D,H,W)
if prediction_channel is None:
channel_slice = slice(0, out_channels)
else:
channel_slice = slice(0, 1)
index = (channel_slice,) + index
if prediction_channel is not None:
# use only the 'prediction_channel'
logger.info(f"Using channel '{prediction_channel}'...")
pred = np.expand_dims(pred[prediction_channel], axis=0)
logger.info(f'Saving predictions for slice:{index}...')
if avoid_block_artifacts:
# unpad in order to avoid block artifacts in the output probability maps
u_prediction, u_index = unpad(pred, index, volume_shape)
# accumulate probabilities into the output prediction array
prediction_map[u_index] += u_prediction
# count voxel visits for normalization
normalization_mask[u_index] += 1
else:
# accumulate probabilities into the output prediction array
prediction_map[index] += pred
# count voxel visits for normalization
normalization_mask[index] += 1
# save results to
self._save_results(prediction_maps, normalization_masks, output_heads, h5_output_file, self.loader.dataset)
# close the output H5 file
h5_output_file.close()
def _allocate_prediction_maps(self, output_shape, output_heads, output_file):
# initialize the output prediction arrays
prediction_maps = [np.zeros(output_shape, dtype='float32') for _ in range(output_heads)]
# initialize normalization mask in order to average out probabilities of overlapping patches
normalization_masks = [np.zeros(output_shape, dtype='uint8') for _ in range(output_heads)]
return prediction_maps, normalization_masks
def _save_results(self, prediction_maps, normalization_masks, output_heads, output_file, dataset):
# save probability maps
prediction_datasets = self._get_output_dataset_names(output_heads, prefix='predictions')
for prediction_map, normalization_mask, prediction_dataset in zip(prediction_maps, normalization_masks,
prediction_datasets):
prediction_map = prediction_map / normalization_mask
if dataset.mirror_padding:
pad_width = dataset.pad_width
logger.info(f'Dataset loaded with mirror padding, pad_width: {pad_width}. Cropping before saving...')
prediction_map = prediction_map[:, pad_width:-pad_width, pad_width:-pad_width, pad_width:-pad_width]
logger.info(f'Saving predictions to: {output_file}/{prediction_dataset}...')
output_file.create_dataset(prediction_dataset, data=prediction_map, compression="gzip")
class LazyPredictor(StandardPredictor):
"""
Applies the model on the given dataset and saves the result in the `output_file` in the H5 format.
Predicted patches are directly saved into the H5 and they won't be stored in memory. Since this predictor
is slower than the `StandardPredictor` it should only be used when the predicted volume does not fit into RAM.
The output dataset names inside the H5 is given by `des_dataset_name` config argument. If the argument is
not present in the config 'predictions{n}' is used as a default dataset name, where `n` denotes the number
of the output head from the network.
Args:
model (Unet3D): trained 3D UNet model used for prediction
data_loader (torch.utils.data.DataLoader): input data loader
output_file (str): path to the output H5 file
config (dict): global config dict
"""
def __init__(self, model, loader, output_file, config, **kwargs):
super().__init__(model, loader, output_file, config, **kwargs)
def _allocate_prediction_maps(self, output_shape, output_heads, output_file):
# allocate datasets for probability maps
prediction_datasets = self._get_output_dataset_names(output_heads, prefix='predictions')
prediction_maps = [
output_file.create_dataset(dataset_name, shape=output_shape, dtype='float32', chunks=True,
compression='gzip')
for dataset_name in prediction_datasets]
# allocate datasets for normalization masks
normalization_datasets = self._get_output_dataset_names(output_heads, prefix='normalization')
normalization_masks = [
output_file.create_dataset(dataset_name, shape=output_shape, dtype='uint8', chunks=True,
compression='gzip')
for dataset_name in normalization_datasets]
return prediction_maps, normalization_masks
def _save_results(self, prediction_maps, normalization_masks, output_heads, output_file, dataset):
if dataset.mirror_padding:
logger.warn(
f'Mirror padding unsupported in LazyPredictor. Output predictions will be padded with pad_width: {dataset.pad_width}')
prediction_datasets = self._get_output_dataset_names(output_heads, prefix='predictions')
normalization_datasets = self._get_output_dataset_names(output_heads, prefix='normalization')
# normalize the prediction_maps inside the H5
for prediction_map, normalization_mask, prediction_dataset, normalization_dataset in zip(prediction_maps,
normalization_masks,
prediction_datasets,
normalization_datasets):
# split the volume into 4 parts and load each into the memory separately
logger.info(f'Normalizing {prediction_dataset}...')
z, y, x = prediction_map.shape[1:]
# take slices which are 1/27 of the original volume
patch_shape = (z // 3, y // 3, x // 3)
for index in SliceBuilder._build_slices(prediction_map, patch_shape=patch_shape, stride_shape=patch_shape):
logger.info(f'Normalizing slice: {index}')
prediction_map[index] /= normalization_mask[index]
# make sure to reset the slice that has been visited already in order to avoid 'double' normalization
# when the patches overlap with each other
normalization_mask[index] = 1
logger.info(f'Deleting {normalization_dataset}...')
del output_file[normalization_dataset]
class EmbeddingsPredictor(_AbstractPredictor):
"""
Applies the embedding model on the given dataset and saves the result in the `output_file` in the H5 format.
The resulting volume is the segmentation itself (not the embedding vectors) obtained by clustering embeddings
with HDBSCAN or MeanShift algorithm patch by patch and then stitching the patches together.
"""
def __init__(self, model, loader, output_file, config, clustering, iou_threshold=0.7, noise_label=-1, **kwargs):
super().__init__(model, loader, output_file, config, **kwargs)
self.iou_threshold = iou_threshold
self.noise_label = noise_label
self.clustering = clustering
assert clustering in ['hdbscan', 'meanshift'], 'Only HDBSCAN and MeanShift are supported'
logger.info(f'IoU threshold: {iou_threshold}')
self.clustering_name = clustering
self.clustering = self._get_clustering(clustering, kwargs)
def predict(self):
device = self.config['device']
output_heads = self.config['model'].get('output_heads', 1)
logger.info(f'Running prediction on {len(self.loader)} patches...')
# dimensionality of the the output segmentation
volume_shape = self._volume_shape(self.loader.dataset)
logger.info(f'The shape of the output segmentation (DHW): {volume_shape}')
logger.info('Allocating segmentation array...')
# initialize the output prediction arrays
output_segmentations = [np.zeros(volume_shape, dtype='int32') for _ in range(output_heads)]
# initialize visited_voxels arrays
visited_voxels_arrays = [np.zeros(volume_shape, dtype='uint8') for _ in range(output_heads)]
# Sets the module in evaluation mode explicitly
self.model.eval()
self.model.testing = True
# Run predictions on the entire input dataset
with torch.no_grad():
for batch, indices in self.loader:
# logger.info(f'Predicting embeddings for slice:{index}')
# send batch to device
batch = batch.to(device)
# forward pass
embeddings = self.model(batch)
# wrap predictions into a list if there is only one output head from the network
if output_heads == 1:
embeddings = [embeddings]
for prediction, output_segmentation, visited_voxels_array in zip(embeddings, output_segmentations,
visited_voxels_arrays):
# convert to numpy array
prediction = prediction.cpu().numpy()
# iterate sequentially because of the current simple stitching that we're using
for pred, index in zip(prediction, indices):
# convert embeddings to segmentation with hdbscan clustering
segmentation = self._embeddings_to_segmentation(pred)
# stitch patches
self._merge_segmentation(segmentation, index, output_segmentation, visited_voxels_array)
# save results
with h5py.File(self.output_file, 'w') as output_file:
prediction_datasets = self._get_output_dataset_names(output_heads,
prefix=f'segmentation/{self.clustering_name}')
for output_segmentation, prediction_dataset in zip(output_segmentations, prediction_datasets):
logger.info(f'Saving predictions to: {output_file}/{prediction_dataset}...')
output_file.create_dataset(prediction_dataset, data=output_segmentation, compression="gzip")
def _embeddings_to_segmentation(self, embeddings):
"""
Cluster embeddings vectors with HDBSCAN and return the segmented volume.
Args:
embeddings (ndarray): 4D (CDHW) embeddings tensor
Returns:
3D (DHW) segmentation
"""
# shape of the output segmentation
output_shape = embeddings.shape[1:]
# reshape (C, D, H, W) -> (C, D * H * W) and transpose -> (D * H * W, C)
flattened_embeddings = embeddings.reshape(embeddings.shape[0], -1).transpose()
logger.info('Clustering embeddings...')
# perform clustering and reshape in order to get the segmentation volume
start = time.time()
clusters = self.clustering.fit_predict(flattened_embeddings).reshape(output_shape)
logger.info(
f'Number of clusters found by {self.clustering}: {np.max(clusters)}. Duration: {time.time() - start} sec.')
return clusters
def _merge_segmentation(self, segmentation, index, output_segmentation, visited_voxels_array):
"""
Given the `segmentation` patch, its `index` in the `output_segmentation` array and the array visited voxels
merge the segmented patch (`segmentation`) into the `output_segmentation`
Args:
segmentation (ndarray): segmented patch
index (tuple): position of the patch inside `output_segmentation` volume
output_segmentation (ndarray): current state of the output segmentation
visited_voxels_array (ndarray): array of voxels visited so far (same size as `output_segmentation`); visited
voxels will be marked by a number greater than 0
"""
index = tuple(index)
# get new unassigned label
max_label = np.max(output_segmentation) + 1
# make sure there are no clashes between current segmentation patch and the output_segmentation
# but keep the noise label
noise_mask = segmentation == self.noise_label
segmentation += int(max_label)
segmentation[noise_mask] = self.noise_label
# get the overlap mask in the current patch
overlap_mask = visited_voxels_array[index] > 0
# get the new labels inside the overlap_mask
new_labels = | np.unique(segmentation[overlap_mask]) | numpy.unique |
'''
-------------------------------------------------------------------------------------------------
This code accompanies the paper titled "Human injury-based safety decision of automated vehicles"
Author: <NAME>, <NAME>, <NAME>, <NAME>
Corresponding author: <NAME> (<EMAIL>)
-------------------------------------------------------------------------------------------------
'''
import torch
import numpy as np
from torch import nn
from torch.nn.utils import weight_norm
__author__ = "<NAME>"
def Collision_cond(veh_striking_list, V1_v, V2_v, delta_angle, veh_param):
''' Estimate the collision condition. '''
(veh_l, veh_w, veh_cgf, veh_cgs, veh_k, veh_m) = veh_param
delta_angle_2 = np.arccos(np.abs(np.cos(delta_angle)))
if -1e-6 < delta_angle_2 < 1e-6:
delta_angle_2 = 1e-6
delta_v1_list = []
delta_v2_list = []
# Estimate the collision condition (delat-v) according to the principal impact direction.
for veh_striking in veh_striking_list:
if veh_striking[0] == 1:
veh_ca = np.arctan(veh_cgf[0] / veh_cgs[0])
veh_a2 = | np.abs(veh_cgs[1] - veh_striking[3]) | numpy.abs |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = np.array(vx.value)
max_count_left = 0
min_count_left = 0
i_left = 0
while ((max_count_left < 1) or (min_count_left < 1)) and (i_left < len(lsq_signal) - 1):
time_series_extended[int(len(lsq_signal) - 2 - i_left)] = \
2 * sum(weights_left * np.hstack((time_series_extended[int(len(lsq_signal) - 1 - i_left):
int(len(lsq_signal) - 1 - i_left + neural_network_k)],
1))) + 1
i_left += 1
if i_left > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_left += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_left += 1
lsq_utils = emd_utils.Utility(time=time, time_series=lsq_signal)
utils_extended = emd_utils.Utility(time=time_extended, time_series=time_series_extended)
maxima = lsq_signal[lsq_utils.max_bool_func_1st_order_fd()]
maxima_time = time[lsq_utils.max_bool_func_1st_order_fd()]
maxima_extrapolate = time_series_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
maxima_extrapolate_time = time_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
minima = lsq_signal[lsq_utils.min_bool_func_1st_order_fd()]
minima_time = time[lsq_utils.min_bool_func_1st_order_fd()]
minima_extrapolate = time_series_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
minima_extrapolate_time = time_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Single Neuron Neural Network Example')
plt.plot(time, lsq_signal, zorder=2, label='Signal')
plt.plot(time_extended, time_series_extended, c='g', zorder=1, label=textwrap.fill('Extrapolated signal', 12))
plt.scatter(maxima_time, maxima, c='r', zorder=3, label='Maxima')
plt.scatter(minima_time, minima, c='b', zorder=3, label='Minima')
plt.scatter(maxima_extrapolate_time, maxima_extrapolate, c='magenta', zorder=3,
label=textwrap.fill('Extrapolated maxima', 12))
plt.scatter(minima_extrapolate_time, minima_extrapolate, c='cyan', zorder=4,
label=textwrap.fill('Extrapolated minima', 12))
plt.plot(((time[-302] + time[-301]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k',
label=textwrap.fill('Neural network inputs', 13))
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='k')
plt.plot(((time_extended[-1001] + time_extended[-1002]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k')
plt.plot(((time[-202] + time[-201]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray', linestyle='dashed',
label=textwrap.fill('Neural network targets', 13))
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='gray')
plt.plot(((time_extended[-1001] + time_extended[-1000]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray',
linestyle='dashed')
plt.xlim(3.4 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/neural_network.png')
plt.show()
# plot 6a
np.random.seed(0)
time = np.linspace(0, 5 * np.pi, 1001)
knots_51 = np.linspace(0, 5 * np.pi, 51)
time_series = np.cos(2 * time) + np.cos(4 * time) + np.cos(8 * time)
noise = np.random.normal(0, 1, len(time_series))
time_series += noise
advemdpy = EMD(time=time, time_series=time_series)
imfs_51, hts_51, ifs_51 = advemdpy.empirical_mode_decomposition(knots=knots_51, max_imfs=3,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_31 = np.linspace(0, 5 * np.pi, 31)
imfs_31, hts_31, ifs_31 = advemdpy.empirical_mode_decomposition(knots=knots_31, max_imfs=2,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_11 = np.linspace(0, 5 * np.pi, 11)
imfs_11, hts_11, ifs_11 = advemdpy.empirical_mode_decomposition(knots=knots_11, max_imfs=1,
edge_effect='symmetric_anchor', verbose=False)[:3]
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
print(f'DFA fluctuation with 51 knots: {np.round(np.var(time_series - (imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :])), 3)}')
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[0].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[0].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(time, time_series, label='Time series')
axs[1].plot(time, imfs_31[1, :] + imfs_31[2, :], label=textwrap.fill('Sum of IMF 1 and IMF 2 with 31 knots', 19))
axs[1].plot(time, imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 2 and IMF 3 with 51 knots', 19))
print(f'DFA fluctuation with 31 knots: {np.round(np.var(time_series - (imfs_31[1, :] + imfs_31[2, :])), 3)}')
for knot in knots_31:
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[1].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[1].set_xticklabels(['', '', '', '', '', ''])
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
axs[1].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[1].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[1].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
axs[2].plot(time, time_series, label='Time series')
axs[2].plot(time, imfs_11[1, :], label='IMF 1 with 11 knots')
axs[2].plot(time, imfs_31[2, :], label='IMF 2 with 31 knots')
axs[2].plot(time, imfs_51[3, :], label='IMF 3 with 51 knots')
print(f'DFA fluctuation with 11 knots: {np.round(np.var(time_series - imfs_51[3, :]), 3)}')
for knot in knots_11:
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[2].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[2].set_xticklabels(['$0$', r'$\pi$', r'$2\pi$', r'$3\pi$', r'$4\pi$', r'$5\pi$'])
box_2 = axs[2].get_position()
axs[2].set_position([box_2.x0 - 0.05, box_2.y0, box_2.width * 0.85, box_2.height])
axs[2].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[2].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[2].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[2].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[2].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
plt.savefig('jss_figures/DFA_different_trends.png')
plt.show()
# plot 6b
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences Zoomed Region', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[0].set_ylim(-5.5, 5.5)
axs[0].set_xlim(0.95 * np.pi, 1.55 * np.pi)
axs[1].plot(time, time_series, label='Time series')
axs[1].plot(time, imfs_31[1, :] + imfs_31[2, :], label=textwrap.fill('Sum of IMF 1 and IMF 2 with 31 knots', 19))
axs[1].plot(time, imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 2 and IMF 3 with 51 knots', 19))
for knot in knots_31:
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[1].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[1].set_xticklabels(['', '', '', '', '', ''])
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
axs[1].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].set_ylim(-5.5, 5.5)
axs[1].set_xlim(0.95 * np.pi, 1.55 * np.pi)
axs[2].plot(time, time_series, label='Time series')
axs[2].plot(time, imfs_11[1, :], label='IMF 1 with 11 knots')
axs[2].plot(time, imfs_31[2, :], label='IMF 2 with 31 knots')
axs[2].plot(time, imfs_51[3, :], label='IMF 3 with 51 knots')
for knot in knots_11:
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[2].set_xticks([np.pi, (3 / 2) * np.pi])
axs[2].set_xticklabels([r'$\pi$', r'$\frac{3}{2}\pi$'])
box_2 = axs[2].get_position()
axs[2].set_position([box_2.x0 - 0.05, box_2.y0, box_2.width * 0.85, box_2.height])
axs[2].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[2].set_ylim(-5.5, 5.5)
axs[2].set_xlim(0.95 * np.pi, 1.55 * np.pi)
plt.savefig('jss_figures/DFA_different_trends_zoomed.png')
plt.show()
hs_ouputs = hilbert_spectrum(time, imfs_51, hts_51, ifs_51, max_frequency=12, plot=False)
# plot 6c
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Simple Sinusoidal Time Seres with Added Noise', 50))
x_hs, y, z = hs_ouputs
z_min, z_max = 0, np.abs(z).max()
ax.pcolormesh(x_hs, y, np.abs(z), cmap='gist_rainbow', vmin=z_min, vmax=z_max)
ax.plot(x_hs[0, :], 8 * np.ones_like(x_hs[0, :]), '--', label=r'$\omega = 8$', Linewidth=3)
ax.plot(x_hs[0, :], 4 * np.ones_like(x_hs[0, :]), '--', label=r'$\omega = 4$', Linewidth=3)
ax.plot(x_hs[0, :], 2 * np.ones_like(x_hs[0, :]), '--', label=r'$\omega = 2$', Linewidth=3)
ax.set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi])
ax.set_xticklabels(['$0$', r'$\pi$', r'$2\pi$', r'$3\pi$', r'$4\pi$'])
plt.ylabel(r'Frequency (rad.s$^{-1}$)')
plt.xlabel('Time (s)')
box_0 = ax.get_position()
ax.set_position([box_0.x0, box_0.y0 + 0.05, box_0.width * 0.85, box_0.height * 0.9])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/DFA_hilbert_spectrum.png')
plt.show()
# plot 6c
time = np.linspace(0, 5 * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 51)
fluc = Fluctuation(time=time, time_series=time_series)
max_unsmoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='maxima', smooth=False)
max_smoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='maxima', smooth=True)
min_unsmoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='minima', smooth=False)
min_smoothed = fluc.envelope_basis_function_approximation(knots_for_envelope=knots, extrema_type='minima', smooth=True)
util = Utility(time=time, time_series=time_series)
maxima = util.max_bool_func_1st_order_fd()
minima = util.min_bool_func_1st_order_fd()
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title(textwrap.fill('Plot Demonstrating Unsmoothed Extrema Envelopes if Schoenberg–Whitney Conditions are Not Satisfied', 50))
plt.plot(time, time_series, label='Time series', zorder=2, LineWidth=2)
plt.scatter(time[maxima], time_series[maxima], c='r', label='Maxima', zorder=10)
plt.scatter(time[minima], time_series[minima], c='b', label='Minima', zorder=10)
plt.plot(time, max_unsmoothed[0], label=textwrap.fill('Unsmoothed maxima envelope', 10), c='darkorange')
plt.plot(time, max_smoothed[0], label=textwrap.fill('Smoothed maxima envelope', 10), c='red')
plt.plot(time, min_unsmoothed[0], label=textwrap.fill('Unsmoothed minima envelope', 10), c='cyan')
plt.plot(time, min_smoothed[0], label=textwrap.fill('Smoothed minima envelope', 10), c='blue')
for knot in knots[:-1]:
plt.plot(knot * np.ones(101), np.linspace(-3.0, -2.0, 101), '--', c='grey', zorder=1)
plt.plot(knots[-1] * np.ones(101), np.linspace(-3.0, -2.0, 101), '--', c='grey', label='Knots', zorder=1)
plt.xticks((0, 1 * np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi),
(r'$0$', r'$\pi$', r'2$\pi$', r'3$\pi$', r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
plt.xlim(-0.25 * np.pi, 5.25 * np.pi)
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/Schoenberg_Whitney_Conditions.png')
plt.show()
# plot 7
a = 0.25
width = 0.2
time = np.linspace((0 + a) * np.pi, (5 - a) * np.pi, 1001)
knots = np.linspace((0 + a) * np.pi, (5 - a) * np.pi, 11)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
inflection_bool = utils.inflection_point()
inflection_x = time[inflection_bool]
inflection_y = time_series[inflection_bool]
fluctuation = emd_mean.Fluctuation(time=time, time_series=time_series)
maxima_envelope = fluctuation.envelope_basis_function_approximation(knots, 'maxima', smooth=False,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
maxima_envelope_smooth = fluctuation.envelope_basis_function_approximation(knots, 'maxima', smooth=True,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
minima_envelope = fluctuation.envelope_basis_function_approximation(knots, 'minima', smooth=False,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
minima_envelope_smooth = fluctuation.envelope_basis_function_approximation(knots, 'minima', smooth=True,
smoothing_penalty=0.2, edge_effect='none',
spline_method='b_spline')[0]
inflection_points_envelope = fluctuation.direct_detrended_fluctuation_estimation(knots,
smooth=True,
smoothing_penalty=0.2,
technique='inflection_points')[0]
binomial_points_envelope = fluctuation.direct_detrended_fluctuation_estimation(knots,
smooth=True,
smoothing_penalty=0.2,
technique='binomial_average', order=21,
increment=20)[0]
derivative_of_lsq = utils.derivative_forward_diff()
derivative_time = time[:-1]
derivative_knots = np.linspace(knots[0], knots[-1], 31)
# change (1) detrended_fluctuation_technique and (2) max_internal_iter and (3) debug (confusing with external debugging)
emd = AdvEMDpy.EMD(time=derivative_time, time_series=derivative_of_lsq)
imf_1_of_derivative = emd.empirical_mode_decomposition(knots=derivative_knots,
knot_time=derivative_time, text=False, verbose=False)[0][1, :]
utils = emd_utils.Utility(time=time[:-1], time_series=imf_1_of_derivative)
optimal_maxima = np.r_[False, utils.derivative_forward_diff() < 0, False] & \
np.r_[utils.zero_crossing() == 1, False]
optimal_minima = np.r_[False, utils.derivative_forward_diff() > 0, False] & \
np.r_[utils.zero_crossing() == 1, False]
EEMD_maxima_envelope = fluctuation.envelope_basis_function_approximation_fixed_points(knots, 'maxima',
optimal_maxima,
optimal_minima,
smooth=False,
smoothing_penalty=0.2,
edge_effect='none')[0]
EEMD_minima_envelope = fluctuation.envelope_basis_function_approximation_fixed_points(knots, 'minima',
optimal_maxima,
optimal_minima,
smooth=False,
smoothing_penalty=0.2,
edge_effect='none')[0]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Detrended Fluctuation Analysis Examples')
plt.plot(time, time_series, LineWidth=2, label='Time series')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(time[optimal_maxima], time_series[optimal_maxima], c='darkred', zorder=4,
label=textwrap.fill('Optimal maxima', 10))
plt.scatter(time[optimal_minima], time_series[optimal_minima], c='darkblue', zorder=4,
label=textwrap.fill('Optimal minima', 10))
plt.scatter(inflection_x, inflection_y, c='magenta', zorder=4, label=textwrap.fill('Inflection points', 10))
plt.plot(time, maxima_envelope, c='darkblue', label=textwrap.fill('EMD envelope', 10))
plt.plot(time, minima_envelope, c='darkblue')
plt.plot(time, (maxima_envelope + minima_envelope) / 2, c='darkblue')
plt.plot(time, maxima_envelope_smooth, c='darkred', label=textwrap.fill('SEMD envelope', 10))
plt.plot(time, minima_envelope_smooth, c='darkred')
plt.plot(time, (maxima_envelope_smooth + minima_envelope_smooth) / 2, c='darkred')
plt.plot(time, EEMD_maxima_envelope, c='darkgreen', label=textwrap.fill('EEMD envelope', 10))
plt.plot(time, EEMD_minima_envelope, c='darkgreen')
plt.plot(time, (EEMD_maxima_envelope + EEMD_minima_envelope) / 2, c='darkgreen')
plt.plot(time, inflection_points_envelope, c='darkorange', label=textwrap.fill('Inflection point envelope', 10))
plt.plot(time, binomial_points_envelope, c='deeppink', label=textwrap.fill('Binomial average envelope', 10))
plt.plot(time, np.cos(time), c='black', label='True mean')
plt.xticks((0, 1 * np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi), (r'$0$', r'$\pi$', r'2$\pi$', r'3$\pi$',
r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
plt.xlim(-0.25 * np.pi, 5.25 * np.pi)
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/detrended_fluctuation_analysis.png')
plt.show()
# Duffing Equation Example
def duffing_equation(xy, ts):
gamma = 0.1
epsilon = 1
omega = ((2 * np.pi) / 25)
return [xy[1], xy[0] - epsilon * xy[0] ** 3 + gamma * np.cos(omega * ts)]
t = np.linspace(0, 150, 1501)
XY0 = [1, 1]
solution = odeint(duffing_equation, XY0, t)
x = solution[:, 0]
dxdt = solution[:, 1]
x_points = [0, 50, 100, 150]
x_names = {0, 50, 100, 150}
y_points_1 = [-2, 0, 2]
y_points_2 = [-1, 0, 1]
fig, axs = plt.subplots(2, 1)
plt.subplots_adjust(hspace=0.2)
axs[0].plot(t, x)
axs[0].set_title('Duffing Equation Displacement')
axs[0].set_ylim([-2, 2])
axs[0].set_xlim([0, 150])
axs[1].plot(t, dxdt)
axs[1].set_title('Duffing Equation Velocity')
axs[1].set_ylim([-1.5, 1.5])
axs[1].set_xlim([0, 150])
axis = 0
for ax in axs.flat:
ax.label_outer()
if axis == 0:
ax.set_ylabel('x(t)')
ax.set_yticks(y_points_1)
if axis == 1:
ax.set_ylabel(r'$ \dfrac{dx(t)}{dt} $')
ax.set(xlabel='t')
ax.set_yticks(y_points_2)
ax.set_xticks(x_points)
ax.set_xticklabels(x_names)
axis += 1
plt.savefig('jss_figures/Duffing_equation.png')
plt.show()
# compare other packages Duffing - top
pyemd = pyemd0215()
py_emd = pyemd(x)
IP, IF, IA = emd040.spectra.frequency_transform(py_emd.T, 10, 'hilbert')
freq_edges, freq_bins = emd040.spectra.define_hist_bins(0, 0.2, 100)
hht = emd040.spectra.hilberthuang(IF, IA, freq_edges)
hht = gaussian_filter(hht, sigma=1)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 1.0
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Duffing Equation using PyEMD 0.2.10', 40))
plt.pcolormesh(t, freq_bins, hht, cmap='gist_rainbow', vmin=0, vmax=np.max(np.max(np.abs(hht))))
plt.plot(t[:-1], 0.124 * | np.ones_like(t[:-1]) | numpy.ones_like |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = np.array(vx.value)
max_count_left = 0
min_count_left = 0
i_left = 0
while ((max_count_left < 1) or (min_count_left < 1)) and (i_left < len(lsq_signal) - 1):
time_series_extended[int(len(lsq_signal) - 2 - i_left)] = \
2 * sum(weights_left * np.hstack((time_series_extended[int(len(lsq_signal) - 1 - i_left):
int(len(lsq_signal) - 1 - i_left + neural_network_k)],
1))) + 1
i_left += 1
if i_left > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_left += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_left += 1
lsq_utils = emd_utils.Utility(time=time, time_series=lsq_signal)
utils_extended = emd_utils.Utility(time=time_extended, time_series=time_series_extended)
maxima = lsq_signal[lsq_utils.max_bool_func_1st_order_fd()]
maxima_time = time[lsq_utils.max_bool_func_1st_order_fd()]
maxima_extrapolate = time_series_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
maxima_extrapolate_time = time_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
minima = lsq_signal[lsq_utils.min_bool_func_1st_order_fd()]
minima_time = time[lsq_utils.min_bool_func_1st_order_fd()]
minima_extrapolate = time_series_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
minima_extrapolate_time = time_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Single Neuron Neural Network Example')
plt.plot(time, lsq_signal, zorder=2, label='Signal')
plt.plot(time_extended, time_series_extended, c='g', zorder=1, label=textwrap.fill('Extrapolated signal', 12))
plt.scatter(maxima_time, maxima, c='r', zorder=3, label='Maxima')
plt.scatter(minima_time, minima, c='b', zorder=3, label='Minima')
plt.scatter(maxima_extrapolate_time, maxima_extrapolate, c='magenta', zorder=3,
label=textwrap.fill('Extrapolated maxima', 12))
plt.scatter(minima_extrapolate_time, minima_extrapolate, c='cyan', zorder=4,
label=textwrap.fill('Extrapolated minima', 12))
plt.plot(((time[-302] + time[-301]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k',
label=textwrap.fill('Neural network inputs', 13))
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='k')
plt.plot(((time_extended[-1001] + time_extended[-1002]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k')
plt.plot(((time[-202] + time[-201]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray', linestyle='dashed',
label=textwrap.fill('Neural network targets', 13))
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='gray')
plt.plot(((time_extended[-1001] + time_extended[-1000]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray',
linestyle='dashed')
plt.xlim(3.4 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/neural_network.png')
plt.show()
# plot 6a
np.random.seed(0)
time = np.linspace(0, 5 * np.pi, 1001)
knots_51 = np.linspace(0, 5 * np.pi, 51)
time_series = np.cos(2 * time) + np.cos(4 * time) + np.cos(8 * time)
noise = np.random.normal(0, 1, len(time_series))
time_series += noise
advemdpy = EMD(time=time, time_series=time_series)
imfs_51, hts_51, ifs_51 = advemdpy.empirical_mode_decomposition(knots=knots_51, max_imfs=3,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_31 = np.linspace(0, 5 * np.pi, 31)
imfs_31, hts_31, ifs_31 = advemdpy.empirical_mode_decomposition(knots=knots_31, max_imfs=2,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_11 = np.linspace(0, 5 * np.pi, 11)
imfs_11, hts_11, ifs_11 = advemdpy.empirical_mode_decomposition(knots=knots_11, max_imfs=1,
edge_effect='symmetric_anchor', verbose=False)[:3]
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
print(f'DFA fluctuation with 51 knots: {np.round(np.var(time_series - (imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :])), 3)}')
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[0].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[0].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(time, time_series, label='Time series')
axs[1].plot(time, imfs_31[1, :] + imfs_31[2, :], label=textwrap.fill('Sum of IMF 1 and IMF 2 with 31 knots', 19))
axs[1].plot(time, imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 2 and IMF 3 with 51 knots', 19))
print(f'DFA fluctuation with 31 knots: {np.round(np.var(time_series - (imfs_31[1, :] + imfs_31[2, :])), 3)}')
for knot in knots_31:
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[1].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[1].set_xticklabels(['', '', '', '', '', ''])
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
axs[1].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[1].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[1].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
axs[2].plot(time, time_series, label='Time series')
axs[2].plot(time, imfs_11[1, :], label='IMF 1 with 11 knots')
axs[2].plot(time, imfs_31[2, :], label='IMF 2 with 31 knots')
axs[2].plot(time, imfs_51[3, :], label='IMF 3 with 51 knots')
print(f'DFA fluctuation with 11 knots: {np.round(np.var(time_series - imfs_51[3, :]), 3)}')
for knot in knots_11:
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[2].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[2].set_xticklabels(['$0$', r'$\pi$', r'$2\pi$', r'$3\pi$', r'$4\pi$', r'$5\pi$'])
box_2 = axs[2].get_position()
axs[2].set_position([box_2.x0 - 0.05, box_2.y0, box_2.width * 0.85, box_2.height])
axs[2].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[2].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[2].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[2].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[2].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
plt.savefig('jss_figures/DFA_different_trends.png')
plt.show()
# plot 6b
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences Zoomed Region', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[0].set_ylim(-5.5, 5.5)
axs[0].set_xlim(0.95 * np.pi, 1.55 * np.pi)
axs[1].plot(time, time_series, label='Time series')
axs[1].plot(time, imfs_31[1, :] + imfs_31[2, :], label=textwrap.fill('Sum of IMF 1 and IMF 2 with 31 knots', 19))
axs[1].plot(time, imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 2 and IMF 3 with 51 knots', 19))
for knot in knots_31:
axs[1].plot(knot * np.ones(101), | np.linspace(-5, 5, 101) | numpy.linspace |
"""Routines for numerical differentiation."""
from __future__ import division
import numpy as np
from numpy.linalg import norm
from scipy.sparse.linalg import LinearOperator
from ..sparse import issparse, csc_matrix, csr_matrix, coo_matrix, find
from ._group_columns import group_dense, group_sparse
EPS = np.finfo(np.float64).eps
def _adjust_scheme_to_bounds(x0, h, num_steps, scheme, lb, ub):
"""Adjust final difference scheme to the presence of bounds.
Parameters
----------
x0 : ndarray, shape (n,)
Point at which we wish to estimate derivative.
h : ndarray, shape (n,)
Desired finite difference steps.
num_steps : int
Number of `h` steps in one direction required to implement finite
difference scheme. For example, 2 means that we need to evaluate
f(x0 + 2 * h) or f(x0 - 2 * h)
scheme : {'1-sided', '2-sided'}
Whether steps in one or both directions are required. In other
words '1-sided' applies to forward and backward schemes, '2-sided'
applies to center schemes.
lb : ndarray, shape (n,)
Lower bounds on independent variables.
ub : ndarray, shape (n,)
Upper bounds on independent variables.
Returns
-------
h_adjusted : ndarray, shape (n,)
Adjusted step sizes. Step size decreases only if a sign flip or
switching to one-sided scheme doesn't allow to take a full step.
use_one_sided : ndarray of bool, shape (n,)
Whether to switch to one-sided scheme. Informative only for
``scheme='2-sided'``.
"""
if scheme == '1-sided':
use_one_sided = np.ones_like(h, dtype=bool)
elif scheme == '2-sided':
h = np.abs(h)
use_one_sided = np.zeros_like(h, dtype=bool)
else:
raise ValueError("`scheme` must be '1-sided' or '2-sided'.")
if np.all((lb == -np.inf) & (ub == np.inf)):
return h, use_one_sided
h_total = h * num_steps
h_adjusted = h.copy()
lower_dist = x0 - lb
upper_dist = ub - x0
if scheme == '1-sided':
x = x0 + h_total
violated = (x < lb) | (x > ub)
fitting = np.abs(h_total) <= np.maximum(lower_dist, upper_dist)
h_adjusted[violated & fitting] *= -1
forward = (upper_dist >= lower_dist) & ~fitting
h_adjusted[forward] = upper_dist[forward] / num_steps
backward = (upper_dist < lower_dist) & ~fitting
h_adjusted[backward] = -lower_dist[backward] / num_steps
elif scheme == '2-sided':
central = (lower_dist >= h_total) & (upper_dist >= h_total)
forward = (upper_dist >= lower_dist) & ~central
h_adjusted[forward] = np.minimum(
h[forward], 0.5 * upper_dist[forward] / num_steps)
use_one_sided[forward] = True
backward = (upper_dist < lower_dist) & ~central
h_adjusted[backward] = -np.minimum(
h[backward], 0.5 * lower_dist[backward] / num_steps)
use_one_sided[backward] = True
min_dist = np.minimum(upper_dist, lower_dist) / num_steps
adjusted_central = (~central & (np.abs(h_adjusted) <= min_dist))
h_adjusted[adjusted_central] = min_dist[adjusted_central]
use_one_sided[adjusted_central] = False
return h_adjusted, use_one_sided
relative_step = {"2-point": EPS**0.5,
"3-point": EPS**(1/3),
"cs": EPS**0.5}
def _compute_absolute_step(rel_step, x0, method):
if rel_step is None:
rel_step = relative_step[method]
sign_x0 = (x0 >= 0).astype(float) * 2 - 1
return rel_step * sign_x0 * np.maximum(1.0, np.abs(x0))
def _prepare_bounds(bounds, x0):
lb, ub = [np.asarray(b, dtype=float) for b in bounds]
if lb.ndim == 0:
lb = np.resize(lb, x0.shape)
if ub.ndim == 0:
ub = np.resize(ub, x0.shape)
return lb, ub
def group_columns(A, order=0):
"""Group columns of a 2-D matrix for sparse finite differencing [1]_.
Two columns are in the same group if in each row at least one of them
has zero. A greedy sequential algorithm is used to construct groups.
Parameters
----------
A : array_like or sparse matrix, shape (m, n)
Matrix of which to group columns.
order : int, iterable of int with shape (n,) or None
Permutation array which defines the order of columns enumeration.
If int or None, a random permutation is used with `order` used as
a random seed. Default is 0, that is use a random permutation but
guarantee repeatability.
Returns
-------
groups : ndarray of int, shape (n,)
Contains values from 0 to n_groups-1, where n_groups is the number
of found groups. Each value ``groups[i]`` is an index of a group to
which ith column assigned. The procedure was helpful only if
n_groups is significantly less than n.
References
----------
.. [1] <NAME>, <NAME>, and <NAME>, "On the estimation of
sparse Jacobian matrices", Journal of the Institute of Mathematics
and its Applications, 13 (1974), pp. 117-120.
"""
if issparse(A):
A = csc_matrix(A)
else:
A = np.atleast_2d(A)
A = (A != 0).astype(np.int32)
if A.ndim != 2:
raise ValueError("`A` must be 2-dimensional.")
m, n = A.shape
if order is None or np.isscalar(order):
rng = np.random.RandomState(order)
order = rng.permutation(n)
else:
order = np.asarray(order)
if order.shape != (n,):
raise ValueError("`order` has incorrect shape.")
A = A[:, order]
if issparse(A):
groups = group_sparse(m, n, A.indices, A.indptr)
else:
groups = group_dense(m, n, A)
groups[order] = groups.copy()
return groups
def approx_derivative(fun, x0, method='3-point', rel_step=None, f0=None,
bounds=(-np.inf, np.inf), sparsity=None,
as_linear_operator=False, args=(), kwargs={}):
"""Compute finite difference approximation of the derivatives of a
vector-valued function.
If a function maps from R^n to R^m, its derivatives form m-by-n matrix
called the Jacobian, where an element (i, j) is a partial derivative of
f[i] with respect to x[j].
Parameters
----------
fun : callable
Function of which to estimate the derivatives. The argument x
passed to this function is ndarray of shape (n,) (never a scalar
even if n=1). It must return 1-D array_like of shape (m,) or a scalar.
x0 : array_like of shape (n,) or float
Point at which to estimate the derivatives. Float will be converted
to a 1-D array.
method : {'3-point', '2-point', 'cs'}, optional
Finite difference method to use:
- '2-point' - use the first order accuracy forward or backward
difference.
- '3-point' - use central difference in interior points and the
second order accuracy forward or backward difference
near the boundary.
- 'cs' - use a complex-step finite difference scheme. This assumes
that the user function is real-valued and can be
analytically continued to the complex plane. Otherwise,
produces bogus results.
rel_step : None or array_like, optional
Relative step size to use. The absolute step size is computed as
``h = rel_step * sign(x0) * max(1, abs(x0))``, possibly adjusted to
fit into the bounds. For ``method='3-point'`` the sign of `h` is
ignored. If None (default) then step is selected automatically,
see Notes.
f0 : None or array_like, optional
If not None it is assumed to be equal to ``fun(x0)``, in this case
the ``fun(x0)`` is not called. Default is None.
bounds : tuple of array_like, optional
Lower and upper bounds on independent variables. Defaults to no bounds.
Each bound must match the size of `x0` or be a scalar, in the latter
case the bound will be the same for all variables. Use it to limit the
range of function evaluation. Bounds checking is not implemented
when `as_linear_operator` is True.
sparsity : {None, array_like, sparse matrix, 2-tuple}, optional
Defines a sparsity structure of the Jacobian matrix. If the Jacobian
matrix is known to have only few non-zero elements in each row, then
it's possible to estimate its several columns by a single function
evaluation [3]_. To perform such economic computations two ingredients
are required:
* structure : array_like or sparse matrix of shape (m, n). A zero
element means that a corresponding element of the Jacobian
identically equals to zero.
* groups : array_like of shape (n,). A column grouping for a given
sparsity structure, use `group_columns` to obtain it.
A single array or a sparse matrix is interpreted as a sparsity
structure, and groups are computed inside the function. A tuple is
interpreted as (structure, groups). If None (default), a standard
dense differencing will be used.
Note, that sparse differencing makes sense only for large Jacobian
matrices where each row contains few non-zero elements.
as_linear_operator : bool, optional
When True the function returns an `scipy.sparse.linalg.LinearOperator`.
Otherwise it returns a dense array or a sparse matrix depending on
`sparsity`. The linear operator provides an efficient way of computing
``J.dot(p)`` for any vector ``p`` of shape (n,), but does not allow
direct access to individual elements of the matrix. By default
`as_linear_operator` is False.
args, kwargs : tuple and dict, optional
Additional arguments passed to `fun`. Both empty by default.
The calling signature is ``fun(x, *args, **kwargs)``.
Returns
-------
J : {ndarray, sparse matrix, LinearOperator}
Finite difference approximation of the Jacobian matrix.
If `as_linear_operator` is True returns a LinearOperator
with shape (m, n). Otherwise it returns a dense array or sparse
matrix depending on how `sparsity` is defined. If `sparsity`
is None then a ndarray with shape (m, n) is returned. If
`sparsity` is not None returns a csr_matrix with shape (m, n).
For sparse matrices and linear operators it is always returned as
a 2-D structure, for ndarrays, if m=1 it is returned
as a 1-D gradient array with shape (n,).
See Also
--------
check_derivative : Check correctness of a function computing derivatives.
Notes
-----
If `rel_step` is not provided, it assigned to ``EPS**(1/s)``, where EPS is
machine epsilon for float64 numbers, s=2 for '2-point' method and s=3 for
'3-point' method. Such relative step approximately minimizes a sum of
truncation and round-off errors, see [1]_.
A finite difference scheme for '3-point' method is selected automatically.
The well-known central difference scheme is used for points sufficiently
far from the boundary, and 3-point forward or backward scheme is used for
points near the boundary. Both schemes have the second-order accuracy in
terms of Taylor expansion. Refer to [2]_ for the formulas of 3-point
forward and backward difference schemes.
For dense differencing when m=1 Jacobian is returned with a shape (n,),
on the other hand when n=1 Jacobian is returned with a shape (m, 1).
Our motivation is the following: a) It handles a case of gradient
computation (m=1) in a conventional way. b) It clearly separates these two
different cases. b) In all cases np.atleast_2d can be called to get 2-D
Jacobian with correct dimensions.
References
----------
.. [1] W. H. Press et. al. "Numerical Recipes. The Art of Scientific
Computing. 3rd edition", sec. 5.7.
.. [2] <NAME>, <NAME>, and <NAME>, "On the estimation of
sparse Jacobian matrices", Journal of the Institute of Mathematics
and its Applications, 13 (1974), pp. 117-120.
.. [3] <NAME>, "Generation of Finite Difference Formulas on
Arbitrarily Spaced Grids", Mathematics of Computation 51, 1988.
Examples
--------
>>> import numpy as np
>>> from scipy.optimize import approx_derivative
>>>
>>> def f(x, c1, c2):
... return np.array([x[0] * np.sin(c1 * x[1]),
... x[0] * np.cos(c2 * x[1])])
...
>>> x0 = np.array([1.0, 0.5 * np.pi])
>>> approx_derivative(f, x0, args=(1, 2))
array([[ 1., 0.],
[-1., 0.]])
Bounds can be used to limit the region of function evaluation.
In the example below we compute left and right derivative at point 1.0.
>>> def g(x):
... return x**2 if x >= 1 else x
...
>>> x0 = 1.0
>>> approx_derivative(g, x0, bounds=(-np.inf, 1.0))
array([ 1.])
>>> approx_derivative(g, x0, bounds=(1.0, np.inf))
array([ 2.])
"""
if method not in ['2-point', '3-point', 'cs']:
raise ValueError("Unknown method '%s'. " % method)
x0 = np.atleast_1d(x0)
if x0.ndim > 1:
raise ValueError("`x0` must have at most 1 dimension.")
lb, ub = _prepare_bounds(bounds, x0)
if lb.shape != x0.shape or ub.shape != x0.shape:
raise ValueError("Inconsistent shapes between bounds and `x0`.")
if as_linear_operator and not (np.all(np.isinf(lb))
and np.all(np.isinf(ub))):
raise ValueError("Bounds not supported when "
"`as_linear_operator` is True.")
def fun_wrapped(x):
f = np.atleast_1d(fun(x, *args, **kwargs))
if f.ndim > 1:
raise RuntimeError("`fun` return value has "
"more than 1 dimension.")
return f
if f0 is None:
f0 = fun_wrapped(x0)
else:
f0 = np.atleast_1d(f0)
if f0.ndim > 1:
raise ValueError("`f0` passed has more than 1 dimension.")
if np.any((x0 < lb) | (x0 > ub)):
raise ValueError("`x0` violates bound constraints.")
if as_linear_operator:
if rel_step is None:
rel_step = relative_step[method]
return _linear_operator_difference(fun_wrapped, x0,
f0, rel_step, method)
else:
h = _compute_absolute_step(rel_step, x0, method)
if method == '2-point':
h, use_one_sided = _adjust_scheme_to_bounds(
x0, h, 1, '1-sided', lb, ub)
elif method == '3-point':
h, use_one_sided = _adjust_scheme_to_bounds(
x0, h, 1, '2-sided', lb, ub)
elif method == 'cs':
use_one_sided = False
if sparsity is None:
return _dense_difference(fun_wrapped, x0, f0, h,
use_one_sided, method)
else:
if not issparse(sparsity) and len(sparsity) == 2:
structure, groups = sparsity
else:
structure = sparsity
groups = group_columns(sparsity)
if issparse(structure):
structure = csc_matrix(structure)
else:
structure = np.atleast_2d(structure)
groups = np.atleast_1d(groups)
return _sparse_difference(fun_wrapped, x0, f0, h,
use_one_sided, structure,
groups, method)
def _linear_operator_difference(fun, x0, f0, h, method):
m = f0.size
n = x0.size
if method == '2-point':
def matvec(p):
if np.array_equal(p, np.zeros_like(p)):
return np.zeros(m)
dx = h / norm(p)
x = x0 + dx*p
df = fun(x) - f0
return df / dx
elif method == '3-point':
def matvec(p):
if np.array_equal(p, np.zeros_like(p)):
return np.zeros(m)
dx = 2*h / norm(p)
x1 = x0 - (dx/2)*p
x2 = x0 + (dx/2)*p
f1 = fun(x1)
f2 = fun(x2)
df = f2 - f1
return df / dx
elif method == 'cs':
def matvec(p):
if np.array_equal(p, | np.zeros_like(p) | numpy.zeros_like |
from abc import ABCMeta, abstractmethod
import os
from vmaf.tools.misc import make_absolute_path, run_process
from vmaf.tools.stats import ListStats
__copyright__ = "Copyright 2016-2018, Netflix, Inc."
__license__ = "Apache, Version 2.0"
import re
import numpy as np
import ast
from vmaf import ExternalProgramCaller, to_list
from vmaf.config import VmafConfig, VmafExternalConfig
from vmaf.core.executor import Executor
from vmaf.core.result import Result
from vmaf.tools.reader import YuvReader
class FeatureExtractor(Executor):
"""
FeatureExtractor takes in a list of assets, and run feature extraction on
them, and return a list of corresponding results. A FeatureExtractor must
specify a unique type and version combination (by the TYPE and VERSION
attribute), so that the Result generated by it can be identified.
A derived class of FeatureExtractor must:
1) Override TYPE and VERSION
2) Override _generate_result(self, asset), which call a
command-line executable and generate feature scores in a log file.
3) Override _get_feature_scores(self, asset), which read the feature
scores from the log file, and return the scores in a dictionary format.
For an example, follow VmafFeatureExtractor.
"""
__metaclass__ = ABCMeta
@property
@abstractmethod
def ATOM_FEATURES(self):
raise NotImplementedError
def _read_result(self, asset):
result = {}
result.update(self._get_feature_scores(asset))
executor_id = self.executor_id
return Result(asset, executor_id, result)
@classmethod
def get_scores_key(cls, atom_feature):
return "{type}_{atom_feature}_scores".format(
type=cls.TYPE, atom_feature=atom_feature)
@classmethod
def get_score_key(cls, atom_feature):
return "{type}_{atom_feature}_score".format(
type=cls.TYPE, atom_feature=atom_feature)
def _get_feature_scores(self, asset):
# routine to read the feature scores from the log file, and return
# the scores in a dictionary format.
log_file_path = self._get_log_file_path(asset)
atom_feature_scores_dict = {}
atom_feature_idx_dict = {}
for atom_feature in self.ATOM_FEATURES:
atom_feature_scores_dict[atom_feature] = []
atom_feature_idx_dict[atom_feature] = 0
with open(log_file_path, 'rt') as log_file:
for line in log_file.readlines():
for atom_feature in self.ATOM_FEATURES:
re_template = "{af}: ([0-9]+) ([a-zA-Z0-9.-]+)".format(af=atom_feature)
mo = re.match(re_template, line)
if mo:
cur_idx = int(mo.group(1))
assert cur_idx == atom_feature_idx_dict[atom_feature]
# parse value, allowing NaN and inf
val = float(mo.group(2))
if np.isnan(val) or np.isinf(val):
val = None
atom_feature_scores_dict[atom_feature].append(val)
atom_feature_idx_dict[atom_feature] += 1
continue
len_score = len(atom_feature_scores_dict[self.ATOM_FEATURES[0]])
assert len_score != 0
for atom_feature in self.ATOM_FEATURES[1:]:
assert len_score == len(atom_feature_scores_dict[atom_feature]), \
"Feature data possibly corrupt. Run cleanup script and try again."
feature_result = {}
for atom_feature in self.ATOM_FEATURES:
scores_key = self.get_scores_key(atom_feature)
feature_result[scores_key] = atom_feature_scores_dict[atom_feature]
return feature_result
class VmafFeatureExtractor(FeatureExtractor):
TYPE = "VMAF_feature"
# VERSION = '0.1' # vmaf_study; Anush's VIF fix
# VERSION = '0.2' # expose vif_num, vif_den, adm_num, adm_den, anpsnr
# VERSION = '0.2.1' # expose vif num/den of each scale
# VERSION = '0.2.2' # adm abs-->fabs, corrected border handling, uniform reading with option of offset for input YUV, updated VIF corner case
# VERSION = '0.2.2b' # expose adm_den/num_scalex
# VERSION = '0.2.3' # AVX for VMAF convolution; update adm features by folding noise floor into per coef
# VERSION = '0.2.4' # Fix a bug in adm feature passing scale into dwt_quant_step
# VERSION = '0.2.4b' # Modify by adding ADM noise floor outside cube root; add derived feature motion2
VERSION = '0.2.4c' # Modify by moving motion2 to c code
ATOM_FEATURES = ['vif', 'adm', 'ansnr', 'motion', 'motion2',
'vif_num', 'vif_den', 'adm_num', 'adm_den', 'anpsnr',
'vif_num_scale0', 'vif_den_scale0',
'vif_num_scale1', 'vif_den_scale1',
'vif_num_scale2', 'vif_den_scale2',
'vif_num_scale3', 'vif_den_scale3',
'adm_num_scale0', 'adm_den_scale0',
'adm_num_scale1', 'adm_den_scale1',
'adm_num_scale2', 'adm_den_scale2',
'adm_num_scale3', 'adm_den_scale3',
]
DERIVED_ATOM_FEATURES = ['vif_scale0', 'vif_scale1', 'vif_scale2', 'vif_scale3',
'vif2', 'adm2', 'adm3',
'adm_scale0', 'adm_scale1', 'adm_scale2', 'adm_scale3',
]
ADM2_CONSTANT = 0
ADM_SCALE_CONSTANT = 0
def _generate_result(self, asset):
# routine to call the command-line executable and generate feature
# scores in the log file.
quality_width, quality_height = asset.quality_width_height
log_file_path = self._get_log_file_path(asset)
yuv_type=self._get_workfile_yuv_type(asset)
ref_path=asset.ref_workfile_path
dis_path=asset.dis_workfile_path
w=quality_width
h=quality_height
logger = self.logger
ExternalProgramCaller.call_vmaf_feature(yuv_type, ref_path, dis_path, w, h, log_file_path, logger)
@classmethod
def _post_process_result(cls, result):
# override Executor._post_process_result
result = super(VmafFeatureExtractor, cls)._post_process_result(result)
# adm2 =
# (adm_num + ADM2_CONSTANT) / (adm_den + ADM2_CONSTANT)
adm2_scores_key = cls.get_scores_key('adm2')
adm_num_scores_key = cls.get_scores_key('adm_num')
adm_den_scores_key = cls.get_scores_key('adm_den')
result.result_dict[adm2_scores_key] = list(
(np.array(result.result_dict[adm_num_scores_key]) + cls.ADM2_CONSTANT) /
(np.array(result.result_dict[adm_den_scores_key]) + cls.ADM2_CONSTANT)
)
# vif_scalei = vif_num_scalei / vif_den_scalei, i = 0, 1, 2, 3
vif_num_scale0_scores_key = cls.get_scores_key('vif_num_scale0')
vif_den_scale0_scores_key = cls.get_scores_key('vif_den_scale0')
vif_num_scale1_scores_key = cls.get_scores_key('vif_num_scale1')
vif_den_scale1_scores_key = cls.get_scores_key('vif_den_scale1')
vif_num_scale2_scores_key = cls.get_scores_key('vif_num_scale2')
vif_den_scale2_scores_key = cls.get_scores_key('vif_den_scale2')
vif_num_scale3_scores_key = cls.get_scores_key('vif_num_scale3')
vif_den_scale3_scores_key = cls.get_scores_key('vif_den_scale3')
vif_scale0_scores_key = cls.get_scores_key('vif_scale0')
vif_scale1_scores_key = cls.get_scores_key('vif_scale1')
vif_scale2_scores_key = cls.get_scores_key('vif_scale2')
vif_scale3_scores_key = cls.get_scores_key('vif_scale3')
result.result_dict[vif_scale0_scores_key] = list(
(np.array(result.result_dict[vif_num_scale0_scores_key])
/ np.array(result.result_dict[vif_den_scale0_scores_key]))
)
result.result_dict[vif_scale1_scores_key] = list(
(np.array(result.result_dict[vif_num_scale1_scores_key])
/ np.array(result.result_dict[vif_den_scale1_scores_key]))
)
result.result_dict[vif_scale2_scores_key] = list(
(np.array(result.result_dict[vif_num_scale2_scores_key])
/ np.array(result.result_dict[vif_den_scale2_scores_key]))
)
result.result_dict[vif_scale3_scores_key] = list(
(np.array(result.result_dict[vif_num_scale3_scores_key])
/ | np.array(result.result_dict[vif_den_scale3_scores_key]) | numpy.array |
import numpy as np
import tensorflow as tf
H = 2
N = 2
M = 3
BS = 10
def my_softmax(arr):
max_elements = np.reshape(np.max(arr, axis = 2), (BS, N, 1))
arr = arr - max_elements
exp_array = np.exp(arr)
print (exp_array)
sum_array = np.reshape(np.sum(exp_array, axis=2), (BS, N, 1))
return exp_array /sum_array
def masked_softmax(logits, mask, dim):
"""
Takes masked softmax over given dimension of logits.
Inputs:
logits: Numpy array. We want to take softmax over dimension dim.
mask: Numpy array of same shape as logits.
Has 1s where there's real data in logits, 0 where there's padding
dim: int. dimension over which to take softmax
Returns:
masked_logits: Numpy array same shape as logits.
This is the same as logits, but with 1e30 subtracted
(i.e. very large negative number) in the padding locations.
prob_dist: Numpy array same shape as logits.
The result of taking softmax over masked_logits in given dimension.
Should be 0 in padding locations.
Should sum to 1 over given dimension.
"""
exp_mask = (1 - tf.cast(mask, 'float64')) * (-1e30) # -large where there's padding, 0 elsewhere
print (exp_mask)
masked_logits = tf.add(logits, exp_mask) # where there's padding, set logits to -large
prob_dist = tf.nn.softmax(masked_logits, dim)
return masked_logits, prob_dist
def test_build_similarity(contexts, questions):
w_sim_1 = tf.get_variable('w_sim_1',
initializer=w_1) # 2 * H
w_sim_2 = tf.get_variable('w_sim_2',
initializer=w_2) # 2 * self.hidden_size
w_sim_3 = tf.get_variable('w_sim_3',
initializer=w_3) # 2 * self.hidden_size
q_tile = tf.tile(tf.expand_dims(questions, 0), [N, 1, 1, 1]) # N x BS x M x 2H
q_tile = tf.transpose(q_tile, (1, 0, 3, 2)) # BS x N x 2H x M
contexts = tf.expand_dims(contexts, -1) # BS x N x 2H x 1
result = (contexts * q_tile) # BS x N x 2H x M
tf.assert_equal(tf.shape(result), [BS, N, 2 * H, M])
result = tf.transpose(result, (0, 1, 3, 2)) # BS x N x M x 2H
result = tf.reshape(result, (-1, N * M, 2 * H)) # BS x (NxM) x 2H
tf.assert_equal(tf.shape(result), [BS, N*M, 2*H])
# w_sim_1 = tf.tile(tf.expand_dims(w_sim_1, 0), [BS, 1])
# w_sim_2 = tf.tile(tf.expand_dims(w_sim_2, 0), [BS, 1])
# w_sim_3 = tf.tile(tf.expand_dims(w_sim_3, 0), [BS, 1])
term1 = tf.matmul(tf.reshape(contexts, (BS * N, 2*H)), tf.expand_dims(w_sim_1, -1)) # BS x N
term1 = tf.reshape(term1, (-1, N))
term2 = tf.matmul(tf.reshape(questions, (BS * M, 2*H)), tf.expand_dims(w_sim_2, -1)) # BS x M
term2 = tf.reshape(term2, (-1, M))
term3 = tf.matmul(tf.reshape(result, (BS * N * M, 2* H)), tf.expand_dims(w_sim_3, -1))
term3 = tf.reshape(term3, (-1, N, M)) # BS x N x M
S = tf.reshape(term1,(-1, N, 1)) + term3 + tf.reshape(term2, (-1, 1, M))
return S
def test_build_sim_mask():
context_mask = np.array([True, True]) # BS x N
question_mask = np.array([True, True, False]) # BS x M
context_mask = np.tile(context_mask, [BS, 1])
question_mask = np.tile(question_mask, [BS, 1])
context_mask = tf.get_variable('context_mask', initializer=context_mask)
question_mask = tf.get_variable('question_mask', initializer=question_mask)
context_mask = tf.expand_dims(context_mask, -1) # BS x N x 1
question_mask = tf.expand_dims(question_mask, -1) # BS x M x 1
question_mask = tf.transpose(question_mask, (0, 2, 1)) # BS x 1 x M
sim_mask = tf.matmul(tf.cast(context_mask, dtype=tf.int32),
tf.cast(question_mask, dtype=tf.int32)) # BS x N x M
return sim_mask
def test_build_c2q(S, S_mask, questions):
_, alpha = masked_softmax(S, mask, 2) # BS x N x M
return tf.matmul(alpha, questions)
def test_build_q2c(S, S_mask, contexts):
# S = BS x N x M
# contexts = BS x N x 2H
m = tf.reduce_max(S * tf.cast(S_mask, dtype=tf.float64), axis=2) # BS x N
beta = tf.expand_dims(tf.nn.softmax(m), -1) # BS x N x 1
beta = tf.transpose(beta, (0, 2, 1))
q2c = tf.matmul(beta, contexts)
return m, beta, q2c
def test_concatenation(c2q, q2c):
q2c = tf.tile(q2c, (1, N, 1))
output = tf.concat([c2q, q2c], axis=2)
tf.assert_equal(tf.shape(output), [BS, N, 4*H])
return output
if __name__== "__main__":
w_1 = np.array([1., 2., 3., 4.])
w_2 = np.array([5., 6., 7., 8.])
w_3 = np.array([13., 12., 11., 10.])
c = np.array([[[1., 2., 3., 4.], [5., 6., 7., 8.]]]) # BS x N x 2H
q = np.array([[[1., 2., 3., 0.], [5., 6., 7., 4.], [8., 9. , 10., 11.]]]) # BS x M x 2H
c = np.tile(c, [BS, 1, 1])
q = np.tile(q, [BS, 1, 1])
questions = tf.get_variable('questions', initializer=q)
contexts = tf.get_variable('contexts', initializer=c)
S = test_build_similarity(contexts, questions)
mask = test_build_sim_mask()
c2q = test_build_c2q(S, mask, questions)
m, beta, q2c = test_build_q2c(S, mask, contexts)
output = test_concatenation(c2q, q2c)
init = tf.global_variables_initializer()
with tf.Session() as sess:
sess.run(init)
S_result, mask_result, c2q_r = sess.run([S, mask, c2q])
actual_result = np.tile(np.array([[228, 772, 1372], [548, 1828, 3140]]), [BS, 1, 1])
assert | np.array_equal(actual_result, S_result) | numpy.array_equal |
# pvtrace is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 3 of the License, or
# (at your option) any later version.
#
# pvtrace is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
import numpy as np
from external.transformations import translation_matrix, rotation_matrix
import external.transformations as tf
from Trace import Photon
from Geometry import Box, Cylinder, FinitePlane, transform_point, transform_direction, rotation_matrix_from_vector_alignment, norm
from Materials import Spectrum
def random_spherecial_vector():
# This method of calculating isotropic vectors is taken from GNU Scientific Library
LOOP = True
while LOOP:
x = -1. + 2. * np.random.uniform()
y = -1. + 2. * np.random.uniform()
s = x**2 + y**2
if s <= 1.0:
LOOP = False
z = -1. + 2. * s
a = 2 * np.sqrt(1 - s)
x = a * x
y = a * y
return np.array([x,y,z])
class SimpleSource(object):
"""A light source that will generate photons of a single colour, direction and position."""
def __init__(self, position=[0,0,0], direction=[0,0,1], wavelength=555, use_random_polarisation=False):
super(SimpleSource, self).__init__()
self.position = position
self.direction = direction
self.wavelength = wavelength
self.use_random_polarisation = use_random_polarisation
self.throw = 0
self.source_id = "SimpleSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.position = np.array(self.position)
photon.direction = np.array(self.direction)
photon.active = True
photon.wavelength = self.wavelength
# If use_polarisation is set generate a random polarisation vector of the photon
if self.use_random_polarisation:
# Randomise rotation angle around xy-plane, the transform from +z to the direction of the photon
vec = random_spherecial_vector()
vec[2] = 0.
vec = norm(vec)
R = rotation_matrix_from_vector_alignment(self.direction, [0,0,1])
photon.polarisation = transform_direction(vec, R)
else:
photon.polarisation = None
photon.id = self.throw
self.throw = self.throw + 1
return photon
class Laser(object):
"""A light source that will generate photons of a single colour, direction and position."""
def __init__(self, position=[0,0,0], direction=[0,0,1], wavelength=555, polarisation=None):
super(Laser, self).__init__()
self.position = np.array(position)
self.direction = np.array(direction)
self.wavelength = wavelength
assert polarisation != None, "Polarisation of the Laser is not set."
self.polarisation = np.array(polarisation)
self.throw = 0
self.source_id = "LaserSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.position = np.array(self.position)
photon.direction = np.array(self.direction)
photon.active = True
photon.wavelength = self.wavelength
photon.polarisation = self.polarisation
photon.id = self.throw
self.throw = self.throw + 1
return photon
class PlanarSource(object):
"""A box that emits photons from the top surface (normal), sampled from the spectrum."""
def __init__(self, spectrum=None, wavelength=555, direction=(0,0,1), length=0.05, width=0.05):
super(PlanarSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.plane = FinitePlane(length=length, width=width)
self.length = length
self.width = width
# direction is the direction that photons are fired out of the plane in the GLOBAL FRAME.
# i.e. this is passed directly to the photon to set is's direction
self.direction = direction
self.throw = 0
self.source_id = "PlanarSource_" + str(id(self))
def translate(self, translation):
self.plane.append_transform(tf.translation_matrix(translation))
def rotate(self, angle, axis):
self.plane.append_transform(tf.rotation_matrix(angle, axis))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Create a point which is on the surface of the finite plane in it's local frame
x = np.random.uniform(0., self.length)
y = np.random.uniform(0., self.width)
local_point = (x, y, 0.)
# Transform the direciton
photon.position = transform_point(local_point, self.plane.transform)
photon.direction = self.direction
photon.active = True
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
return photon
class LensSource(object):
"""
A source where photons generated in a plane are focused on a line with space tolerance given by variable "focussize".
The focus line should be perpendicular to the plane normal and aligned with the z-axis.
"""
def __init__(self, spectrum = None, wavelength = 555, linepoint=(0,0,0), linedirection=(0,0,1), focussize = 0, planeorigin = (-1,-1,-1), planeextent = (-1,1,1)):
super(LensSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.planeorigin = planeorigin
self.planeextent = planeextent
self.linepoint = np.array(linepoint)
self.linedirection = np.array(linedirection)
self.focussize = focussize
self.throw = 0
self.source_id = "LensSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Position
x = np.random.uniform(self.planeorigin[0],self.planeextent[0])
y = np.random.uniform(self.planeorigin[1],self.planeextent[1])
z = np.random.uniform(self.planeorigin[2],self.planeextent[2])
photon.position = np.array((x,y,z))
# Direction
focuspoint = np.array((0.,0.,0.))
focuspoint[0] = self.linepoint[0] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[1] = self.linepoint[1] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[2] = photon.position[2]
direction = focuspoint - photon.position
modulus = (direction[0]**2+direction[1]**2+direction[2]**2)**0.5
photon.direction = direction/modulus
# Wavelength
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability( | np.random.uniform() | numpy.random.uniform |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = | np.linspace(0, 5 * np.pi, 1001) | numpy.linspace |
# pvtrace is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 3 of the License, or
# (at your option) any later version.
#
# pvtrace is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
import numpy as np
from external.transformations import translation_matrix, rotation_matrix
import external.transformations as tf
from Trace import Photon
from Geometry import Box, Cylinder, FinitePlane, transform_point, transform_direction, rotation_matrix_from_vector_alignment, norm
from Materials import Spectrum
def random_spherecial_vector():
# This method of calculating isotropic vectors is taken from GNU Scientific Library
LOOP = True
while LOOP:
x = -1. + 2. * np.random.uniform()
y = -1. + 2. * np.random.uniform()
s = x**2 + y**2
if s <= 1.0:
LOOP = False
z = -1. + 2. * s
a = 2 * np.sqrt(1 - s)
x = a * x
y = a * y
return np.array([x,y,z])
class SimpleSource(object):
"""A light source that will generate photons of a single colour, direction and position."""
def __init__(self, position=[0,0,0], direction=[0,0,1], wavelength=555, use_random_polarisation=False):
super(SimpleSource, self).__init__()
self.position = position
self.direction = direction
self.wavelength = wavelength
self.use_random_polarisation = use_random_polarisation
self.throw = 0
self.source_id = "SimpleSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.position = np.array(self.position)
photon.direction = np.array(self.direction)
photon.active = True
photon.wavelength = self.wavelength
# If use_polarisation is set generate a random polarisation vector of the photon
if self.use_random_polarisation:
# Randomise rotation angle around xy-plane, the transform from +z to the direction of the photon
vec = random_spherecial_vector()
vec[2] = 0.
vec = norm(vec)
R = rotation_matrix_from_vector_alignment(self.direction, [0,0,1])
photon.polarisation = transform_direction(vec, R)
else:
photon.polarisation = None
photon.id = self.throw
self.throw = self.throw + 1
return photon
class Laser(object):
"""A light source that will generate photons of a single colour, direction and position."""
def __init__(self, position=[0,0,0], direction=[0,0,1], wavelength=555, polarisation=None):
super(Laser, self).__init__()
self.position = np.array(position)
self.direction = np.array(direction)
self.wavelength = wavelength
assert polarisation != None, "Polarisation of the Laser is not set."
self.polarisation = np.array(polarisation)
self.throw = 0
self.source_id = "LaserSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.position = np.array(self.position)
photon.direction = np.array(self.direction)
photon.active = True
photon.wavelength = self.wavelength
photon.polarisation = self.polarisation
photon.id = self.throw
self.throw = self.throw + 1
return photon
class PlanarSource(object):
"""A box that emits photons from the top surface (normal), sampled from the spectrum."""
def __init__(self, spectrum=None, wavelength=555, direction=(0,0,1), length=0.05, width=0.05):
super(PlanarSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.plane = FinitePlane(length=length, width=width)
self.length = length
self.width = width
# direction is the direction that photons are fired out of the plane in the GLOBAL FRAME.
# i.e. this is passed directly to the photon to set is's direction
self.direction = direction
self.throw = 0
self.source_id = "PlanarSource_" + str(id(self))
def translate(self, translation):
self.plane.append_transform(tf.translation_matrix(translation))
def rotate(self, angle, axis):
self.plane.append_transform(tf.rotation_matrix(angle, axis))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Create a point which is on the surface of the finite plane in it's local frame
x = np.random.uniform(0., self.length)
y = np.random.uniform(0., self.width)
local_point = (x, y, 0.)
# Transform the direciton
photon.position = transform_point(local_point, self.plane.transform)
photon.direction = self.direction
photon.active = True
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
return photon
class LensSource(object):
"""
A source where photons generated in a plane are focused on a line with space tolerance given by variable "focussize".
The focus line should be perpendicular to the plane normal and aligned with the z-axis.
"""
def __init__(self, spectrum = None, wavelength = 555, linepoint=(0,0,0), linedirection=(0,0,1), focussize = 0, planeorigin = (-1,-1,-1), planeextent = (-1,1,1)):
super(LensSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.planeorigin = planeorigin
self.planeextent = planeextent
self.linepoint = np.array(linepoint)
self.linedirection = np.array(linedirection)
self.focussize = focussize
self.throw = 0
self.source_id = "LensSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Position
x = np.random.uniform(self.planeorigin[0],self.planeextent[0])
y = np.random.uniform(self.planeorigin[1],self.planeextent[1])
z = np.random.uniform(self.planeorigin[2],self.planeextent[2])
photon.position = np.array((x,y,z))
# Direction
focuspoint = np.array((0.,0.,0.))
focuspoint[0] = self.linepoint[0] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[1] = self.linepoint[1] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[2] = photon.position[2]
direction = focuspoint - photon.position
modulus = (direction[0]**2+direction[1]**2+direction[2]**2)**0.5
photon.direction = direction/modulus
# Wavelength
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
return photon
class LensSourceAngle(object):
"""
A source where photons generated in a plane are focused on a line with space tolerance given by variable "focussize".
The focus line should be perpendicular to the plane normal and aligned with the z-axis.
For this lense an additional z-boost is added (Angle of incidence in z-direction).
"""
def __init__(self, spectrum = None, wavelength = 555, linepoint=(0,0,0), linedirection=(0,0,1), angle = 0, focussize = 0, planeorigin = (-1,-1,-1), planeextent = (-1,1,1)):
super(LensSourceAngle, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.planeorigin = planeorigin
self.planeextent = planeextent
self.linepoint = np.array(linepoint)
self.linedirection = np.array(linedirection)
self.focussize = focussize
self.angle = angle
self.throw = 0
self.source_id = "LensSourceAngle_" + str(id(self))
def photon(self):
photon = Photon()
photon.id = self.throw
self.throw = self.throw + 1
# Position
x = np.random.uniform(self.planeorigin[0],self.planeextent[0])
y = np.random.uniform(self.planeorigin[1],self.planeextent[1])
boost = y*np.tan(self.angle)
z = np.random.uniform(self.planeorigin[2],self.planeextent[2]) - boost
photon.position = np.array((x,y,z))
# Direction
focuspoint = np.array((0.,0.,0.))
focuspoint[0] = self.linepoint[0] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[1] = self.linepoint[1] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[2] = photon.position[2] + boost
direction = focuspoint - photon.position
modulus = (direction[0]**2+direction[1]**2+direction[2]**2)**0.5
photon.direction = direction/modulus
# Wavelength
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
return photon
class CylindricalSource(object):
"""
A source for photons emitted in a random direction and position inside a cylinder(radius, length)
"""
def __init__(self, spectrum = None, wavelength = 555, radius = 1, length = 10):
super(CylindricalSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.shape = Cylinder(radius = radius, length = length)
self.radius = radius
self.length = length
self.throw = 0
self.source_id = "CylindricalSource_" + str(id(self))
def translate(self, translation):
self.shape.append_transform(tf.translation_matrix(translation))
def rotate(self, angle, axis):
self.shape.append_transform(tf.rotation_matrix(angle, axis))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Position of emission
phi = np.random.uniform(0., 2*np.pi)
r = np.random.uniform(0.,self.radius)
x = r*np.cos(phi)
y = r*np.sin(phi)
z = np.random.uniform(0.,self.length)
local_center = (x,y,z)
photon.position = transform_point(local_center, self.shape.transform)
# Direction of emission (no need to transform if meant to be isotropic)
phi = np.random.uniform(0.,2*np.pi)
theta = np.random.uniform(0.,np.pi)
x = np.cos(phi)*np.sin(theta)
y = np.sin(phi)*np.sin(theta)
z = np.cos(theta)
local_direction = (x,y,z)
photon.direction = local_direction
# Set wavelength of photon
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
# Further initialisation
photon.active = True
return photon
class PointSource(object):
"""
A point source that emits randomly in solid angle specified by phimin, ..., thetamax
"""
def __init__(self, spectrum = None, wavelength = 555, center = (0.,0.,0.), phimin = 0, phimax = 2*np.pi, thetamin = 0, thetamax = np.pi):
super(PointSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.center = center
self.phimin = phimin
self.phimax = phimax
self.thetamin = thetamin
self.thetamax = thetamax
self.throw = 0
self.source_id = "PointSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
phi = np.random.uniform(self.phimin, self.phimax)
theta = np.random.uniform(self.thetamin, self.thetamax)
x = np.cos(phi)*np.sin(theta)
y = np.sin(phi)*np.sin(theta)
z = np.cos(theta)
direction = (x,y,z)
transform = tf.translation_matrix((0,0,0))
point = transform_point(self.center, transform)
photon.direction = direction
photon.position = point
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
photon.active = True
return photon
class RadialSource(object):
"""
A point source that emits at discrete angles theta(i) and phi(i)
"""
def __init__(self, spectrum = None, wavelength = 555, center = (0.,0.,0.), phimin = 0, phimax = 2*np.pi, thetamin = 0, thetamax = np.pi, spacing=20):
super(RadialSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.center = center
self.phimin = phimin
self.phimax = phimax
self.thetamin = thetamin
self.thetamax = thetamax
self.spacing = spacing
self.throw = 0
self.source_id = "RadialSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
intphi = np.random.randint(1, self.spacing+1)
inttheta = np.random.randint(1, self.spacing+1)
phi = intphi*(self.phimax-self.phimin)/self.spacing
if self.thetamin == self.thetamax:
theta = self.thetamin
else:
theta = inttheta*(self.thetamax-self.thetamin)/self.spacing
x = np.cos(phi)*np.sin(theta)
y = np.sin(phi)* | np.sin(theta) | numpy.sin |
# pvtrace is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 3 of the License, or
# (at your option) any later version.
#
# pvtrace is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
import numpy as np
from external.transformations import translation_matrix, rotation_matrix
import external.transformations as tf
from Trace import Photon
from Geometry import Box, Cylinder, FinitePlane, transform_point, transform_direction, rotation_matrix_from_vector_alignment, norm
from Materials import Spectrum
def random_spherecial_vector():
# This method of calculating isotropic vectors is taken from GNU Scientific Library
LOOP = True
while LOOP:
x = -1. + 2. * np.random.uniform()
y = -1. + 2. * np.random.uniform()
s = x**2 + y**2
if s <= 1.0:
LOOP = False
z = -1. + 2. * s
a = 2 * np.sqrt(1 - s)
x = a * x
y = a * y
return np.array([x,y,z])
class SimpleSource(object):
"""A light source that will generate photons of a single colour, direction and position."""
def __init__(self, position=[0,0,0], direction=[0,0,1], wavelength=555, use_random_polarisation=False):
super(SimpleSource, self).__init__()
self.position = position
self.direction = direction
self.wavelength = wavelength
self.use_random_polarisation = use_random_polarisation
self.throw = 0
self.source_id = "SimpleSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.position = np.array(self.position)
photon.direction = np.array(self.direction)
photon.active = True
photon.wavelength = self.wavelength
# If use_polarisation is set generate a random polarisation vector of the photon
if self.use_random_polarisation:
# Randomise rotation angle around xy-plane, the transform from +z to the direction of the photon
vec = random_spherecial_vector()
vec[2] = 0.
vec = norm(vec)
R = rotation_matrix_from_vector_alignment(self.direction, [0,0,1])
photon.polarisation = transform_direction(vec, R)
else:
photon.polarisation = None
photon.id = self.throw
self.throw = self.throw + 1
return photon
class Laser(object):
"""A light source that will generate photons of a single colour, direction and position."""
def __init__(self, position=[0,0,0], direction=[0,0,1], wavelength=555, polarisation=None):
super(Laser, self).__init__()
self.position = np.array(position)
self.direction = np.array(direction)
self.wavelength = wavelength
assert polarisation != None, "Polarisation of the Laser is not set."
self.polarisation = np.array(polarisation)
self.throw = 0
self.source_id = "LaserSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.position = np.array(self.position)
photon.direction = np.array(self.direction)
photon.active = True
photon.wavelength = self.wavelength
photon.polarisation = self.polarisation
photon.id = self.throw
self.throw = self.throw + 1
return photon
class PlanarSource(object):
"""A box that emits photons from the top surface (normal), sampled from the spectrum."""
def __init__(self, spectrum=None, wavelength=555, direction=(0,0,1), length=0.05, width=0.05):
super(PlanarSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.plane = FinitePlane(length=length, width=width)
self.length = length
self.width = width
# direction is the direction that photons are fired out of the plane in the GLOBAL FRAME.
# i.e. this is passed directly to the photon to set is's direction
self.direction = direction
self.throw = 0
self.source_id = "PlanarSource_" + str(id(self))
def translate(self, translation):
self.plane.append_transform(tf.translation_matrix(translation))
def rotate(self, angle, axis):
self.plane.append_transform(tf.rotation_matrix(angle, axis))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Create a point which is on the surface of the finite plane in it's local frame
x = np.random.uniform(0., self.length)
y = np.random.uniform(0., self.width)
local_point = (x, y, 0.)
# Transform the direciton
photon.position = transform_point(local_point, self.plane.transform)
photon.direction = self.direction
photon.active = True
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
return photon
class LensSource(object):
"""
A source where photons generated in a plane are focused on a line with space tolerance given by variable "focussize".
The focus line should be perpendicular to the plane normal and aligned with the z-axis.
"""
def __init__(self, spectrum = None, wavelength = 555, linepoint=(0,0,0), linedirection=(0,0,1), focussize = 0, planeorigin = (-1,-1,-1), planeextent = (-1,1,1)):
super(LensSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.planeorigin = planeorigin
self.planeextent = planeextent
self.linepoint = np.array(linepoint)
self.linedirection = np.array(linedirection)
self.focussize = focussize
self.throw = 0
self.source_id = "LensSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Position
x = np.random.uniform(self.planeorigin[0],self.planeextent[0])
y = np.random.uniform(self.planeorigin[1],self.planeextent[1])
z = np.random.uniform(self.planeorigin[2],self.planeextent[2])
photon.position = np.array((x,y,z))
# Direction
focuspoint = np.array((0.,0.,0.))
focuspoint[0] = self.linepoint[0] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[1] = self.linepoint[1] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[2] = photon.position[2]
direction = focuspoint - photon.position
modulus = (direction[0]**2+direction[1]**2+direction[2]**2)**0.5
photon.direction = direction/modulus
# Wavelength
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
return photon
class LensSourceAngle(object):
"""
A source where photons generated in a plane are focused on a line with space tolerance given by variable "focussize".
The focus line should be perpendicular to the plane normal and aligned with the z-axis.
For this lense an additional z-boost is added (Angle of incidence in z-direction).
"""
def __init__(self, spectrum = None, wavelength = 555, linepoint=(0,0,0), linedirection=(0,0,1), angle = 0, focussize = 0, planeorigin = (-1,-1,-1), planeextent = (-1,1,1)):
super(LensSourceAngle, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.planeorigin = planeorigin
self.planeextent = planeextent
self.linepoint = np.array(linepoint)
self.linedirection = np.array(linedirection)
self.focussize = focussize
self.angle = angle
self.throw = 0
self.source_id = "LensSourceAngle_" + str(id(self))
def photon(self):
photon = Photon()
photon.id = self.throw
self.throw = self.throw + 1
# Position
x = np.random.uniform(self.planeorigin[0],self.planeextent[0])
y = np.random.uniform(self.planeorigin[1],self.planeextent[1])
boost = y*np.tan(self.angle)
z = np.random.uniform(self.planeorigin[2],self.planeextent[2]) - boost
photon.position = np.array((x,y,z))
# Direction
focuspoint = np.array((0.,0.,0.))
focuspoint[0] = self.linepoint[0] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[1] = self.linepoint[1] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[2] = photon.position[2] + boost
direction = focuspoint - photon.position
modulus = (direction[0]**2+direction[1]**2+direction[2]**2)**0.5
photon.direction = direction/modulus
# Wavelength
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
return photon
class CylindricalSource(object):
"""
A source for photons emitted in a random direction and position inside a cylinder(radius, length)
"""
def __init__(self, spectrum = None, wavelength = 555, radius = 1, length = 10):
super(CylindricalSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.shape = Cylinder(radius = radius, length = length)
self.radius = radius
self.length = length
self.throw = 0
self.source_id = "CylindricalSource_" + str(id(self))
def translate(self, translation):
self.shape.append_transform(tf.translation_matrix(translation))
def rotate(self, angle, axis):
self.shape.append_transform(tf.rotation_matrix(angle, axis))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Position of emission
phi = np.random.uniform(0., 2*np.pi)
r = np.random.uniform(0.,self.radius)
x = r*np.cos(phi)
y = r*np.sin(phi)
z = np.random.uniform(0.,self.length)
local_center = (x,y,z)
photon.position = transform_point(local_center, self.shape.transform)
# Direction of emission (no need to transform if meant to be isotropic)
phi = np.random.uniform(0.,2*np.pi)
theta = np.random.uniform(0.,np.pi)
x = np.cos(phi)*np.sin(theta)
y = np.sin(phi)*np.sin(theta)
z = np.cos(theta)
local_direction = (x,y,z)
photon.direction = local_direction
# Set wavelength of photon
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
# Further initialisation
photon.active = True
return photon
class PointSource(object):
"""
A point source that emits randomly in solid angle specified by phimin, ..., thetamax
"""
def __init__(self, spectrum = None, wavelength = 555, center = (0.,0.,0.), phimin = 0, phimax = 2*np.pi, thetamin = 0, thetamax = np.pi):
super(PointSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.center = center
self.phimin = phimin
self.phimax = phimax
self.thetamin = thetamin
self.thetamax = thetamax
self.throw = 0
self.source_id = "PointSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
phi = np.random.uniform(self.phimin, self.phimax)
theta = np.random.uniform(self.thetamin, self.thetamax)
x = np.cos(phi)*np.sin(theta)
y = np.sin(phi)*np.sin(theta)
z = np.cos(theta)
direction = (x,y,z)
transform = tf.translation_matrix((0,0,0))
point = transform_point(self.center, transform)
photon.direction = direction
photon.position = point
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
photon.active = True
return photon
class RadialSource(object):
"""
A point source that emits at discrete angles theta(i) and phi(i)
"""
def __init__(self, spectrum = None, wavelength = 555, center = (0.,0.,0.), phimin = 0, phimax = 2*np.pi, thetamin = 0, thetamax = np.pi, spacing=20):
super(RadialSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.center = center
self.phimin = phimin
self.phimax = phimax
self.thetamin = thetamin
self.thetamax = thetamax
self.spacing = spacing
self.throw = 0
self.source_id = "RadialSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
intphi = | np.random.randint(1, self.spacing+1) | numpy.random.randint |
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import cntk as C
import numpy as np
from .common import floatx, epsilon, image_dim_ordering, image_data_format
from collections import defaultdict
from contextlib import contextmanager
import warnings
C.set_global_option('align_axis', 1)
b_any = any
dev = C.device.use_default_device()
if dev.type() == 0:
warnings.warn(
'CNTK backend warning: GPU is not detected. '
'CNTK\'s CPU version is not fully optimized,'
'please run with GPU to get better performance.')
# A learning phase is a bool tensor used to run Keras models in
# either train mode (learning_phase == 1) or test mode (learning_phase == 0).
# LEARNING_PHASE_PLACEHOLDER is the placeholder for dynamic learning phase
_LEARNING_PHASE_PLACEHOLDER = C.constant(shape=(), dtype=np.float32, value=1.0, name='_keras_learning_phase')
# static learning phase flag, if it is not 0 or 1, we will go with dynamic learning phase tensor.
_LEARNING_PHASE = -1
_UID_PREFIXES = defaultdict(int)
# cntk doesn't support gradient as symbolic op, to hook up with keras model,
# we will create gradient as a constant placeholder, here use this global
# map to keep the mapping from grad placeholder to parameter
grad_parameter_dict = {}
NAME_SCOPE_STACK = []
@contextmanager
def name_scope(name):
global NAME_SCOPE_STACK
NAME_SCOPE_STACK.append(name)
yield
NAME_SCOPE_STACK.pop()
def get_uid(prefix=''):
_UID_PREFIXES[prefix] += 1
return _UID_PREFIXES[prefix]
def learning_phase():
# If _LEARNING_PHASE is not 0 or 1, return dynamic learning phase tensor
return _LEARNING_PHASE if _LEARNING_PHASE in {0, 1} else _LEARNING_PHASE_PLACEHOLDER
def set_learning_phase(value):
global _LEARNING_PHASE
if value not in {0, 1}:
raise ValueError('CNTK Backend: Set learning phase '
'with value %s is not supported, '
'expected 0 or 1.' % value)
_LEARNING_PHASE = value
def clear_session():
"""Reset learning phase flag for cntk backend.
"""
global _LEARNING_PHASE
global _LEARNING_PHASE_PLACEHOLDER
_LEARNING_PHASE = -1
_LEARNING_PHASE_PLACEHOLDER.value = np.asarray(1.0)
def in_train_phase(x, alt, training=None):
global _LEARNING_PHASE
if training is None:
training = learning_phase()
uses_learning_phase = True
else:
uses_learning_phase = False
# CNTK currently don't support cond op, so here we use
# element_select approach as workaround. It may have
# perf issue, will resolve it later with cntk cond op.
if callable(x) and isinstance(x, C.cntk_py.Function) is False:
x = x()
if callable(alt) and isinstance(alt, C.cntk_py.Function) is False:
alt = alt()
if training is True:
x._uses_learning_phase = uses_learning_phase
return x
else:
# if _LEARNING_PHASE is static
if isinstance(training, int) or isinstance(training, bool):
result = x if training == 1 or training is True else alt
else:
result = C.element_select(training, x, alt)
result._uses_learning_phase = uses_learning_phase
return result
def in_test_phase(x, alt, training=None):
return in_train_phase(alt, x, training=training)
def _convert_string_dtype(dtype):
# cntk only support float32 and float64
if dtype == 'float32':
return np.float32
elif dtype == 'float64':
return np.float64
else:
# cntk only running with float,
# try to cast to float to run the model
return np.float32
def _convert_dtype_string(dtype):
if dtype == np.float32:
return 'float32'
elif dtype == np.float64:
return 'float64'
else:
raise ValueError('CNTK Backend: Unsupported dtype: %s. '
'CNTK only supports float32 and '
'float64.' % dtype)
def variable(value, dtype=None, name=None, constraint=None):
"""Instantiates a variable and returns it.
# Arguments
value: Numpy array, initial value of the tensor.
dtype: Tensor type.
name: Optional name string for the tensor.
constraint: Optional projection function to be
applied to the variable after an optimizer update.
# Returns
A variable instance (with Keras metadata included).
"""
if dtype is None:
dtype = floatx()
if name is None:
name = ''
if isinstance(
value,
C.variables.Constant) or isinstance(
value,
C.variables.Parameter):
value = value.value
# we don't support init parameter with symbolic op, so eval it first as
# workaround
if isinstance(value, C.cntk_py.Function):
value = eval(value)
shape = value.shape if hasattr(value, 'shape') else ()
if hasattr(value, 'dtype') and value.dtype != dtype and len(shape) > 0:
value = value.astype(dtype)
# TODO: remove the conversion when cntk supports int32, int64
# https://docs.microsoft.com/en-us/python/api/cntk.variables.parameter
dtype = 'float32' if 'int' in str(dtype) else dtype
v = C.parameter(shape=shape,
init=value,
dtype=dtype,
name=_prepare_name(name, 'variable'))
v._keras_shape = v.shape
v._uses_learning_phase = False
v.constraint = constraint
return v
def bias_add(x, bias, data_format=None):
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
dims = len(x.shape)
if dims > 0 and x.shape[0] == C.InferredDimension:
dims -= 1
bias_dims = len(bias.shape)
if bias_dims != 1 and bias_dims != dims:
raise ValueError('Unexpected bias dimensions %d, '
'expected 1 or %d dimensions' % (bias_dims, dims))
if dims == 4:
if data_format == 'channels_first':
if bias_dims == 1:
shape = (bias.shape[0], 1, 1, 1)
else:
shape = (bias.shape[3],) + bias.shape[:3]
elif data_format == 'channels_last':
if bias_dims == 1:
shape = (1, 1, 1, bias.shape[0])
else:
shape = bias.shape
elif dims == 3:
if data_format == 'channels_first':
if bias_dims == 1:
shape = (bias.shape[0], 1, 1)
else:
shape = (bias.shape[2],) + bias.shape[:2]
elif data_format == 'channels_last':
if bias_dims == 1:
shape = (1, 1, bias.shape[0])
else:
shape = bias.shape
elif dims == 2:
if data_format == 'channels_first':
if bias_dims == 1:
shape = (bias.shape[0], 1)
else:
shape = (bias.shape[1],) + bias.shape[:1]
elif data_format == 'channels_last':
if bias_dims == 1:
shape = (1, bias.shape[0])
else:
shape = bias.shape
else:
shape = bias.shape
return x + reshape(bias, shape)
def eval(x):
if isinstance(x, C.cntk_py.Function):
return x.eval()
elif isinstance(x, C.variables.Constant) or isinstance(x, C.variables.Parameter):
return x.value
else:
raise ValueError('CNTK Backend: `eval` method on '
'`%s` type is not supported. '
'CNTK only supports `eval` with '
'`Function`, `Constant` or '
'`Parameter`.' % type(x))
def placeholder(
shape=None,
ndim=None,
dtype=None,
sparse=False,
name=None,
dynamic_axis_num=1):
if dtype is None:
dtype = floatx()
if not shape:
if ndim:
shape = tuple([None for _ in range(ndim)])
dynamic_dimension = C.FreeDimension if _get_cntk_version() >= 2.2 else C.InferredDimension
cntk_shape = [dynamic_dimension if s is None else s for s in shape]
cntk_shape = tuple(cntk_shape)
if dynamic_axis_num > len(cntk_shape):
raise ValueError('CNTK backend: creating placeholder with '
'%d dimension is not supported, at least '
'%d dimensions are needed.'
% (len(cntk_shape, dynamic_axis_num)))
if name is None:
name = ''
cntk_shape = cntk_shape[dynamic_axis_num:]
x = C.input(
shape=cntk_shape,
dtype=_convert_string_dtype(dtype),
is_sparse=sparse,
name=name)
x._keras_shape = shape
x._uses_learning_phase = False
x._cntk_placeholder = True
return x
def is_placeholder(x):
"""Returns whether `x` is a placeholder.
# Arguments
x: A candidate placeholder.
# Returns
Boolean.
"""
return hasattr(x, '_cntk_placeholder') and x._cntk_placeholder
def is_keras_tensor(x):
if not is_tensor(x):
raise ValueError('Unexpectedly found an instance of type `' +
str(type(x)) + '`. '
'Expected a symbolic tensor instance.')
return hasattr(x, '_keras_history')
def is_tensor(x):
return isinstance(x, (C.variables.Constant,
C.variables.Variable,
C.variables.Parameter,
C.ops.functions.Function))
def shape(x):
shape = list(int_shape(x))
num_dynamic = _get_dynamic_axis_num(x)
non_dyn_shape = []
for i in range(len(x.shape)):
if shape[i + num_dynamic] is None:
non_dyn_shape.append(x.shape[i])
else:
non_dyn_shape.append(shape[i + num_dynamic])
return shape[:num_dynamic] + non_dyn_shape
def is_sparse(tensor):
return tensor.is_sparse
def int_shape(x):
if hasattr(x, '_keras_shape'):
return x._keras_shape
shape = x.shape
if hasattr(x, 'dynamic_axes'):
dynamic_shape = [None for a in x.dynamic_axes]
shape = tuple(dynamic_shape) + shape
return shape
def ndim(x):
shape = int_shape(x)
return len(shape)
def _prepare_name(name, default):
prefix = '_'.join(NAME_SCOPE_STACK)
if name is None or name == '':
return prefix + '/' + default
return prefix + '/' + name
def constant(value, dtype=None, shape=None, name=None):
if dtype is None:
dtype = floatx()
if shape is None:
shape = ()
np_value = value * np.ones(shape)
const = C.constant(np_value,
dtype=dtype,
name=_prepare_name(name, 'constant'))
const._keras_shape = const.shape
const._uses_learning_phase = False
return const
def random_binomial(shape, p=0.0, dtype=None, seed=None):
# use numpy workaround now
if seed is None:
# ensure that randomness is conditioned by the Numpy RNG
seed = np.random.randint(10e7)
np.random.seed(seed)
if dtype is None:
dtype = np.float32
else:
dtype = _convert_string_dtype(dtype)
size = 1
for _ in shape:
if _ is None:
raise ValueError('CNTK Backend: randomness op with '
'dynamic shape is not supported now. '
'Please provide fixed dimension '
'instead of `None`.')
size *= _
binomial = np.random.binomial(1, p, size).astype(dtype).reshape(shape)
return variable(value=binomial, dtype=dtype)
def random_uniform(shape, minval=0.0, maxval=1.0, dtype=None, seed=None):
for _ in shape:
if _ is None:
raise ValueError('CNTK Backend: randomness op with '
'dynamic shape is not supported now. '
'Please provide fixed dimension '
'instead of `None`.')
return random_uniform_variable(shape, minval, maxval, dtype, seed)
def random_uniform_variable(shape, low, high,
dtype=None, name=None, seed=None):
if dtype is None:
dtype = floatx()
if seed is None:
# ensure that randomness is conditioned by the Numpy RNG
seed = np.random.randint(10e3)
if dtype is None:
dtype = np.float32
else:
dtype = _convert_string_dtype(dtype)
if name is None:
name = ''
scale = (high - low) / 2
p = C.parameter(
shape,
init=C.initializer.uniform(
scale,
seed=seed),
dtype=dtype,
name=name)
return variable(value=p.value + low + scale)
def random_normal_variable(
shape,
mean,
scale,
dtype=None,
name=None,
seed=None):
if dtype is None:
dtype = floatx()
if seed is None:
# ensure that randomness is conditioned by the Numpy RNG
seed = np.random.randint(10e7)
if dtype is None:
dtype = np.float32
else:
dtype = _convert_string_dtype(dtype)
if name is None:
name = ''
return C.parameter(
shape=shape,
init=C.initializer.normal(
scale=scale,
seed=seed),
dtype=dtype,
name=name)
def random_normal(shape, mean=0.0, stddev=1.0, dtype=None, seed=None):
if dtype is None:
dtype = floatx()
for _ in shape:
if _ is None:
raise ValueError('CNTK Backend: randomness op with '
'dynamic shape is not supported now. '
'Please provide fixed dimension '
'instead of `None`.')
# how to apply mean and stddev
return random_normal_variable(shape=shape, mean=mean, scale=1.0, seed=seed)
def truncated_normal(shape, mean=0.0, stddev=1.0, dtype=None, seed=None):
if seed is None:
seed = np.random.randint(1, 10e6)
if dtype is None:
dtype = np.float32
else:
dtype = _convert_string_dtype(dtype)
return C.parameter(
shape, init=C.initializer.truncated_normal(
stddev, seed=seed), dtype=dtype)
def dtype(x):
return _convert_dtype_string(x.dtype)
def zeros(shape, dtype=None, name=None):
if dtype is None:
dtype = floatx()
ctype = _convert_string_dtype(dtype)
return variable(value=np.zeros(shape, ctype), dtype=dtype, name=name)
def ones(shape, dtype=None, name=None):
if dtype is None:
dtype = floatx()
ctype = _convert_string_dtype(dtype)
return variable(value=np.ones(shape, ctype), dtype=dtype, name=name)
def eye(size, dtype=None, name=None):
if dtype is None:
dtype = floatx()
return variable(np.eye(size), dtype, name)
def zeros_like(x, dtype=None, name=None):
return x * 0
def ones_like(x, dtype=None, name=None):
return zeros_like(x) + 1
def count_params(x):
for _ in x.shape:
if _ == C.InferredDimension or _ == C.FreeDimension:
raise ValueError('CNTK backend: `count_params` with dynamic '
'shape is not supported. Please provide '
'fixed dimension instead of `None`.')
return np.prod(int_shape(x))
def cast(x, dtype):
# cntk calculate everything in float, so don't need case from bool / int
return x
def dot(x, y):
if len(x.shape) > 2 or len(y.shape) > 2:
y_shape = int_shape(y)
if len(y_shape) > 2:
permutation = [len(y_shape) - 2]
permutation += list(range(len(y_shape) - 2))
permutation += [len(y_shape) - 1]
y = C.transpose(y, perm=permutation)
return C.times(x, y, len(y_shape) - 1)
else:
return C.times(x, y)
def batch_dot(x, y, axes=None):
x_shape = int_shape(x)
y_shape = int_shape(y)
if isinstance(axes, int):
axes = (axes, axes)
if axes is None:
# behaves like tf.batch_matmul as default
axes = [len(x_shape) - 1, len(y_shape) - 2]
if b_any([isinstance(a, (list, tuple)) for a in axes]):
raise ValueError('Multiple target dimensions are not supported. ' +
'Expected: None, int, (int, int), ' +
'Provided: ' + str(axes))
if len(x_shape) == 2 and len(y_shape) == 2:
if axes[0] == axes[1]:
result = sum(x * y, axis=axes[0], keepdims=True)
return result if axes[0] == 1 else transpose(result)
else:
return sum(x * transpose(y), axis=axes[0], keepdims=True)
else:
if len(y_shape) == 2:
y = expand_dims(y)
normalized_axis = []
normalized_axis.append(_normalize_axis(axes[0], x)[0])
normalized_axis.append(_normalize_axis(axes[1], y)[0])
# transpose
i = normalized_axis[0]
while i < len(x.shape) - 1:
x = C.swapaxes(x, i, i + 1)
i += 1
i = normalized_axis[1]
while i > 0:
y = C.swapaxes(y, i, i - 1)
i -= 1
result = C.times(x, y, output_rank=(len(y.shape) - 1)
if len(y.shape) > 1 else 1)
if len(y_shape) == 2:
result = squeeze(result, -1)
return result
def transpose(x):
return C.swapaxes(x, 0, 1)
def gather(reference, indices):
# There is a bug in cntk gather op which may cause crash.
# We have made a fix but not catched in CNTK 2.1 release.
# Will update with gather op in next release
if _get_cntk_version() >= 2.2:
return C.ops.gather(reference, indices)
else:
num_classes = reference.shape[0]
one_hot_matrix = C.ops.one_hot(indices, num_classes)
return C.times(one_hot_matrix, reference, output_rank=len(reference.shape) - 1)
def _remove_dims(x, axis, keepdims=False):
if keepdims is False and isinstance(axis, list):
# sequence axis is removed by default, so don't need reshape on it
reduce_axes = []
for a in axis:
if isinstance(a, C.Axis) is False:
reduce_axes.append(a)
return _reshape_dummy_dim(x, reduce_axes)
else:
if isinstance(axis, list):
has_seq = False
for a in axis:
if isinstance(a, C.Axis):
has_seq = True
break
if has_seq:
nones = _get_dynamic_axis_num(x)
x = expand_dims(x, nones)
return x
def max(x, axis=None, keepdims=False):
axis = _normalize_axis(axis, x)
output = _reduce_on_axis(x, axis, 'reduce_max')
return _remove_dims(output, axis, keepdims)
def min(x, axis=None, keepdims=False):
axis = _normalize_axis(axis, x)
output = _reduce_on_axis(x, axis, 'reduce_min')
return _remove_dims(output, axis, keepdims)
def sum(x, axis=None, keepdims=False):
axis = _normalize_axis(axis, x)
output = _reduce_on_axis(x, axis, 'reduce_sum')
return _remove_dims(output, axis, keepdims)
def prod(x, axis=None, keepdims=False):
axis = _normalize_axis(axis, x)
output = _reduce_on_axis(x, axis, 'reduce_prod')
return _remove_dims(output, axis, keepdims)
def logsumexp(x, axis=None, keepdims=False):
return log(sum(exp(x), axis=axis, keepdims=keepdims))
def var(x, axis=None, keepdims=False):
m = mean(x, axis, keepdims=True)
devs_squared = C.square(x - m)
return mean(devs_squared, axis=axis, keepdims=keepdims)
def std(x, axis=None, keepdims=False):
return C.sqrt(var(x, axis=axis, keepdims=keepdims))
def expand_dims(x, axis=-1):
shape = list(int_shape(x))
nones = _get_dynamic_axis_num(x)
index = axis if axis >= 0 else len(shape) + 1
shape.insert(index, 1)
new_shape = shape[nones:]
new_shape = tuple(
[C.InferredDimension if _ is None else _ for _ in new_shape])
result = C.reshape(x, new_shape)
if index < nones:
result._keras_shape = shape
return result
def squeeze(x, axis):
if isinstance(axis, tuple):
axis = list(axis)
if not isinstance(axis, list):
axis = [axis]
shape = list(int_shape(x))
_axis = []
for _ in axis:
if isinstance(_, int):
_axis.append(_ if _ >= 0 else _ + len(shape))
if len(_axis) == 0:
return x
nones = _get_dynamic_axis_num(x)
for _ in sorted(_axis, reverse=True):
del shape[_]
new_shape = shape[nones:]
new_shape = tuple([C.InferredDimension if _ == C.FreeDimension else _ for _ in new_shape])
return C.reshape(x, new_shape)
def tile(x, n):
if isinstance(n, int):
n = (n,)
elif isinstance(n, list):
n = tuple(n)
shape = int_shape(x)
num_dynamic_axis = _get_dynamic_axis_num(x)
# Padding the axis
if len(n) < len(shape):
n = tuple([1 for _ in range(len(shape) - len(n))]) + n
if len(n) != len(shape):
raise NotImplementedError
i = num_dynamic_axis
for i, rep in enumerate(n):
if i >= num_dynamic_axis and shape[i] is not None:
tmp = [x] * rep
x = C.splice(*tmp, axis=i - num_dynamic_axis)
i += 1
return x
def _normalize_axis(axis, x):
shape = int_shape(x)
ndim = len(shape)
nones = _get_dynamic_axis_num(x)
if nones > ndim:
raise ValueError('CNTK Backend: tensor with keras shape: `%s` has '
'%d cntk dynamic axis, this is not expected, please '
'double check the keras shape history.' % (str(shape), nones))
# Current cntk does not support shape like (1, batch). so using the workaround
# here to mapping the correct axis. Will remove this tricky after we add support
# in native cntk op
cntk_axis = []
dynamic_axis_index = 0
for i in range(ndim):
if shape[i] is None and dynamic_axis_index < nones:
cntk_axis.append(x.dynamic_axes[dynamic_axis_index])
dynamic_axis_index += 1
else:
cntk_axis.append(i - dynamic_axis_index)
if dynamic_axis_index < nones:
i = 0
while dynamic_axis_index < nones:
cntk_axis[i] = x.dynamic_axes[dynamic_axis_index]
i += 1
dynamic_axis_index += 1
while i < len(cntk_axis):
cntk_axis[i] -= nones
i += 1
if isinstance(axis, tuple):
_axis = list(axis)
elif isinstance(axis, int):
_axis = [axis]
elif isinstance(axis, list):
_axis = list(axis)
else:
_axis = axis
if isinstance(_axis, list):
for i, a in enumerate(_axis):
if a is not None and a < 0:
_axis[i] = (a % ndim)
if _axis[i] is not None:
_axis[i] = cntk_axis[_axis[i]]
else:
if _axis is None:
_axis = C.Axis.all_axes()
return _axis
def _reshape_dummy_dim(x, axis):
shape = list(x.shape)
_axis = [_ + len(shape) if _ < 0 else _ for _ in axis]
if shape.count(C.InferredDimension) > 1 or shape.count(C.FreeDimension) > 1:
result = x
for index in sorted(_axis, reverse=True):
result = C.reshape(result,
shape=(),
begin_axis=index,
end_axis=index + 1)
return result
else:
for index in sorted(_axis, reverse=True):
del shape[index]
shape = [C.InferredDimension if _ == C.FreeDimension else _ for _ in shape]
return C.reshape(x, shape)
def mean(x, axis=None, keepdims=False):
axis = _normalize_axis(axis, x)
output = _reduce_on_axis(x, axis, 'reduce_mean')
return _remove_dims(output, axis, keepdims)
def any(x, axis=None, keepdims=False):
reduce_result = sum(x, axis, keepdims=keepdims)
any_matrix = C.element_select(
reduce_result,
ones_like(reduce_result),
zeros_like(reduce_result))
if len(reduce_result.shape) == 0 and _get_dynamic_axis_num(x) == 0:
return C.reduce_sum(any_matrix)
else:
return any_matrix
def all(x, axis=None, keepdims=False):
reduce_result = prod(x, axis, keepdims=keepdims)
all_matrix = C.element_select(
reduce_result,
ones_like(reduce_result),
zeros_like(reduce_result))
if len(reduce_result.shape) == 0 and _get_dynamic_axis_num(x) == 0:
return C.reduce_sum(all_matrix)
else:
return all_matrix
def classification_error(target, output, axis=-1):
return C.ops.reduce_mean(
C.equal(
argmax(
output,
axis=-1),
argmax(
target,
axis=-1)),
axis=C.Axis.all_axes())
def argmax(x, axis=-1):
axis = [axis]
axis = _normalize_axis(axis, x)
output = C.ops.argmax(x, axis=axis[0])
return _reshape_dummy_dim(output, axis)
def argmin(x, axis=-1):
axis = [axis]
axis = _normalize_axis(axis, x)
output = C.ops.argmin(x, axis=axis[0])
return _reshape_dummy_dim(output, axis)
def square(x):
return C.square(x)
def abs(x):
return C.abs(x)
def sqrt(x):
return C.sqrt(x)
def exp(x):
return C.exp(x)
def log(x):
return C.log(x)
def round(x):
return C.round(x)
def sigmoid(x):
return C.sigmoid(x)
def sign(x):
return x / C.abs(x)
def pow(x, a):
return C.pow(x, a)
def clip(x, min_value, max_value):
if max_value is not None and max_value < min_value:
max_value = min_value
if max_value is None:
max_value = np.inf
if min_value is None:
min_value = -np.inf
return C.clip(x, min_value, max_value)
def binary_crossentropy(target, output, from_logits=False):
if from_logits:
output = C.sigmoid(output)
output = C.clip(output, epsilon(), 1.0 - epsilon())
output = -target * C.log(output) - (1.0 - target) * C.log(1.0 - output)
return output
def get_variable_shape(x):
return int_shape(x)
def update(x, new_x):
return C.assign(x, new_x)
def moving_average_update(variable, value, momentum):
return C.assign(variable, variable * momentum + value * (1. - momentum))
def update_add(x, increment):
result = x + increment
return C.assign(x, result)
def gradients(loss, variables):
# cntk does not support gradients as symbolic op,
# to hook up with keras model
# we will return a constant as place holder, the cntk learner will apply
# the gradient during training.
global grad_parameter_dict
if isinstance(variables, list) is False:
variables = [variables]
grads = []
for v in variables:
g = C.constant(0, shape=v.shape, name='keras_grad_placeholder')
grads.append(g)
grad_parameter_dict[g] = v
return grads
def equal(x, y):
return C.equal(x, y)
def not_equal(x, y):
return C.not_equal(x, y)
def greater(x, y):
return C.greater(x, y)
def greater_equal(x, y):
return C.greater_equal(x, y)
def less(x, y):
return C.less(x, y)
def less_equal(x, y):
return C.less_equal(x, y)
def maximum(x, y):
return C.element_max(x, y)
def minimum(x, y):
return C.element_min(x, y)
def sin(x):
return C.sin(x)
def cos(x):
return C.cos(x)
def normalize_batch_in_training(x, gamma, beta,
reduction_axes, epsilon=1e-3):
if gamma is None:
if beta is None:
gamma = ones_like(x)
else:
gamma = ones_like(beta)
if beta is None:
if gamma is None:
beta = zeros_like(x)
else:
beta = zeros_like(gamma)
mean, variant = _moments(x, _normalize_axis(reduction_axes, x))
if sorted(reduction_axes) == list(range(ndim(x)))[:-1]:
normalized = batch_normalization(
x, mean, variant, beta, gamma, epsilon)
else:
# need broadcasting
target_shape = []
x_shape = int_shape(x)
# skip the batch axis
for axis in range(1, ndim(x)):
if axis in reduction_axes:
target_shape.append(1)
if ndim(gamma) > axis:
gamma = C.reduce_mean(gamma, axis - 1)
beta = C.reduce_mean(beta, axis - 1)
else:
target_shape.append(x_shape[axis])
broadcast_mean = C.reshape(mean, target_shape)
broadcast_var = C.reshape(variant, target_shape)
broadcast_gamma = C.reshape(gamma, target_shape)
broadcast_beta = C.reshape(beta, target_shape)
normalized = batch_normalization(
x,
broadcast_mean,
broadcast_var,
broadcast_beta,
broadcast_gamma,
epsilon)
return normalized, mean, variant
def _moments(x, axes=None, shift=None, keep_dims=False):
_axes = tuple(axes)
if shift is None:
shift = x
# Compute true mean while keeping the dims for proper broadcasting.
for axis in _axes:
shift = C.reduce_mean(shift, axis=axis)
shift = C.stop_gradient(shift)
shifted_mean = C.minus(x, shift)
for axis in _axes:
shifted_mean = C.reduce_mean(shifted_mean, axis=axis)
variance_mean = C.square(C.minus(x, shift))
for axis in _axes:
variance_mean = C.reduce_mean(variance_mean, axis=axis)
variance = C.minus(variance_mean, C.square(shifted_mean))
mean = C.plus(shifted_mean, shift)
if not keep_dims:
mean = squeeze(mean, _axes)
variance = squeeze(variance, _axes)
return mean, variance
def batch_normalization(x, mean, var, beta, gamma, epsilon=1e-3):
# The mean / var / beta / gamma may be processed by broadcast
# so it may have an extra batch axis with 1, it is not needed
# in cntk, need to remove those dummy axis.
if ndim(mean) == ndim(x) and shape(mean)[0] == 1:
mean = _reshape_dummy_dim(mean, [0])
if ndim(var) == ndim(x) and shape(var)[0] == 1:
var = _reshape_dummy_dim(var, [0])
if gamma is None:
gamma = ones_like(var)
elif ndim(gamma) == ndim(x) and shape(gamma)[0] == 1:
gamma = _reshape_dummy_dim(gamma, [0])
if beta is None:
beta = zeros_like(mean)
elif ndim(beta) == ndim(x) and shape(beta)[0] == 1:
beta = _reshape_dummy_dim(beta, [0])
return (x - mean) / (C.sqrt(var) + epsilon) * gamma + beta
def concatenate(tensors, axis=-1):
if len(tensors) == 0:
return None
axis = [axis]
axis = _normalize_axis(axis, tensors[0])
return C.splice(*tensors, axis=axis[0])
def flatten(x):
return reshape(x, (-1,))
def reshape(x, shape):
shape = tuple([C.InferredDimension if _ == C.FreeDimension else _ for _ in shape])
if isinstance(x, C.variables.Parameter):
return C.reshape(x, shape)
else:
num_dynamic_axis = _get_dynamic_axis_num(x)
if num_dynamic_axis == 1 and len(shape) > 0 and shape[0] == -1:
# collapse axis with batch axis
if b_any(_ == C.InferredDimension for _ in x.shape) or b_any(
_ == C.FreeDimension for _ in x.shape):
warnings.warn(
'Warning: CNTK backend does not support '
'collapse of batch axis with inferred dimension. '
'The reshape did not take place.')
return x
return _reshape_batch(x, shape)
else:
# no collapse, then first need to padding the shape
if num_dynamic_axis >= len(shape):
i = 0
while i < len(shape):
if shape[i] is None or shape[i] == -1:
i += 1
else:
break
shape = tuple([-1 for _ in range(num_dynamic_axis - i)]) + shape
new_shape = list(shape)
new_shape = new_shape[num_dynamic_axis:]
new_shape = [C.InferredDimension if _ is None else _ for _ in new_shape]
return C.reshape(x, new_shape)
def permute_dimensions(x, pattern):
dims = len(int_shape(x))
num_dynamic_axis = _get_dynamic_axis_num(x)
if isinstance(pattern, list):
current_layout = [i for i in range(dims)]
else:
current_layout = tuple([i for i in range(dims)])
if num_dynamic_axis > 0 and pattern[:num_dynamic_axis] != current_layout[:num_dynamic_axis]:
raise ValueError('CNTK backend: the permute pattern %s '
'requested permute on dynamic axis, '
'which is not supported. Please do permute '
'on static axis.' % pattern)
axis = list(pattern)
axis = axis[num_dynamic_axis:]
axis = _normalize_axis(axis, x)
return C.transpose(x, axis)
def resize_images(x, height_factor, width_factor, data_format):
if data_format == 'channels_first':
output = repeat_elements(x, height_factor, axis=2)
output = repeat_elements(output, width_factor, axis=3)
return output
elif data_format == 'channels_last':
output = repeat_elements(x, height_factor, axis=1)
output = repeat_elements(output, width_factor, axis=2)
return output
else:
raise ValueError('CNTK Backend: Invalid data_format:', data_format)
def resize_volumes(x, depth_factor, height_factor, width_factor, data_format):
if data_format == 'channels_first':
output = repeat_elements(x, depth_factor, axis=2)
output = repeat_elements(output, height_factor, axis=3)
output = repeat_elements(output, width_factor, axis=4)
return output
elif data_format == 'channels_last':
output = repeat_elements(x, depth_factor, axis=1)
output = repeat_elements(output, height_factor, axis=2)
output = repeat_elements(output, width_factor, axis=3)
return output
else:
raise ValueError('CNTK Backend: Invalid data_format:', data_format)
def repeat_elements(x, rep, axis):
axis = _normalize_axis(axis, x)
axis = axis[0]
slices = []
shape = x.shape
i = 0
while i < shape[axis]:
tmp = C.ops.slice(x, axis, i, i + 1)
for _ in range(rep):
slices.append(tmp)
i += 1
return C.splice(*slices, axis=axis)
def repeat(x, n):
# this is a workaround for recurrent layer
# if n is inferred dimension,
# we can't figure out how to repeat it in cntk now
# return the same x to take cntk broadcast feature
# to make the recurrent layer work.
# need to be fixed in GA.
if n is C.InferredDimension or n is C.FreeDimension:
return x
index = 1 - _get_dynamic_axis_num(x)
if index < 0 or index > 1:
raise NotImplementedError
new_shape = list(x.shape)
new_shape.insert(index, 1)
new_shape = tuple(new_shape)
x = C.reshape(x, new_shape)
temp = [x] * n
return C.splice(*temp, axis=index)
def tanh(x):
return C.tanh(x)
def _static_rnn(step_function, inputs, initial_states,
go_backwards=False, mask=None, constants=None,
unroll=False, input_length=None):
shape = int_shape(inputs)
dims = len(shape)
uses_learning_phase = False
if dims < 3:
raise ValueError('Input should be at least 3D.')
# if the second axis is static axis, CNTK will do unroll by default
if shape[1] is None:
raise ValueError('CNTK Backend: the input of static rnn '
'has shape `%s`, the second axis '
'is not static. If you want to run '
'rnn with non-static axis, please try '
'dynamic rnn with sequence axis.' % shape)
if constants is None:
constants = []
if mask is not None:
mask_shape = int_shape(mask)
if len(mask_shape) == dims - 1:
mask = expand_dims(mask)
nones = _get_dynamic_axis_num(inputs)
states = tuple(initial_states)
outputs = []
time_axis = 1 - nones if nones > 0 else 1
if go_backwards:
i = shape[1] - 1
while i >= 0:
current = C.ops.slice(inputs, time_axis, i, i + 1)
# remove dummy dimension
current = squeeze(current, time_axis)
output, new_states = step_function(
current, tuple(states) + tuple(constants))
if getattr(output, '_uses_learning_phase', False):
uses_learning_phase = True
if mask is not None:
mask_slice = C.ops.slice(mask, time_axis, i, i + 1)
mask_slice = squeeze(mask_slice, time_axis)
if len(outputs) == 0:
prev_output = zeros_like(output)
else:
prev_output = outputs[-1]
output = C.ops.element_select(mask_slice, output, prev_output)
return_states = []
for s, n_s in zip(states, new_states):
return_states.append(
C.ops.element_select(
mask_slice, n_s, s))
new_states = return_states
outputs.append(output)
states = new_states
i -= 1
else:
i = 0
while i < shape[1]:
current = C.ops.slice(inputs, time_axis, i, i + 1)
# remove dummy dimension
current = squeeze(current, 1)
output, new_states = step_function(
current, tuple(states) + tuple(constants))
if getattr(output, '_uses_learning_phase', False):
uses_learning_phase = True
if mask is not None:
mask_slice = C.ops.slice(mask, time_axis, i, i + 1)
mask_slice = squeeze(mask_slice, 1)
if len(outputs) == 0:
prev_output = zeros_like(output)
else:
prev_output = outputs[-1]
output = C.ops.element_select(mask_slice, output, prev_output)
return_states = []
for s, n_s in zip(states, new_states):
return_states.append(
C.ops.element_select(
mask_slice, n_s, s))
new_states = return_states
outputs.append(output)
states = new_states[:len(states)]
i += 1
i = 1
# add the time_step axis back
final_output = expand_dims(outputs[0], 1)
last_output = outputs[0]
while i < len(outputs):
# add the time_step axis back
output_slice = expand_dims(outputs[i], 1)
final_output = C.splice(final_output, output_slice, axis=time_axis)
last_output = outputs[i]
i += 1
last_output._uses_learning_phase = uses_learning_phase
return last_output, final_output, states
def rnn(step_function, inputs, initial_states,
go_backwards=False, mask=None, constants=None,
unroll=False, input_length=None):
shape = int_shape(inputs)
dims = len(shape)
global uses_learning_phase
uses_learning_phase = False
if dims < 3:
raise ValueError('CNTK Backend: the input of rnn has only rank %d '
'Need at least rank 3 to run RNN.' % dims)
if _get_dynamic_axis_num(inputs) == 0 or unroll:
return _static_rnn(
step_function,
inputs,
initial_states,
go_backwards,
mask,
constants,
unroll,
input_length)
if constants is None:
constants = []
num_time_step = shape[1]
if num_time_step is None and not has_seq_axis(inputs):
num_time_step = inputs.shape[0]
initial = []
for s in initial_states:
if _get_dynamic_axis_num(s) == 0:
if hasattr(C, 'to_batch'):
initial.append(C.to_batch(s))
else:
initial.append(C.user_function(ConvertToBatch(s)))
else:
initial.append(s)
need_convert = not has_seq_axis(inputs)
if go_backwards and need_convert is False:
raise NotImplementedError('CNTK Backend: `go_backwards` is not supported with '
'variable-length sequences. Please specify a '
'static length for your sequences.')
rnn_inputs = inputs
if need_convert:
if go_backwards:
rnn_inputs = reverse(rnn_inputs, 1)
rnn_inputs = C.to_sequence(rnn_inputs)
rnn_constants = []
for constant in constants:
if isinstance(constant, list):
new_c = []
for c in constant:
if _get_dynamic_axis_num(c) == 1:
new_c.append(C.sequence.broadcast_as(c, rnn_inputs))
else:
new_c.append(c)
rnn_constants.append(new_c)
else:
if _get_dynamic_axis_num(constant) == 1:
rnn_constants.append(C.sequence.broadcast_as(constant, rnn_inputs))
else:
rnn_constants.append(constant)
else:
rnn_constants = constants
if mask is not None and not has_seq_axis(mask):
if go_backwards:
mask = reverse(mask, 1)
if len(int_shape(mask)) == 2:
mask = expand_dims(mask)
mask = C.to_sequence_like(mask, rnn_inputs)
states = tuple(initial)
with C.default_options(axis_offset=1):
def _recurrence(x, states, m):
# create place holder
place_holders = [C.placeholder(dynamic_axes=x.dynamic_axes) for _ in states]
past_values = []
for s, p in zip(states, place_holders):
past_values.append(C.sequence.past_value(p, s))
new_output, new_states = step_function(
x, tuple(past_values) + tuple(rnn_constants))
if getattr(new_output, '_uses_learning_phase', False):
global uses_learning_phase
uses_learning_phase = True
if m is not None:
new_states = [C.element_select(m, n, s) for n, s in zip(new_states, past_values)]
n_s = []
for o, p in zip(new_states, place_holders):
n_s.append(o.replace_placeholders({p: o.output}))
if len(n_s) > 0:
new_output = n_s[0]
return new_output, n_s
final_output, final_states = _recurrence(rnn_inputs, states, mask)
last_output = C.sequence.last(final_output)
last_states = [C.sequence.last(s) for s in final_states]
if need_convert:
final_output = C.sequence.unpack(final_output, 0, no_mask_output=True)
if num_time_step is not None and num_time_step is not C.FreeDimension:
final_output = _reshape_sequence(final_output, num_time_step)
f_stats = []
for l_s, i_s in zip(last_states, initial_states):
if _get_dynamic_axis_num(i_s) == 0 and _get_dynamic_axis_num(l_s) == 1:
if hasattr(C, 'unpack_batch'):
f_stats.append(C.unpack_batch(l_s))
else:
f_stats.append(C.user_function(ConvertToStatic(l_s, batch_size=i_s.shape[0])))
else:
f_stats.append(l_s)
last_output._uses_learning_phase = uses_learning_phase
return last_output, final_output, f_stats
def has_seq_axis(x):
return hasattr(x, 'dynamic_axes') and len(x.dynamic_axes) > 1
def l2_normalize(x, axis=None):
axis = [axis]
axis = _normalize_axis(axis, x)
norm = C.sqrt(C.reduce_sum(C.square(x), axis=axis[0]))
return x / norm
def hard_sigmoid(x):
x = (0.2 * x) + 0.5
x = C.clip(x, 0.0, 1.0)
return x
def conv1d(x, kernel, strides=1, padding='valid',
data_format=None, dilation_rate=1):
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
if padding == 'causal':
# causal (dilated) convolution:
left_pad = dilation_rate * (kernel.shape[0] - 1)
x = temporal_padding(x, (left_pad, 0))
padding = 'valid'
if data_format == 'channels_last':
x = C.swapaxes(x, 0, 1)
kernel = C.swapaxes(kernel, 0, 2)
padding = _preprocess_border_mode(padding)
strides = [strides]
x = C.convolution(
kernel,
x,
strides=tuple(strides),
auto_padding=[
False,
padding])
if data_format == 'channels_last':
x = C.swapaxes(x, 0, 1)
return x
def conv2d(x, kernel, strides=(1, 1), padding='valid',
data_format=None, dilation_rate=(1, 1)):
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
x = _preprocess_conv2d_input(x, data_format)
kernel = _preprocess_conv2d_kernel(kernel, data_format)
padding = _preprocess_border_mode(padding)
if dilation_rate == (1, 1):
strides = (1,) + strides
x = C.convolution(
kernel,
x,
strides,
auto_padding=[
False,
padding,
padding])
else:
assert dilation_rate[0] == dilation_rate[1]
assert strides == (1, 1), 'Invalid strides for dilated convolution'
x = C.convolution(
kernel,
x,
strides=dilation_rate[0],
auto_padding=[
False,
padding,
padding])
return _postprocess_conv2d_output(x, data_format)
def separable_conv1d(x, depthwise_kernel, pointwise_kernel, strides=1,
padding='valid', data_format=None, dilation_rate=1):
raise NotImplementedError
def separable_conv2d(x, depthwise_kernel, pointwise_kernel, strides=(1, 1),
padding='valid', data_format=None, dilation_rate=(1, 1)):
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
x = _preprocess_conv2d_input(x, data_format)
depthwise_kernel = _preprocess_conv2d_kernel(depthwise_kernel, data_format)
depthwise_kernel = C.reshape(C.transpose(depthwise_kernel, (1, 0, 2, 3)),
(-1, 1) + depthwise_kernel.shape[2:])
pointwise_kernel = _preprocess_conv2d_kernel(pointwise_kernel, data_format)
padding = _preprocess_border_mode(padding)
if dilation_rate == (1, 1):
strides = (1,) + strides
x = C.convolution(depthwise_kernel, x,
strides=strides,
auto_padding=[False, padding, padding],
groups=x.shape[0])
x = C.convolution(pointwise_kernel, x,
strides=(1, 1, 1),
auto_padding=[False])
else:
if dilation_rate[0] != dilation_rate[1]:
raise ValueError('CNTK Backend: non-square dilation_rate is '
'not supported.')
if strides != (1, 1):
raise ValueError('Invalid strides for dilated convolution')
x = C.convolution(depthwise_kernel, x,
strides=dilation_rate[0],
auto_padding=[False, padding, padding])
x = C.convolution(pointwise_kernel, x,
strides=(1, 1, 1),
auto_padding=[False])
return _postprocess_conv2d_output(x, data_format)
def depthwise_conv2d(x, depthwise_kernel, strides=(1, 1), padding='valid',
data_format=None, dilation_rate=(1, 1)):
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
x = _preprocess_conv2d_input(x, data_format)
depthwise_kernel = _preprocess_conv2d_kernel(depthwise_kernel, data_format)
depthwise_kernel = C.reshape(C.transpose(depthwise_kernel, (1, 0, 2, 3)),
(-1, 1) + depthwise_kernel.shape[2:])
padding = _preprocess_border_mode(padding)
if dilation_rate == (1, 1):
strides = (1,) + strides
x = C.convolution(depthwise_kernel, x,
strides=strides,
auto_padding=[False, padding, padding],
groups=x.shape[0])
else:
if dilation_rate[0] != dilation_rate[1]:
raise ValueError('CNTK Backend: non-square dilation_rate is '
'not supported.')
if strides != (1, 1):
raise ValueError('Invalid strides for dilated convolution')
x = C.convolution(depthwise_kernel, x,
strides=dilation_rate[0],
auto_padding=[False, padding, padding],
groups=x.shape[0])
return _postprocess_conv2d_output(x, data_format)
def conv3d(x, kernel, strides=(1, 1, 1), padding='valid',
data_format=None, dilation_rate=(1, 1, 1)):
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
x = _preprocess_conv3d_input(x, data_format)
kernel = _preprocess_conv3d_kernel(kernel, data_format)
padding = _preprocess_border_mode(padding)
strides = strides + (strides[0],)
x = C.convolution(
kernel,
x,
strides,
auto_padding=[
False,
padding,
padding,
padding])
return _postprocess_conv3d_output(x, data_format)
def conv3d_transpose(x, kernel, output_shape, strides=(1, 1, 1),
padding='valid', data_format=None):
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
x = _preprocess_conv3d_input(x, data_format)
kernel = _preprocess_conv3d_kernel(kernel, data_format)
padding = _preprocess_border_mode(padding)
strides = (1,) + strides
# cntk output_shape does not include batch axis
output_shape = output_shape[1:]
# in keras2, need handle output shape in different format
if data_format == 'channels_last':
shape = list(output_shape)
shape[0] = output_shape[3]
shape[1] = output_shape[0]
shape[2] = output_shape[1]
shape[3] = output_shape[2]
output_shape = tuple(shape)
x = C.convolution_transpose(
kernel,
x,
strides,
auto_padding=[
False,
padding,
padding,
padding],
output_shape=output_shape)
return _postprocess_conv3d_output(x, data_format)
def pool2d(x, pool_size, strides=(1, 1),
padding='valid', data_format=None,
pool_mode='max'):
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
padding = _preprocess_border_mode(padding)
strides = strides
pool_size = pool_size
x = _preprocess_conv2d_input(x, data_format)
if pool_mode == 'max':
x = C.pooling(
x,
C.MAX_POOLING,
pool_size,
strides,
auto_padding=[padding])
elif pool_mode == 'avg':
x = C.pooling(
x,
C.AVG_POOLING,
pool_size,
strides,
auto_padding=[padding])
else:
raise ValueError('Invalid pooling mode: ' + str(pool_mode))
return _postprocess_conv2d_output(x, data_format)
def pool3d(x, pool_size, strides=(1, 1, 1), padding='valid',
data_format=None, pool_mode='max'):
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
padding = _preprocess_border_mode(padding)
x = _preprocess_conv3d_input(x, data_format)
if pool_mode == 'max':
x = C.pooling(
x,
C.MAX_POOLING,
pool_size,
strides,
auto_padding=[padding])
elif pool_mode == 'avg':
x = C.pooling(
x,
C.AVG_POOLING,
pool_size,
strides,
auto_padding=[padding])
else:
raise ValueError('Invalid pooling mode: ' + str(pool_mode))
return _postprocess_conv3d_output(x, data_format)
def relu(x, alpha=0., max_value=None):
if alpha != 0.:
negative_part = C.relu(-x)
x = C.relu(x)
if max_value is not None:
x = C.clip(x, 0.0, max_value)
if alpha != 0.:
x -= alpha * negative_part
return x
def dropout(x, level, noise_shape=None, seed=None):
if level < 0. or level >= 1:
raise ValueError('CNTK Backend: Invalid dropout level %s, '
'must be in interval [0, 1].' % level)
return C.dropout(x, level)
def batch_flatten(x):
# cntk's batch axis is not in shape,
# so just flatten all the dim in x.shape
dim = np.prod(x.shape)
x = C.reshape(x, (-1,))
x._keras_shape = (None, dim)
return x
def softmax(x, axis=-1):
return C.softmax(x, axis=axis)
def softplus(x):
return C.softplus(x)
def softsign(x):
return x / (1 + C.abs(x))
def categorical_crossentropy(target, output, from_logits=False):
if from_logits:
result = C.cross_entropy_with_softmax(output, target)
# cntk's result shape is (batch, 1), while keras expect (batch, )
return C.reshape(result, ())
else:
# scale preds so that the class probas of each sample sum to 1
output /= C.reduce_sum(output, axis=-1)
# avoid numerical instability with epsilon clipping
output = C.clip(output, epsilon(), 1.0 - epsilon())
return -sum(target * C.log(output), axis=-1)
def sparse_categorical_crossentropy(target, output, from_logits=False):
target = C.one_hot(target, output.shape[-1])
target = C.reshape(target, output.shape)
return categorical_crossentropy(target, output, from_logits)
class Function(object):
def __init__(self, inputs, outputs, updates=[], **kwargs):
self.placeholders = inputs
self.trainer = None
self.unrelated_updates = None
self.updates = updates
if len(updates) > 0:
assert len(outputs) > 0
self.loss = outputs[0]
# need group update by gradient place holder
u_ops = []
unrelated_updates = []
for update in updates:
if isinstance(update, tuple):
if len(update) != 2:
raise NotImplementedError
else:
u = C.assign(update[0], update[1])
else:
u = update
if len(u.arguments) == 0:
u_ops.append(u)
else:
unrelated_updates.append(u)
update_func = C.combine([u.output for u in u_ops])
grads = update_func.find_all_with_name('keras_grad_placeholder')
u_list = []
p_list = []
for g in grads:
if g in grad_parameter_dict:
p_list.append(grad_parameter_dict[g])
u_list.append(g)
else:
raise ValueError(
'CNTK backend: when constructing trainer, '
'found gradient node `%s` which is not '
'related to any parameters in the model. '
'Please double check how the gradient node '
'is constructed.' % g)
if len(u_list) > 0:
learner = C.cntk_py.universal_learner(p_list, u_list, update_func)
criterion = (
outputs[0],
outputs[1]) if len(outputs) > 1 else (
outputs[0],
)
self.trainer = C.trainer.Trainer(
outputs[0], criterion, [learner])
self.trainer_output = tuple([f.output for f in criterion])
elif len(u_ops) > 0:
unrelated_updates.extend(u_ops)
if len(unrelated_updates) > 0:
self.unrelated_updates = C.combine([_.output for _ in unrelated_updates])
if self.trainer is None:
self.metrics_outputs = [f.output for f in outputs]
self.metrics_func = C.combine(self.metrics_outputs)
# cntk only could handle loss and 1 metric in trainer, for metrics more
# than 2, need manual eval
elif len(outputs) > 2:
self.metrics_outputs = [f.output for f in outputs[2:]]
self.metrics_func = C.combine(self.metrics_outputs)
else:
self.metrics_func = None
@staticmethod
def _is_input_shape_compatible(input, placeholder):
if hasattr(input, 'shape') and hasattr(placeholder, 'shape'):
num_dynamic = get_num_dynamic_axis(placeholder)
input_shape = input.shape[num_dynamic:]
placeholder_shape = placeholder.shape
for i, p in zip(input_shape, placeholder_shape):
if i != p and p != C.InferredDimension and p != C.FreeDimension:
return False
return True
def __call__(self, inputs):
global _LEARNING_PHASE_PLACEHOLDER
global _LEARNING_PHASE
assert isinstance(inputs, (list, tuple))
feed_dict = {}
for tensor, value in zip(self.placeholders, inputs):
# cntk only support calculate on float, do auto cast here
if (hasattr(value, 'dtype') and
value.dtype != np.float32 and
value.dtype != np.float64):
value = value.astype(np.float32)
if tensor == _LEARNING_PHASE_PLACEHOLDER:
_LEARNING_PHASE_PLACEHOLDER.value = np.asarray(value)
else:
# in current version cntk can't support input with variable
# length. Will support it in next release.
if not self._is_input_shape_compatible(value, tensor):
raise ValueError('CNTK backend: The placeholder has been resolved '
'to shape `%s`, but input shape is `%s`. Currently '
'CNTK can not take variable length inputs. Please '
'pass inputs that have a static shape.'
% (str(tensor.shape), str(value.shape)))
feed_dict[tensor] = value
updated = []
if self.trainer is not None:
input_dict = {}
for argument in self.loss.arguments:
if argument in feed_dict:
input_dict[argument] = feed_dict[argument]
else:
raise ValueError(
'CNTK backend: argument %s is not found in inputs. '
'Please double check the model and inputs in '
'`train_function`.' % argument.name)
result = self.trainer.train_minibatch(
input_dict, self.trainer_output)
assert(len(result) == 2)
outputs = result[1]
for o in self.trainer_output:
updated.append(outputs[o])
if self.metrics_func is not None:
input_dict = {}
for argument in self.metrics_func.arguments:
if argument in feed_dict:
input_dict[argument] = feed_dict[argument]
else:
raise ValueError('CNTK backend: metrics argument %s '
'is not found in inputs. Please double '
'check the model and inputs.' % argument.name)
# Some ops (like dropout) won't be applied during "eval" in cntk.
# They only evaluated in training phase. To make it work, call
# "forward" method to let cntk know we want to evaluate them.from
# But the assign ops won't be executed under this mode, that's why
# we need this check.
if (self.unrelated_updates is None and
(_LEARNING_PHASE_PLACEHOLDER.value == 1.0 or _LEARNING_PHASE == 1)):
_, output_values = self.metrics_func.forward(
input_dict,
self.metrics_func.outputs,
(self.metrics_func.outputs[0],),
as_numpy=False)
else:
output_values = self.metrics_func.eval(input_dict, as_numpy=False)
if isinstance(output_values, dict):
for o in self.metrics_outputs:
value = output_values[o]
v = value.asarray()
updated.append(v)
else:
v = output_values.asarray()
for o in self.metrics_outputs:
updated.append(v)
if self.unrelated_updates is not None:
input_dict = {}
for argument in self.unrelated_updates.arguments:
if argument in feed_dict:
input_dict[argument] = feed_dict[argument]
else:
raise ValueError(
'CNTK backend: assign ops argument %s '
'is not found in inputs. Please double '
'check the model and inputs.' % argument.name)
self.unrelated_updates.eval(input_dict, as_numpy=False)
return updated
def function(inputs, outputs, updates=[], **kwargs):
return Function(inputs, outputs, updates=updates, **kwargs)
def temporal_padding(x, padding=(1, 1)):
assert len(padding) == 2
num_dynamic_axis = _get_dynamic_axis_num(x)
base_shape = x.shape
if num_dynamic_axis > 0:
assert len(base_shape) == 2
if hasattr(C, 'pad'):
x = C.pad(x, pattern=[padding, (0, 0)])
else:
x = _padding(x, padding, 0)
else:
assert len(base_shape) == 3
if hasattr(C, 'pad'):
x = C.pad(x, pattern=[(0, 0), padding, (0, 0)])
else:
x = _padding(x, padding, 1)
return x
def _padding(x, pattern, axis):
base_shape = x.shape
if b_any([dim < 0 for dim in base_shape]):
raise ValueError('CNTK Backend: padding input tensor with '
'shape `%s` contains non-specified dimension, '
'which is not supported. Please give fixed '
'dimension to enable padding.' % base_shape)
if pattern[0] > 0:
prefix_shape = list(base_shape)
prefix_shape[axis] = pattern[0]
prefix_shape = tuple(prefix_shape)
x = C.splice(C.constant(value=0, shape=prefix_shape), x, axis=axis)
base_shape = x.shape
if pattern[1] > 0:
postfix_shape = list(base_shape)
postfix_shape[axis] = pattern[1]
postfix_shape = tuple(postfix_shape)
x = C.splice(x, C.constant(value=0, shape=postfix_shape), axis=axis)
return x
def spatial_2d_padding(x, padding=((1, 1), (1, 1)), data_format=None):
assert len(padding) == 2
assert len(padding[0]) == 2
assert len(padding[1]) == 2
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
num_dynamic_axis = _get_dynamic_axis_num(x)
base_shape = x.shape
if data_format == 'channels_first':
if num_dynamic_axis > 0:
assert len(base_shape) == 3
if hasattr(C, 'pad'):
x = C.pad(x, pattern=[[0, 0], list(padding[0]), list(padding[1])])
else:
x = _padding(x, padding[0], 1)
x = _padding(x, padding[1], 2)
else:
assert len(base_shape) == 4
if hasattr(C, 'pad'):
x = C.pad(x, pattern=[[0, 0], [0, 0], list(padding[0]), list(padding[1])])
else:
x = _padding(x, padding[0], 2)
x = _padding(x, padding[1], 3)
else:
if num_dynamic_axis > 0:
assert len(base_shape) == 3
if hasattr(C, 'pad'):
x = C.pad(x, pattern=[list(padding[0]), list(padding[1]), [0, 0]])
else:
x = _padding(x, padding[0], 0)
x = _padding(x, padding[1], 1)
else:
assert len(base_shape) == 4
if hasattr(C, 'pad'):
x = C.pad(x, pattern=[[0, 0], list(padding[0]), list(padding[1]), [0, 0]])
else:
x = _padding(x, padding[0], 1)
x = _padding(x, padding[1], 2)
return x
def spatial_3d_padding(x, padding=((1, 1), (1, 1), (1, 1)), data_format=None):
assert len(padding) == 3
assert len(padding[0]) == 2
assert len(padding[1]) == 2
assert len(padding[2]) == 2
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
num_dynamic_axis = _get_dynamic_axis_num(x)
base_shape = x.shape
if data_format == 'channels_first':
if num_dynamic_axis > 0:
assert len(base_shape) == 4
if hasattr(C, 'pad'):
x = C.pad(x, pattern=[[0, 0], list(padding[0]), list(padding[1]), list(padding[2])])
else:
x = _padding(x, padding[0], 1)
x = _padding(x, padding[1], 2)
x = _padding(x, padding[2], 3)
else:
assert len(base_shape) == 5
if hasattr(C, 'pad'):
x = C.pad(x, pattern=[[0, 0], [0, 0], list(padding[0]), list(padding[1]), list(padding[2])])
else:
x = _padding(x, padding[0], 2)
x = _padding(x, padding[1], 3)
x = _padding(x, padding[2], 4)
else:
if num_dynamic_axis > 0:
assert len(base_shape) == 4
if hasattr(C, 'pad'):
x = C.pad(x, pattern=[list(padding[0]), list(padding[1]), list(padding[2]), [0, 0]])
else:
x = _padding(x, padding[0], 0)
x = _padding(x, padding[1], 1)
x = _padding(x, padding[2], 2)
else:
assert len(base_shape) == 5
if hasattr(C, 'pad'):
x = C.pad(x, pattern=[[0, 0], list(padding[0]), list(padding[1]), list(padding[2]), [0, 0]])
else:
x = _padding(x, padding[0], 1)
x = _padding(x, padding[1], 2)
x = _padding(x, padding[2], 3)
return x
def one_hot(indices, num_classes):
return C.one_hot(indices, num_classes)
def get_value(x):
if isinstance(
x,
C.variables.Parameter) or isinstance(
x,
C.variables.Constant):
return x.value
else:
return eval(x)
def batch_get_value(xs):
result = []
for x in xs:
if (isinstance(x, C.variables.Parameter) or
isinstance(x, C.variables.Constant)):
result.append(x.value)
else:
result.append(eval(x))
return result
def set_value(x, value):
if (isinstance(x, C.variables.Parameter) or
isinstance(x, C.variables.Constant)):
if isinstance(value, (float, int)):
value = np.full(x.shape, value, dtype=floatx())
x.value = value
else:
raise NotImplementedError
def print_tensor(x, message=''):
return C.user_function(
LambdaFunc(x,
when=lambda x: True,
execute=lambda x: print(message)))
def batch_set_value(tuples):
for t in tuples:
x = t[0]
value = t[1]
if isinstance(value, np.ndarray) is False:
value = np.asarray(value)
if isinstance(x, C.variables.Parameter):
x.value = value
else:
raise NotImplementedError
def stop_gradient(variables):
if isinstance(variables, (list, tuple)):
return map(C.stop_gradient, variables)
else:
return C.stop_gradient(variables)
def switch(condition, then_expression, else_expression):
ndim_cond = ndim(condition)
ndim_expr = ndim(then_expression)
if ndim_cond > ndim_expr:
raise ValueError('Rank of condition should be less'
' than or equal to rank of then and'
' else expressions. ndim(condition)=' +
str(ndim_cond) + ', ndim(then_expression)'
'=' + str(ndim_expr))
elif ndim_cond < ndim_expr:
shape_expr = int_shape(then_expression)
ndim_diff = ndim_expr - ndim_cond
for i in range(ndim_diff):
condition = expand_dims(condition)
condition = tile(condition, shape_expr[ndim_cond + i])
return C.element_select(condition,
then_expression,
else_expression)
def elu(x, alpha=1.):
res = C.elu(x)
if alpha == 1:
return res
else:
return C.element_select(C.greater(x, 0), res, alpha * res)
def in_top_k(predictions, targets, k):
_targets = C.one_hot(targets, predictions.shape[-1])
result = C.classification_error(predictions, _targets, topN=k)
return 1 - C.reshape(result, shape=())
def conv2d_transpose(x, kernel, output_shape, strides=(1, 1),
padding='valid', data_format=None):
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
x = _preprocess_conv2d_input(x, data_format)
kernel = _preprocess_conv2d_kernel(kernel, data_format)
padding = _preprocess_border_mode(padding)
strides = (1,) + strides
# cntk output_shape does not include batch axis
output_shape = output_shape[1:]
# in keras2, need handle output shape in different format
if data_format == 'channels_last':
shape = list(output_shape)
shape[0] = output_shape[2]
shape[1] = output_shape[0]
shape[2] = output_shape[1]
output_shape = tuple(shape)
x = C.convolution_transpose(
kernel,
x,
strides,
auto_padding=[
False,
padding,
padding],
output_shape=output_shape)
return _postprocess_conv2d_output(x, data_format)
def identity(x, name=None):
if name is None:
name = '%s_alias' % x.name
return C.alias(x, name=name)
def _preprocess_conv2d_input(x, data_format):
if data_format == 'channels_last':
# TF uses the last dimension as channel dimension,
# instead of the 2nd one.
# TH input shape: (samples, input_depth, rows, cols)
# TF input shape: (samples, rows, cols, input_depth)
x = C.transpose(x, (2, 0, 1))
return x
def _preprocess_conv2d_kernel(kernel, data_format):
# As of Keras 2.0.0, all kernels are normalized
# on the format `(rows, cols, input_depth, depth)`,
# independently of `data_format`.
# CNTK expects `(depth, input_depth, rows, cols)`.
kernel = C.transpose(kernel, (3, 2, 0, 1))
return kernel
def _preprocess_border_mode(padding):
if padding == 'same':
padding = True
elif padding == 'valid':
padding = False
else:
raise ValueError('Invalid border mode: ' + str(padding))
return padding
def _postprocess_conv2d_output(x, data_format):
if data_format == 'channels_last':
x = C.transpose(x, (1, 2, 0))
return x
def _preprocess_conv3d_input(x, data_format):
if data_format == 'channels_last':
# TF uses the last dimension as channel dimension,
# instead of the 2nd one.
# TH input shape: (samples, input_depth, conv_dim1, conv_dim2, conv_dim3)
# TF input shape: (samples, conv_dim1, conv_dim2, conv_dim3,
# input_depth)
x = C.transpose(x, (3, 0, 1, 2))
return x
def _preprocess_conv3d_kernel(kernel, dim_ordering):
kernel = C.transpose(kernel, (4, 3, 0, 1, 2))
return kernel
def _postprocess_conv3d_output(x, dim_ordering):
if dim_ordering == 'channels_last':
x = C.transpose(x, (1, 2, 3, 0))
return x
def _get_dynamic_axis_num(x):
if hasattr(x, 'dynamic_axes'):
return len(x.dynamic_axes)
else:
return 0
def _contain_seqence_axis(x):
if _get_dynamic_axis_num(x) > 1:
return x.dynamic_axes[1] == C.Axis.default_dynamic_axis()
else:
return False
def get_num_dynamic_axis(x):
return _get_dynamic_axis_num(x)
def _reduce_on_axis(x, axis, reduce_fun_name):
if isinstance(axis, list):
for a in axis:
if isinstance(a, C.Axis) \
and a != C.Axis.default_batch_axis() \
and hasattr(C.sequence, reduce_fun_name):
x = getattr(C.sequence, reduce_fun_name)(x, a)
else:
x = getattr(C, reduce_fun_name)(x, a)
else:
x = getattr(C, reduce_fun_name)(x, axis)
return x
def _reshape_sequence(x, time_step):
tmp_shape = list(int_shape(x))
tmp_shape[1] = time_step
return reshape(x, tmp_shape)
def local_conv1d(inputs, kernel, kernel_size, strides, data_format=None):
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
stride = strides[0]
kernel_shape = int_shape(kernel)
output_length, feature_dim, filters = kernel_shape
xs = []
for i in range(output_length):
slice_length = slice(i * stride,
i * stride + kernel_size[0])
xs.append(reshape(inputs[:, slice_length, :],
(-1, 1, feature_dim)))
x_aggregate = concatenate(xs, axis=1)
# transpose kernel to output_filters first, to apply broadcast
weight = permute_dimensions(kernel, (2, 0, 1))
# Shape: (batch, filters, output_length, input_length * kernel_size)
output = x_aggregate * weight
# Shape: (batch, filters, output_length)
output = sum(output, axis=3)
# Shape: (batch, output_length, filters)
return permute_dimensions(output, (0, 2, 1))
def local_conv2d(inputs,
kernel,
kernel_size,
strides,
output_shape,
data_format=None):
if data_format is None:
data_format = image_data_format()
if data_format not in {'channels_first', 'channels_last'}:
raise ValueError('Unknown data_format ' + str(data_format))
stride_row, stride_col = strides
output_row, output_col = output_shape
kernel_shape = int_shape(kernel)
_, feature_dim, filters = kernel_shape
xs = []
for i in range(output_row):
for j in range(output_col):
slice_row = slice(i * stride_row,
i * stride_row + kernel_size[0])
slice_col = slice(j * stride_col,
j * stride_col + kernel_size[1])
if data_format == 'channels_first':
xs.append(reshape(inputs[:, :, slice_row, slice_col],
(-1, 1, feature_dim)))
else:
xs.append(reshape(inputs[:, slice_row, slice_col, :],
(-1, 1, feature_dim)))
x_aggregate = concatenate(xs, axis=1)
# transpose kernel to put filters first
weight = permute_dimensions(kernel, (2, 0, 1))
# shape: batch, filters, output_length, input_length * kernel_size
output = x_aggregate * weight
# shape: batch, filters, output_length
output = sum(output, axis=3)
# shape: batch, filters, row, col
output = reshape(output,
(-1, filters, output_row, output_col))
if data_format == 'channels_last':
# shape: batch, row, col, filters
output = permute_dimensions(output, (0, 2, 3, 1))
return output
def reverse(x, axes):
if isinstance(axes, int):
axes = [axes]
cntk_axes = _normalize_axis(axes, x)
begin_index = [0 for _ in cntk_axes]
end_index = [0 for _ in cntk_axes]
strides = [-1 for _ in cntk_axes]
return C.slice(x, cntk_axes, begin_index, end_index, strides)
def _reshape_batch(x, shape):
# there is a bug in cntk 2.1's unpack_batch implementation
if hasattr(C, 'unpack_batch') and _get_cntk_version() >= 2.2:
const_a = C.unpack_batch(x)
const_a = C.reshape(const_a, shape)
return C.to_batch(const_a)
else:
return C.user_function(ReshapeBatch(x, shape[1:]))
def _get_cntk_version():
version = C.__version__
if version.endswith('+'):
version = version[:-1]
# for hot fix, ignore all the . except the first one.
if len(version) > 2 and version[1] == '.':
version = version[:2] + version[2:].replace('.', '')
try:
return float(version)
except:
warnings.warn(
'CNTK backend warning: CNTK version not detected. '
'Will using CNTK 2.0 GA as default.')
return float(2.0)
class ReshapeBatch(C.ops.functions.UserFunction):
def __init__(self, input, shape, name='reshape_with_batch'):
super(ReshapeBatch, self).__init__([input], as_numpy=False, name=name)
self.from_shape = input.shape
self.target_shape = shape
def infer_outputs(self):
batch_axis = C.Axis.default_batch_axis()
return [
C.output_variable(
self.target_shape,
self.inputs[0].dtype,
[batch_axis])]
def forward(self, arguments, device=None, outputs_to_retain=None):
num_element = arguments.shape()[0] * np.prod( | np.asarray(self.from_shape) | numpy.asarray |
#!/usr/bin/env python
# encoding: utf-8 -*-
"""
This module contains unit tests of the rmgpy.reaction module.
"""
import numpy
import unittest
from external.wip import work_in_progress
from rmgpy.species import Species, TransitionState
from rmgpy.reaction import Reaction
from rmgpy.statmech.translation import Translation, IdealGasTranslation
from rmgpy.statmech.rotation import Rotation, LinearRotor, NonlinearRotor, KRotor, SphericalTopRotor
from rmgpy.statmech.vibration import Vibration, HarmonicOscillator
from rmgpy.statmech.torsion import Torsion, HinderedRotor
from rmgpy.statmech.conformer import Conformer
from rmgpy.kinetics import Arrhenius
from rmgpy.thermo import Wilhoit
import rmgpy.constants as constants
################################################################################
class PseudoSpecies:
"""
Can be used in place of a :class:`rmg.species.Species` for isomorphism checks.
PseudoSpecies('a') is isomorphic with PseudoSpecies('A')
but nothing else.
"""
def __init__(self, label):
self.label = label
def __repr__(self):
return "PseudoSpecies('{0}')".format(self.label)
def __str__(self):
return self.label
def isIsomorphic(self, other):
return self.label.lower() == other.label.lower()
class TestReactionIsomorphism(unittest.TestCase):
"""
Contains unit tests of the isomorphism testing of the Reaction class.
"""
def makeReaction(self,reaction_string):
""""
Make a Reaction (containing PseudoSpecies) of from a string like 'Ab=CD'
"""
reactants, products = reaction_string.split('=')
reactants = [PseudoSpecies(i) for i in reactants]
products = [PseudoSpecies(i) for i in products]
return Reaction(reactants=reactants, products=products)
def test1to1(self):
r1 = self.makeReaction('A=B')
self.assertTrue(r1.isIsomorphic(self.makeReaction('a=B')))
self.assertTrue(r1.isIsomorphic(self.makeReaction('b=A')))
self.assertFalse(r1.isIsomorphic(self.makeReaction('B=a'),eitherDirection=False))
self.assertFalse(r1.isIsomorphic(self.makeReaction('A=C')))
self.assertFalse(r1.isIsomorphic(self.makeReaction('A=BB')))
def test1to2(self):
r1 = self.makeReaction('A=BC')
self.assertTrue(r1.isIsomorphic(self.makeReaction('a=Bc')))
self.assertTrue(r1.isIsomorphic(self.makeReaction('cb=a')))
self.assertTrue(r1.isIsomorphic(self.makeReaction('a=cb'),eitherDirection=False))
self.assertFalse(r1.isIsomorphic(self.makeReaction('bc=a'),eitherDirection=False))
self.assertFalse(r1.isIsomorphic(self.makeReaction('a=c')))
self.assertFalse(r1.isIsomorphic(self.makeReaction('ab=c')))
def test2to2(self):
r1 = self.makeReaction('AB=CD')
self.assertTrue(r1.isIsomorphic(self.makeReaction('ab=cd')))
self.assertTrue(r1.isIsomorphic(self.makeReaction('ab=dc'),eitherDirection=False))
self.assertTrue(r1.isIsomorphic(self.makeReaction('dc=ba')))
self.assertFalse(r1.isIsomorphic(self.makeReaction('cd=ab'),eitherDirection=False))
self.assertFalse(r1.isIsomorphic(self.makeReaction('ab=ab')))
self.assertFalse(r1.isIsomorphic(self.makeReaction('ab=cde')))
def test2to3(self):
r1 = self.makeReaction('AB=CDE')
self.assertTrue(r1.isIsomorphic(self.makeReaction('ab=cde')))
self.assertTrue(r1.isIsomorphic(self.makeReaction('ba=edc'),eitherDirection=False))
self.assertTrue(r1.isIsomorphic(self.makeReaction('dec=ba')))
self.assertFalse(r1.isIsomorphic(self.makeReaction('cde=ab'),eitherDirection=False))
self.assertFalse(r1.isIsomorphic(self.makeReaction('ab=abc')))
self.assertFalse(r1.isIsomorphic(self.makeReaction('abe=cde')))
class TestReaction(unittest.TestCase):
"""
Contains unit tests of the Reaction class.
"""
def setUp(self):
"""
A method that is called prior to each unit test in this class.
"""
ethylene = Species(
label = 'C2H4',
conformer = Conformer(
E0 = (44.7127, 'kJ/mol'),
modes = [
IdealGasTranslation(
mass = (28.0313, 'amu'),
),
NonlinearRotor(
inertia = (
[3.41526, 16.6498, 20.065],
'amu*angstrom^2',
),
symmetry = 4,
),
HarmonicOscillator(
frequencies = (
[828.397, 970.652, 977.223, 1052.93, 1233.55, 1367.56, 1465.09, 1672.25, 3098.46, 3111.7, 3165.79, 3193.54],
'cm^-1',
),
),
],
spinMultiplicity = 1,
opticalIsomers = 1,
),
)
hydrogen = Species(
label = 'H',
conformer = Conformer(
E0 = (211.794, 'kJ/mol'),
modes = [
IdealGasTranslation(
mass = (1.00783, 'amu'),
),
],
spinMultiplicity = 2,
opticalIsomers = 1,
),
)
ethyl = Species(
label = 'C2H5',
conformer = Conformer(
E0 = (111.603, 'kJ/mol'),
modes = [
IdealGasTranslation(
mass = (29.0391, 'amu'),
),
NonlinearRotor(
inertia = (
[4.8709, 22.2353, 23.9925],
'amu*angstrom^2',
),
symmetry = 1,
),
HarmonicOscillator(
frequencies = (
[482.224, 791.876, 974.355, 1051.48, 1183.21, 1361.36, 1448.65, 1455.07, 1465.48, 2688.22, 2954.51, 3033.39, 3101.54, 3204.73],
'cm^-1',
),
),
HinderedRotor(
inertia = (1.11481, 'amu*angstrom^2'),
symmetry = 6,
barrier = (0.244029, 'kJ/mol'),
semiclassical = None,
),
],
spinMultiplicity = 2,
opticalIsomers = 1,
),
)
TS = TransitionState(
label = 'TS',
conformer = Conformer(
E0 = (266.694, 'kJ/mol'),
modes = [
IdealGasTranslation(
mass = (29.0391, 'amu'),
),
NonlinearRotor(
inertia = (
[6.78512, 22.1437, 22.2114],
'amu*angstrom^2',
),
symmetry = 1,
),
HarmonicOscillator(
frequencies = (
[412.75, 415.206, 821.495, 924.44, 982.714, 1024.16, 1224.21, 1326.36, 1455.06, 1600.35, 3101.46, 3110.55, 3175.34, 3201.88],
'cm^-1',
),
),
],
spinMultiplicity = 2,
opticalIsomers = 1,
),
frequency = (-750.232, 'cm^-1'),
)
self.reaction = Reaction(
reactants = [hydrogen, ethylene],
products = [ethyl],
kinetics = Arrhenius(
A = (501366000.0, 'cm^3/(mol*s)'),
n = 1.637,
Ea = (4.32508, 'kJ/mol'),
T0 = (1, 'K'),
Tmin = (300, 'K'),
Tmax = (2500, 'K'),
),
transitionState = TS,
)
# CC(=O)O[O]
acetylperoxy = Species(
label='acetylperoxy',
thermo=Wilhoit(Cp0=(4.0*constants.R,"J/(mol*K)"), CpInf=(21.0*constants.R,"J/(mol*K)"), a0=-3.95, a1=9.26, a2=-15.6, a3=8.55, B=(500.0,"K"), H0=(-6.151e+04,"J/mol"), S0=(-790.2,"J/(mol*K)")),
)
# C[C]=O
acetyl = Species(
label='acetyl',
thermo=Wilhoit(Cp0=(4.0*constants.R,"J/(mol*K)"), CpInf=(15.5*constants.R,"J/(mol*K)"), a0=0.2541, a1=-0.4712, a2=-4.434, a3=2.25, B=(500.0,"K"), H0=(-1.439e+05,"J/mol"), S0=(-524.6,"J/(mol*K)")),
)
# [O][O]
oxygen = Species(
label='oxygen',
thermo=Wilhoit(Cp0=(3.5*constants.R,"J/(mol*K)"), CpInf=(4.5*constants.R,"J/(mol*K)"), a0=-0.9324, a1=26.18, a2=-70.47, a3=44.12, B=(500.0,"K"), H0=(1.453e+04,"J/mol"), S0=(-12.19,"J/(mol*K)")),
)
self.reaction2 = Reaction(
reactants=[acetyl, oxygen],
products=[acetylperoxy],
kinetics = Arrhenius(
A = (2.65e12, 'cm^3/(mol*s)'),
n = 0.0,
Ea = (0.0, 'kJ/mol'),
T0 = (1, 'K'),
Tmin = (300, 'K'),
Tmax = (2000, 'K'),
),
)
def testIsIsomerization(self):
"""
Test the Reaction.isIsomerization() method.
"""
isomerization = Reaction(reactants=[Species()], products=[Species()])
association = Reaction(reactants=[Species(),Species()], products=[Species()])
dissociation = Reaction(reactants=[Species()], products=[Species(),Species()])
bimolecular = Reaction(reactants=[Species(),Species()], products=[Species(),Species()])
self.assertTrue(isomerization.isIsomerization())
self.assertFalse(association.isIsomerization())
self.assertFalse(dissociation.isIsomerization())
self.assertFalse(bimolecular.isIsomerization())
def testIsAssociation(self):
"""
Test the Reaction.isAssociation() method.
"""
isomerization = Reaction(reactants=[Species()], products=[Species()])
association = Reaction(reactants=[Species(),Species()], products=[Species()])
dissociation = Reaction(reactants=[Species()], products=[Species(),Species()])
bimolecular = Reaction(reactants=[Species(),Species()], products=[Species(),Species()])
self.assertFalse(isomerization.isAssociation())
self.assertTrue(association.isAssociation())
self.assertFalse(dissociation.isAssociation())
self.assertFalse(bimolecular.isAssociation())
def testIsDissociation(self):
"""
Test the Reaction.isDissociation() method.
"""
isomerization = Reaction(reactants=[Species()], products=[Species()])
association = Reaction(reactants=[Species(),Species()], products=[Species()])
dissociation = Reaction(reactants=[Species()], products=[Species(),Species()])
bimolecular = Reaction(reactants=[Species(),Species()], products=[Species(),Species()])
self.assertFalse(isomerization.isDissociation())
self.assertFalse(association.isDissociation())
self.assertTrue(dissociation.isDissociation())
self.assertFalse(bimolecular.isDissociation())
def testHasTemplate(self):
"""
Test the Reaction.hasTemplate() method.
"""
reactants = self.reaction.reactants[:]
products = self.reaction.products[:]
self.assertTrue(self.reaction.hasTemplate(reactants, products))
self.assertTrue(self.reaction.hasTemplate(products, reactants))
self.assertFalse(self.reaction2.hasTemplate(reactants, products))
self.assertFalse(self.reaction2.hasTemplate(products, reactants))
reactants.reverse()
products.reverse()
self.assertTrue(self.reaction.hasTemplate(reactants, products))
self.assertTrue(self.reaction.hasTemplate(products, reactants))
self.assertFalse(self.reaction2.hasTemplate(reactants, products))
self.assertFalse(self.reaction2.hasTemplate(products, reactants))
reactants = self.reaction2.reactants[:]
products = self.reaction2.products[:]
self.assertFalse(self.reaction.hasTemplate(reactants, products))
self.assertFalse(self.reaction.hasTemplate(products, reactants))
self.assertTrue(self.reaction2.hasTemplate(reactants, products))
self.assertTrue(self.reaction2.hasTemplate(products, reactants))
reactants.reverse()
products.reverse()
self.assertFalse(self.reaction.hasTemplate(reactants, products))
self.assertFalse(self.reaction.hasTemplate(products, reactants))
self.assertTrue(self.reaction2.hasTemplate(reactants, products))
self.assertTrue(self.reaction2.hasTemplate(products, reactants))
def testEnthalpyOfReaction(self):
"""
Test the Reaction.getEnthalpyOfReaction() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
Hlist0 = [float(v) for v in ['-146007', '-145886', '-144195', '-141973', '-139633', '-137341', '-135155', '-133093', '-131150', '-129316']]
Hlist = self.reaction2.getEnthalpiesOfReaction(Tlist)
for i in range(len(Tlist)):
self.assertAlmostEqual(Hlist[i] / 1000., Hlist0[i] / 1000., 2)
def testEntropyOfReaction(self):
"""
Test the Reaction.getEntropyOfReaction() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
Slist0 = [float(v) for v in ['-156.793', '-156.872', '-153.504', '-150.317', '-147.707', '-145.616', '-143.93', '-142.552', '-141.407', '-140.441']]
Slist = self.reaction2.getEntropiesOfReaction(Tlist)
for i in range(len(Tlist)):
self.assertAlmostEqual(Slist[i], Slist0[i], 2)
def testFreeEnergyOfReaction(self):
"""
Test the Reaction.getFreeEnergyOfReaction() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
Glist0 = [float(v) for v in ['-114648', '-83137.2', '-52092.4', '-21719.3', '8073.53', '37398.1', '66346.8', '94990.6', '123383', '151565']]
Glist = self.reaction2.getFreeEnergiesOfReaction(Tlist)
for i in range(len(Tlist)):
self.assertAlmostEqual(Glist[i] / 1000., Glist0[i] / 1000., 2)
def testEquilibriumConstantKa(self):
"""
Test the Reaction.getEquilibriumConstant() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
Kalist0 = [float(v) for v in ['8.75951e+29', '7.1843e+10', '34272.7', '26.1877', '0.378696', '0.0235579', '0.00334673', '0.000792389', '0.000262777', '0.000110053']]
Kalist = self.reaction2.getEquilibriumConstants(Tlist, type='Ka')
for i in range(len(Tlist)):
self.assertAlmostEqual(Kalist[i] / Kalist0[i], 1.0, 4)
def testEquilibriumConstantKc(self):
"""
Test the Reaction.getEquilibriumConstant() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
Kclist0 = [float(v) for v in ['1.45661e+28', '2.38935e+09', '1709.76', '1.74189', '0.0314866', '0.00235045', '0.000389568', '0.000105413', '3.93273e-05', '1.83006e-05']]
Kclist = self.reaction2.getEquilibriumConstants(Tlist, type='Kc')
for i in range(len(Tlist)):
self.assertAlmostEqual(Kclist[i] / Kclist0[i], 1.0, 4)
def testEquilibriumConstantKp(self):
"""
Test the Reaction.getEquilibriumConstant() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
Kplist0 = [float(v) for v in ['8.75951e+24', '718430', '0.342727', '0.000261877', '3.78696e-06', '2.35579e-07', '3.34673e-08', '7.92389e-09', '2.62777e-09', '1.10053e-09']]
Kplist = self.reaction2.getEquilibriumConstants(Tlist, type='Kp')
for i in range(len(Tlist)):
self.assertAlmostEqual(Kplist[i] / Kplist0[i], 1.0, 4)
def testStoichiometricCoefficient(self):
"""
Test the Reaction.getStoichiometricCoefficient() method.
"""
for reactant in self.reaction.reactants:
self.assertEqual(self.reaction.getStoichiometricCoefficient(reactant), -1)
for product in self.reaction.products:
self.assertEqual(self.reaction.getStoichiometricCoefficient(product), 1)
for reactant in self.reaction2.reactants:
self.assertEqual(self.reaction.getStoichiometricCoefficient(reactant), 0)
for product in self.reaction2.products:
self.assertEqual(self.reaction.getStoichiometricCoefficient(product), 0)
def testRateCoefficient(self):
"""
Test the Reaction.getRateCoefficient() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
P = 1e5
for T in Tlist:
self.assertAlmostEqual(self.reaction.getRateCoefficient(T, P) / self.reaction.kinetics.getRateCoefficient(T), 1.0, 6)
def testGenerateReverseRateCoefficient(self):
"""
Test the Reaction.generateReverseRateCoefficient() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
P = 1e5
reverseKinetics = self.reaction2.generateReverseRateCoefficient()
for T in Tlist:
kr0 = self.reaction2.getRateCoefficient(T, P) / self.reaction2.getEquilibriumConstant(T)
kr = reverseKinetics.getRateCoefficient(T)
self.assertAlmostEqual(kr0 / kr, 1.0, 0)
def testGenerateReverseRateCoefficientArrhenius(self):
"""
Test the Reaction.generateReverseRateCoefficient() method works for the Arrhenius format.
"""
original_kinetics = Arrhenius(
A = (2.65e12, 'cm^3/(mol*s)'),
n = 0.0,
Ea = (0.0, 'kJ/mol'),
T0 = (1, 'K'),
Tmin = (300, 'K'),
Tmax = (2000, 'K'),
)
self.reaction2.kinetics = original_kinetics
reverseKinetics = self.reaction2.generateReverseRateCoefficient()
self.reaction2.kinetics = reverseKinetics
# reverse reactants, products to ensure Keq is correctly computed
self.reaction2.reactants, self.reaction2.products = self.reaction2.products, self.reaction2.reactants
reversereverseKinetics = self.reaction2.generateReverseRateCoefficient()
# check that reverting the reverse yields the original
Tlist = numpy.arange(original_kinetics.Tmin.value_si, original_kinetics.Tmax.value_si, 200.0, numpy.float64)
P = 1e5
for T in Tlist:
korig = original_kinetics.getRateCoefficient(T, P)
krevrev = reversereverseKinetics.getRateCoefficient(T, P)
self.assertAlmostEqual(korig / krevrev, 1.0, 0)
@work_in_progress
def testGenerateReverseRateCoefficientArrheniusEP(self):
"""
Test the Reaction.generateReverseRateCoefficient() method works for the ArrheniusEP format.
"""
from rmgpy.kinetics import ArrheniusEP
original_kinetics = ArrheniusEP(
A = (2.65e12, 'cm^3/(mol*s)'),
n = 0.0,
alpha = 0.5,
E0 = (41.84, 'kJ/mol'),
Tmin = (300, 'K'),
Tmax = (2000, 'K'),
)
self.reaction2.kinetics = original_kinetics
reverseKinetics = self.reaction2.generateReverseRateCoefficient()
self.reaction2.kinetics = reverseKinetics
# reverse reactants, products to ensure Keq is correctly computed
self.reaction2.reactants, self.reaction2.products = self.reaction2.products, self.reaction2.reactants
reversereverseKinetics = self.reaction2.generateReverseRateCoefficient()
# check that reverting the reverse yields the original
Tlist = numpy.arange(original_kinetics.Tmin, original_kinetics.Tmax, 200.0, numpy.float64)
P = 1e5
for T in Tlist:
korig = original_kinetics.getRateCoefficient(T, P)
krevrev = reversereverseKinetics.getRateCoefficient(T, P)
self.assertAlmostEqual(korig / krevrev, 1.0, 0)
def testGenerateReverseRateCoefficientPDepArrhenius(self):
"""
Test the Reaction.generateReverseRateCoefficient() method works for the PDepArrhenius format.
"""
from rmgpy.kinetics import PDepArrhenius
arrhenius0 = Arrhenius(
A = (1.0e6,"s^-1"),
n = 1.0,
Ea = (10.0,"kJ/mol"),
T0 = (300.0,"K"),
Tmin = (300.0,"K"),
Tmax = (2000.0,"K"),
comment = """This data is completely made up""",
)
arrhenius1 = Arrhenius(
A = (1.0e12,"s^-1"),
n = 1.0,
Ea = (20.0,"kJ/mol"),
T0 = (300.0,"K"),
Tmin = (300.0,"K"),
Tmax = (2000.0,"K"),
comment = """This data is completely made up""",
)
pressures = numpy.array([0.1, 10.0])
arrhenius = [arrhenius0, arrhenius1]
Tmin = 300.0
Tmax = 2000.0
Pmin = 0.1
Pmax = 10.0
comment = """This data is completely made up"""
original_kinetics = PDepArrhenius(
pressures = (pressures,"bar"),
arrhenius = arrhenius,
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
Pmin = (Pmin,"bar"),
Pmax = (Pmax,"bar"),
comment = comment,
)
self.reaction2.kinetics = original_kinetics
reverseKinetics = self.reaction2.generateReverseRateCoefficient()
self.reaction2.kinetics = reverseKinetics
# reverse reactants, products to ensure Keq is correctly computed
self.reaction2.reactants, self.reaction2.products = self.reaction2.products, self.reaction2.reactants
reversereverseKinetics = self.reaction2.generateReverseRateCoefficient()
# check that reverting the reverse yields the original
Tlist = numpy.arange(Tmin, Tmax, 200.0, numpy.float64)
P = 1e5
for T in Tlist:
korig = original_kinetics.getRateCoefficient(T, P)
krevrev = reversereverseKinetics.getRateCoefficient(T, P)
self.assertAlmostEqual(korig / krevrev, 1.0, 0)
def testGenerateReverseRateCoefficientMultiArrhenius(self):
"""
Test the Reaction.generateReverseRateCoefficient() method works for the MultiArrhenius format.
"""
from rmgpy.kinetics import MultiArrhenius
pressures = numpy.array([0.1, 10.0])
Tmin = 300.0
Tmax = 2000.0
Pmin = 0.1
Pmax = 10.0
comment = """This data is completely made up"""
arrhenius = [
Arrhenius(
A = (9.3e-14,"cm^3/(molecule*s)"),
n = 0.0,
Ea = (4740*constants.R*0.001,"kJ/mol"),
T0 = (1,"K"),
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
comment = comment,
),
Arrhenius(
A = (1.4e-9,"cm^3/(molecule*s)"),
n = 0.0,
Ea = (11200*constants.R*0.001,"kJ/mol"),
T0 = (1,"K"),
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
comment = comment,
),
]
original_kinetics = MultiArrhenius(
arrhenius = arrhenius,
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
comment = comment,
)
self.reaction2.kinetics = original_kinetics
reverseKinetics = self.reaction2.generateReverseRateCoefficient()
self.reaction2.kinetics = reverseKinetics
# reverse reactants, products to ensure Keq is correctly computed
self.reaction2.reactants, self.reaction2.products = self.reaction2.products, self.reaction2.reactants
reversereverseKinetics = self.reaction2.generateReverseRateCoefficient()
# check that reverting the reverse yields the original
Tlist = numpy.arange(Tmin, Tmax, 200.0, numpy.float64)
P = 1e5
for T in Tlist:
korig = original_kinetics.getRateCoefficient(T, P)
krevrev = reversereverseKinetics.getRateCoefficient(T, P)
self.assertAlmostEqual(korig / krevrev, 1.0, 0)
def testGenerateReverseRateCoefficientMultiPDepArrhenius(self):
"""
Test the Reaction.generateReverseRateCoefficient() method works for the MultiPDepArrhenius format.
"""
from rmgpy.kinetics import PDepArrhenius, MultiPDepArrhenius
Tmin = 350.
Tmax = 1500.
Pmin = 1e-1
Pmax = 1e1
pressures = | numpy.array([1e-1,1e1]) | numpy.array |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), | np.linspace(-2, 2, 101) | numpy.linspace |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * | np.ones_like(max_dash_1) | numpy.ones_like |
# pvtrace is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 3 of the License, or
# (at your option) any later version.
#
# pvtrace is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
import numpy as np
from external.transformations import translation_matrix, rotation_matrix
import external.transformations as tf
from Trace import Photon
from Geometry import Box, Cylinder, FinitePlane, transform_point, transform_direction, rotation_matrix_from_vector_alignment, norm
from Materials import Spectrum
def random_spherecial_vector():
# This method of calculating isotropic vectors is taken from GNU Scientific Library
LOOP = True
while LOOP:
x = -1. + 2. * np.random.uniform()
y = -1. + 2. * np.random.uniform()
s = x**2 + y**2
if s <= 1.0:
LOOP = False
z = -1. + 2. * s
a = 2 * np.sqrt(1 - s)
x = a * x
y = a * y
return np.array([x,y,z])
class SimpleSource(object):
"""A light source that will generate photons of a single colour, direction and position."""
def __init__(self, position=[0,0,0], direction=[0,0,1], wavelength=555, use_random_polarisation=False):
super(SimpleSource, self).__init__()
self.position = position
self.direction = direction
self.wavelength = wavelength
self.use_random_polarisation = use_random_polarisation
self.throw = 0
self.source_id = "SimpleSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.position = np.array(self.position)
photon.direction = np.array(self.direction)
photon.active = True
photon.wavelength = self.wavelength
# If use_polarisation is set generate a random polarisation vector of the photon
if self.use_random_polarisation:
# Randomise rotation angle around xy-plane, the transform from +z to the direction of the photon
vec = random_spherecial_vector()
vec[2] = 0.
vec = norm(vec)
R = rotation_matrix_from_vector_alignment(self.direction, [0,0,1])
photon.polarisation = transform_direction(vec, R)
else:
photon.polarisation = None
photon.id = self.throw
self.throw = self.throw + 1
return photon
class Laser(object):
"""A light source that will generate photons of a single colour, direction and position."""
def __init__(self, position=[0,0,0], direction=[0,0,1], wavelength=555, polarisation=None):
super(Laser, self).__init__()
self.position = np.array(position)
self.direction = np.array(direction)
self.wavelength = wavelength
assert polarisation != None, "Polarisation of the Laser is not set."
self.polarisation = np.array(polarisation)
self.throw = 0
self.source_id = "LaserSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.position = np.array(self.position)
photon.direction = np.array(self.direction)
photon.active = True
photon.wavelength = self.wavelength
photon.polarisation = self.polarisation
photon.id = self.throw
self.throw = self.throw + 1
return photon
class PlanarSource(object):
"""A box that emits photons from the top surface (normal), sampled from the spectrum."""
def __init__(self, spectrum=None, wavelength=555, direction=(0,0,1), length=0.05, width=0.05):
super(PlanarSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.plane = FinitePlane(length=length, width=width)
self.length = length
self.width = width
# direction is the direction that photons are fired out of the plane in the GLOBAL FRAME.
# i.e. this is passed directly to the photon to set is's direction
self.direction = direction
self.throw = 0
self.source_id = "PlanarSource_" + str(id(self))
def translate(self, translation):
self.plane.append_transform(tf.translation_matrix(translation))
def rotate(self, angle, axis):
self.plane.append_transform(tf.rotation_matrix(angle, axis))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Create a point which is on the surface of the finite plane in it's local frame
x = np.random.uniform(0., self.length)
y = np.random.uniform(0., self.width)
local_point = (x, y, 0.)
# Transform the direciton
photon.position = transform_point(local_point, self.plane.transform)
photon.direction = self.direction
photon.active = True
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
return photon
class LensSource(object):
"""
A source where photons generated in a plane are focused on a line with space tolerance given by variable "focussize".
The focus line should be perpendicular to the plane normal and aligned with the z-axis.
"""
def __init__(self, spectrum = None, wavelength = 555, linepoint=(0,0,0), linedirection=(0,0,1), focussize = 0, planeorigin = (-1,-1,-1), planeextent = (-1,1,1)):
super(LensSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.planeorigin = planeorigin
self.planeextent = planeextent
self.linepoint = np.array(linepoint)
self.linedirection = np.array(linedirection)
self.focussize = focussize
self.throw = 0
self.source_id = "LensSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Position
x = np.random.uniform(self.planeorigin[0],self.planeextent[0])
y = np.random.uniform(self.planeorigin[1],self.planeextent[1])
z = np.random.uniform(self.planeorigin[2],self.planeextent[2])
photon.position = np.array((x,y,z))
# Direction
focuspoint = np.array((0.,0.,0.))
focuspoint[0] = self.linepoint[0] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[1] = self.linepoint[1] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[2] = photon.position[2]
direction = focuspoint - photon.position
modulus = (direction[0]**2+direction[1]**2+direction[2]**2)**0.5
photon.direction = direction/modulus
# Wavelength
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
return photon
class LensSourceAngle(object):
"""
A source where photons generated in a plane are focused on a line with space tolerance given by variable "focussize".
The focus line should be perpendicular to the plane normal and aligned with the z-axis.
For this lense an additional z-boost is added (Angle of incidence in z-direction).
"""
def __init__(self, spectrum = None, wavelength = 555, linepoint=(0,0,0), linedirection=(0,0,1), angle = 0, focussize = 0, planeorigin = (-1,-1,-1), planeextent = (-1,1,1)):
super(LensSourceAngle, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.planeorigin = planeorigin
self.planeextent = planeextent
self.linepoint = np.array(linepoint)
self.linedirection = np.array(linedirection)
self.focussize = focussize
self.angle = angle
self.throw = 0
self.source_id = "LensSourceAngle_" + str(id(self))
def photon(self):
photon = Photon()
photon.id = self.throw
self.throw = self.throw + 1
# Position
x = np.random.uniform(self.planeorigin[0],self.planeextent[0])
y = np.random.uniform(self.planeorigin[1],self.planeextent[1])
boost = y*np.tan(self.angle)
z = np.random.uniform(self.planeorigin[2],self.planeextent[2]) - boost
photon.position = np.array((x,y,z))
# Direction
focuspoint = np.array((0.,0.,0.))
focuspoint[0] = self.linepoint[0] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[1] = self.linepoint[1] + np.random.uniform(-self.focussize,self.focussize)
focuspoint[2] = photon.position[2] + boost
direction = focuspoint - photon.position
modulus = (direction[0]**2+direction[1]**2+direction[2]**2)**0.5
photon.direction = direction/modulus
# Wavelength
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
return photon
class CylindricalSource(object):
"""
A source for photons emitted in a random direction and position inside a cylinder(radius, length)
"""
def __init__(self, spectrum = None, wavelength = 555, radius = 1, length = 10):
super(CylindricalSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.shape = Cylinder(radius = radius, length = length)
self.radius = radius
self.length = length
self.throw = 0
self.source_id = "CylindricalSource_" + str(id(self))
def translate(self, translation):
self.shape.append_transform(tf.translation_matrix(translation))
def rotate(self, angle, axis):
self.shape.append_transform(tf.rotation_matrix(angle, axis))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
# Position of emission
phi = np.random.uniform(0., 2*np.pi)
r = np.random.uniform(0.,self.radius)
x = r*np.cos(phi)
y = r*np.sin(phi)
z = np.random.uniform(0.,self.length)
local_center = (x,y,z)
photon.position = transform_point(local_center, self.shape.transform)
# Direction of emission (no need to transform if meant to be isotropic)
phi = np.random.uniform(0.,2*np.pi)
theta = np.random.uniform(0.,np.pi)
x = np.cos(phi)*np.sin(theta)
y = np.sin(phi)*np.sin(theta)
z = np.cos(theta)
local_direction = (x,y,z)
photon.direction = local_direction
# Set wavelength of photon
if self.spectrum != None:
photon.wavelength = self.spectrum.wavelength_at_probability(np.random.uniform())
else:
photon.wavelength = self.wavelength
# Further initialisation
photon.active = True
return photon
class PointSource(object):
"""
A point source that emits randomly in solid angle specified by phimin, ..., thetamax
"""
def __init__(self, spectrum = None, wavelength = 555, center = (0.,0.,0.), phimin = 0, phimax = 2*np.pi, thetamin = 0, thetamax = np.pi):
super(PointSource, self).__init__()
self.spectrum = spectrum
self.wavelength = wavelength
self.center = center
self.phimin = phimin
self.phimax = phimax
self.thetamin = thetamin
self.thetamax = thetamax
self.throw = 0
self.source_id = "PointSource_" + str(id(self))
def photon(self):
photon = Photon()
photon.source = self.source_id
photon.id = self.throw
self.throw = self.throw + 1
phi = np.random.uniform(self.phimin, self.phimax)
theta = np.random.uniform(self.thetamin, self.thetamax)
x = np.cos(phi)* | np.sin(theta) | numpy.sin |
import gym
import numpy as np
from itertools import product
import matplotlib.pyplot as plt
def print_policy(Q, env):
""" This is a helper function to print a nice policy from the Q function"""
moves = [u'←', u'↓',u'→', u'↑']
if not hasattr(env, 'desc'):
env = env.env
dims = env.desc.shape
policy = np.chararray(dims, unicode=True)
policy[:] = ' '
for s in range(len(Q)):
idx = np.unravel_index(s, dims)
policy[idx] = moves[np.argmax(Q[s])]
if env.desc[idx] in ['H', 'G']:
policy[idx] = u'·'
print('\n'.join([''.join([u'{:2}'.format(item) for item in row])
for row in policy]))
def plot_V(Q, env):
""" This is a helper function to plot the state values from the Q function"""
fig = plt.figure()
if not hasattr(env, 'desc'):
env = env.env
dims = env.desc.shape
V = np.zeros(dims)
for s in range(len(Q)):
idx = np.unravel_index(s, dims)
V[idx] = np.max(Q[s])
if env.desc[idx] in ['H', 'G']:
V[idx] = 0.
plt.imshow(V, origin='upper',
extent=[0,dims[0],0,dims[1]], vmin=.0, vmax=.6,
cmap=plt.cm.RdYlGn, interpolation='none')
for x, y in product(range(dims[0]), range(dims[1])):
plt.text(y+0.5, dims[0]-x-0.5, '{:.3f}'.format(V[x,y]),
horizontalalignment='center',
verticalalignment='center')
plt.xticks([])
plt.yticks([])
def plot_Q(Q, env):
""" This is a helper function to plot the Q function """
from matplotlib import colors, patches
fig = plt.figure()
ax = fig.gca()
if not hasattr(env, 'desc'):
env = env.env
dims = env.desc.shape
up = np.array([[0, 1], [0.5, 0.5], [1,1]])
down = np.array([[0, 0], [0.5, 0.5], [1,0]])
left = np.array([[0, 0], [0.5, 0.5], [0,1]])
right = np.array([[1, 0], [0.5, 0.5], [1,1]])
tri = [left, down, right, up]
pos = [[0.2, 0.5], [0.5, 0.2], [0.8, 0.5], [0.5, 0.8]]
cmap = plt.cm.RdYlGn
norm = colors.Normalize(vmin=.0,vmax=.6)
ax.imshow(np.zeros(dims), origin='upper', extent=[0,dims[0],0,dims[1]], vmin=.0, vmax=.6, cmap=cmap)
ax.grid(which='major', color='black', linestyle='-', linewidth=2)
for s in range(len(Q)):
idx = np.unravel_index(s, dims)
x, y = idx
if env.desc[idx] in ['H', 'G']:
ax.add_patch(patches.Rectangle((y, 3-x), 1, 1, color=cmap(.0)))
plt.text(y+0.5, dims[0]-x-0.5, '{:.2f}'.format(.0),
horizontalalignment='center',
verticalalignment='center')
continue
for a in range(len(tri)):
ax.add_patch(patches.Polygon(tri[a] + | np.array([y, 3-x]) | numpy.array |
"""Routines for numerical differentiation."""
from __future__ import division
import numpy as np
from numpy.linalg import norm
from scipy.sparse.linalg import LinearOperator
from ..sparse import issparse, csc_matrix, csr_matrix, coo_matrix, find
from ._group_columns import group_dense, group_sparse
EPS = np.finfo(np.float64).eps
def _adjust_scheme_to_bounds(x0, h, num_steps, scheme, lb, ub):
"""Adjust final difference scheme to the presence of bounds.
Parameters
----------
x0 : ndarray, shape (n,)
Point at which we wish to estimate derivative.
h : ndarray, shape (n,)
Desired finite difference steps.
num_steps : int
Number of `h` steps in one direction required to implement finite
difference scheme. For example, 2 means that we need to evaluate
f(x0 + 2 * h) or f(x0 - 2 * h)
scheme : {'1-sided', '2-sided'}
Whether steps in one or both directions are required. In other
words '1-sided' applies to forward and backward schemes, '2-sided'
applies to center schemes.
lb : ndarray, shape (n,)
Lower bounds on independent variables.
ub : ndarray, shape (n,)
Upper bounds on independent variables.
Returns
-------
h_adjusted : ndarray, shape (n,)
Adjusted step sizes. Step size decreases only if a sign flip or
switching to one-sided scheme doesn't allow to take a full step.
use_one_sided : ndarray of bool, shape (n,)
Whether to switch to one-sided scheme. Informative only for
``scheme='2-sided'``.
"""
if scheme == '1-sided':
use_one_sided = np.ones_like(h, dtype=bool)
elif scheme == '2-sided':
h = np.abs(h)
use_one_sided = np.zeros_like(h, dtype=bool)
else:
raise ValueError("`scheme` must be '1-sided' or '2-sided'.")
if np.all((lb == -np.inf) & (ub == np.inf)):
return h, use_one_sided
h_total = h * num_steps
h_adjusted = h.copy()
lower_dist = x0 - lb
upper_dist = ub - x0
if scheme == '1-sided':
x = x0 + h_total
violated = (x < lb) | (x > ub)
fitting = np.abs(h_total) <= np.maximum(lower_dist, upper_dist)
h_adjusted[violated & fitting] *= -1
forward = (upper_dist >= lower_dist) & ~fitting
h_adjusted[forward] = upper_dist[forward] / num_steps
backward = (upper_dist < lower_dist) & ~fitting
h_adjusted[backward] = -lower_dist[backward] / num_steps
elif scheme == '2-sided':
central = (lower_dist >= h_total) & (upper_dist >= h_total)
forward = (upper_dist >= lower_dist) & ~central
h_adjusted[forward] = np.minimum(
h[forward], 0.5 * upper_dist[forward] / num_steps)
use_one_sided[forward] = True
backward = (upper_dist < lower_dist) & ~central
h_adjusted[backward] = -np.minimum(
h[backward], 0.5 * lower_dist[backward] / num_steps)
use_one_sided[backward] = True
min_dist = np.minimum(upper_dist, lower_dist) / num_steps
adjusted_central = (~central & (np.abs(h_adjusted) <= min_dist))
h_adjusted[adjusted_central] = min_dist[adjusted_central]
use_one_sided[adjusted_central] = False
return h_adjusted, use_one_sided
relative_step = {"2-point": EPS**0.5,
"3-point": EPS**(1/3),
"cs": EPS**0.5}
def _compute_absolute_step(rel_step, x0, method):
if rel_step is None:
rel_step = relative_step[method]
sign_x0 = (x0 >= 0).astype(float) * 2 - 1
return rel_step * sign_x0 * np.maximum(1.0, np.abs(x0))
def _prepare_bounds(bounds, x0):
lb, ub = [np.asarray(b, dtype=float) for b in bounds]
if lb.ndim == 0:
lb = np.resize(lb, x0.shape)
if ub.ndim == 0:
ub = np.resize(ub, x0.shape)
return lb, ub
def group_columns(A, order=0):
"""Group columns of a 2-D matrix for sparse finite differencing [1]_.
Two columns are in the same group if in each row at least one of them
has zero. A greedy sequential algorithm is used to construct groups.
Parameters
----------
A : array_like or sparse matrix, shape (m, n)
Matrix of which to group columns.
order : int, iterable of int with shape (n,) or None
Permutation array which defines the order of columns enumeration.
If int or None, a random permutation is used with `order` used as
a random seed. Default is 0, that is use a random permutation but
guarantee repeatability.
Returns
-------
groups : ndarray of int, shape (n,)
Contains values from 0 to n_groups-1, where n_groups is the number
of found groups. Each value ``groups[i]`` is an index of a group to
which ith column assigned. The procedure was helpful only if
n_groups is significantly less than n.
References
----------
.. [1] <NAME>, <NAME>, and <NAME>, "On the estimation of
sparse Jacobian matrices", Journal of the Institute of Mathematics
and its Applications, 13 (1974), pp. 117-120.
"""
if issparse(A):
A = csc_matrix(A)
else:
A = np.atleast_2d(A)
A = (A != 0).astype(np.int32)
if A.ndim != 2:
raise ValueError("`A` must be 2-dimensional.")
m, n = A.shape
if order is None or np.isscalar(order):
rng = np.random.RandomState(order)
order = rng.permutation(n)
else:
order = np.asarray(order)
if order.shape != (n,):
raise ValueError("`order` has incorrect shape.")
A = A[:, order]
if issparse(A):
groups = group_sparse(m, n, A.indices, A.indptr)
else:
groups = group_dense(m, n, A)
groups[order] = groups.copy()
return groups
def approx_derivative(fun, x0, method='3-point', rel_step=None, f0=None,
bounds=(-np.inf, np.inf), sparsity=None,
as_linear_operator=False, args=(), kwargs={}):
"""Compute finite difference approximation of the derivatives of a
vector-valued function.
If a function maps from R^n to R^m, its derivatives form m-by-n matrix
called the Jacobian, where an element (i, j) is a partial derivative of
f[i] with respect to x[j].
Parameters
----------
fun : callable
Function of which to estimate the derivatives. The argument x
passed to this function is ndarray of shape (n,) (never a scalar
even if n=1). It must return 1-D array_like of shape (m,) or a scalar.
x0 : array_like of shape (n,) or float
Point at which to estimate the derivatives. Float will be converted
to a 1-D array.
method : {'3-point', '2-point', 'cs'}, optional
Finite difference method to use:
- '2-point' - use the first order accuracy forward or backward
difference.
- '3-point' - use central difference in interior points and the
second order accuracy forward or backward difference
near the boundary.
- 'cs' - use a complex-step finite difference scheme. This assumes
that the user function is real-valued and can be
analytically continued to the complex plane. Otherwise,
produces bogus results.
rel_step : None or array_like, optional
Relative step size to use. The absolute step size is computed as
``h = rel_step * sign(x0) * max(1, abs(x0))``, possibly adjusted to
fit into the bounds. For ``method='3-point'`` the sign of `h` is
ignored. If None (default) then step is selected automatically,
see Notes.
f0 : None or array_like, optional
If not None it is assumed to be equal to ``fun(x0)``, in this case
the ``fun(x0)`` is not called. Default is None.
bounds : tuple of array_like, optional
Lower and upper bounds on independent variables. Defaults to no bounds.
Each bound must match the size of `x0` or be a scalar, in the latter
case the bound will be the same for all variables. Use it to limit the
range of function evaluation. Bounds checking is not implemented
when `as_linear_operator` is True.
sparsity : {None, array_like, sparse matrix, 2-tuple}, optional
Defines a sparsity structure of the Jacobian matrix. If the Jacobian
matrix is known to have only few non-zero elements in each row, then
it's possible to estimate its several columns by a single function
evaluation [3]_. To perform such economic computations two ingredients
are required:
* structure : array_like or sparse matrix of shape (m, n). A zero
element means that a corresponding element of the Jacobian
identically equals to zero.
* groups : array_like of shape (n,). A column grouping for a given
sparsity structure, use `group_columns` to obtain it.
A single array or a sparse matrix is interpreted as a sparsity
structure, and groups are computed inside the function. A tuple is
interpreted as (structure, groups). If None (default), a standard
dense differencing will be used.
Note, that sparse differencing makes sense only for large Jacobian
matrices where each row contains few non-zero elements.
as_linear_operator : bool, optional
When True the function returns an `scipy.sparse.linalg.LinearOperator`.
Otherwise it returns a dense array or a sparse matrix depending on
`sparsity`. The linear operator provides an efficient way of computing
``J.dot(p)`` for any vector ``p`` of shape (n,), but does not allow
direct access to individual elements of the matrix. By default
`as_linear_operator` is False.
args, kwargs : tuple and dict, optional
Additional arguments passed to `fun`. Both empty by default.
The calling signature is ``fun(x, *args, **kwargs)``.
Returns
-------
J : {ndarray, sparse matrix, LinearOperator}
Finite difference approximation of the Jacobian matrix.
If `as_linear_operator` is True returns a LinearOperator
with shape (m, n). Otherwise it returns a dense array or sparse
matrix depending on how `sparsity` is defined. If `sparsity`
is None then a ndarray with shape (m, n) is returned. If
`sparsity` is not None returns a csr_matrix with shape (m, n).
For sparse matrices and linear operators it is always returned as
a 2-D structure, for ndarrays, if m=1 it is returned
as a 1-D gradient array with shape (n,).
See Also
--------
check_derivative : Check correctness of a function computing derivatives.
Notes
-----
If `rel_step` is not provided, it assigned to ``EPS**(1/s)``, where EPS is
machine epsilon for float64 numbers, s=2 for '2-point' method and s=3 for
'3-point' method. Such relative step approximately minimizes a sum of
truncation and round-off errors, see [1]_.
A finite difference scheme for '3-point' method is selected automatically.
The well-known central difference scheme is used for points sufficiently
far from the boundary, and 3-point forward or backward scheme is used for
points near the boundary. Both schemes have the second-order accuracy in
terms of Taylor expansion. Refer to [2]_ for the formulas of 3-point
forward and backward difference schemes.
For dense differencing when m=1 Jacobian is returned with a shape (n,),
on the other hand when n=1 Jacobian is returned with a shape (m, 1).
Our motivation is the following: a) It handles a case of gradient
computation (m=1) in a conventional way. b) It clearly separates these two
different cases. b) In all cases np.atleast_2d can be called to get 2-D
Jacobian with correct dimensions.
References
----------
.. [1] W. H. Press et. al. "Numerical Recipes. The Art of Scientific
Computing. 3rd edition", sec. 5.7.
.. [2] <NAME>, <NAME>, and <NAME>, "On the estimation of
sparse Jacobian matrices", Journal of the Institute of Mathematics
and its Applications, 13 (1974), pp. 117-120.
.. [3] <NAME>, "Generation of Finite Difference Formulas on
Arbitrarily Spaced Grids", Mathematics of Computation 51, 1988.
Examples
--------
>>> import numpy as np
>>> from scipy.optimize import approx_derivative
>>>
>>> def f(x, c1, c2):
... return np.array([x[0] * np.sin(c1 * x[1]),
... x[0] * np.cos(c2 * x[1])])
...
>>> x0 = np.array([1.0, 0.5 * np.pi])
>>> approx_derivative(f, x0, args=(1, 2))
array([[ 1., 0.],
[-1., 0.]])
Bounds can be used to limit the region of function evaluation.
In the example below we compute left and right derivative at point 1.0.
>>> def g(x):
... return x**2 if x >= 1 else x
...
>>> x0 = 1.0
>>> approx_derivative(g, x0, bounds=(-np.inf, 1.0))
array([ 1.])
>>> approx_derivative(g, x0, bounds=(1.0, np.inf))
array([ 2.])
"""
if method not in ['2-point', '3-point', 'cs']:
raise ValueError("Unknown method '%s'. " % method)
x0 = | np.atleast_1d(x0) | numpy.atleast_1d |
'''
<NAME>
set up :2020-1-9
intergrate img and label into one file
-- fiducial1024_v1
'''
import argparse
import sys, os
import pickle
import random
import collections
import json
import numpy as np
import scipy.io as io
import scipy.misc as m
import matplotlib.pyplot as plt
import glob
import math
import time
import threading
import multiprocessing as mp
from multiprocessing import Pool
import re
import cv2
# sys.path.append('/lustre/home/gwxie/hope/project/dewarp/datasets/') # /lustre/home/gwxie/program/project/unwarp/perturbed_imgaes/GAN
import utils
def getDatasets(dir):
return os.listdir(dir)
class perturbed(utils.BasePerturbed):
def __init__(self, path, bg_path, save_path, save_suffix):
self.path = path
self.bg_path = bg_path
self.save_path = save_path
self.save_suffix = save_suffix
def save_img(self, m, n, fold_curve='fold', repeat_time=4, fiducial_points = 16, relativeShift_position='relativeShift_v2'):
origin_img = cv2.imread(self.path, flags=cv2.IMREAD_COLOR)
save_img_shape = [512*2, 480*2] # 320
# reduce_value = np.random.choice([2**4, 2**5, 2**6, 2**7, 2**8], p=[0.01, 0.1, 0.4, 0.39, 0.1])
reduce_value = np.random.choice([2*2, 4*2, 8*2, 16*2, 24*2, 32*2, 40*2, 48*2], p=[0.02, 0.18, 0.2, 0.3, 0.1, 0.1, 0.08, 0.02])
# reduce_value = np.random.choice([8*2, 16*2, 24*2, 32*2, 40*2, 48*2], p=[0.01, 0.02, 0.2, 0.4, 0.19, 0.18])
# reduce_value = np.random.choice([16, 24, 32, 40, 48, 64], p=[0.01, 0.1, 0.2, 0.4, 0.2, 0.09])
base_img_shrink = save_img_shape[0] - reduce_value
# enlarge_img_shrink = [1024, 768]
# enlarge_img_shrink = [896, 672] # 420
enlarge_img_shrink = [512*4, 480*4] # 420
# enlarge_img_shrink = [896*2, 768*2] # 420
# enlarge_img_shrink = [896, 768] # 420
# enlarge_img_shrink = [768, 576] # 420
# enlarge_img_shrink = [640, 480] # 420
''''''
im_lr = origin_img.shape[0]
im_ud = origin_img.shape[1]
reduce_value_v2 = np.random.choice([2*2, 4*2, 8*2, 16*2, 24*2, 28*2, 32*2, 48*2], p=[0.02, 0.18, 0.2, 0.2, 0.1, 0.1, 0.1, 0.1])
# reduce_value_v2 = np.random.choice([16, 24, 28, 32, 48, 64], p=[0.01, 0.1, 0.2, 0.3, 0.25, 0.14])
if im_lr > im_ud:
im_ud = min(int(im_ud / im_lr * base_img_shrink), save_img_shape[1] - reduce_value_v2)
im_lr = save_img_shape[0] - reduce_value
else:
base_img_shrink = save_img_shape[1] - reduce_value
im_lr = min(int(im_lr / im_ud * base_img_shrink), save_img_shape[0] - reduce_value_v2)
im_ud = base_img_shrink
if round(im_lr / im_ud, 2) < 0.5 or round(im_ud / im_lr, 2) < 0.5:
repeat_time = min(repeat_time, 8)
edge_padding = 3
im_lr -= im_lr % (fiducial_points-1) - (2*edge_padding) # im_lr % (fiducial_points-1) - 1
im_ud -= im_ud % (fiducial_points-1) - (2*edge_padding) # im_ud % (fiducial_points-1) - 1
im_hight = | np.linspace(edge_padding, im_lr - edge_padding, fiducial_points, dtype=np.int64) | numpy.linspace |
import numpy as np
import cv2
import os
import json
import glob
from PIL import Image, ImageDraw
plate_diameter = 25 #cm
plate_depth = 1.5 #cm
plate_thickness = 0.2 #cm
def Max(x, y):
if (x >= y):
return x
else:
return y
def polygons_to_mask(img_shape, polygons):
mask = np.zeros(img_shape, dtype=np.uint8)
mask = Image.fromarray(mask)
xy = list(map(tuple, polygons))
ImageDraw.Draw(mask).polygon(xy=xy, outline=1, fill=1)
mask = np.array(mask, dtype=bool)
return mask
def mask2box(mask):
index = np.argwhere(mask == 1)
rows = index[:, 0]
clos = index[:, 1]
left_top_r = | np.min(rows) | numpy.min |
from __future__ import print_function
import numpy as np
import matplotlib.pyplot as plt
class TwoLayerNet(object):
"""
A two-layer fully-connected neural network. The net has an input dimension
of N, a hidden layer dimension of H, and performs classification over C
classes.
We train the network with a softmax loss function and L2 regularization on
the weight matrices. The network uses a ReLU nonlinearity after the first
fully connected layer.
In other words, the network has the following architecture:
input - fully connected layer - ReLU - fully connected layer - softmax
The outputs of the second fully-connected layer are the scores for each
class.
"""
def __init__(self, input_size, hidden_size, output_size, std=1e-4):
"""
Initialize the model. Weights are initialized to small random values
and biases are initialized to zero. Weights and biases are stored in
the variable self.params, which is a dictionary with the following keys
W1: First layer weights; has shape (D, H)
b1: First layer biases; has shape (H,)
W2: Second layer weights; has shape (H, C)
b2: Second layer biases; has shape (C,)
Inputs:
- input_size: The dimension D of the input data.
- hidden_size: The number of neurons H in the hidden layer.
- output_size: The number of classes C.
"""
self.params = {}
self.params['W1'] = std * np.random.randn(input_size, hidden_size)
self.params['b1'] = np.zeros(hidden_size)
self.params['W2'] = std * np.random.randn(hidden_size, output_size)
self.params['b2'] = np.zeros(output_size)
def loss(self, X, y=None, reg=0.0):
"""
Compute the loss and gradients for a two layer fully connected neural
network.
Inputs:
- X: Input data of shape (N, D). Each X[i] is a training sample.
- y: Vector of training labels. y[i] is the label for X[i], and each
y[i] is an integer in the range 0 <= y[i] < C. This parameter is
optional; if it is not passed then we only return scores, and if it
is passed then we instead return the loss and gradients.
- reg: Regularization strength.
Returns:
If y is None, return a matrix scores of shape (N, C) where scores[i, c]
is the score for class c on input X[i].
If y is not None, instead return a tuple of:
- loss: Loss (data loss and regularization loss) for this batch of
training samples.
- grads: Dictionary mapping parameter names to gradients of those
parameters with respect to the loss function; has the same keys as
self.params.
"""
# Unpack variables from the params dictionary
W1, b1 = self.params['W1'], self.params['b1']
W2, b2 = self.params['W2'], self.params['b2']
N, D = X.shape
# Compute the forward pass
scores = None
#######################################################################
# TODO: Perform the forward pass, computing the class scores for the #
# input. Store the result in the scores variable, which should be an #
# array of shape (N, C). #
#######################################################################
scores1 = X.dot(W1) + b1 # FC1
X2 = np.maximum(0, scores1) # ReLU FC1
scores = X2.dot(W2) + b2 # FC2
#######################################################################
# END OF YOUR CODE #
#######################################################################
# If the targets are not given then jump out, we're done
if y is None:
return scores
scores -= | np.max(scores) | numpy.max |
from abc import ABCMeta, abstractmethod
import os
from vmaf.tools.misc import make_absolute_path, run_process
from vmaf.tools.stats import ListStats
__copyright__ = "Copyright 2016-2018, Netflix, Inc."
__license__ = "Apache, Version 2.0"
import re
import numpy as np
import ast
from vmaf import ExternalProgramCaller, to_list
from vmaf.config import VmafConfig, VmafExternalConfig
from vmaf.core.executor import Executor
from vmaf.core.result import Result
from vmaf.tools.reader import YuvReader
class FeatureExtractor(Executor):
"""
FeatureExtractor takes in a list of assets, and run feature extraction on
them, and return a list of corresponding results. A FeatureExtractor must
specify a unique type and version combination (by the TYPE and VERSION
attribute), so that the Result generated by it can be identified.
A derived class of FeatureExtractor must:
1) Override TYPE and VERSION
2) Override _generate_result(self, asset), which call a
command-line executable and generate feature scores in a log file.
3) Override _get_feature_scores(self, asset), which read the feature
scores from the log file, and return the scores in a dictionary format.
For an example, follow VmafFeatureExtractor.
"""
__metaclass__ = ABCMeta
@property
@abstractmethod
def ATOM_FEATURES(self):
raise NotImplementedError
def _read_result(self, asset):
result = {}
result.update(self._get_feature_scores(asset))
executor_id = self.executor_id
return Result(asset, executor_id, result)
@classmethod
def get_scores_key(cls, atom_feature):
return "{type}_{atom_feature}_scores".format(
type=cls.TYPE, atom_feature=atom_feature)
@classmethod
def get_score_key(cls, atom_feature):
return "{type}_{atom_feature}_score".format(
type=cls.TYPE, atom_feature=atom_feature)
def _get_feature_scores(self, asset):
# routine to read the feature scores from the log file, and return
# the scores in a dictionary format.
log_file_path = self._get_log_file_path(asset)
atom_feature_scores_dict = {}
atom_feature_idx_dict = {}
for atom_feature in self.ATOM_FEATURES:
atom_feature_scores_dict[atom_feature] = []
atom_feature_idx_dict[atom_feature] = 0
with open(log_file_path, 'rt') as log_file:
for line in log_file.readlines():
for atom_feature in self.ATOM_FEATURES:
re_template = "{af}: ([0-9]+) ([a-zA-Z0-9.-]+)".format(af=atom_feature)
mo = re.match(re_template, line)
if mo:
cur_idx = int(mo.group(1))
assert cur_idx == atom_feature_idx_dict[atom_feature]
# parse value, allowing NaN and inf
val = float(mo.group(2))
if np.isnan(val) or np.isinf(val):
val = None
atom_feature_scores_dict[atom_feature].append(val)
atom_feature_idx_dict[atom_feature] += 1
continue
len_score = len(atom_feature_scores_dict[self.ATOM_FEATURES[0]])
assert len_score != 0
for atom_feature in self.ATOM_FEATURES[1:]:
assert len_score == len(atom_feature_scores_dict[atom_feature]), \
"Feature data possibly corrupt. Run cleanup script and try again."
feature_result = {}
for atom_feature in self.ATOM_FEATURES:
scores_key = self.get_scores_key(atom_feature)
feature_result[scores_key] = atom_feature_scores_dict[atom_feature]
return feature_result
class VmafFeatureExtractor(FeatureExtractor):
TYPE = "VMAF_feature"
# VERSION = '0.1' # vmaf_study; Anush's VIF fix
# VERSION = '0.2' # expose vif_num, vif_den, adm_num, adm_den, anpsnr
# VERSION = '0.2.1' # expose vif num/den of each scale
# VERSION = '0.2.2' # adm abs-->fabs, corrected border handling, uniform reading with option of offset for input YUV, updated VIF corner case
# VERSION = '0.2.2b' # expose adm_den/num_scalex
# VERSION = '0.2.3' # AVX for VMAF convolution; update adm features by folding noise floor into per coef
# VERSION = '0.2.4' # Fix a bug in adm feature passing scale into dwt_quant_step
# VERSION = '0.2.4b' # Modify by adding ADM noise floor outside cube root; add derived feature motion2
VERSION = '0.2.4c' # Modify by moving motion2 to c code
ATOM_FEATURES = ['vif', 'adm', 'ansnr', 'motion', 'motion2',
'vif_num', 'vif_den', 'adm_num', 'adm_den', 'anpsnr',
'vif_num_scale0', 'vif_den_scale0',
'vif_num_scale1', 'vif_den_scale1',
'vif_num_scale2', 'vif_den_scale2',
'vif_num_scale3', 'vif_den_scale3',
'adm_num_scale0', 'adm_den_scale0',
'adm_num_scale1', 'adm_den_scale1',
'adm_num_scale2', 'adm_den_scale2',
'adm_num_scale3', 'adm_den_scale3',
]
DERIVED_ATOM_FEATURES = ['vif_scale0', 'vif_scale1', 'vif_scale2', 'vif_scale3',
'vif2', 'adm2', 'adm3',
'adm_scale0', 'adm_scale1', 'adm_scale2', 'adm_scale3',
]
ADM2_CONSTANT = 0
ADM_SCALE_CONSTANT = 0
def _generate_result(self, asset):
# routine to call the command-line executable and generate feature
# scores in the log file.
quality_width, quality_height = asset.quality_width_height
log_file_path = self._get_log_file_path(asset)
yuv_type=self._get_workfile_yuv_type(asset)
ref_path=asset.ref_workfile_path
dis_path=asset.dis_workfile_path
w=quality_width
h=quality_height
logger = self.logger
ExternalProgramCaller.call_vmaf_feature(yuv_type, ref_path, dis_path, w, h, log_file_path, logger)
@classmethod
def _post_process_result(cls, result):
# override Executor._post_process_result
result = super(VmafFeatureExtractor, cls)._post_process_result(result)
# adm2 =
# (adm_num + ADM2_CONSTANT) / (adm_den + ADM2_CONSTANT)
adm2_scores_key = cls.get_scores_key('adm2')
adm_num_scores_key = cls.get_scores_key('adm_num')
adm_den_scores_key = cls.get_scores_key('adm_den')
result.result_dict[adm2_scores_key] = list(
(np.array(result.result_dict[adm_num_scores_key]) + cls.ADM2_CONSTANT) /
(np.array(result.result_dict[adm_den_scores_key]) + cls.ADM2_CONSTANT)
)
# vif_scalei = vif_num_scalei / vif_den_scalei, i = 0, 1, 2, 3
vif_num_scale0_scores_key = cls.get_scores_key('vif_num_scale0')
vif_den_scale0_scores_key = cls.get_scores_key('vif_den_scale0')
vif_num_scale1_scores_key = cls.get_scores_key('vif_num_scale1')
vif_den_scale1_scores_key = cls.get_scores_key('vif_den_scale1')
vif_num_scale2_scores_key = cls.get_scores_key('vif_num_scale2')
vif_den_scale2_scores_key = cls.get_scores_key('vif_den_scale2')
vif_num_scale3_scores_key = cls.get_scores_key('vif_num_scale3')
vif_den_scale3_scores_key = cls.get_scores_key('vif_den_scale3')
vif_scale0_scores_key = cls.get_scores_key('vif_scale0')
vif_scale1_scores_key = cls.get_scores_key('vif_scale1')
vif_scale2_scores_key = cls.get_scores_key('vif_scale2')
vif_scale3_scores_key = cls.get_scores_key('vif_scale3')
result.result_dict[vif_scale0_scores_key] = list(
(np.array(result.result_dict[vif_num_scale0_scores_key])
/ np.array(result.result_dict[vif_den_scale0_scores_key]))
)
result.result_dict[vif_scale1_scores_key] = list(
(np.array(result.result_dict[vif_num_scale1_scores_key])
/ np.array(result.result_dict[vif_den_scale1_scores_key]))
)
result.result_dict[vif_scale2_scores_key] = list(
(np.array(result.result_dict[vif_num_scale2_scores_key])
/ np.array(result.result_dict[vif_den_scale2_scores_key]))
)
result.result_dict[vif_scale3_scores_key] = list(
(np.array(result.result_dict[vif_num_scale3_scores_key])
/ np.array(result.result_dict[vif_den_scale3_scores_key]))
)
# vif2 =
# ((vif_num_scale0 / vif_den_scale0) + (vif_num_scale1 / vif_den_scale1) +
# (vif_num_scale2 / vif_den_scale2) + (vif_num_scale3 / vif_den_scale3)) / 4.0
vif_scores_key = cls.get_scores_key('vif2')
result.result_dict[vif_scores_key] = list(
(
(np.array(result.result_dict[vif_num_scale0_scores_key])
/ np.array(result.result_dict[vif_den_scale0_scores_key])) +
(np.array(result.result_dict[vif_num_scale1_scores_key])
/ np.array(result.result_dict[vif_den_scale1_scores_key])) +
(np.array(result.result_dict[vif_num_scale2_scores_key])
/ np.array(result.result_dict[vif_den_scale2_scores_key])) +
(np.array(result.result_dict[vif_num_scale3_scores_key])
/ np.array(result.result_dict[vif_den_scale3_scores_key]))
) / 4.0
)
# adm_scalei = adm_num_scalei / adm_den_scalei, i = 0, 1, 2, 3
adm_num_scale0_scores_key = cls.get_scores_key('adm_num_scale0')
adm_den_scale0_scores_key = cls.get_scores_key('adm_den_scale0')
adm_num_scale1_scores_key = cls.get_scores_key('adm_num_scale1')
adm_den_scale1_scores_key = cls.get_scores_key('adm_den_scale1')
adm_num_scale2_scores_key = cls.get_scores_key('adm_num_scale2')
adm_den_scale2_scores_key = cls.get_scores_key('adm_den_scale2')
adm_num_scale3_scores_key = cls.get_scores_key('adm_num_scale3')
adm_den_scale3_scores_key = cls.get_scores_key('adm_den_scale3')
adm_scale0_scores_key = cls.get_scores_key('adm_scale0')
adm_scale1_scores_key = cls.get_scores_key('adm_scale1')
adm_scale2_scores_key = cls.get_scores_key('adm_scale2')
adm_scale3_scores_key = cls.get_scores_key('adm_scale3')
result.result_dict[adm_scale0_scores_key] = list(
(np.array(result.result_dict[adm_num_scale0_scores_key]) + cls.ADM_SCALE_CONSTANT)
/ (np.array(result.result_dict[adm_den_scale0_scores_key]) + cls.ADM_SCALE_CONSTANT)
)
result.result_dict[adm_scale1_scores_key] = list(
(np.array(result.result_dict[adm_num_scale1_scores_key]) + cls.ADM_SCALE_CONSTANT)
/ (np.array(result.result_dict[adm_den_scale1_scores_key]) + cls.ADM_SCALE_CONSTANT)
)
result.result_dict[adm_scale2_scores_key] = list(
(np.array(result.result_dict[adm_num_scale2_scores_key]) + cls.ADM_SCALE_CONSTANT)
/ (np.array(result.result_dict[adm_den_scale2_scores_key]) + cls.ADM_SCALE_CONSTANT)
)
result.result_dict[adm_scale3_scores_key] = list(
(np.array(result.result_dict[adm_num_scale3_scores_key]) + cls.ADM_SCALE_CONSTANT)
/ (np.array(result.result_dict[adm_den_scale3_scores_key]) + cls.ADM_SCALE_CONSTANT)
)
# adm3 = \
# (((adm_num_scale0 + ADM_SCALE_CONSTANT) / (adm_den_scale0 + ADM_SCALE_CONSTANT))
# + ((adm_num_scale1 + ADM_SCALE_CONSTANT) / (adm_den_scale1 + ADM_SCALE_CONSTANT))
# + ((adm_num_scale2 + ADM_SCALE_CONSTANT) / (adm_den_scale2 + ADM_SCALE_CONSTANT))
# + ((adm_num_scale3 + ADM_SCALE_CONSTANT) / (adm_den_scale3 + ADM_SCALE_CONSTANT))) / 4.0
adm3_scores_key = cls.get_scores_key('adm3')
result.result_dict[adm3_scores_key] = list(
(
((np.array(result.result_dict[adm_num_scale0_scores_key]) + cls.ADM_SCALE_CONSTANT)
/ (np.array(result.result_dict[adm_den_scale0_scores_key]) + cls.ADM_SCALE_CONSTANT)) +
((np.array(result.result_dict[adm_num_scale1_scores_key]) + cls.ADM_SCALE_CONSTANT)
/ (np.array(result.result_dict[adm_den_scale1_scores_key]) + cls.ADM_SCALE_CONSTANT)) +
(( | np.array(result.result_dict[adm_num_scale2_scores_key]) | numpy.array |
"""Test the search module"""
from collections.abc import Iterable, Sized
from io import StringIO
from itertools import chain, product
from functools import partial
import pickle
import sys
from types import GeneratorType
import re
import numpy as np
import scipy.sparse as sp
import pytest
from sklearn.utils.fixes import sp_version
from sklearn.utils._testing import assert_raises
from sklearn.utils._testing import assert_warns
from sklearn.utils._testing import assert_warns_message
from sklearn.utils._testing import assert_raise_message
from sklearn.utils._testing import assert_array_equal
from sklearn.utils._testing import assert_array_almost_equal
from sklearn.utils._testing import assert_allclose
from sklearn.utils._testing import assert_almost_equal
from sklearn.utils._testing import ignore_warnings
from sklearn.utils._mocking import CheckingClassifier, MockDataFrame
from scipy.stats import bernoulli, expon, uniform
from sklearn.base import BaseEstimator, ClassifierMixin
from sklearn.base import clone
from sklearn.exceptions import NotFittedError
from sklearn.datasets import make_classification
from sklearn.datasets import make_blobs
from sklearn.datasets import make_multilabel_classification
from sklearn.model_selection import fit_grid_point
from sklearn.model_selection import train_test_split
from sklearn.model_selection import KFold
from sklearn.model_selection import StratifiedKFold
from sklearn.model_selection import StratifiedShuffleSplit
from sklearn.model_selection import LeaveOneGroupOut
from sklearn.model_selection import LeavePGroupsOut
from sklearn.model_selection import GroupKFold
from sklearn.model_selection import GroupShuffleSplit
from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import RandomizedSearchCV
from sklearn.model_selection import ParameterGrid
from sklearn.model_selection import ParameterSampler
from sklearn.model_selection._search import BaseSearchCV
from sklearn.model_selection._validation import FitFailedWarning
from sklearn.svm import LinearSVC, SVC
from sklearn.tree import DecisionTreeRegressor
from sklearn.tree import DecisionTreeClassifier
from sklearn.cluster import KMeans
from sklearn.neighbors import KernelDensity
from sklearn.neighbors import KNeighborsClassifier
from sklearn.metrics import f1_score
from sklearn.metrics import recall_score
from sklearn.metrics import accuracy_score
from sklearn.metrics import make_scorer
from sklearn.metrics import roc_auc_score
from sklearn.metrics.pairwise import euclidean_distances
from sklearn.impute import SimpleImputer
from sklearn.pipeline import Pipeline
from sklearn.linear_model import Ridge, SGDClassifier, LinearRegression
from sklearn.experimental import enable_hist_gradient_boosting # noqa
from sklearn.ensemble import HistGradientBoostingClassifier
from sklearn.model_selection.tests.common import OneTimeSplitter
# Neither of the following two estimators inherit from BaseEstimator,
# to test hyperparameter search on user-defined classifiers.
class MockClassifier:
"""Dummy classifier to test the parameter search algorithms"""
def __init__(self, foo_param=0):
self.foo_param = foo_param
def fit(self, X, Y):
assert len(X) == len(Y)
self.classes_ = np.unique(Y)
return self
def predict(self, T):
return T.shape[0]
def transform(self, X):
return X + self.foo_param
def inverse_transform(self, X):
return X - self.foo_param
predict_proba = predict
predict_log_proba = predict
decision_function = predict
def score(self, X=None, Y=None):
if self.foo_param > 1:
score = 1.
else:
score = 0.
return score
def get_params(self, deep=False):
return {'foo_param': self.foo_param}
def set_params(self, **params):
self.foo_param = params['foo_param']
return self
class LinearSVCNoScore(LinearSVC):
"""An LinearSVC classifier that has no score method."""
@property
def score(self):
raise AttributeError
X = np.array([[-1, -1], [-2, -1], [1, 1], [2, 1]])
y = np.array([1, 1, 2, 2])
def assert_grid_iter_equals_getitem(grid):
assert list(grid) == [grid[i] for i in range(len(grid))]
@pytest.mark.parametrize("klass", [ParameterGrid,
partial(ParameterSampler, n_iter=10)])
@pytest.mark.parametrize(
"input, error_type, error_message",
[(0, TypeError, r'Parameter .* is not a dict or a list \(0\)'),
([{'foo': [0]}, 0], TypeError, r'Parameter .* is not a dict \(0\)'),
({'foo': 0}, TypeError, "Parameter.* value is not iterable .*"
r"\(key='foo', value=0\)")]
)
def test_validate_parameter_input(klass, input, error_type, error_message):
with pytest.raises(error_type, match=error_message):
klass(input)
def test_parameter_grid():
# Test basic properties of ParameterGrid.
params1 = {"foo": [1, 2, 3]}
grid1 = ParameterGrid(params1)
assert isinstance(grid1, Iterable)
assert isinstance(grid1, Sized)
assert len(grid1) == 3
assert_grid_iter_equals_getitem(grid1)
params2 = {"foo": [4, 2],
"bar": ["ham", "spam", "eggs"]}
grid2 = ParameterGrid(params2)
assert len(grid2) == 6
# loop to assert we can iterate over the grid multiple times
for i in range(2):
# tuple + chain transforms {"a": 1, "b": 2} to ("a", 1, "b", 2)
points = set(tuple(chain(*(sorted(p.items())))) for p in grid2)
assert (points ==
set(("bar", x, "foo", y)
for x, y in product(params2["bar"], params2["foo"])))
assert_grid_iter_equals_getitem(grid2)
# Special case: empty grid (useful to get default estimator settings)
empty = ParameterGrid({})
assert len(empty) == 1
assert list(empty) == [{}]
assert_grid_iter_equals_getitem(empty)
assert_raises(IndexError, lambda: empty[1])
has_empty = ParameterGrid([{'C': [1, 10]}, {}, {'C': [.5]}])
assert len(has_empty) == 4
assert list(has_empty) == [{'C': 1}, {'C': 10}, {}, {'C': .5}]
assert_grid_iter_equals_getitem(has_empty)
def test_grid_search():
# Test that the best estimator contains the right value for foo_param
clf = MockClassifier()
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, cv=3, verbose=3)
# make sure it selects the smallest parameter in case of ties
old_stdout = sys.stdout
sys.stdout = StringIO()
grid_search.fit(X, y)
sys.stdout = old_stdout
assert grid_search.best_estimator_.foo_param == 2
assert_array_equal(grid_search.cv_results_["param_foo_param"].data,
[1, 2, 3])
# Smoke test the score etc:
grid_search.score(X, y)
grid_search.predict_proba(X)
grid_search.decision_function(X)
grid_search.transform(X)
# Test exception handling on scoring
grid_search.scoring = 'sklearn'
assert_raises(ValueError, grid_search.fit, X, y)
def test_grid_search_pipeline_steps():
# check that parameters that are estimators are cloned before fitting
pipe = Pipeline([('regressor', LinearRegression())])
param_grid = {'regressor': [LinearRegression(), Ridge()]}
grid_search = GridSearchCV(pipe, param_grid, cv=2)
grid_search.fit(X, y)
regressor_results = grid_search.cv_results_['param_regressor']
assert isinstance(regressor_results[0], LinearRegression)
assert isinstance(regressor_results[1], Ridge)
assert not hasattr(regressor_results[0], 'coef_')
assert not hasattr(regressor_results[1], 'coef_')
assert regressor_results[0] is not grid_search.best_estimator_
assert regressor_results[1] is not grid_search.best_estimator_
# check that we didn't modify the parameter grid that was passed
assert not hasattr(param_grid['regressor'][0], 'coef_')
assert not hasattr(param_grid['regressor'][1], 'coef_')
@pytest.mark.parametrize("SearchCV", [GridSearchCV, RandomizedSearchCV])
def test_SearchCV_with_fit_params(SearchCV):
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
clf = CheckingClassifier(expected_fit_params=['spam', 'eggs'])
searcher = SearchCV(
clf, {'foo_param': [1, 2, 3]}, cv=2, error_score="raise"
)
# The CheckingClassifier generates an assertion error if
# a parameter is missing or has length != len(X).
err_msg = r"Expected fit parameter\(s\) \['eggs'\] not seen."
with pytest.raises(AssertionError, match=err_msg):
searcher.fit(X, y, spam=np.ones(10))
err_msg = "Fit parameter spam has length 1; expected"
with pytest.raises(AssertionError, match=err_msg):
searcher.fit(X, y, spam=np.ones(1), eggs=np.zeros(10))
searcher.fit(X, y, spam=np.ones(10), eggs=np.zeros(10))
@ignore_warnings
def test_grid_search_no_score():
# Test grid-search on classifier that has no score function.
clf = LinearSVC(random_state=0)
X, y = make_blobs(random_state=0, centers=2)
Cs = [.1, 1, 10]
clf_no_score = LinearSVCNoScore(random_state=0)
grid_search = GridSearchCV(clf, {'C': Cs}, scoring='accuracy')
grid_search.fit(X, y)
grid_search_no_score = GridSearchCV(clf_no_score, {'C': Cs},
scoring='accuracy')
# smoketest grid search
grid_search_no_score.fit(X, y)
# check that best params are equal
assert grid_search_no_score.best_params_ == grid_search.best_params_
# check that we can call score and that it gives the correct result
assert grid_search.score(X, y) == grid_search_no_score.score(X, y)
# giving no scoring function raises an error
grid_search_no_score = GridSearchCV(clf_no_score, {'C': Cs})
assert_raise_message(TypeError, "no scoring", grid_search_no_score.fit,
[[1]])
def test_grid_search_score_method():
X, y = make_classification(n_samples=100, n_classes=2, flip_y=.2,
random_state=0)
clf = LinearSVC(random_state=0)
grid = {'C': [.1]}
search_no_scoring = GridSearchCV(clf, grid, scoring=None).fit(X, y)
search_accuracy = GridSearchCV(clf, grid, scoring='accuracy').fit(X, y)
search_no_score_method_auc = GridSearchCV(LinearSVCNoScore(), grid,
scoring='roc_auc'
).fit(X, y)
search_auc = GridSearchCV(clf, grid, scoring='roc_auc').fit(X, y)
# Check warning only occurs in situation where behavior changed:
# estimator requires score method to compete with scoring parameter
score_no_scoring = search_no_scoring.score(X, y)
score_accuracy = search_accuracy.score(X, y)
score_no_score_auc = search_no_score_method_auc.score(X, y)
score_auc = search_auc.score(X, y)
# ensure the test is sane
assert score_auc < 1.0
assert score_accuracy < 1.0
assert score_auc != score_accuracy
assert_almost_equal(score_accuracy, score_no_scoring)
assert_almost_equal(score_auc, score_no_score_auc)
def test_grid_search_groups():
# Check if ValueError (when groups is None) propagates to GridSearchCV
# And also check if groups is correctly passed to the cv object
rng = np.random.RandomState(0)
X, y = make_classification(n_samples=15, n_classes=2, random_state=0)
groups = rng.randint(0, 3, 15)
clf = LinearSVC(random_state=0)
grid = {'C': [1]}
group_cvs = [LeaveOneGroupOut(), LeavePGroupsOut(2),
GroupKFold(n_splits=3), GroupShuffleSplit()]
for cv in group_cvs:
gs = GridSearchCV(clf, grid, cv=cv)
assert_raise_message(ValueError,
"The 'groups' parameter should not be None.",
gs.fit, X, y)
gs.fit(X, y, groups=groups)
non_group_cvs = [StratifiedKFold(), StratifiedShuffleSplit()]
for cv in non_group_cvs:
gs = GridSearchCV(clf, grid, cv=cv)
# Should not raise an error
gs.fit(X, y)
def test_classes__property():
# Test that classes_ property matches best_estimator_.classes_
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
Cs = [.1, 1, 10]
grid_search = GridSearchCV(LinearSVC(random_state=0), {'C': Cs})
grid_search.fit(X, y)
assert_array_equal(grid_search.best_estimator_.classes_,
grid_search.classes_)
# Test that regressors do not have a classes_ attribute
grid_search = GridSearchCV(Ridge(), {'alpha': [1.0, 2.0]})
grid_search.fit(X, y)
assert not hasattr(grid_search, 'classes_')
# Test that the grid searcher has no classes_ attribute before it's fit
grid_search = GridSearchCV(LinearSVC(random_state=0), {'C': Cs})
assert not hasattr(grid_search, 'classes_')
# Test that the grid searcher has no classes_ attribute without a refit
grid_search = GridSearchCV(LinearSVC(random_state=0),
{'C': Cs}, refit=False)
grid_search.fit(X, y)
assert not hasattr(grid_search, 'classes_')
def test_trivial_cv_results_attr():
# Test search over a "grid" with only one point.
clf = MockClassifier()
grid_search = GridSearchCV(clf, {'foo_param': [1]}, cv=3)
grid_search.fit(X, y)
assert hasattr(grid_search, "cv_results_")
random_search = RandomizedSearchCV(clf, {'foo_param': [0]}, n_iter=1, cv=3)
random_search.fit(X, y)
assert hasattr(grid_search, "cv_results_")
def test_no_refit():
# Test that GSCV can be used for model selection alone without refitting
clf = MockClassifier()
for scoring in [None, ['accuracy', 'precision']]:
grid_search = GridSearchCV(
clf, {'foo_param': [1, 2, 3]}, refit=False, cv=3
)
grid_search.fit(X, y)
assert not hasattr(grid_search, "best_estimator_") and \
hasattr(grid_search, "best_index_") and \
hasattr(grid_search, "best_params_")
# Make sure the functions predict/transform etc raise meaningful
# error messages
for fn_name in ('predict', 'predict_proba', 'predict_log_proba',
'transform', 'inverse_transform'):
assert_raise_message(NotFittedError,
('refit=False. %s is available only after '
'refitting on the best parameters'
% fn_name), getattr(grid_search, fn_name), X)
# Test that an invalid refit param raises appropriate error messages
for refit in ["", 5, True, 'recall', 'accuracy']:
assert_raise_message(ValueError, "For multi-metric scoring, the "
"parameter refit must be set to a scorer key",
GridSearchCV(clf, {}, refit=refit,
scoring={'acc': 'accuracy',
'prec': 'precision'}
).fit,
X, y)
def test_grid_search_error():
# Test that grid search will capture errors on data with different length
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
assert_raises(ValueError, cv.fit, X_[:180], y_)
def test_grid_search_one_grid_point():
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
param_dict = {"C": [1.0], "kernel": ["rbf"], "gamma": [0.1]}
clf = SVC(gamma='auto')
cv = GridSearchCV(clf, param_dict)
cv.fit(X_, y_)
clf = SVC(C=1.0, kernel="rbf", gamma=0.1)
clf.fit(X_, y_)
assert_array_equal(clf.dual_coef_, cv.best_estimator_.dual_coef_)
def test_grid_search_when_param_grid_includes_range():
# Test that the best estimator contains the right value for foo_param
clf = MockClassifier()
grid_search = None
grid_search = GridSearchCV(clf, {'foo_param': range(1, 4)}, cv=3)
grid_search.fit(X, y)
assert grid_search.best_estimator_.foo_param == 2
def test_grid_search_bad_param_grid():
param_dict = {"C": 1}
clf = SVC(gamma='auto')
assert_raise_message(
ValueError,
"Parameter grid for parameter (C) needs to"
" be a list or numpy array, but got (<class 'int'>)."
" Single values need to be wrapped in a list"
" with one element.",
GridSearchCV, clf, param_dict)
param_dict = {"C": []}
clf = SVC()
assert_raise_message(
ValueError,
"Parameter values for parameter (C) need to be a non-empty sequence.",
GridSearchCV, clf, param_dict)
param_dict = {"C": "1,2,3"}
clf = SVC(gamma='auto')
assert_raise_message(
ValueError,
"Parameter grid for parameter (C) needs to"
" be a list or numpy array, but got (<class 'str'>)."
" Single values need to be wrapped in a list"
" with one element.",
GridSearchCV, clf, param_dict)
param_dict = {"C": np.ones((3, 2))}
clf = SVC()
assert_raises(ValueError, GridSearchCV, clf, param_dict)
def test_grid_search_sparse():
# Test that grid search works with both dense and sparse matrices
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
cv.fit(X_[:180], y_[:180])
y_pred = cv.predict(X_[180:])
C = cv.best_estimator_.C
X_ = sp.csr_matrix(X_)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
cv.fit(X_[:180].tocoo(), y_[:180])
y_pred2 = cv.predict(X_[180:])
C2 = cv.best_estimator_.C
assert np.mean(y_pred == y_pred2) >= .9
assert C == C2
def test_grid_search_sparse_scoring():
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring="f1")
cv.fit(X_[:180], y_[:180])
y_pred = cv.predict(X_[180:])
C = cv.best_estimator_.C
X_ = sp.csr_matrix(X_)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring="f1")
cv.fit(X_[:180], y_[:180])
y_pred2 = cv.predict(X_[180:])
C2 = cv.best_estimator_.C
assert_array_equal(y_pred, y_pred2)
assert C == C2
# Smoke test the score
# np.testing.assert_allclose(f1_score(cv.predict(X_[:180]), y[:180]),
# cv.score(X_[:180], y[:180]))
# test loss where greater is worse
def f1_loss(y_true_, y_pred_):
return -f1_score(y_true_, y_pred_)
F1Loss = make_scorer(f1_loss, greater_is_better=False)
cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring=F1Loss)
cv.fit(X_[:180], y_[:180])
y_pred3 = cv.predict(X_[180:])
C3 = cv.best_estimator_.C
assert C == C3
assert_array_equal(y_pred, y_pred3)
def test_grid_search_precomputed_kernel():
# Test that grid search works when the input features are given in the
# form of a precomputed kernel matrix
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
# compute the training kernel matrix corresponding to the linear kernel
K_train = np.dot(X_[:180], X_[:180].T)
y_train = y_[:180]
clf = SVC(kernel='precomputed')
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
cv.fit(K_train, y_train)
assert cv.best_score_ >= 0
# compute the test kernel matrix
K_test = np.dot(X_[180:], X_[:180].T)
y_test = y_[180:]
y_pred = cv.predict(K_test)
assert np.mean(y_pred == y_test) >= 0
# test error is raised when the precomputed kernel is not array-like
# or sparse
assert_raises(ValueError, cv.fit, K_train.tolist(), y_train)
def test_grid_search_precomputed_kernel_error_nonsquare():
# Test that grid search returns an error with a non-square precomputed
# training kernel matrix
K_train = np.zeros((10, 20))
y_train = np.ones((10, ))
clf = SVC(kernel='precomputed')
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
assert_raises(ValueError, cv.fit, K_train, y_train)
class BrokenClassifier(BaseEstimator):
"""Broken classifier that cannot be fit twice"""
def __init__(self, parameter=None):
self.parameter = parameter
def fit(self, X, y):
assert not hasattr(self, 'has_been_fit_')
self.has_been_fit_ = True
def predict(self, X):
return np.zeros(X.shape[0])
@ignore_warnings
def test_refit():
# Regression test for bug in refitting
# Simulates re-fitting a broken estimator; this used to break with
# sparse SVMs.
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
clf = GridSearchCV(BrokenClassifier(), [{'parameter': [0, 1]}],
scoring="precision", refit=True)
clf.fit(X, y)
def test_refit_callable():
"""
Test refit=callable, which adds flexibility in identifying the
"best" estimator.
"""
def refit_callable(cv_results):
"""
A dummy function tests `refit=callable` interface.
Return the index of a model that has the least
`mean_test_score`.
"""
# Fit a dummy clf with `refit=True` to get a list of keys in
# clf.cv_results_.
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
clf = GridSearchCV(LinearSVC(random_state=42), {'C': [0.01, 0.1, 1]},
scoring='precision', refit=True)
clf.fit(X, y)
# Ensure that `best_index_ != 0` for this dummy clf
assert clf.best_index_ != 0
# Assert every key matches those in `cv_results`
for key in clf.cv_results_.keys():
assert key in cv_results
return cv_results['mean_test_score'].argmin()
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
clf = GridSearchCV(LinearSVC(random_state=42), {'C': [0.01, 0.1, 1]},
scoring='precision', refit=refit_callable)
clf.fit(X, y)
assert clf.best_index_ == 0
# Ensure `best_score_` is disabled when using `refit=callable`
assert not hasattr(clf, 'best_score_')
def test_refit_callable_invalid_type():
"""
Test implementation catches the errors when 'best_index_' returns an
invalid result.
"""
def refit_callable_invalid_type(cv_results):
"""
A dummy function tests when returned 'best_index_' is not integer.
"""
return None
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
clf = GridSearchCV(LinearSVC(random_state=42), {'C': [0.1, 1]},
scoring='precision', refit=refit_callable_invalid_type)
with pytest.raises(TypeError,
match='best_index_ returned is not an integer'):
clf.fit(X, y)
@pytest.mark.parametrize('out_bound_value', [-1, 2])
@pytest.mark.parametrize('search_cv', [RandomizedSearchCV, GridSearchCV])
def test_refit_callable_out_bound(out_bound_value, search_cv):
"""
Test implementation catches the errors when 'best_index_' returns an
out of bound result.
"""
def refit_callable_out_bound(cv_results):
"""
A dummy function tests when returned 'best_index_' is out of bounds.
"""
return out_bound_value
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
clf = search_cv(LinearSVC(random_state=42), {'C': [0.1, 1]},
scoring='precision', refit=refit_callable_out_bound)
with pytest.raises(IndexError, match='best_index_ index out of range'):
clf.fit(X, y)
def test_refit_callable_multi_metric():
"""
Test refit=callable in multiple metric evaluation setting
"""
def refit_callable(cv_results):
"""
A dummy function tests `refit=callable` interface.
Return the index of a model that has the least
`mean_test_prec`.
"""
assert 'mean_test_prec' in cv_results
return cv_results['mean_test_prec'].argmin()
X, y = make_classification(n_samples=100, n_features=4,
random_state=42)
scoring = {'Accuracy': make_scorer(accuracy_score), 'prec': 'precision'}
clf = GridSearchCV(LinearSVC(random_state=42), {'C': [0.01, 0.1, 1]},
scoring=scoring, refit=refit_callable)
clf.fit(X, y)
assert clf.best_index_ == 0
# Ensure `best_score_` is disabled when using `refit=callable`
assert not hasattr(clf, 'best_score_')
def test_gridsearch_nd():
# Pass X as list in GridSearchCV
X_4d = np.arange(10 * 5 * 3 * 2).reshape(10, 5, 3, 2)
y_3d = np.arange(10 * 7 * 11).reshape(10, 7, 11)
check_X = lambda x: x.shape[1:] == (5, 3, 2)
check_y = lambda x: x.shape[1:] == (7, 11)
clf = CheckingClassifier(
check_X=check_X, check_y=check_y, methods_to_check=["fit"],
)
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]})
grid_search.fit(X_4d, y_3d).score(X, y)
assert hasattr(grid_search, "cv_results_")
def test_X_as_list():
# Pass X as list in GridSearchCV
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
clf = CheckingClassifier(
check_X=lambda x: isinstance(x, list), methods_to_check=["fit"],
)
cv = KFold(n_splits=3)
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, cv=cv)
grid_search.fit(X.tolist(), y).score(X, y)
assert hasattr(grid_search, "cv_results_")
def test_y_as_list():
# Pass y as list in GridSearchCV
X = | np.arange(100) | numpy.arange |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = np.array(vx.value)
max_count_left = 0
min_count_left = 0
i_left = 0
while ((max_count_left < 1) or (min_count_left < 1)) and (i_left < len(lsq_signal) - 1):
time_series_extended[int(len(lsq_signal) - 2 - i_left)] = \
2 * sum(weights_left * np.hstack((time_series_extended[int(len(lsq_signal) - 1 - i_left):
int(len(lsq_signal) - 1 - i_left + neural_network_k)],
1))) + 1
i_left += 1
if i_left > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_left += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_left += 1
lsq_utils = emd_utils.Utility(time=time, time_series=lsq_signal)
utils_extended = emd_utils.Utility(time=time_extended, time_series=time_series_extended)
maxima = lsq_signal[lsq_utils.max_bool_func_1st_order_fd()]
maxima_time = time[lsq_utils.max_bool_func_1st_order_fd()]
maxima_extrapolate = time_series_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
maxima_extrapolate_time = time_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
minima = lsq_signal[lsq_utils.min_bool_func_1st_order_fd()]
minima_time = time[lsq_utils.min_bool_func_1st_order_fd()]
minima_extrapolate = time_series_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
minima_extrapolate_time = time_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Single Neuron Neural Network Example')
plt.plot(time, lsq_signal, zorder=2, label='Signal')
plt.plot(time_extended, time_series_extended, c='g', zorder=1, label=textwrap.fill('Extrapolated signal', 12))
plt.scatter(maxima_time, maxima, c='r', zorder=3, label='Maxima')
plt.scatter(minima_time, minima, c='b', zorder=3, label='Minima')
plt.scatter(maxima_extrapolate_time, maxima_extrapolate, c='magenta', zorder=3,
label=textwrap.fill('Extrapolated maxima', 12))
plt.scatter(minima_extrapolate_time, minima_extrapolate, c='cyan', zorder=4,
label=textwrap.fill('Extrapolated minima', 12))
plt.plot(((time[-302] + time[-301]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k',
label=textwrap.fill('Neural network inputs', 13))
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='k')
plt.plot(((time_extended[-1001] + time_extended[-1002]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k')
plt.plot(((time[-202] + time[-201]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray', linestyle='dashed',
label=textwrap.fill('Neural network targets', 13))
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='gray')
plt.plot(((time_extended[-1001] + time_extended[-1000]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray',
linestyle='dashed')
plt.xlim(3.4 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/neural_network.png')
plt.show()
# plot 6a
np.random.seed(0)
time = np.linspace(0, 5 * np.pi, 1001)
knots_51 = np.linspace(0, 5 * np.pi, 51)
time_series = np.cos(2 * time) + np.cos(4 * time) + np.cos(8 * time)
noise = np.random.normal(0, 1, len(time_series))
time_series += noise
advemdpy = EMD(time=time, time_series=time_series)
imfs_51, hts_51, ifs_51 = advemdpy.empirical_mode_decomposition(knots=knots_51, max_imfs=3,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_31 = np.linspace(0, 5 * np.pi, 31)
imfs_31, hts_31, ifs_31 = advemdpy.empirical_mode_decomposition(knots=knots_31, max_imfs=2,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_11 = np.linspace(0, 5 * np.pi, 11)
imfs_11, hts_11, ifs_11 = advemdpy.empirical_mode_decomposition(knots=knots_11, max_imfs=1,
edge_effect='symmetric_anchor', verbose=False)[:3]
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
print(f'DFA fluctuation with 51 knots: {np.round(np.var(time_series - (imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :])), 3)}')
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[0].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[0].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(time, time_series, label='Time series')
axs[1].plot(time, imfs_31[1, :] + imfs_31[2, :], label=textwrap.fill('Sum of IMF 1 and IMF 2 with 31 knots', 19))
axs[1].plot(time, imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 2 and IMF 3 with 51 knots', 19))
print(f'DFA fluctuation with 31 knots: {np.round(np.var(time_series - (imfs_31[1, :] + imfs_31[2, :])), 3)}')
for knot in knots_31:
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[1].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[1].set_xticklabels(['', '', '', '', '', ''])
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
axs[1].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[1].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[1].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
axs[2].plot(time, time_series, label='Time series')
axs[2].plot(time, imfs_11[1, :], label='IMF 1 with 11 knots')
axs[2].plot(time, imfs_31[2, :], label='IMF 2 with 31 knots')
axs[2].plot(time, imfs_51[3, :], label='IMF 3 with 51 knots')
print(f'DFA fluctuation with 11 knots: {np.round(np.var(time_series - imfs_51[3, :]), 3)}')
for knot in knots_11:
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[2].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[2].set_xticklabels(['$0$', r'$\pi$', r'$2\pi$', r'$3\pi$', r'$4\pi$', r'$5\pi$'])
box_2 = axs[2].get_position()
axs[2].set_position([box_2.x0 - 0.05, box_2.y0, box_2.width * 0.85, box_2.height])
axs[2].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[2].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[2].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[2].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[2].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
plt.savefig('jss_figures/DFA_different_trends.png')
plt.show()
# plot 6b
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences Zoomed Region', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), | np.linspace(-5, 5, 101) | numpy.linspace |
"""Test the search module"""
from collections.abc import Iterable, Sized
from io import StringIO
from itertools import chain, product
from functools import partial
import pickle
import sys
from types import GeneratorType
import re
import numpy as np
import scipy.sparse as sp
import pytest
from sklearn.utils.fixes import sp_version
from sklearn.utils._testing import assert_raises
from sklearn.utils._testing import assert_warns
from sklearn.utils._testing import assert_warns_message
from sklearn.utils._testing import assert_raise_message
from sklearn.utils._testing import assert_array_equal
from sklearn.utils._testing import assert_array_almost_equal
from sklearn.utils._testing import assert_allclose
from sklearn.utils._testing import assert_almost_equal
from sklearn.utils._testing import ignore_warnings
from sklearn.utils._mocking import CheckingClassifier, MockDataFrame
from scipy.stats import bernoulli, expon, uniform
from sklearn.base import BaseEstimator, ClassifierMixin
from sklearn.base import clone
from sklearn.exceptions import NotFittedError
from sklearn.datasets import make_classification
from sklearn.datasets import make_blobs
from sklearn.datasets import make_multilabel_classification
from sklearn.model_selection import fit_grid_point
from sklearn.model_selection import train_test_split
from sklearn.model_selection import KFold
from sklearn.model_selection import StratifiedKFold
from sklearn.model_selection import StratifiedShuffleSplit
from sklearn.model_selection import LeaveOneGroupOut
from sklearn.model_selection import LeavePGroupsOut
from sklearn.model_selection import GroupKFold
from sklearn.model_selection import GroupShuffleSplit
from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import RandomizedSearchCV
from sklearn.model_selection import ParameterGrid
from sklearn.model_selection import ParameterSampler
from sklearn.model_selection._search import BaseSearchCV
from sklearn.model_selection._validation import FitFailedWarning
from sklearn.svm import LinearSVC, SVC
from sklearn.tree import DecisionTreeRegressor
from sklearn.tree import DecisionTreeClassifier
from sklearn.cluster import KMeans
from sklearn.neighbors import KernelDensity
from sklearn.neighbors import KNeighborsClassifier
from sklearn.metrics import f1_score
from sklearn.metrics import recall_score
from sklearn.metrics import accuracy_score
from sklearn.metrics import make_scorer
from sklearn.metrics import roc_auc_score
from sklearn.metrics.pairwise import euclidean_distances
from sklearn.impute import SimpleImputer
from sklearn.pipeline import Pipeline
from sklearn.linear_model import Ridge, SGDClassifier, LinearRegression
from sklearn.experimental import enable_hist_gradient_boosting # noqa
from sklearn.ensemble import HistGradientBoostingClassifier
from sklearn.model_selection.tests.common import OneTimeSplitter
# Neither of the following two estimators inherit from BaseEstimator,
# to test hyperparameter search on user-defined classifiers.
class MockClassifier:
"""Dummy classifier to test the parameter search algorithms"""
def __init__(self, foo_param=0):
self.foo_param = foo_param
def fit(self, X, Y):
assert len(X) == len(Y)
self.classes_ = np.unique(Y)
return self
def predict(self, T):
return T.shape[0]
def transform(self, X):
return X + self.foo_param
def inverse_transform(self, X):
return X - self.foo_param
predict_proba = predict
predict_log_proba = predict
decision_function = predict
def score(self, X=None, Y=None):
if self.foo_param > 1:
score = 1.
else:
score = 0.
return score
def get_params(self, deep=False):
return {'foo_param': self.foo_param}
def set_params(self, **params):
self.foo_param = params['foo_param']
return self
class LinearSVCNoScore(LinearSVC):
"""An LinearSVC classifier that has no score method."""
@property
def score(self):
raise AttributeError
X = np.array([[-1, -1], [-2, -1], [1, 1], [2, 1]])
y = np.array([1, 1, 2, 2])
def assert_grid_iter_equals_getitem(grid):
assert list(grid) == [grid[i] for i in range(len(grid))]
@pytest.mark.parametrize("klass", [ParameterGrid,
partial(ParameterSampler, n_iter=10)])
@pytest.mark.parametrize(
"input, error_type, error_message",
[(0, TypeError, r'Parameter .* is not a dict or a list \(0\)'),
([{'foo': [0]}, 0], TypeError, r'Parameter .* is not a dict \(0\)'),
({'foo': 0}, TypeError, "Parameter.* value is not iterable .*"
r"\(key='foo', value=0\)")]
)
def test_validate_parameter_input(klass, input, error_type, error_message):
with pytest.raises(error_type, match=error_message):
klass(input)
def test_parameter_grid():
# Test basic properties of ParameterGrid.
params1 = {"foo": [1, 2, 3]}
grid1 = ParameterGrid(params1)
assert isinstance(grid1, Iterable)
assert isinstance(grid1, Sized)
assert len(grid1) == 3
assert_grid_iter_equals_getitem(grid1)
params2 = {"foo": [4, 2],
"bar": ["ham", "spam", "eggs"]}
grid2 = ParameterGrid(params2)
assert len(grid2) == 6
# loop to assert we can iterate over the grid multiple times
for i in range(2):
# tuple + chain transforms {"a": 1, "b": 2} to ("a", 1, "b", 2)
points = set(tuple(chain(*(sorted(p.items())))) for p in grid2)
assert (points ==
set(("bar", x, "foo", y)
for x, y in product(params2["bar"], params2["foo"])))
assert_grid_iter_equals_getitem(grid2)
# Special case: empty grid (useful to get default estimator settings)
empty = ParameterGrid({})
assert len(empty) == 1
assert list(empty) == [{}]
assert_grid_iter_equals_getitem(empty)
assert_raises(IndexError, lambda: empty[1])
has_empty = ParameterGrid([{'C': [1, 10]}, {}, {'C': [.5]}])
assert len(has_empty) == 4
assert list(has_empty) == [{'C': 1}, {'C': 10}, {}, {'C': .5}]
assert_grid_iter_equals_getitem(has_empty)
def test_grid_search():
# Test that the best estimator contains the right value for foo_param
clf = MockClassifier()
grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, cv=3, verbose=3)
# make sure it selects the smallest parameter in case of ties
old_stdout = sys.stdout
sys.stdout = StringIO()
grid_search.fit(X, y)
sys.stdout = old_stdout
assert grid_search.best_estimator_.foo_param == 2
assert_array_equal(grid_search.cv_results_["param_foo_param"].data,
[1, 2, 3])
# Smoke test the score etc:
grid_search.score(X, y)
grid_search.predict_proba(X)
grid_search.decision_function(X)
grid_search.transform(X)
# Test exception handling on scoring
grid_search.scoring = 'sklearn'
assert_raises(ValueError, grid_search.fit, X, y)
def test_grid_search_pipeline_steps():
# check that parameters that are estimators are cloned before fitting
pipe = Pipeline([('regressor', LinearRegression())])
param_grid = {'regressor': [LinearRegression(), Ridge()]}
grid_search = GridSearchCV(pipe, param_grid, cv=2)
grid_search.fit(X, y)
regressor_results = grid_search.cv_results_['param_regressor']
assert isinstance(regressor_results[0], LinearRegression)
assert isinstance(regressor_results[1], Ridge)
assert not hasattr(regressor_results[0], 'coef_')
assert not hasattr(regressor_results[1], 'coef_')
assert regressor_results[0] is not grid_search.best_estimator_
assert regressor_results[1] is not grid_search.best_estimator_
# check that we didn't modify the parameter grid that was passed
assert not hasattr(param_grid['regressor'][0], 'coef_')
assert not hasattr(param_grid['regressor'][1], 'coef_')
@pytest.mark.parametrize("SearchCV", [GridSearchCV, RandomizedSearchCV])
def test_SearchCV_with_fit_params(SearchCV):
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
clf = CheckingClassifier(expected_fit_params=['spam', 'eggs'])
searcher = SearchCV(
clf, {'foo_param': [1, 2, 3]}, cv=2, error_score="raise"
)
# The CheckingClassifier generates an assertion error if
# a parameter is missing or has length != len(X).
err_msg = r"Expected fit parameter\(s\) \['eggs'\] not seen."
with pytest.raises(AssertionError, match=err_msg):
searcher.fit(X, y, spam=np.ones(10))
err_msg = "Fit parameter spam has length 1; expected"
with pytest.raises(AssertionError, match=err_msg):
searcher.fit(X, y, spam=np.ones(1), eggs=np.zeros(10))
searcher.fit(X, y, spam=np.ones(10), eggs=np.zeros(10))
@ignore_warnings
def test_grid_search_no_score():
# Test grid-search on classifier that has no score function.
clf = LinearSVC(random_state=0)
X, y = make_blobs(random_state=0, centers=2)
Cs = [.1, 1, 10]
clf_no_score = LinearSVCNoScore(random_state=0)
grid_search = GridSearchCV(clf, {'C': Cs}, scoring='accuracy')
grid_search.fit(X, y)
grid_search_no_score = GridSearchCV(clf_no_score, {'C': Cs},
scoring='accuracy')
# smoketest grid search
grid_search_no_score.fit(X, y)
# check that best params are equal
assert grid_search_no_score.best_params_ == grid_search.best_params_
# check that we can call score and that it gives the correct result
assert grid_search.score(X, y) == grid_search_no_score.score(X, y)
# giving no scoring function raises an error
grid_search_no_score = GridSearchCV(clf_no_score, {'C': Cs})
assert_raise_message(TypeError, "no scoring", grid_search_no_score.fit,
[[1]])
def test_grid_search_score_method():
X, y = make_classification(n_samples=100, n_classes=2, flip_y=.2,
random_state=0)
clf = LinearSVC(random_state=0)
grid = {'C': [.1]}
search_no_scoring = GridSearchCV(clf, grid, scoring=None).fit(X, y)
search_accuracy = GridSearchCV(clf, grid, scoring='accuracy').fit(X, y)
search_no_score_method_auc = GridSearchCV(LinearSVCNoScore(), grid,
scoring='roc_auc'
).fit(X, y)
search_auc = GridSearchCV(clf, grid, scoring='roc_auc').fit(X, y)
# Check warning only occurs in situation where behavior changed:
# estimator requires score method to compete with scoring parameter
score_no_scoring = search_no_scoring.score(X, y)
score_accuracy = search_accuracy.score(X, y)
score_no_score_auc = search_no_score_method_auc.score(X, y)
score_auc = search_auc.score(X, y)
# ensure the test is sane
assert score_auc < 1.0
assert score_accuracy < 1.0
assert score_auc != score_accuracy
assert_almost_equal(score_accuracy, score_no_scoring)
assert_almost_equal(score_auc, score_no_score_auc)
def test_grid_search_groups():
# Check if ValueError (when groups is None) propagates to GridSearchCV
# And also check if groups is correctly passed to the cv object
rng = np.random.RandomState(0)
X, y = make_classification(n_samples=15, n_classes=2, random_state=0)
groups = rng.randint(0, 3, 15)
clf = LinearSVC(random_state=0)
grid = {'C': [1]}
group_cvs = [LeaveOneGroupOut(), LeavePGroupsOut(2),
GroupKFold(n_splits=3), GroupShuffleSplit()]
for cv in group_cvs:
gs = GridSearchCV(clf, grid, cv=cv)
assert_raise_message(ValueError,
"The 'groups' parameter should not be None.",
gs.fit, X, y)
gs.fit(X, y, groups=groups)
non_group_cvs = [StratifiedKFold(), StratifiedShuffleSplit()]
for cv in non_group_cvs:
gs = GridSearchCV(clf, grid, cv=cv)
# Should not raise an error
gs.fit(X, y)
def test_classes__property():
# Test that classes_ property matches best_estimator_.classes_
X = np.arange(100).reshape(10, 10)
y = np.array([0] * 5 + [1] * 5)
Cs = [.1, 1, 10]
grid_search = GridSearchCV(LinearSVC(random_state=0), {'C': Cs})
grid_search.fit(X, y)
assert_array_equal(grid_search.best_estimator_.classes_,
grid_search.classes_)
# Test that regressors do not have a classes_ attribute
grid_search = GridSearchCV(Ridge(), {'alpha': [1.0, 2.0]})
grid_search.fit(X, y)
assert not hasattr(grid_search, 'classes_')
# Test that the grid searcher has no classes_ attribute before it's fit
grid_search = GridSearchCV(LinearSVC(random_state=0), {'C': Cs})
assert not hasattr(grid_search, 'classes_')
# Test that the grid searcher has no classes_ attribute without a refit
grid_search = GridSearchCV(LinearSVC(random_state=0),
{'C': Cs}, refit=False)
grid_search.fit(X, y)
assert not hasattr(grid_search, 'classes_')
def test_trivial_cv_results_attr():
# Test search over a "grid" with only one point.
clf = MockClassifier()
grid_search = GridSearchCV(clf, {'foo_param': [1]}, cv=3)
grid_search.fit(X, y)
assert hasattr(grid_search, "cv_results_")
random_search = RandomizedSearchCV(clf, {'foo_param': [0]}, n_iter=1, cv=3)
random_search.fit(X, y)
assert hasattr(grid_search, "cv_results_")
def test_no_refit():
# Test that GSCV can be used for model selection alone without refitting
clf = MockClassifier()
for scoring in [None, ['accuracy', 'precision']]:
grid_search = GridSearchCV(
clf, {'foo_param': [1, 2, 3]}, refit=False, cv=3
)
grid_search.fit(X, y)
assert not hasattr(grid_search, "best_estimator_") and \
hasattr(grid_search, "best_index_") and \
hasattr(grid_search, "best_params_")
# Make sure the functions predict/transform etc raise meaningful
# error messages
for fn_name in ('predict', 'predict_proba', 'predict_log_proba',
'transform', 'inverse_transform'):
assert_raise_message(NotFittedError,
('refit=False. %s is available only after '
'refitting on the best parameters'
% fn_name), getattr(grid_search, fn_name), X)
# Test that an invalid refit param raises appropriate error messages
for refit in ["", 5, True, 'recall', 'accuracy']:
assert_raise_message(ValueError, "For multi-metric scoring, the "
"parameter refit must be set to a scorer key",
GridSearchCV(clf, {}, refit=refit,
scoring={'acc': 'accuracy',
'prec': 'precision'}
).fit,
X, y)
def test_grid_search_error():
# Test that grid search will capture errors on data with different length
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
clf = LinearSVC()
cv = GridSearchCV(clf, {'C': [0.1, 1.0]})
assert_raises(ValueError, cv.fit, X_[:180], y_)
def test_grid_search_one_grid_point():
X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0)
param_dict = {"C": [1.0], "kernel": ["rbf"], "gamma": [0.1]}
clf = SVC(gamma='auto')
cv = GridSearchCV(clf, param_dict)
cv.fit(X_, y_)
clf = SVC(C=1.0, kernel="rbf", gamma=0.1)
clf.fit(X_, y_)
assert_array_equal(clf.dual_coef_, cv.best_estimator_.dual_coef_)
def test_grid_search_when_param_grid_includes_range():
# Test that the best estimator contains the right value for foo_param
clf = MockClassifier()
grid_search = None
grid_search = GridSearchCV(clf, {'foo_param': range(1, 4)}, cv=3)
grid_search.fit(X, y)
assert grid_search.best_estimator_.foo_param == 2
def test_grid_search_bad_param_grid():
param_dict = {"C": 1}
clf = SVC(gamma='auto')
assert_raise_message(
ValueError,
"Parameter grid for parameter (C) needs to"
" be a list or numpy array, but got (<class 'int'>)."
" Single values need to be wrapped in a list"
" with one element.",
GridSearchCV, clf, param_dict)
param_dict = {"C": []}
clf = SVC()
assert_raise_message(
ValueError,
"Parameter values for parameter (C) need to be a non-empty sequence.",
GridSearchCV, clf, param_dict)
param_dict = {"C": "1,2,3"}
clf = SVC(gamma='auto')
assert_raise_message(
ValueError,
"Parameter grid for parameter (C) needs to"
" be a list or numpy array, but got (<class 'str'>)."
" Single values need to be wrapped in a list"
" with one element.",
GridSearchCV, clf, param_dict)
param_dict = {"C": | np.ones((3, 2)) | numpy.ones |
from data.data_loader_dad import (
NASA_Anomaly,
WADI
)
from exp.exp_basic import Exp_Basic
from models.model import Informer
from utils.tools import EarlyStopping, adjust_learning_rate
from utils.metrics import metric
from sklearn.metrics import classification_report
import numpy as np
import torch
import torch.nn as nn
from torch import optim
from torch.utils.data import DataLoader
import os
import time
import warnings
warnings.filterwarnings('ignore')
class Exp_Informer_DAD(Exp_Basic):
def __init__(self, args):
super(Exp_Informer_DAD, self).__init__(args)
def _build_model(self):
model_dict = {
'informer':Informer,
}
if self.args.model=='informer':
model = model_dict[self.args.model](
self.args.enc_in,
self.args.dec_in,
self.args.c_out,
self.args.seq_len,
self.args.label_len,
self.args.pred_len,
self.args.factor,
self.args.d_model,
self.args.n_heads,
self.args.e_layers,
self.args.d_layers,
self.args.d_ff,
self.args.dropout,
self.args.attn,
self.args.embed,
self.args.data[:-1],
self.args.activation,
self.device
)
return model.double()
def _get_data(self, flag):
args = self.args
data_dict = {
'SMAP':NASA_Anomaly,
'MSL':NASA_Anomaly,
'WADI':WADI,
}
Data = data_dict[self.args.data]
if flag == 'test':
shuffle_flag = False; drop_last = True; batch_size = args.batch_size
else:
shuffle_flag = True; drop_last = True; batch_size = args.batch_size
data_set = Data(
root_path=args.root_path,
data_path=args.data_path,
flag=flag,
size=[args.seq_len, args.label_len, args.pred_len],
features=args.features,
target=args.target
)
print(flag, len(data_set))
data_loader = DataLoader(
data_set,
batch_size=batch_size,
shuffle=shuffle_flag,
num_workers=args.num_workers,
drop_last=drop_last)
return data_set, data_loader
def _select_optimizer(self):
model_optim = optim.Adam(self.model.parameters(), lr=self.args.learning_rate)
return model_optim
def _select_criterion(self):
criterion = nn.MSELoss()
return criterion
def vali(self, vali_data, vali_loader, criterion):
self.model.eval()
total_loss = []
for i, (batch_x,batch_y,batch_x_mark,batch_y_mark,batch_label) in enumerate(vali_loader):
batch_x = batch_x.double().to(self.device)
batch_y = batch_y.double()
batch_x_mark = batch_x_mark.double().to(self.device)
batch_y_mark = batch_y_mark.double().to(self.device)
# decoder input
dec_inp = torch.zeros_like(batch_y[:,-self.args.pred_len:,:]).double()
dec_inp = torch.cat([batch_y[:,:self.args.label_len,:], dec_inp], dim=1).double().to(self.device)
# encoder - decoder
outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)
batch_y = batch_y[:,-self.args.pred_len:,:].to(self.device)
pred = outputs.detach().cpu()
true = batch_y.detach().cpu()
loss = criterion(pred, true)
total_loss.append(loss)
total_loss = np.average(total_loss)
self.model.train()
return total_loss
def train(self, setting):
train_data, train_loader = self._get_data(flag = 'train')
vali_data, vali_loader = self._get_data(flag = 'val')
test_data, test_loader = self._get_data(flag = 'test')
path = './checkpoints/'+setting
if not os.path.exists(path):
os.makedirs(path)
time_now = time.time()
train_steps = len(train_loader)
early_stopping = EarlyStopping(patience=self.args.patience, verbose=True)
model_optim = self._select_optimizer()
criterion = self._select_criterion()
for epoch in range(self.args.train_epochs):
iter_count = 0
train_loss = []
self.model.train()
for i, (batch_x,batch_y,batch_x_mark,batch_y_mark) in enumerate(train_loader):
iter_count += 1
model_optim.zero_grad()
batch_x = batch_x.double().to(self.device)
batch_y = batch_y.double()
batch_x_mark = batch_x_mark.double().to(self.device)
batch_y_mark = batch_y_mark.double().to(self.device)
# decoder input
dec_inp = torch.zeros_like(batch_y[:,-self.args.pred_len:,:]).double()
dec_inp = torch.cat([batch_y[:,:self.args.label_len,:], dec_inp], dim=1).double().to(self.device)
# encoder - decoder
outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)
batch_y = batch_y[:,-self.args.pred_len:,:].to(self.device)
loss = criterion(outputs, batch_y)
train_loss.append(loss.item())
if (i+1) % 100==0:
print("\titers: {0}, epoch: {1} | loss: {2:.7f}".format(i + 1, epoch + 1, loss.item()))
speed = (time.time()-time_now)/iter_count
left_time = speed*((self.args.train_epochs - epoch)*train_steps - i)
print('\tspeed: {:.4f}s/iter; left time: {:.4f}s'.format(speed, left_time))
iter_count = 0
time_now = time.time()
loss.backward()
model_optim.step()
train_loss = np.average(train_loss)
vali_loss = self.vali(vali_data, vali_loader, criterion)
test_loss = self.vali(test_data, test_loader, criterion)
print("Epoch: {0}, Steps: {1} | Train Loss: {2:.7f} Vali Loss: {3:.7f} Test Loss: {4:.7f}".format(
epoch + 1, train_steps, train_loss, vali_loss, test_loss))
early_stopping(vali_loss, self.model, path)
if early_stopping.early_stop:
print("Early stopping")
break
adjust_learning_rate(model_optim, epoch+1, self.args)
best_model_path = path+'/'+'checkpoint.pth'
self.model.load_state_dict(torch.load(best_model_path))
return self.model
def test(self, setting):
test_data, test_loader = self._get_data(flag='test')
self.model.eval()
preds = []
trues = []
labels = []
with torch.no_grad():
for i, (batch_x,batch_y,batch_x_mark,batch_y_mark,batch_label) in enumerate(test_loader):
batch_x = batch_x.double().to(self.device)
batch_y = batch_y.double()
batch_x_mark = batch_x_mark.double().to(self.device)
batch_y_mark = batch_y_mark.double().to(self.device)
# decoder input
dec_inp = torch.zeros_like(batch_y[:,-self.args.pred_len:,:]).double()
dec_inp = torch.cat([batch_y[:,:self.args.label_len,:], dec_inp], dim=1).double().to(self.device)
# encoder - decoder
outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)
batch_y = batch_y[:,-self.args.pred_len:,:].to(self.device)
pred = outputs.detach().cpu().numpy()#.squeeze()
true = batch_y.detach().cpu().numpy()#.squeeze()
batch_label = batch_label.long().detach().numpy()
preds.append(pred)
trues.append(true)
labels.append(batch_label)
preds = np.array(preds)
trues = np.array(trues)
labels = np.array(labels)
print('test shape:', preds.shape, trues.shape)
preds = preds.reshape(-1, preds.shape[-2], preds.shape[-1])
trues = trues.reshape(-1, trues.shape[-2], trues.shape[-1])
labels = labels.reshape(-1, labels.shape[-1])
print('test shape:', preds.shape, trues.shape)
# result save
folder_path = './results/' + setting +'/'
if not os.path.exists(folder_path):
os.makedirs(folder_path)
mae, mse, rmse, mape, mspe = metric(preds, trues)
print('mse:{}, mae:{}'.format(mse, mae))
np.save(folder_path+'metrics.npy', np.array([mae, mse, rmse, mape, mspe]))
| np.save(folder_path+'pred.npy', preds) | numpy.save |
from data.data_loader_dad import (
NASA_Anomaly,
WADI
)
from exp.exp_basic import Exp_Basic
from models.model import Informer
from utils.tools import EarlyStopping, adjust_learning_rate
from utils.metrics import metric
from sklearn.metrics import classification_report
import numpy as np
import torch
import torch.nn as nn
from torch import optim
from torch.utils.data import DataLoader
import os
import time
import warnings
warnings.filterwarnings('ignore')
class Exp_Informer_DAD(Exp_Basic):
def __init__(self, args):
super(Exp_Informer_DAD, self).__init__(args)
def _build_model(self):
model_dict = {
'informer':Informer,
}
if self.args.model=='informer':
model = model_dict[self.args.model](
self.args.enc_in,
self.args.dec_in,
self.args.c_out,
self.args.seq_len,
self.args.label_len,
self.args.pred_len,
self.args.factor,
self.args.d_model,
self.args.n_heads,
self.args.e_layers,
self.args.d_layers,
self.args.d_ff,
self.args.dropout,
self.args.attn,
self.args.embed,
self.args.data[:-1],
self.args.activation,
self.device
)
return model.double()
def _get_data(self, flag):
args = self.args
data_dict = {
'SMAP':NASA_Anomaly,
'MSL':NASA_Anomaly,
'WADI':WADI,
}
Data = data_dict[self.args.data]
if flag == 'test':
shuffle_flag = False; drop_last = True; batch_size = args.batch_size
else:
shuffle_flag = True; drop_last = True; batch_size = args.batch_size
data_set = Data(
root_path=args.root_path,
data_path=args.data_path,
flag=flag,
size=[args.seq_len, args.label_len, args.pred_len],
features=args.features,
target=args.target
)
print(flag, len(data_set))
data_loader = DataLoader(
data_set,
batch_size=batch_size,
shuffle=shuffle_flag,
num_workers=args.num_workers,
drop_last=drop_last)
return data_set, data_loader
def _select_optimizer(self):
model_optim = optim.Adam(self.model.parameters(), lr=self.args.learning_rate)
return model_optim
def _select_criterion(self):
criterion = nn.MSELoss()
return criterion
def vali(self, vali_data, vali_loader, criterion):
self.model.eval()
total_loss = []
for i, (batch_x,batch_y,batch_x_mark,batch_y_mark,batch_label) in enumerate(vali_loader):
batch_x = batch_x.double().to(self.device)
batch_y = batch_y.double()
batch_x_mark = batch_x_mark.double().to(self.device)
batch_y_mark = batch_y_mark.double().to(self.device)
# decoder input
dec_inp = torch.zeros_like(batch_y[:,-self.args.pred_len:,:]).double()
dec_inp = torch.cat([batch_y[:,:self.args.label_len,:], dec_inp], dim=1).double().to(self.device)
# encoder - decoder
outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)
batch_y = batch_y[:,-self.args.pred_len:,:].to(self.device)
pred = outputs.detach().cpu()
true = batch_y.detach().cpu()
loss = criterion(pred, true)
total_loss.append(loss)
total_loss = np.average(total_loss)
self.model.train()
return total_loss
def train(self, setting):
train_data, train_loader = self._get_data(flag = 'train')
vali_data, vali_loader = self._get_data(flag = 'val')
test_data, test_loader = self._get_data(flag = 'test')
path = './checkpoints/'+setting
if not os.path.exists(path):
os.makedirs(path)
time_now = time.time()
train_steps = len(train_loader)
early_stopping = EarlyStopping(patience=self.args.patience, verbose=True)
model_optim = self._select_optimizer()
criterion = self._select_criterion()
for epoch in range(self.args.train_epochs):
iter_count = 0
train_loss = []
self.model.train()
for i, (batch_x,batch_y,batch_x_mark,batch_y_mark) in enumerate(train_loader):
iter_count += 1
model_optim.zero_grad()
batch_x = batch_x.double().to(self.device)
batch_y = batch_y.double()
batch_x_mark = batch_x_mark.double().to(self.device)
batch_y_mark = batch_y_mark.double().to(self.device)
# decoder input
dec_inp = torch.zeros_like(batch_y[:,-self.args.pred_len:,:]).double()
dec_inp = torch.cat([batch_y[:,:self.args.label_len,:], dec_inp], dim=1).double().to(self.device)
# encoder - decoder
outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)
batch_y = batch_y[:,-self.args.pred_len:,:].to(self.device)
loss = criterion(outputs, batch_y)
train_loss.append(loss.item())
if (i+1) % 100==0:
print("\titers: {0}, epoch: {1} | loss: {2:.7f}".format(i + 1, epoch + 1, loss.item()))
speed = (time.time()-time_now)/iter_count
left_time = speed*((self.args.train_epochs - epoch)*train_steps - i)
print('\tspeed: {:.4f}s/iter; left time: {:.4f}s'.format(speed, left_time))
iter_count = 0
time_now = time.time()
loss.backward()
model_optim.step()
train_loss = np.average(train_loss)
vali_loss = self.vali(vali_data, vali_loader, criterion)
test_loss = self.vali(test_data, test_loader, criterion)
print("Epoch: {0}, Steps: {1} | Train Loss: {2:.7f} Vali Loss: {3:.7f} Test Loss: {4:.7f}".format(
epoch + 1, train_steps, train_loss, vali_loss, test_loss))
early_stopping(vali_loss, self.model, path)
if early_stopping.early_stop:
print("Early stopping")
break
adjust_learning_rate(model_optim, epoch+1, self.args)
best_model_path = path+'/'+'checkpoint.pth'
self.model.load_state_dict(torch.load(best_model_path))
return self.model
def test(self, setting):
test_data, test_loader = self._get_data(flag='test')
self.model.eval()
preds = []
trues = []
labels = []
with torch.no_grad():
for i, (batch_x,batch_y,batch_x_mark,batch_y_mark,batch_label) in enumerate(test_loader):
batch_x = batch_x.double().to(self.device)
batch_y = batch_y.double()
batch_x_mark = batch_x_mark.double().to(self.device)
batch_y_mark = batch_y_mark.double().to(self.device)
# decoder input
dec_inp = torch.zeros_like(batch_y[:,-self.args.pred_len:,:]).double()
dec_inp = torch.cat([batch_y[:,:self.args.label_len,:], dec_inp], dim=1).double().to(self.device)
# encoder - decoder
outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)
batch_y = batch_y[:,-self.args.pred_len:,:].to(self.device)
pred = outputs.detach().cpu().numpy()#.squeeze()
true = batch_y.detach().cpu().numpy()#.squeeze()
batch_label = batch_label.long().detach().numpy()
preds.append(pred)
trues.append(true)
labels.append(batch_label)
preds = np.array(preds)
trues = np.array(trues)
labels = | np.array(labels) | numpy.array |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = np.array(vx.value)
max_count_left = 0
min_count_left = 0
i_left = 0
while ((max_count_left < 1) or (min_count_left < 1)) and (i_left < len(lsq_signal) - 1):
time_series_extended[int(len(lsq_signal) - 2 - i_left)] = \
2 * sum(weights_left * np.hstack((time_series_extended[int(len(lsq_signal) - 1 - i_left):
int(len(lsq_signal) - 1 - i_left + neural_network_k)],
1))) + 1
i_left += 1
if i_left > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_left += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_left += 1
lsq_utils = emd_utils.Utility(time=time, time_series=lsq_signal)
utils_extended = emd_utils.Utility(time=time_extended, time_series=time_series_extended)
maxima = lsq_signal[lsq_utils.max_bool_func_1st_order_fd()]
maxima_time = time[lsq_utils.max_bool_func_1st_order_fd()]
maxima_extrapolate = time_series_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
maxima_extrapolate_time = time_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
minima = lsq_signal[lsq_utils.min_bool_func_1st_order_fd()]
minima_time = time[lsq_utils.min_bool_func_1st_order_fd()]
minima_extrapolate = time_series_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
minima_extrapolate_time = time_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Single Neuron Neural Network Example')
plt.plot(time, lsq_signal, zorder=2, label='Signal')
plt.plot(time_extended, time_series_extended, c='g', zorder=1, label=textwrap.fill('Extrapolated signal', 12))
plt.scatter(maxima_time, maxima, c='r', zorder=3, label='Maxima')
plt.scatter(minima_time, minima, c='b', zorder=3, label='Minima')
plt.scatter(maxima_extrapolate_time, maxima_extrapolate, c='magenta', zorder=3,
label=textwrap.fill('Extrapolated maxima', 12))
plt.scatter(minima_extrapolate_time, minima_extrapolate, c='cyan', zorder=4,
label=textwrap.fill('Extrapolated minima', 12))
plt.plot(((time[-302] + time[-301]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k',
label=textwrap.fill('Neural network inputs', 13))
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='k')
plt.plot(((time_extended[-1001] + time_extended[-1002]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k')
plt.plot(((time[-202] + time[-201]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray', linestyle='dashed',
label=textwrap.fill('Neural network targets', 13))
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='gray')
plt.plot(((time_extended[-1001] + time_extended[-1000]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray',
linestyle='dashed')
plt.xlim(3.4 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/neural_network.png')
plt.show()
# plot 6a
| np.random.seed(0) | numpy.random.seed |
from abc import ABCMeta, abstractmethod
import os
from vmaf.tools.misc import make_absolute_path, run_process
from vmaf.tools.stats import ListStats
__copyright__ = "Copyright 2016-2018, Netflix, Inc."
__license__ = "Apache, Version 2.0"
import re
import numpy as np
import ast
from vmaf import ExternalProgramCaller, to_list
from vmaf.config import VmafConfig, VmafExternalConfig
from vmaf.core.executor import Executor
from vmaf.core.result import Result
from vmaf.tools.reader import YuvReader
class FeatureExtractor(Executor):
"""
FeatureExtractor takes in a list of assets, and run feature extraction on
them, and return a list of corresponding results. A FeatureExtractor must
specify a unique type and version combination (by the TYPE and VERSION
attribute), so that the Result generated by it can be identified.
A derived class of FeatureExtractor must:
1) Override TYPE and VERSION
2) Override _generate_result(self, asset), which call a
command-line executable and generate feature scores in a log file.
3) Override _get_feature_scores(self, asset), which read the feature
scores from the log file, and return the scores in a dictionary format.
For an example, follow VmafFeatureExtractor.
"""
__metaclass__ = ABCMeta
@property
@abstractmethod
def ATOM_FEATURES(self):
raise NotImplementedError
def _read_result(self, asset):
result = {}
result.update(self._get_feature_scores(asset))
executor_id = self.executor_id
return Result(asset, executor_id, result)
@classmethod
def get_scores_key(cls, atom_feature):
return "{type}_{atom_feature}_scores".format(
type=cls.TYPE, atom_feature=atom_feature)
@classmethod
def get_score_key(cls, atom_feature):
return "{type}_{atom_feature}_score".format(
type=cls.TYPE, atom_feature=atom_feature)
def _get_feature_scores(self, asset):
# routine to read the feature scores from the log file, and return
# the scores in a dictionary format.
log_file_path = self._get_log_file_path(asset)
atom_feature_scores_dict = {}
atom_feature_idx_dict = {}
for atom_feature in self.ATOM_FEATURES:
atom_feature_scores_dict[atom_feature] = []
atom_feature_idx_dict[atom_feature] = 0
with open(log_file_path, 'rt') as log_file:
for line in log_file.readlines():
for atom_feature in self.ATOM_FEATURES:
re_template = "{af}: ([0-9]+) ([a-zA-Z0-9.-]+)".format(af=atom_feature)
mo = re.match(re_template, line)
if mo:
cur_idx = int(mo.group(1))
assert cur_idx == atom_feature_idx_dict[atom_feature]
# parse value, allowing NaN and inf
val = float(mo.group(2))
if np.isnan(val) or np.isinf(val):
val = None
atom_feature_scores_dict[atom_feature].append(val)
atom_feature_idx_dict[atom_feature] += 1
continue
len_score = len(atom_feature_scores_dict[self.ATOM_FEATURES[0]])
assert len_score != 0
for atom_feature in self.ATOM_FEATURES[1:]:
assert len_score == len(atom_feature_scores_dict[atom_feature]), \
"Feature data possibly corrupt. Run cleanup script and try again."
feature_result = {}
for atom_feature in self.ATOM_FEATURES:
scores_key = self.get_scores_key(atom_feature)
feature_result[scores_key] = atom_feature_scores_dict[atom_feature]
return feature_result
class VmafFeatureExtractor(FeatureExtractor):
TYPE = "VMAF_feature"
# VERSION = '0.1' # vmaf_study; Anush's VIF fix
# VERSION = '0.2' # expose vif_num, vif_den, adm_num, adm_den, anpsnr
# VERSION = '0.2.1' # expose vif num/den of each scale
# VERSION = '0.2.2' # adm abs-->fabs, corrected border handling, uniform reading with option of offset for input YUV, updated VIF corner case
# VERSION = '0.2.2b' # expose adm_den/num_scalex
# VERSION = '0.2.3' # AVX for VMAF convolution; update adm features by folding noise floor into per coef
# VERSION = '0.2.4' # Fix a bug in adm feature passing scale into dwt_quant_step
# VERSION = '0.2.4b' # Modify by adding ADM noise floor outside cube root; add derived feature motion2
VERSION = '0.2.4c' # Modify by moving motion2 to c code
ATOM_FEATURES = ['vif', 'adm', 'ansnr', 'motion', 'motion2',
'vif_num', 'vif_den', 'adm_num', 'adm_den', 'anpsnr',
'vif_num_scale0', 'vif_den_scale0',
'vif_num_scale1', 'vif_den_scale1',
'vif_num_scale2', 'vif_den_scale2',
'vif_num_scale3', 'vif_den_scale3',
'adm_num_scale0', 'adm_den_scale0',
'adm_num_scale1', 'adm_den_scale1',
'adm_num_scale2', 'adm_den_scale2',
'adm_num_scale3', 'adm_den_scale3',
]
DERIVED_ATOM_FEATURES = ['vif_scale0', 'vif_scale1', 'vif_scale2', 'vif_scale3',
'vif2', 'adm2', 'adm3',
'adm_scale0', 'adm_scale1', 'adm_scale2', 'adm_scale3',
]
ADM2_CONSTANT = 0
ADM_SCALE_CONSTANT = 0
def _generate_result(self, asset):
# routine to call the command-line executable and generate feature
# scores in the log file.
quality_width, quality_height = asset.quality_width_height
log_file_path = self._get_log_file_path(asset)
yuv_type=self._get_workfile_yuv_type(asset)
ref_path=asset.ref_workfile_path
dis_path=asset.dis_workfile_path
w=quality_width
h=quality_height
logger = self.logger
ExternalProgramCaller.call_vmaf_feature(yuv_type, ref_path, dis_path, w, h, log_file_path, logger)
@classmethod
def _post_process_result(cls, result):
# override Executor._post_process_result
result = super(VmafFeatureExtractor, cls)._post_process_result(result)
# adm2 =
# (adm_num + ADM2_CONSTANT) / (adm_den + ADM2_CONSTANT)
adm2_scores_key = cls.get_scores_key('adm2')
adm_num_scores_key = cls.get_scores_key('adm_num')
adm_den_scores_key = cls.get_scores_key('adm_den')
result.result_dict[adm2_scores_key] = list(
(np.array(result.result_dict[adm_num_scores_key]) + cls.ADM2_CONSTANT) /
(np.array(result.result_dict[adm_den_scores_key]) + cls.ADM2_CONSTANT)
)
# vif_scalei = vif_num_scalei / vif_den_scalei, i = 0, 1, 2, 3
vif_num_scale0_scores_key = cls.get_scores_key('vif_num_scale0')
vif_den_scale0_scores_key = cls.get_scores_key('vif_den_scale0')
vif_num_scale1_scores_key = cls.get_scores_key('vif_num_scale1')
vif_den_scale1_scores_key = cls.get_scores_key('vif_den_scale1')
vif_num_scale2_scores_key = cls.get_scores_key('vif_num_scale2')
vif_den_scale2_scores_key = cls.get_scores_key('vif_den_scale2')
vif_num_scale3_scores_key = cls.get_scores_key('vif_num_scale3')
vif_den_scale3_scores_key = cls.get_scores_key('vif_den_scale3')
vif_scale0_scores_key = cls.get_scores_key('vif_scale0')
vif_scale1_scores_key = cls.get_scores_key('vif_scale1')
vif_scale2_scores_key = cls.get_scores_key('vif_scale2')
vif_scale3_scores_key = cls.get_scores_key('vif_scale3')
result.result_dict[vif_scale0_scores_key] = list(
(np.array(result.result_dict[vif_num_scale0_scores_key])
/ np.array(result.result_dict[vif_den_scale0_scores_key]))
)
result.result_dict[vif_scale1_scores_key] = list(
(np.array(result.result_dict[vif_num_scale1_scores_key])
/ np.array(result.result_dict[vif_den_scale1_scores_key]))
)
result.result_dict[vif_scale2_scores_key] = list(
(np.array(result.result_dict[vif_num_scale2_scores_key])
/ | np.array(result.result_dict[vif_den_scale2_scores_key]) | numpy.array |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * | np.ones_like(maxima_line_dash_time) | numpy.ones_like |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), | np.linspace(-0.2, 0.8, 100) | numpy.linspace |
#!/usr/bin/env python
# encoding: utf-8 -*-
"""
This module contains unit tests of the rmgpy.reaction module.
"""
import numpy
import unittest
from external.wip import work_in_progress
from rmgpy.species import Species, TransitionState
from rmgpy.reaction import Reaction
from rmgpy.statmech.translation import Translation, IdealGasTranslation
from rmgpy.statmech.rotation import Rotation, LinearRotor, NonlinearRotor, KRotor, SphericalTopRotor
from rmgpy.statmech.vibration import Vibration, HarmonicOscillator
from rmgpy.statmech.torsion import Torsion, HinderedRotor
from rmgpy.statmech.conformer import Conformer
from rmgpy.kinetics import Arrhenius
from rmgpy.thermo import Wilhoit
import rmgpy.constants as constants
################################################################################
class PseudoSpecies:
"""
Can be used in place of a :class:`rmg.species.Species` for isomorphism checks.
PseudoSpecies('a') is isomorphic with PseudoSpecies('A')
but nothing else.
"""
def __init__(self, label):
self.label = label
def __repr__(self):
return "PseudoSpecies('{0}')".format(self.label)
def __str__(self):
return self.label
def isIsomorphic(self, other):
return self.label.lower() == other.label.lower()
class TestReactionIsomorphism(unittest.TestCase):
"""
Contains unit tests of the isomorphism testing of the Reaction class.
"""
def makeReaction(self,reaction_string):
""""
Make a Reaction (containing PseudoSpecies) of from a string like 'Ab=CD'
"""
reactants, products = reaction_string.split('=')
reactants = [PseudoSpecies(i) for i in reactants]
products = [PseudoSpecies(i) for i in products]
return Reaction(reactants=reactants, products=products)
def test1to1(self):
r1 = self.makeReaction('A=B')
self.assertTrue(r1.isIsomorphic(self.makeReaction('a=B')))
self.assertTrue(r1.isIsomorphic(self.makeReaction('b=A')))
self.assertFalse(r1.isIsomorphic(self.makeReaction('B=a'),eitherDirection=False))
self.assertFalse(r1.isIsomorphic(self.makeReaction('A=C')))
self.assertFalse(r1.isIsomorphic(self.makeReaction('A=BB')))
def test1to2(self):
r1 = self.makeReaction('A=BC')
self.assertTrue(r1.isIsomorphic(self.makeReaction('a=Bc')))
self.assertTrue(r1.isIsomorphic(self.makeReaction('cb=a')))
self.assertTrue(r1.isIsomorphic(self.makeReaction('a=cb'),eitherDirection=False))
self.assertFalse(r1.isIsomorphic(self.makeReaction('bc=a'),eitherDirection=False))
self.assertFalse(r1.isIsomorphic(self.makeReaction('a=c')))
self.assertFalse(r1.isIsomorphic(self.makeReaction('ab=c')))
def test2to2(self):
r1 = self.makeReaction('AB=CD')
self.assertTrue(r1.isIsomorphic(self.makeReaction('ab=cd')))
self.assertTrue(r1.isIsomorphic(self.makeReaction('ab=dc'),eitherDirection=False))
self.assertTrue(r1.isIsomorphic(self.makeReaction('dc=ba')))
self.assertFalse(r1.isIsomorphic(self.makeReaction('cd=ab'),eitherDirection=False))
self.assertFalse(r1.isIsomorphic(self.makeReaction('ab=ab')))
self.assertFalse(r1.isIsomorphic(self.makeReaction('ab=cde')))
def test2to3(self):
r1 = self.makeReaction('AB=CDE')
self.assertTrue(r1.isIsomorphic(self.makeReaction('ab=cde')))
self.assertTrue(r1.isIsomorphic(self.makeReaction('ba=edc'),eitherDirection=False))
self.assertTrue(r1.isIsomorphic(self.makeReaction('dec=ba')))
self.assertFalse(r1.isIsomorphic(self.makeReaction('cde=ab'),eitherDirection=False))
self.assertFalse(r1.isIsomorphic(self.makeReaction('ab=abc')))
self.assertFalse(r1.isIsomorphic(self.makeReaction('abe=cde')))
class TestReaction(unittest.TestCase):
"""
Contains unit tests of the Reaction class.
"""
def setUp(self):
"""
A method that is called prior to each unit test in this class.
"""
ethylene = Species(
label = 'C2H4',
conformer = Conformer(
E0 = (44.7127, 'kJ/mol'),
modes = [
IdealGasTranslation(
mass = (28.0313, 'amu'),
),
NonlinearRotor(
inertia = (
[3.41526, 16.6498, 20.065],
'amu*angstrom^2',
),
symmetry = 4,
),
HarmonicOscillator(
frequencies = (
[828.397, 970.652, 977.223, 1052.93, 1233.55, 1367.56, 1465.09, 1672.25, 3098.46, 3111.7, 3165.79, 3193.54],
'cm^-1',
),
),
],
spinMultiplicity = 1,
opticalIsomers = 1,
),
)
hydrogen = Species(
label = 'H',
conformer = Conformer(
E0 = (211.794, 'kJ/mol'),
modes = [
IdealGasTranslation(
mass = (1.00783, 'amu'),
),
],
spinMultiplicity = 2,
opticalIsomers = 1,
),
)
ethyl = Species(
label = 'C2H5',
conformer = Conformer(
E0 = (111.603, 'kJ/mol'),
modes = [
IdealGasTranslation(
mass = (29.0391, 'amu'),
),
NonlinearRotor(
inertia = (
[4.8709, 22.2353, 23.9925],
'amu*angstrom^2',
),
symmetry = 1,
),
HarmonicOscillator(
frequencies = (
[482.224, 791.876, 974.355, 1051.48, 1183.21, 1361.36, 1448.65, 1455.07, 1465.48, 2688.22, 2954.51, 3033.39, 3101.54, 3204.73],
'cm^-1',
),
),
HinderedRotor(
inertia = (1.11481, 'amu*angstrom^2'),
symmetry = 6,
barrier = (0.244029, 'kJ/mol'),
semiclassical = None,
),
],
spinMultiplicity = 2,
opticalIsomers = 1,
),
)
TS = TransitionState(
label = 'TS',
conformer = Conformer(
E0 = (266.694, 'kJ/mol'),
modes = [
IdealGasTranslation(
mass = (29.0391, 'amu'),
),
NonlinearRotor(
inertia = (
[6.78512, 22.1437, 22.2114],
'amu*angstrom^2',
),
symmetry = 1,
),
HarmonicOscillator(
frequencies = (
[412.75, 415.206, 821.495, 924.44, 982.714, 1024.16, 1224.21, 1326.36, 1455.06, 1600.35, 3101.46, 3110.55, 3175.34, 3201.88],
'cm^-1',
),
),
],
spinMultiplicity = 2,
opticalIsomers = 1,
),
frequency = (-750.232, 'cm^-1'),
)
self.reaction = Reaction(
reactants = [hydrogen, ethylene],
products = [ethyl],
kinetics = Arrhenius(
A = (501366000.0, 'cm^3/(mol*s)'),
n = 1.637,
Ea = (4.32508, 'kJ/mol'),
T0 = (1, 'K'),
Tmin = (300, 'K'),
Tmax = (2500, 'K'),
),
transitionState = TS,
)
# CC(=O)O[O]
acetylperoxy = Species(
label='acetylperoxy',
thermo=Wilhoit(Cp0=(4.0*constants.R,"J/(mol*K)"), CpInf=(21.0*constants.R,"J/(mol*K)"), a0=-3.95, a1=9.26, a2=-15.6, a3=8.55, B=(500.0,"K"), H0=(-6.151e+04,"J/mol"), S0=(-790.2,"J/(mol*K)")),
)
# C[C]=O
acetyl = Species(
label='acetyl',
thermo=Wilhoit(Cp0=(4.0*constants.R,"J/(mol*K)"), CpInf=(15.5*constants.R,"J/(mol*K)"), a0=0.2541, a1=-0.4712, a2=-4.434, a3=2.25, B=(500.0,"K"), H0=(-1.439e+05,"J/mol"), S0=(-524.6,"J/(mol*K)")),
)
# [O][O]
oxygen = Species(
label='oxygen',
thermo=Wilhoit(Cp0=(3.5*constants.R,"J/(mol*K)"), CpInf=(4.5*constants.R,"J/(mol*K)"), a0=-0.9324, a1=26.18, a2=-70.47, a3=44.12, B=(500.0,"K"), H0=(1.453e+04,"J/mol"), S0=(-12.19,"J/(mol*K)")),
)
self.reaction2 = Reaction(
reactants=[acetyl, oxygen],
products=[acetylperoxy],
kinetics = Arrhenius(
A = (2.65e12, 'cm^3/(mol*s)'),
n = 0.0,
Ea = (0.0, 'kJ/mol'),
T0 = (1, 'K'),
Tmin = (300, 'K'),
Tmax = (2000, 'K'),
),
)
def testIsIsomerization(self):
"""
Test the Reaction.isIsomerization() method.
"""
isomerization = Reaction(reactants=[Species()], products=[Species()])
association = Reaction(reactants=[Species(),Species()], products=[Species()])
dissociation = Reaction(reactants=[Species()], products=[Species(),Species()])
bimolecular = Reaction(reactants=[Species(),Species()], products=[Species(),Species()])
self.assertTrue(isomerization.isIsomerization())
self.assertFalse(association.isIsomerization())
self.assertFalse(dissociation.isIsomerization())
self.assertFalse(bimolecular.isIsomerization())
def testIsAssociation(self):
"""
Test the Reaction.isAssociation() method.
"""
isomerization = Reaction(reactants=[Species()], products=[Species()])
association = Reaction(reactants=[Species(),Species()], products=[Species()])
dissociation = Reaction(reactants=[Species()], products=[Species(),Species()])
bimolecular = Reaction(reactants=[Species(),Species()], products=[Species(),Species()])
self.assertFalse(isomerization.isAssociation())
self.assertTrue(association.isAssociation())
self.assertFalse(dissociation.isAssociation())
self.assertFalse(bimolecular.isAssociation())
def testIsDissociation(self):
"""
Test the Reaction.isDissociation() method.
"""
isomerization = Reaction(reactants=[Species()], products=[Species()])
association = Reaction(reactants=[Species(),Species()], products=[Species()])
dissociation = Reaction(reactants=[Species()], products=[Species(),Species()])
bimolecular = Reaction(reactants=[Species(),Species()], products=[Species(),Species()])
self.assertFalse(isomerization.isDissociation())
self.assertFalse(association.isDissociation())
self.assertTrue(dissociation.isDissociation())
self.assertFalse(bimolecular.isDissociation())
def testHasTemplate(self):
"""
Test the Reaction.hasTemplate() method.
"""
reactants = self.reaction.reactants[:]
products = self.reaction.products[:]
self.assertTrue(self.reaction.hasTemplate(reactants, products))
self.assertTrue(self.reaction.hasTemplate(products, reactants))
self.assertFalse(self.reaction2.hasTemplate(reactants, products))
self.assertFalse(self.reaction2.hasTemplate(products, reactants))
reactants.reverse()
products.reverse()
self.assertTrue(self.reaction.hasTemplate(reactants, products))
self.assertTrue(self.reaction.hasTemplate(products, reactants))
self.assertFalse(self.reaction2.hasTemplate(reactants, products))
self.assertFalse(self.reaction2.hasTemplate(products, reactants))
reactants = self.reaction2.reactants[:]
products = self.reaction2.products[:]
self.assertFalse(self.reaction.hasTemplate(reactants, products))
self.assertFalse(self.reaction.hasTemplate(products, reactants))
self.assertTrue(self.reaction2.hasTemplate(reactants, products))
self.assertTrue(self.reaction2.hasTemplate(products, reactants))
reactants.reverse()
products.reverse()
self.assertFalse(self.reaction.hasTemplate(reactants, products))
self.assertFalse(self.reaction.hasTemplate(products, reactants))
self.assertTrue(self.reaction2.hasTemplate(reactants, products))
self.assertTrue(self.reaction2.hasTemplate(products, reactants))
def testEnthalpyOfReaction(self):
"""
Test the Reaction.getEnthalpyOfReaction() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
Hlist0 = [float(v) for v in ['-146007', '-145886', '-144195', '-141973', '-139633', '-137341', '-135155', '-133093', '-131150', '-129316']]
Hlist = self.reaction2.getEnthalpiesOfReaction(Tlist)
for i in range(len(Tlist)):
self.assertAlmostEqual(Hlist[i] / 1000., Hlist0[i] / 1000., 2)
def testEntropyOfReaction(self):
"""
Test the Reaction.getEntropyOfReaction() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
Slist0 = [float(v) for v in ['-156.793', '-156.872', '-153.504', '-150.317', '-147.707', '-145.616', '-143.93', '-142.552', '-141.407', '-140.441']]
Slist = self.reaction2.getEntropiesOfReaction(Tlist)
for i in range(len(Tlist)):
self.assertAlmostEqual(Slist[i], Slist0[i], 2)
def testFreeEnergyOfReaction(self):
"""
Test the Reaction.getFreeEnergyOfReaction() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
Glist0 = [float(v) for v in ['-114648', '-83137.2', '-52092.4', '-21719.3', '8073.53', '37398.1', '66346.8', '94990.6', '123383', '151565']]
Glist = self.reaction2.getFreeEnergiesOfReaction(Tlist)
for i in range(len(Tlist)):
self.assertAlmostEqual(Glist[i] / 1000., Glist0[i] / 1000., 2)
def testEquilibriumConstantKa(self):
"""
Test the Reaction.getEquilibriumConstant() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
Kalist0 = [float(v) for v in ['8.75951e+29', '7.1843e+10', '34272.7', '26.1877', '0.378696', '0.0235579', '0.00334673', '0.000792389', '0.000262777', '0.000110053']]
Kalist = self.reaction2.getEquilibriumConstants(Tlist, type='Ka')
for i in range(len(Tlist)):
self.assertAlmostEqual(Kalist[i] / Kalist0[i], 1.0, 4)
def testEquilibriumConstantKc(self):
"""
Test the Reaction.getEquilibriumConstant() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
Kclist0 = [float(v) for v in ['1.45661e+28', '2.38935e+09', '1709.76', '1.74189', '0.0314866', '0.00235045', '0.000389568', '0.000105413', '3.93273e-05', '1.83006e-05']]
Kclist = self.reaction2.getEquilibriumConstants(Tlist, type='Kc')
for i in range(len(Tlist)):
self.assertAlmostEqual(Kclist[i] / Kclist0[i], 1.0, 4)
def testEquilibriumConstantKp(self):
"""
Test the Reaction.getEquilibriumConstant() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
Kplist0 = [float(v) for v in ['8.75951e+24', '718430', '0.342727', '0.000261877', '3.78696e-06', '2.35579e-07', '3.34673e-08', '7.92389e-09', '2.62777e-09', '1.10053e-09']]
Kplist = self.reaction2.getEquilibriumConstants(Tlist, type='Kp')
for i in range(len(Tlist)):
self.assertAlmostEqual(Kplist[i] / Kplist0[i], 1.0, 4)
def testStoichiometricCoefficient(self):
"""
Test the Reaction.getStoichiometricCoefficient() method.
"""
for reactant in self.reaction.reactants:
self.assertEqual(self.reaction.getStoichiometricCoefficient(reactant), -1)
for product in self.reaction.products:
self.assertEqual(self.reaction.getStoichiometricCoefficient(product), 1)
for reactant in self.reaction2.reactants:
self.assertEqual(self.reaction.getStoichiometricCoefficient(reactant), 0)
for product in self.reaction2.products:
self.assertEqual(self.reaction.getStoichiometricCoefficient(product), 0)
def testRateCoefficient(self):
"""
Test the Reaction.getRateCoefficient() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
P = 1e5
for T in Tlist:
self.assertAlmostEqual(self.reaction.getRateCoefficient(T, P) / self.reaction.kinetics.getRateCoefficient(T), 1.0, 6)
def testGenerateReverseRateCoefficient(self):
"""
Test the Reaction.generateReverseRateCoefficient() method.
"""
Tlist = numpy.arange(200.0, 2001.0, 200.0, numpy.float64)
P = 1e5
reverseKinetics = self.reaction2.generateReverseRateCoefficient()
for T in Tlist:
kr0 = self.reaction2.getRateCoefficient(T, P) / self.reaction2.getEquilibriumConstant(T)
kr = reverseKinetics.getRateCoefficient(T)
self.assertAlmostEqual(kr0 / kr, 1.0, 0)
def testGenerateReverseRateCoefficientArrhenius(self):
"""
Test the Reaction.generateReverseRateCoefficient() method works for the Arrhenius format.
"""
original_kinetics = Arrhenius(
A = (2.65e12, 'cm^3/(mol*s)'),
n = 0.0,
Ea = (0.0, 'kJ/mol'),
T0 = (1, 'K'),
Tmin = (300, 'K'),
Tmax = (2000, 'K'),
)
self.reaction2.kinetics = original_kinetics
reverseKinetics = self.reaction2.generateReverseRateCoefficient()
self.reaction2.kinetics = reverseKinetics
# reverse reactants, products to ensure Keq is correctly computed
self.reaction2.reactants, self.reaction2.products = self.reaction2.products, self.reaction2.reactants
reversereverseKinetics = self.reaction2.generateReverseRateCoefficient()
# check that reverting the reverse yields the original
Tlist = numpy.arange(original_kinetics.Tmin.value_si, original_kinetics.Tmax.value_si, 200.0, numpy.float64)
P = 1e5
for T in Tlist:
korig = original_kinetics.getRateCoefficient(T, P)
krevrev = reversereverseKinetics.getRateCoefficient(T, P)
self.assertAlmostEqual(korig / krevrev, 1.0, 0)
@work_in_progress
def testGenerateReverseRateCoefficientArrheniusEP(self):
"""
Test the Reaction.generateReverseRateCoefficient() method works for the ArrheniusEP format.
"""
from rmgpy.kinetics import ArrheniusEP
original_kinetics = ArrheniusEP(
A = (2.65e12, 'cm^3/(mol*s)'),
n = 0.0,
alpha = 0.5,
E0 = (41.84, 'kJ/mol'),
Tmin = (300, 'K'),
Tmax = (2000, 'K'),
)
self.reaction2.kinetics = original_kinetics
reverseKinetics = self.reaction2.generateReverseRateCoefficient()
self.reaction2.kinetics = reverseKinetics
# reverse reactants, products to ensure Keq is correctly computed
self.reaction2.reactants, self.reaction2.products = self.reaction2.products, self.reaction2.reactants
reversereverseKinetics = self.reaction2.generateReverseRateCoefficient()
# check that reverting the reverse yields the original
Tlist = numpy.arange(original_kinetics.Tmin, original_kinetics.Tmax, 200.0, numpy.float64)
P = 1e5
for T in Tlist:
korig = original_kinetics.getRateCoefficient(T, P)
krevrev = reversereverseKinetics.getRateCoefficient(T, P)
self.assertAlmostEqual(korig / krevrev, 1.0, 0)
def testGenerateReverseRateCoefficientPDepArrhenius(self):
"""
Test the Reaction.generateReverseRateCoefficient() method works for the PDepArrhenius format.
"""
from rmgpy.kinetics import PDepArrhenius
arrhenius0 = Arrhenius(
A = (1.0e6,"s^-1"),
n = 1.0,
Ea = (10.0,"kJ/mol"),
T0 = (300.0,"K"),
Tmin = (300.0,"K"),
Tmax = (2000.0,"K"),
comment = """This data is completely made up""",
)
arrhenius1 = Arrhenius(
A = (1.0e12,"s^-1"),
n = 1.0,
Ea = (20.0,"kJ/mol"),
T0 = (300.0,"K"),
Tmin = (300.0,"K"),
Tmax = (2000.0,"K"),
comment = """This data is completely made up""",
)
pressures = numpy.array([0.1, 10.0])
arrhenius = [arrhenius0, arrhenius1]
Tmin = 300.0
Tmax = 2000.0
Pmin = 0.1
Pmax = 10.0
comment = """This data is completely made up"""
original_kinetics = PDepArrhenius(
pressures = (pressures,"bar"),
arrhenius = arrhenius,
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
Pmin = (Pmin,"bar"),
Pmax = (Pmax,"bar"),
comment = comment,
)
self.reaction2.kinetics = original_kinetics
reverseKinetics = self.reaction2.generateReverseRateCoefficient()
self.reaction2.kinetics = reverseKinetics
# reverse reactants, products to ensure Keq is correctly computed
self.reaction2.reactants, self.reaction2.products = self.reaction2.products, self.reaction2.reactants
reversereverseKinetics = self.reaction2.generateReverseRateCoefficient()
# check that reverting the reverse yields the original
Tlist = numpy.arange(Tmin, Tmax, 200.0, numpy.float64)
P = 1e5
for T in Tlist:
korig = original_kinetics.getRateCoefficient(T, P)
krevrev = reversereverseKinetics.getRateCoefficient(T, P)
self.assertAlmostEqual(korig / krevrev, 1.0, 0)
def testGenerateReverseRateCoefficientMultiArrhenius(self):
"""
Test the Reaction.generateReverseRateCoefficient() method works for the MultiArrhenius format.
"""
from rmgpy.kinetics import MultiArrhenius
pressures = numpy.array([0.1, 10.0])
Tmin = 300.0
Tmax = 2000.0
Pmin = 0.1
Pmax = 10.0
comment = """This data is completely made up"""
arrhenius = [
Arrhenius(
A = (9.3e-14,"cm^3/(molecule*s)"),
n = 0.0,
Ea = (4740*constants.R*0.001,"kJ/mol"),
T0 = (1,"K"),
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
comment = comment,
),
Arrhenius(
A = (1.4e-9,"cm^3/(molecule*s)"),
n = 0.0,
Ea = (11200*constants.R*0.001,"kJ/mol"),
T0 = (1,"K"),
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
comment = comment,
),
]
original_kinetics = MultiArrhenius(
arrhenius = arrhenius,
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
comment = comment,
)
self.reaction2.kinetics = original_kinetics
reverseKinetics = self.reaction2.generateReverseRateCoefficient()
self.reaction2.kinetics = reverseKinetics
# reverse reactants, products to ensure Keq is correctly computed
self.reaction2.reactants, self.reaction2.products = self.reaction2.products, self.reaction2.reactants
reversereverseKinetics = self.reaction2.generateReverseRateCoefficient()
# check that reverting the reverse yields the original
Tlist = numpy.arange(Tmin, Tmax, 200.0, numpy.float64)
P = 1e5
for T in Tlist:
korig = original_kinetics.getRateCoefficient(T, P)
krevrev = reversereverseKinetics.getRateCoefficient(T, P)
self.assertAlmostEqual(korig / krevrev, 1.0, 0)
def testGenerateReverseRateCoefficientMultiPDepArrhenius(self):
"""
Test the Reaction.generateReverseRateCoefficient() method works for the MultiPDepArrhenius format.
"""
from rmgpy.kinetics import PDepArrhenius, MultiPDepArrhenius
Tmin = 350.
Tmax = 1500.
Pmin = 1e-1
Pmax = 1e1
pressures = numpy.array([1e-1,1e1])
comment = 'CH3 + C2H6 <=> CH4 + C2H5 (Baulch 2005)'
arrhenius = [
PDepArrhenius(
pressures = (pressures,"bar"),
arrhenius = [
Arrhenius(
A = (9.3e-16,"cm^3/(molecule*s)"),
n = 0.0,
Ea = (4740*constants.R*0.001,"kJ/mol"),
T0 = (1,"K"),
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
comment = comment,
),
Arrhenius(
A = (9.3e-14,"cm^3/(molecule*s)"),
n = 0.0,
Ea = (4740*constants.R*0.001,"kJ/mol"),
T0 = (1,"K"),
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
comment = comment,
),
],
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
Pmin = (Pmin,"bar"),
Pmax = (Pmax,"bar"),
comment = comment,
),
PDepArrhenius(
pressures = (pressures,"bar"),
arrhenius = [
Arrhenius(
A = (1.4e-11,"cm^3/(molecule*s)"),
n = 0.0,
Ea = (11200*constants.R*0.001,"kJ/mol"),
T0 = (1,"K"),
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
comment = comment,
),
Arrhenius(
A = (1.4e-9,"cm^3/(molecule*s)"),
n = 0.0,
Ea = (11200*constants.R*0.001,"kJ/mol"),
T0 = (1,"K"),
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
comment = comment,
),
],
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
Pmin = (Pmin,"bar"),
Pmax = (Pmax,"bar"),
comment = comment,
),
]
original_kinetics = MultiPDepArrhenius(
arrhenius = arrhenius,
Tmin = (Tmin,"K"),
Tmax = (Tmax,"K"),
Pmin = (Pmin,"bar"),
Pmax = (Pmax,"bar"),
comment = comment,
)
self.reaction2.kinetics = original_kinetics
reverseKinetics = self.reaction2.generateReverseRateCoefficient()
self.reaction2.kinetics = reverseKinetics
# reverse reactants, products to ensure Keq is correctly computed
self.reaction2.reactants, self.reaction2.products = self.reaction2.products, self.reaction2.reactants
reversereverseKinetics = self.reaction2.generateReverseRateCoefficient()
# check that reverting the reverse yields the original
Tlist = | numpy.arange(Tmin, Tmax, 200.0, numpy.float64) | numpy.arange |
# -*- coding: utf-8 -*-
"""
Created on Thu Nov 28 12:10:11 2019
@author: Omer
"""
## File handler
## This file was initially intended purely to generate the matrices for the near earth code found in: https://public.ccsds.org/Pubs/131x1o2e2s.pdf
## The values from the above pdf were copied manually to a txt file, and it is the purpose of this file to parse it.
## The emphasis here is on correctness, I currently do not see a reason to generalise this file, since matrices will be saved in either json or some matrix friendly format.
import numpy as np
from scipy.linalg import circulant
#import matplotlib.pyplot as plt
import scipy.io
import common
import hashlib
import os
projectDir = os.environ.get('LDPC')
if projectDir == None:
import pathlib
projectDir = pathlib.Path(__file__).parent.absolute()
## <NAME>: added on 01/12/2020, need to make sure this doesn't break anything.
import sys
sys.path.insert(1, projectDir)
FILE_HANDLER_INT_DATA_TYPE = np.int32
GENERAL_CODE_MATRIX_DATA_TYPE = np.int32
NIBBLE_CONVERTER = np.array([8, 4, 2, 1], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
def nibbleToHex(inputArray):
n = NIBBLE_CONVERTER.dot(inputArray)
if n == 10:
h = 'A'
elif n== 11:
h = 'B'
elif n== 12:
h = 'C'
elif n== 13:
h = 'D'
elif n== 14:
h = 'E'
elif n== 15:
h = 'F'
else:
h = str(n)
return h
def binaryArraytoHex(inputArray):
d1 = len(inputArray)
assert (d1 % 4 == 0)
outputArray = np.zeros(d1//4, dtype = str)
outputString = ''
for j in range(d1//4):
nibble = inputArray[4 * j : 4 * j + 4]
h = nibbleToHex(nibble)
outputArray[j] = h
outputString = outputString + h
return outputArray, outputString
def hexStringToBinaryArray(hexString):
outputBinary = np.array([], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
for i in hexString:
if i == '0':
nibble = np.array([0,0,0,0], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == '1':
nibble = np.array([0,0,0,1], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == '2':
nibble = np.array([0,0,1,0], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == '3':
nibble = np.array([0,0,1,1], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == '4':
nibble = np.array([0,1,0,0], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == '5':
nibble = np.array([0,1,0,1], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == '6':
nibble = np.array([0,1,1,0], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == '7':
nibble = np.array([0,1,1,1], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == '8':
nibble = np.array([1,0,0,0], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == '9':
nibble = np.array([1,0,0,1], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == 'A':
nibble = np.array([1,0,1,0], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == 'B':
nibble = np.array([1,0,1,1], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == 'C':
nibble = np.array([1,1,0,0], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == 'D':
nibble = np.array([1,1,0,1], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == 'E':
nibble = np.array([1,1,1,0], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == 'F':
nibble = np.array([1,1,1,1], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
else:
#print('Error, 0-9 or A-F')
pass
nibble = np.array([], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
outputBinary = np.hstack((outputBinary, nibble))
return outputBinary
def hexToCirculant(hexStr, circulantSize):
binaryArray = hexStringToBinaryArray(hexStr)
if len(binaryArray) < circulantSize:
binaryArray = np.hstack(np.zeros(circulantSize-len(binaryArray), dtype = GENERAL_CODE_MATRIX_DATA_TYPE))
else:
binaryArray = binaryArray[1:]
circulantMatrix = circulant(binaryArray)
circulantMatrix = circulantMatrix.T
return circulantMatrix
def hotLocationsToCirculant(locationList, circulantSize):
generatingVector = np.zeros(circulantSize, dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
generatingVector[locationList] = 1
newCirculant = circulant(generatingVector)
newCirculant = newCirculant.T
return newCirculant
def readMatrixFromFile(fileName, dim0, dim1, circulantSize, isRow = True, isHex = True, isGenerator = True ):
# This function assumes that each line in the file contains the non zero locations of the first row of a circulant.
# Each line in the file then defines a circulant, and the order in which they are defined is top to bottom left to right, i.e.:
# line 0 defines circulant 0,0
with open(fileName) as fid:
lines = fid.readlines()
if isGenerator:
for i in range((dim0 // circulantSize) ):
bLeft = hexToCirculant(lines[2 * i], circulantSize)
bRight = hexToCirculant(lines[2 * i + 1], circulantSize)
newBlock = np.hstack((bLeft, bRight))
if i == 0:
accumulatedBlock = newBlock
else:
accumulatedBlock = np.vstack((accumulatedBlock, newBlock))
newMatrix = np.hstack((np.eye(dim0, dtype = GENERAL_CODE_MATRIX_DATA_TYPE), accumulatedBlock))
else:
for i in range((dim1 // circulantSize)):
locationList1 = list(lines[ i].rstrip('\n').split(','))
locationList1 = list(map(int, locationList1))
upBlock = hotLocationsToCirculant(locationList1, circulantSize)
if i == 0:
accumulatedUpBlock1 = upBlock
else:
accumulatedUpBlock1 = np.hstack((accumulatedUpBlock1, upBlock))
for i in range((dim1 // circulantSize)):
locationList = list(lines[(dim1 // circulantSize) + i].rstrip('\n').split(','))
locationList = list(map(int, locationList))
newBlock = hotLocationsToCirculant(locationList, circulantSize)
if i == 0:
accumulatedBlock2 = newBlock
else:
accumulatedBlock2 = np.hstack((accumulatedBlock2, newBlock))
newMatrix = | np.vstack((accumulatedUpBlock1, accumulatedBlock2)) | numpy.vstack |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = np.array(vx.value)
max_count_left = 0
min_count_left = 0
i_left = 0
while ((max_count_left < 1) or (min_count_left < 1)) and (i_left < len(lsq_signal) - 1):
time_series_extended[int(len(lsq_signal) - 2 - i_left)] = \
2 * sum(weights_left * np.hstack((time_series_extended[int(len(lsq_signal) - 1 - i_left):
int(len(lsq_signal) - 1 - i_left + neural_network_k)],
1))) + 1
i_left += 1
if i_left > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_left += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_left += 1
lsq_utils = emd_utils.Utility(time=time, time_series=lsq_signal)
utils_extended = emd_utils.Utility(time=time_extended, time_series=time_series_extended)
maxima = lsq_signal[lsq_utils.max_bool_func_1st_order_fd()]
maxima_time = time[lsq_utils.max_bool_func_1st_order_fd()]
maxima_extrapolate = time_series_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
maxima_extrapolate_time = time_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
minima = lsq_signal[lsq_utils.min_bool_func_1st_order_fd()]
minima_time = time[lsq_utils.min_bool_func_1st_order_fd()]
minima_extrapolate = time_series_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
minima_extrapolate_time = time_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Single Neuron Neural Network Example')
plt.plot(time, lsq_signal, zorder=2, label='Signal')
plt.plot(time_extended, time_series_extended, c='g', zorder=1, label=textwrap.fill('Extrapolated signal', 12))
plt.scatter(maxima_time, maxima, c='r', zorder=3, label='Maxima')
plt.scatter(minima_time, minima, c='b', zorder=3, label='Minima')
plt.scatter(maxima_extrapolate_time, maxima_extrapolate, c='magenta', zorder=3,
label=textwrap.fill('Extrapolated maxima', 12))
plt.scatter(minima_extrapolate_time, minima_extrapolate, c='cyan', zorder=4,
label=textwrap.fill('Extrapolated minima', 12))
plt.plot(((time[-302] + time[-301]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k',
label=textwrap.fill('Neural network inputs', 13))
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='k')
plt.plot(((time_extended[-1001] + time_extended[-1002]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k')
plt.plot(((time[-202] + time[-201]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray', linestyle='dashed',
label=textwrap.fill('Neural network targets', 13))
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='gray')
plt.plot(((time_extended[-1001] + time_extended[-1000]) / 2) * np.ones(100), | np.linspace(-2.75, 2.75, 100) | numpy.linspace |
import numpy as np
import tensorflow as tf
H = 2
N = 2
M = 3
BS = 10
def my_softmax(arr):
max_elements = np.reshape(np.max(arr, axis = 2), (BS, N, 1))
arr = arr - max_elements
exp_array = np.exp(arr)
print (exp_array)
sum_array = np.reshape(np.sum(exp_array, axis=2), (BS, N, 1))
return exp_array /sum_array
def masked_softmax(logits, mask, dim):
"""
Takes masked softmax over given dimension of logits.
Inputs:
logits: Numpy array. We want to take softmax over dimension dim.
mask: Numpy array of same shape as logits.
Has 1s where there's real data in logits, 0 where there's padding
dim: int. dimension over which to take softmax
Returns:
masked_logits: Numpy array same shape as logits.
This is the same as logits, but with 1e30 subtracted
(i.e. very large negative number) in the padding locations.
prob_dist: Numpy array same shape as logits.
The result of taking softmax over masked_logits in given dimension.
Should be 0 in padding locations.
Should sum to 1 over given dimension.
"""
exp_mask = (1 - tf.cast(mask, 'float64')) * (-1e30) # -large where there's padding, 0 elsewhere
print (exp_mask)
masked_logits = tf.add(logits, exp_mask) # where there's padding, set logits to -large
prob_dist = tf.nn.softmax(masked_logits, dim)
return masked_logits, prob_dist
def test_build_similarity(contexts, questions):
w_sim_1 = tf.get_variable('w_sim_1',
initializer=w_1) # 2 * H
w_sim_2 = tf.get_variable('w_sim_2',
initializer=w_2) # 2 * self.hidden_size
w_sim_3 = tf.get_variable('w_sim_3',
initializer=w_3) # 2 * self.hidden_size
q_tile = tf.tile(tf.expand_dims(questions, 0), [N, 1, 1, 1]) # N x BS x M x 2H
q_tile = tf.transpose(q_tile, (1, 0, 3, 2)) # BS x N x 2H x M
contexts = tf.expand_dims(contexts, -1) # BS x N x 2H x 1
result = (contexts * q_tile) # BS x N x 2H x M
tf.assert_equal(tf.shape(result), [BS, N, 2 * H, M])
result = tf.transpose(result, (0, 1, 3, 2)) # BS x N x M x 2H
result = tf.reshape(result, (-1, N * M, 2 * H)) # BS x (NxM) x 2H
tf.assert_equal(tf.shape(result), [BS, N*M, 2*H])
# w_sim_1 = tf.tile(tf.expand_dims(w_sim_1, 0), [BS, 1])
# w_sim_2 = tf.tile(tf.expand_dims(w_sim_2, 0), [BS, 1])
# w_sim_3 = tf.tile(tf.expand_dims(w_sim_3, 0), [BS, 1])
term1 = tf.matmul(tf.reshape(contexts, (BS * N, 2*H)), tf.expand_dims(w_sim_1, -1)) # BS x N
term1 = tf.reshape(term1, (-1, N))
term2 = tf.matmul(tf.reshape(questions, (BS * M, 2*H)), tf.expand_dims(w_sim_2, -1)) # BS x M
term2 = tf.reshape(term2, (-1, M))
term3 = tf.matmul(tf.reshape(result, (BS * N * M, 2* H)), tf.expand_dims(w_sim_3, -1))
term3 = tf.reshape(term3, (-1, N, M)) # BS x N x M
S = tf.reshape(term1,(-1, N, 1)) + term3 + tf.reshape(term2, (-1, 1, M))
return S
def test_build_sim_mask():
context_mask = np.array([True, True]) # BS x N
question_mask = np.array([True, True, False]) # BS x M
context_mask = np.tile(context_mask, [BS, 1])
question_mask = np.tile(question_mask, [BS, 1])
context_mask = tf.get_variable('context_mask', initializer=context_mask)
question_mask = tf.get_variable('question_mask', initializer=question_mask)
context_mask = tf.expand_dims(context_mask, -1) # BS x N x 1
question_mask = tf.expand_dims(question_mask, -1) # BS x M x 1
question_mask = tf.transpose(question_mask, (0, 2, 1)) # BS x 1 x M
sim_mask = tf.matmul(tf.cast(context_mask, dtype=tf.int32),
tf.cast(question_mask, dtype=tf.int32)) # BS x N x M
return sim_mask
def test_build_c2q(S, S_mask, questions):
_, alpha = masked_softmax(S, mask, 2) # BS x N x M
return tf.matmul(alpha, questions)
def test_build_q2c(S, S_mask, contexts):
# S = BS x N x M
# contexts = BS x N x 2H
m = tf.reduce_max(S * tf.cast(S_mask, dtype=tf.float64), axis=2) # BS x N
beta = tf.expand_dims(tf.nn.softmax(m), -1) # BS x N x 1
beta = tf.transpose(beta, (0, 2, 1))
q2c = tf.matmul(beta, contexts)
return m, beta, q2c
def test_concatenation(c2q, q2c):
q2c = tf.tile(q2c, (1, N, 1))
output = tf.concat([c2q, q2c], axis=2)
tf.assert_equal(tf.shape(output), [BS, N, 4*H])
return output
if __name__== "__main__":
w_1 = np.array([1., 2., 3., 4.])
w_2 = np.array([5., 6., 7., 8.])
w_3 = np.array([13., 12., 11., 10.])
c = np.array([[[1., 2., 3., 4.], [5., 6., 7., 8.]]]) # BS x N x 2H
q = np.array([[[1., 2., 3., 0.], [5., 6., 7., 4.], [8., 9. , 10., 11.]]]) # BS x M x 2H
c = np.tile(c, [BS, 1, 1])
q = np.tile(q, [BS, 1, 1])
questions = tf.get_variable('questions', initializer=q)
contexts = tf.get_variable('contexts', initializer=c)
S = test_build_similarity(contexts, questions)
mask = test_build_sim_mask()
c2q = test_build_c2q(S, mask, questions)
m, beta, q2c = test_build_q2c(S, mask, contexts)
output = test_concatenation(c2q, q2c)
init = tf.global_variables_initializer()
with tf.Session() as sess:
sess.run(init)
S_result, mask_result, c2q_r = sess.run([S, mask, c2q])
actual_result = np.tile( | np.array([[228, 772, 1372], [548, 1828, 3140]]) | numpy.array |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = np.array(vx.value)
max_count_left = 0
min_count_left = 0
i_left = 0
while ((max_count_left < 1) or (min_count_left < 1)) and (i_left < len(lsq_signal) - 1):
time_series_extended[int(len(lsq_signal) - 2 - i_left)] = \
2 * sum(weights_left * np.hstack((time_series_extended[int(len(lsq_signal) - 1 - i_left):
int(len(lsq_signal) - 1 - i_left + neural_network_k)],
1))) + 1
i_left += 1
if i_left > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_left += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_left += 1
lsq_utils = emd_utils.Utility(time=time, time_series=lsq_signal)
utils_extended = emd_utils.Utility(time=time_extended, time_series=time_series_extended)
maxima = lsq_signal[lsq_utils.max_bool_func_1st_order_fd()]
maxima_time = time[lsq_utils.max_bool_func_1st_order_fd()]
maxima_extrapolate = time_series_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
maxima_extrapolate_time = time_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
minima = lsq_signal[lsq_utils.min_bool_func_1st_order_fd()]
minima_time = time[lsq_utils.min_bool_func_1st_order_fd()]
minima_extrapolate = time_series_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
minima_extrapolate_time = time_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Single Neuron Neural Network Example')
plt.plot(time, lsq_signal, zorder=2, label='Signal')
plt.plot(time_extended, time_series_extended, c='g', zorder=1, label=textwrap.fill('Extrapolated signal', 12))
plt.scatter(maxima_time, maxima, c='r', zorder=3, label='Maxima')
plt.scatter(minima_time, minima, c='b', zorder=3, label='Minima')
plt.scatter(maxima_extrapolate_time, maxima_extrapolate, c='magenta', zorder=3,
label=textwrap.fill('Extrapolated maxima', 12))
plt.scatter(minima_extrapolate_time, minima_extrapolate, c='cyan', zorder=4,
label=textwrap.fill('Extrapolated minima', 12))
plt.plot(((time[-302] + time[-301]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k',
label=textwrap.fill('Neural network inputs', 13))
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='k')
plt.plot(((time_extended[-1001] + time_extended[-1002]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k')
plt.plot(((time[-202] + time[-201]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray', linestyle='dashed',
label=textwrap.fill('Neural network targets', 13))
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='gray')
plt.plot(((time_extended[-1001] + time_extended[-1000]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray',
linestyle='dashed')
plt.xlim(3.4 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/neural_network.png')
plt.show()
# plot 6a
np.random.seed(0)
time = np.linspace(0, 5 * np.pi, 1001)
knots_51 = np.linspace(0, 5 * np.pi, 51)
time_series = np.cos(2 * time) + np.cos(4 * time) + np.cos(8 * time)
noise = np.random.normal(0, 1, len(time_series))
time_series += noise
advemdpy = EMD(time=time, time_series=time_series)
imfs_51, hts_51, ifs_51 = advemdpy.empirical_mode_decomposition(knots=knots_51, max_imfs=3,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_31 = np.linspace(0, 5 * np.pi, 31)
imfs_31, hts_31, ifs_31 = advemdpy.empirical_mode_decomposition(knots=knots_31, max_imfs=2,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_11 = np.linspace(0, 5 * np.pi, 11)
imfs_11, hts_11, ifs_11 = advemdpy.empirical_mode_decomposition(knots=knots_11, max_imfs=1,
edge_effect='symmetric_anchor', verbose=False)[:3]
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
print(f'DFA fluctuation with 51 knots: {np.round(np.var(time_series - (imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :])), 3)}')
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[0].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[0].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(time, time_series, label='Time series')
axs[1].plot(time, imfs_31[1, :] + imfs_31[2, :], label=textwrap.fill('Sum of IMF 1 and IMF 2 with 31 knots', 19))
axs[1].plot(time, imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 2 and IMF 3 with 51 knots', 19))
print(f'DFA fluctuation with 31 knots: {np.round(np.var(time_series - (imfs_31[1, :] + imfs_31[2, :])), 3)}')
for knot in knots_31:
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[1].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[1].set_xticklabels(['', '', '', '', '', ''])
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
axs[1].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[1].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[1].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[1].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
axs[2].plot(time, time_series, label='Time series')
axs[2].plot(time, imfs_11[1, :], label='IMF 1 with 11 knots')
axs[2].plot(time, imfs_31[2, :], label='IMF 2 with 31 knots')
axs[2].plot(time, imfs_51[3, :], label='IMF 3 with 51 knots')
print(f'DFA fluctuation with 11 knots: {np.round(np.var(time_series - imfs_51[3, :]), 3)}')
for knot in knots_11:
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[2].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[2].set_xticklabels(['$0$', r'$\pi$', r'$2\pi$', r'$3\pi$', r'$4\pi$', r'$5\pi$'])
box_2 = axs[2].get_position()
axs[2].set_position([box_2.x0 - 0.05, box_2.y0, box_2.width * 0.85, box_2.height])
axs[2].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[2].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[2].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[2].plot(0.95 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--')
axs[2].plot(1.55 * np.pi * np.ones(101), np.linspace(-5.5, 5.5, 101), 'k--', label='Zoomed region')
plt.savefig('jss_figures/DFA_different_trends.png')
plt.show()
# plot 6b
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences Zoomed Region', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[0].set_ylim(-5.5, 5.5)
axs[0].set_xlim(0.95 * np.pi, 1.55 * np.pi)
axs[1].plot(time, time_series, label='Time series')
axs[1].plot(time, imfs_31[1, :] + imfs_31[2, :], label=textwrap.fill('Sum of IMF 1 and IMF 2 with 31 knots', 19))
axs[1].plot(time, imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 2 and IMF 3 with 51 knots', 19))
for knot in knots_31:
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[1].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[1].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[1].set_xticklabels(['', '', '', '', '', ''])
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
axs[1].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[1].set_ylim(-5.5, 5.5)
axs[1].set_xlim(0.95 * np.pi, 1.55 * np.pi)
axs[2].plot(time, time_series, label='Time series')
axs[2].plot(time, imfs_11[1, :], label='IMF 1 with 11 knots')
axs[2].plot(time, imfs_31[2, :], label='IMF 2 with 31 knots')
axs[2].plot(time, imfs_51[3, :], label='IMF 3 with 51 knots')
for knot in knots_11:
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[2].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[2].set_xticks([np.pi, (3 / 2) * np.pi])
axs[2].set_xticklabels([r'$\pi$', r'$\frac{3}{2}\pi$'])
box_2 = axs[2].get_position()
axs[2].set_position([box_2.x0 - 0.05, box_2.y0, box_2.width * 0.85, box_2.height])
axs[2].legend(loc='center left', bbox_to_anchor=(1, 0.5), fontsize=8)
axs[2].set_ylim(-5.5, 5.5)
axs[2].set_xlim(0.95 * np.pi, 1.55 * np.pi)
plt.savefig('jss_figures/DFA_different_trends_zoomed.png')
plt.show()
hs_ouputs = hilbert_spectrum(time, imfs_51, hts_51, ifs_51, max_frequency=12, plot=False)
# plot 6c
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.title(textwrap.fill('Gaussian Filtered Hilbert Spectrum of Simple Sinusoidal Time Seres with Added Noise', 50))
x_hs, y, z = hs_ouputs
z_min, z_max = 0, np.abs(z).max()
ax.pcolormesh(x_hs, y, np.abs(z), cmap='gist_rainbow', vmin=z_min, vmax=z_max)
ax.plot(x_hs[0, :], 8 * np.ones_like(x_hs[0, :]), '--', label=r'$\omega = 8$', Linewidth=3)
ax.plot(x_hs[0, :], 4 * np.ones_like(x_hs[0, :]), '--', label=r'$\omega = 4$', Linewidth=3)
ax.plot(x_hs[0, :], 2 * | np.ones_like(x_hs[0, :]) | numpy.ones_like |
"""Routines for numerical differentiation."""
from __future__ import division
import numpy as np
from numpy.linalg import norm
from scipy.sparse.linalg import LinearOperator
from ..sparse import issparse, csc_matrix, csr_matrix, coo_matrix, find
from ._group_columns import group_dense, group_sparse
EPS = np.finfo(np.float64).eps
def _adjust_scheme_to_bounds(x0, h, num_steps, scheme, lb, ub):
"""Adjust final difference scheme to the presence of bounds.
Parameters
----------
x0 : ndarray, shape (n,)
Point at which we wish to estimate derivative.
h : ndarray, shape (n,)
Desired finite difference steps.
num_steps : int
Number of `h` steps in one direction required to implement finite
difference scheme. For example, 2 means that we need to evaluate
f(x0 + 2 * h) or f(x0 - 2 * h)
scheme : {'1-sided', '2-sided'}
Whether steps in one or both directions are required. In other
words '1-sided' applies to forward and backward schemes, '2-sided'
applies to center schemes.
lb : ndarray, shape (n,)
Lower bounds on independent variables.
ub : ndarray, shape (n,)
Upper bounds on independent variables.
Returns
-------
h_adjusted : ndarray, shape (n,)
Adjusted step sizes. Step size decreases only if a sign flip or
switching to one-sided scheme doesn't allow to take a full step.
use_one_sided : ndarray of bool, shape (n,)
Whether to switch to one-sided scheme. Informative only for
``scheme='2-sided'``.
"""
if scheme == '1-sided':
use_one_sided = np.ones_like(h, dtype=bool)
elif scheme == '2-sided':
h = np.abs(h)
use_one_sided = np.zeros_like(h, dtype=bool)
else:
raise ValueError("`scheme` must be '1-sided' or '2-sided'.")
if np.all((lb == -np.inf) & (ub == np.inf)):
return h, use_one_sided
h_total = h * num_steps
h_adjusted = h.copy()
lower_dist = x0 - lb
upper_dist = ub - x0
if scheme == '1-sided':
x = x0 + h_total
violated = (x < lb) | (x > ub)
fitting = np.abs(h_total) <= np.maximum(lower_dist, upper_dist)
h_adjusted[violated & fitting] *= -1
forward = (upper_dist >= lower_dist) & ~fitting
h_adjusted[forward] = upper_dist[forward] / num_steps
backward = (upper_dist < lower_dist) & ~fitting
h_adjusted[backward] = -lower_dist[backward] / num_steps
elif scheme == '2-sided':
central = (lower_dist >= h_total) & (upper_dist >= h_total)
forward = (upper_dist >= lower_dist) & ~central
h_adjusted[forward] = np.minimum(
h[forward], 0.5 * upper_dist[forward] / num_steps)
use_one_sided[forward] = True
backward = (upper_dist < lower_dist) & ~central
h_adjusted[backward] = -np.minimum(
h[backward], 0.5 * lower_dist[backward] / num_steps)
use_one_sided[backward] = True
min_dist = np.minimum(upper_dist, lower_dist) / num_steps
adjusted_central = (~central & (np.abs(h_adjusted) <= min_dist))
h_adjusted[adjusted_central] = min_dist[adjusted_central]
use_one_sided[adjusted_central] = False
return h_adjusted, use_one_sided
relative_step = {"2-point": EPS**0.5,
"3-point": EPS**(1/3),
"cs": EPS**0.5}
def _compute_absolute_step(rel_step, x0, method):
if rel_step is None:
rel_step = relative_step[method]
sign_x0 = (x0 >= 0).astype(float) * 2 - 1
return rel_step * sign_x0 * np.maximum(1.0, np.abs(x0))
def _prepare_bounds(bounds, x0):
lb, ub = [np.asarray(b, dtype=float) for b in bounds]
if lb.ndim == 0:
lb = np.resize(lb, x0.shape)
if ub.ndim == 0:
ub = np.resize(ub, x0.shape)
return lb, ub
def group_columns(A, order=0):
"""Group columns of a 2-D matrix for sparse finite differencing [1]_.
Two columns are in the same group if in each row at least one of them
has zero. A greedy sequential algorithm is used to construct groups.
Parameters
----------
A : array_like or sparse matrix, shape (m, n)
Matrix of which to group columns.
order : int, iterable of int with shape (n,) or None
Permutation array which defines the order of columns enumeration.
If int or None, a random permutation is used with `order` used as
a random seed. Default is 0, that is use a random permutation but
guarantee repeatability.
Returns
-------
groups : ndarray of int, shape (n,)
Contains values from 0 to n_groups-1, where n_groups is the number
of found groups. Each value ``groups[i]`` is an index of a group to
which ith column assigned. The procedure was helpful only if
n_groups is significantly less than n.
References
----------
.. [1] <NAME>, <NAME>, and <NAME>, "On the estimation of
sparse Jacobian matrices", Journal of the Institute of Mathematics
and its Applications, 13 (1974), pp. 117-120.
"""
if issparse(A):
A = csc_matrix(A)
else:
A = np.atleast_2d(A)
A = (A != 0).astype(np.int32)
if A.ndim != 2:
raise ValueError("`A` must be 2-dimensional.")
m, n = A.shape
if order is None or np.isscalar(order):
rng = np.random.RandomState(order)
order = rng.permutation(n)
else:
order = np.asarray(order)
if order.shape != (n,):
raise ValueError("`order` has incorrect shape.")
A = A[:, order]
if issparse(A):
groups = group_sparse(m, n, A.indices, A.indptr)
else:
groups = group_dense(m, n, A)
groups[order] = groups.copy()
return groups
def approx_derivative(fun, x0, method='3-point', rel_step=None, f0=None,
bounds=(-np.inf, np.inf), sparsity=None,
as_linear_operator=False, args=(), kwargs={}):
"""Compute finite difference approximation of the derivatives of a
vector-valued function.
If a function maps from R^n to R^m, its derivatives form m-by-n matrix
called the Jacobian, where an element (i, j) is a partial derivative of
f[i] with respect to x[j].
Parameters
----------
fun : callable
Function of which to estimate the derivatives. The argument x
passed to this function is ndarray of shape (n,) (never a scalar
even if n=1). It must return 1-D array_like of shape (m,) or a scalar.
x0 : array_like of shape (n,) or float
Point at which to estimate the derivatives. Float will be converted
to a 1-D array.
method : {'3-point', '2-point', 'cs'}, optional
Finite difference method to use:
- '2-point' - use the first order accuracy forward or backward
difference.
- '3-point' - use central difference in interior points and the
second order accuracy forward or backward difference
near the boundary.
- 'cs' - use a complex-step finite difference scheme. This assumes
that the user function is real-valued and can be
analytically continued to the complex plane. Otherwise,
produces bogus results.
rel_step : None or array_like, optional
Relative step size to use. The absolute step size is computed as
``h = rel_step * sign(x0) * max(1, abs(x0))``, possibly adjusted to
fit into the bounds. For ``method='3-point'`` the sign of `h` is
ignored. If None (default) then step is selected automatically,
see Notes.
f0 : None or array_like, optional
If not None it is assumed to be equal to ``fun(x0)``, in this case
the ``fun(x0)`` is not called. Default is None.
bounds : tuple of array_like, optional
Lower and upper bounds on independent variables. Defaults to no bounds.
Each bound must match the size of `x0` or be a scalar, in the latter
case the bound will be the same for all variables. Use it to limit the
range of function evaluation. Bounds checking is not implemented
when `as_linear_operator` is True.
sparsity : {None, array_like, sparse matrix, 2-tuple}, optional
Defines a sparsity structure of the Jacobian matrix. If the Jacobian
matrix is known to have only few non-zero elements in each row, then
it's possible to estimate its several columns by a single function
evaluation [3]_. To perform such economic computations two ingredients
are required:
* structure : array_like or sparse matrix of shape (m, n). A zero
element means that a corresponding element of the Jacobian
identically equals to zero.
* groups : array_like of shape (n,). A column grouping for a given
sparsity structure, use `group_columns` to obtain it.
A single array or a sparse matrix is interpreted as a sparsity
structure, and groups are computed inside the function. A tuple is
interpreted as (structure, groups). If None (default), a standard
dense differencing will be used.
Note, that sparse differencing makes sense only for large Jacobian
matrices where each row contains few non-zero elements.
as_linear_operator : bool, optional
When True the function returns an `scipy.sparse.linalg.LinearOperator`.
Otherwise it returns a dense array or a sparse matrix depending on
`sparsity`. The linear operator provides an efficient way of computing
``J.dot(p)`` for any vector ``p`` of shape (n,), but does not allow
direct access to individual elements of the matrix. By default
`as_linear_operator` is False.
args, kwargs : tuple and dict, optional
Additional arguments passed to `fun`. Both empty by default.
The calling signature is ``fun(x, *args, **kwargs)``.
Returns
-------
J : {ndarray, sparse matrix, LinearOperator}
Finite difference approximation of the Jacobian matrix.
If `as_linear_operator` is True returns a LinearOperator
with shape (m, n). Otherwise it returns a dense array or sparse
matrix depending on how `sparsity` is defined. If `sparsity`
is None then a ndarray with shape (m, n) is returned. If
`sparsity` is not None returns a csr_matrix with shape (m, n).
For sparse matrices and linear operators it is always returned as
a 2-D structure, for ndarrays, if m=1 it is returned
as a 1-D gradient array with shape (n,).
See Also
--------
check_derivative : Check correctness of a function computing derivatives.
Notes
-----
If `rel_step` is not provided, it assigned to ``EPS**(1/s)``, where EPS is
machine epsilon for float64 numbers, s=2 for '2-point' method and s=3 for
'3-point' method. Such relative step approximately minimizes a sum of
truncation and round-off errors, see [1]_.
A finite difference scheme for '3-point' method is selected automatically.
The well-known central difference scheme is used for points sufficiently
far from the boundary, and 3-point forward or backward scheme is used for
points near the boundary. Both schemes have the second-order accuracy in
terms of Taylor expansion. Refer to [2]_ for the formulas of 3-point
forward and backward difference schemes.
For dense differencing when m=1 Jacobian is returned with a shape (n,),
on the other hand when n=1 Jacobian is returned with a shape (m, 1).
Our motivation is the following: a) It handles a case of gradient
computation (m=1) in a conventional way. b) It clearly separates these two
different cases. b) In all cases np.atleast_2d can be called to get 2-D
Jacobian with correct dimensions.
References
----------
.. [1] W. H. Press et. al. "Numerical Recipes. The Art of Scientific
Computing. 3rd edition", sec. 5.7.
.. [2] <NAME>, <NAME>, and <NAME>, "On the estimation of
sparse Jacobian matrices", Journal of the Institute of Mathematics
and its Applications, 13 (1974), pp. 117-120.
.. [3] <NAME>, "Generation of Finite Difference Formulas on
Arbitrarily Spaced Grids", Mathematics of Computation 51, 1988.
Examples
--------
>>> import numpy as np
>>> from scipy.optimize import approx_derivative
>>>
>>> def f(x, c1, c2):
... return np.array([x[0] * np.sin(c1 * x[1]),
... x[0] * np.cos(c2 * x[1])])
...
>>> x0 = np.array([1.0, 0.5 * np.pi])
>>> approx_derivative(f, x0, args=(1, 2))
array([[ 1., 0.],
[-1., 0.]])
Bounds can be used to limit the region of function evaluation.
In the example below we compute left and right derivative at point 1.0.
>>> def g(x):
... return x**2 if x >= 1 else x
...
>>> x0 = 1.0
>>> approx_derivative(g, x0, bounds=(-np.inf, 1.0))
array([ 1.])
>>> approx_derivative(g, x0, bounds=(1.0, np.inf))
array([ 2.])
"""
if method not in ['2-point', '3-point', 'cs']:
raise ValueError("Unknown method '%s'. " % method)
x0 = np.atleast_1d(x0)
if x0.ndim > 1:
raise ValueError("`x0` must have at most 1 dimension.")
lb, ub = _prepare_bounds(bounds, x0)
if lb.shape != x0.shape or ub.shape != x0.shape:
raise ValueError("Inconsistent shapes between bounds and `x0`.")
if as_linear_operator and not (np.all(np.isinf(lb))
and np.all(np.isinf(ub))):
raise ValueError("Bounds not supported when "
"`as_linear_operator` is True.")
def fun_wrapped(x):
f = np.atleast_1d(fun(x, *args, **kwargs))
if f.ndim > 1:
raise RuntimeError("`fun` return value has "
"more than 1 dimension.")
return f
if f0 is None:
f0 = fun_wrapped(x0)
else:
f0 = np.atleast_1d(f0)
if f0.ndim > 1:
raise ValueError("`f0` passed has more than 1 dimension.")
if np.any((x0 < lb) | (x0 > ub)):
raise ValueError("`x0` violates bound constraints.")
if as_linear_operator:
if rel_step is None:
rel_step = relative_step[method]
return _linear_operator_difference(fun_wrapped, x0,
f0, rel_step, method)
else:
h = _compute_absolute_step(rel_step, x0, method)
if method == '2-point':
h, use_one_sided = _adjust_scheme_to_bounds(
x0, h, 1, '1-sided', lb, ub)
elif method == '3-point':
h, use_one_sided = _adjust_scheme_to_bounds(
x0, h, 1, '2-sided', lb, ub)
elif method == 'cs':
use_one_sided = False
if sparsity is None:
return _dense_difference(fun_wrapped, x0, f0, h,
use_one_sided, method)
else:
if not issparse(sparsity) and len(sparsity) == 2:
structure, groups = sparsity
else:
structure = sparsity
groups = group_columns(sparsity)
if issparse(structure):
structure = csc_matrix(structure)
else:
structure = np.atleast_2d(structure)
groups = np.atleast_1d(groups)
return _sparse_difference(fun_wrapped, x0, f0, h,
use_one_sided, structure,
groups, method)
def _linear_operator_difference(fun, x0, f0, h, method):
m = f0.size
n = x0.size
if method == '2-point':
def matvec(p):
if np.array_equal(p, np.zeros_like(p)):
return np.zeros(m)
dx = h / norm(p)
x = x0 + dx*p
df = fun(x) - f0
return df / dx
elif method == '3-point':
def matvec(p):
if np.array_equal(p, | np.zeros_like(p) | numpy.zeros_like |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = np.array(vx.value)
max_count_left = 0
min_count_left = 0
i_left = 0
while ((max_count_left < 1) or (min_count_left < 1)) and (i_left < len(lsq_signal) - 1):
time_series_extended[int(len(lsq_signal) - 2 - i_left)] = \
2 * sum(weights_left * np.hstack((time_series_extended[int(len(lsq_signal) - 1 - i_left):
int(len(lsq_signal) - 1 - i_left + neural_network_k)],
1))) + 1
i_left += 1
if i_left > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_left += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_left += 1
lsq_utils = emd_utils.Utility(time=time, time_series=lsq_signal)
utils_extended = emd_utils.Utility(time=time_extended, time_series=time_series_extended)
maxima = lsq_signal[lsq_utils.max_bool_func_1st_order_fd()]
maxima_time = time[lsq_utils.max_bool_func_1st_order_fd()]
maxima_extrapolate = time_series_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
maxima_extrapolate_time = time_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
minima = lsq_signal[lsq_utils.min_bool_func_1st_order_fd()]
minima_time = time[lsq_utils.min_bool_func_1st_order_fd()]
minima_extrapolate = time_series_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
minima_extrapolate_time = time_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Single Neuron Neural Network Example')
plt.plot(time, lsq_signal, zorder=2, label='Signal')
plt.plot(time_extended, time_series_extended, c='g', zorder=1, label=textwrap.fill('Extrapolated signal', 12))
plt.scatter(maxima_time, maxima, c='r', zorder=3, label='Maxima')
plt.scatter(minima_time, minima, c='b', zorder=3, label='Minima')
plt.scatter(maxima_extrapolate_time, maxima_extrapolate, c='magenta', zorder=3,
label=textwrap.fill('Extrapolated maxima', 12))
plt.scatter(minima_extrapolate_time, minima_extrapolate, c='cyan', zorder=4,
label=textwrap.fill('Extrapolated minima', 12))
plt.plot(((time[-302] + time[-301]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k',
label=textwrap.fill('Neural network inputs', 13))
plt.plot( | np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100) | numpy.linspace |
# -*- coding: utf-8 -*-
"""
Created on Thu Nov 28 12:10:11 2019
@author: Omer
"""
## File handler
## This file was initially intended purely to generate the matrices for the near earth code found in: https://public.ccsds.org/Pubs/131x1o2e2s.pdf
## The values from the above pdf were copied manually to a txt file, and it is the purpose of this file to parse it.
## The emphasis here is on correctness, I currently do not see a reason to generalise this file, since matrices will be saved in either json or some matrix friendly format.
import numpy as np
from scipy.linalg import circulant
#import matplotlib.pyplot as plt
import scipy.io
import common
import hashlib
import os
projectDir = os.environ.get('LDPC')
if projectDir == None:
import pathlib
projectDir = pathlib.Path(__file__).parent.absolute()
## <NAME>: added on 01/12/2020, need to make sure this doesn't break anything.
import sys
sys.path.insert(1, projectDir)
FILE_HANDLER_INT_DATA_TYPE = np.int32
GENERAL_CODE_MATRIX_DATA_TYPE = np.int32
NIBBLE_CONVERTER = np.array([8, 4, 2, 1], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
def nibbleToHex(inputArray):
n = NIBBLE_CONVERTER.dot(inputArray)
if n == 10:
h = 'A'
elif n== 11:
h = 'B'
elif n== 12:
h = 'C'
elif n== 13:
h = 'D'
elif n== 14:
h = 'E'
elif n== 15:
h = 'F'
else:
h = str(n)
return h
def binaryArraytoHex(inputArray):
d1 = len(inputArray)
assert (d1 % 4 == 0)
outputArray = np.zeros(d1//4, dtype = str)
outputString = ''
for j in range(d1//4):
nibble = inputArray[4 * j : 4 * j + 4]
h = nibbleToHex(nibble)
outputArray[j] = h
outputString = outputString + h
return outputArray, outputString
def hexStringToBinaryArray(hexString):
outputBinary = np.array([], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
for i in hexString:
if i == '0':
nibble = np.array([0,0,0,0], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == '1':
nibble = np.array([0,0,0,1], dtype = GENERAL_CODE_MATRIX_DATA_TYPE)
elif i == '2':
nibble = | np.array([0,0,1,0], dtype = GENERAL_CODE_MATRIX_DATA_TYPE) | numpy.array |
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import os
import matplotlib.pyplot as plt
import CurveFit
import shutil
#find all DIRECTORIES containing non-hidden files ending in FILENAME
def getDataDirectories(DIRECTORY, FILENAME="valLoss.txt"):
directories=[]
for directory in os.scandir(DIRECTORY):
for item in os.scandir(directory):
if item.name.endswith(FILENAME) and not item.name.startswith("."):
directories.append(directory.path)
return directories
#get all non-hidden data files in DIRECTORY with extension EXT
def getDataFiles(DIRECTORY, EXT='txt'):
datafiles=[]
for item in os.scandir(DIRECTORY):
if item.name.endswith("."+EXT) and not item.name.startswith("."):
datafiles.append(item.path)
return datafiles
#checking if loss ever doesn't decrease for numEpochs epochs in a row.
def stopsDecreasing(loss, epoch, numEpochs):
minLoss=np.inf
epochMin=0
for i in range(0,loss.size):
if loss[i] < minLoss:
minLoss=loss[i]
epochMin=epoch[i]
elif (epoch[i]-epochMin) >= numEpochs:
return i, minLoss
return i, minLoss
#dirpath is where the accuracy and loss files are stored. want to move the files into the same format expected by grabNNData.
def createFolders(SEARCHDIR, SAVEDIR):
for item in os.scandir(SEARCHDIR):
name=str(item.name)
files=name.split('-')
SAVEFULLDIR=SAVEDIR+str(files[0])
if not os.path.exists(SAVEFULLDIR):
try:
os.makedirs(SAVEFULLDIR)
except FileExistsError:
#directory already exists--must have been created between the if statement & our attempt at making directory
pass
shutil.move(item.path, SAVEFULLDIR+"/"+str(files[1]))
#a function to read in information (e.g. accuracy, loss) stored at FILENAME
def grabNNData(FILENAME, header='infer', sep=' '):
data = pd.read_csv(FILENAME, sep, header=header)
if ('epochs' in data.columns) and ('trainLoss' in data.columns) and ('valLoss' in data.columns) and ('valAcc' in data.columns) and ('batch_size' in data.columns) and ('learning_rate' in data.columns):
sortedData=data.sort_values(by="epochs", axis=0, ascending=True)
epoch= | np.array(sortedData['epochs']) | numpy.array |
#
# Copyright (c) 2021 The GPflux Contributors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
#
import abc
import numpy as np
import pytest
import tensorflow as tf
import tensorflow_probability as tfp
from gpflow.kullback_leiblers import gauss_kl
from gpflux.encoders import DirectlyParameterizedNormalDiag
from gpflux.layers import LatentVariableLayer, LayerWithObservations, TrackableLayer
tf.keras.backend.set_floatx("float64")
############
# Utilities
############
def _zero_one_normal_prior(w_dim):
""" N(0, I) prior """
return tfp.distributions.MultivariateNormalDiag(loc=np.zeros(w_dim), scale_diag=np.ones(w_dim))
def get_distributions_with_w_dim():
distributions = []
for d in [1, 5]:
mean = np.zeros(d)
scale_tri_l = | np.eye(d) | numpy.eye |
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import os
import matplotlib.pyplot as plt
import CurveFit
import shutil
#find all DIRECTORIES containing non-hidden files ending in FILENAME
def getDataDirectories(DIRECTORY, FILENAME="valLoss.txt"):
directories=[]
for directory in os.scandir(DIRECTORY):
for item in os.scandir(directory):
if item.name.endswith(FILENAME) and not item.name.startswith("."):
directories.append(directory.path)
return directories
#get all non-hidden data files in DIRECTORY with extension EXT
def getDataFiles(DIRECTORY, EXT='txt'):
datafiles=[]
for item in os.scandir(DIRECTORY):
if item.name.endswith("."+EXT) and not item.name.startswith("."):
datafiles.append(item.path)
return datafiles
#checking if loss ever doesn't decrease for numEpochs epochs in a row.
def stopsDecreasing(loss, epoch, numEpochs):
minLoss=np.inf
epochMin=0
for i in range(0,loss.size):
if loss[i] < minLoss:
minLoss=loss[i]
epochMin=epoch[i]
elif (epoch[i]-epochMin) >= numEpochs:
return i, minLoss
return i, minLoss
#dirpath is where the accuracy and loss files are stored. want to move the files into the same format expected by grabNNData.
def createFolders(SEARCHDIR, SAVEDIR):
for item in os.scandir(SEARCHDIR):
name=str(item.name)
files=name.split('-')
SAVEFULLDIR=SAVEDIR+str(files[0])
if not os.path.exists(SAVEFULLDIR):
try:
os.makedirs(SAVEFULLDIR)
except FileExistsError:
#directory already exists--must have been created between the if statement & our attempt at making directory
pass
shutil.move(item.path, SAVEFULLDIR+"/"+str(files[1]))
#a function to read in information (e.g. accuracy, loss) stored at FILENAME
def grabNNData(FILENAME, header='infer', sep=' '):
data = pd.read_csv(FILENAME, sep, header=header)
if ('epochs' in data.columns) and ('trainLoss' in data.columns) and ('valLoss' in data.columns) and ('valAcc' in data.columns) and ('batch_size' in data.columns) and ('learning_rate' in data.columns):
sortedData=data.sort_values(by="epochs", axis=0, ascending=True)
epoch=np.array(sortedData['epochs'])
trainLoss=np.array(sortedData['trainLoss'])
valLoss=np.array(sortedData['valLoss'])
valAcc=np.array(sortedData['valAcc'])
batch_size=np.array(sortedData['batch_size'])
learning_rate= | np.array(sortedData['learning_rate']) | numpy.array |
# pylint: disable=protected-access
"""
Test the wrappers for the C API.
"""
import os
from contextlib import contextmanager
import numpy as np
import numpy.testing as npt
import pandas as pd
import pytest
import xarray as xr
from packaging.version import Version
from pygmt import Figure, clib
from pygmt.clib.conversion import dataarray_to_matrix
from pygmt.clib.session import FAMILIES, VIAS
from pygmt.exceptions import (
GMTCLibError,
GMTCLibNoSessionError,
GMTInvalidInput,
GMTVersionError,
)
from pygmt.helpers import GMTTempFile
TEST_DATA_DIR = os.path.join(os.path.dirname(__file__), "data")
with clib.Session() as _lib:
gmt_version = Version(_lib.info["version"])
@contextmanager
def mock(session, func, returns=None, mock_func=None):
"""
Mock a GMT C API function to make it always return a given value.
Used to test that exceptions are raised when API functions fail by
producing a NULL pointer as output or non-zero status codes.
Needed because it's not easy to get some API functions to fail without
inducing a Segmentation Fault (which is a good thing because libgmt usually
only fails with errors).
"""
if mock_func is None:
def mock_api_function(*args): # pylint: disable=unused-argument
"""
A mock GMT API function that always returns a given value.
"""
return returns
mock_func = mock_api_function
get_libgmt_func = session.get_libgmt_func
def mock_get_libgmt_func(name, argtypes=None, restype=None):
"""
Return our mock function.
"""
if name == func:
return mock_func
return get_libgmt_func(name, argtypes, restype)
setattr(session, "get_libgmt_func", mock_get_libgmt_func)
yield
setattr(session, "get_libgmt_func", get_libgmt_func)
def test_getitem():
"""
Test that I can get correct constants from the C lib.
"""
ses = clib.Session()
assert ses["GMT_SESSION_EXTERNAL"] != -99999
assert ses["GMT_MODULE_CMD"] != -99999
assert ses["GMT_PAD_DEFAULT"] != -99999
assert ses["GMT_DOUBLE"] != -99999
with pytest.raises(GMTCLibError):
ses["A_WHOLE_LOT_OF_JUNK"] # pylint: disable=pointless-statement
def test_create_destroy_session():
"""
Test that create and destroy session are called without errors.
"""
# Create two session and make sure they are not pointing to the same memory
session1 = clib.Session()
session1.create(name="test_session1")
assert session1.session_pointer is not None
session2 = clib.Session()
session2.create(name="test_session2")
assert session2.session_pointer is not None
assert session2.session_pointer != session1.session_pointer
session1.destroy()
session2.destroy()
# Create and destroy a session twice
ses = clib.Session()
for __ in range(2):
with pytest.raises(GMTCLibNoSessionError):
ses.session_pointer # pylint: disable=pointless-statement
ses.create("session1")
assert ses.session_pointer is not None
ses.destroy()
with pytest.raises(GMTCLibNoSessionError):
ses.session_pointer # pylint: disable=pointless-statement
def test_create_session_fails():
"""
Check that an exception is raised when failing to create a session.
"""
ses = clib.Session()
with mock(ses, "GMT_Create_Session", returns=None):
with pytest.raises(GMTCLibError):
ses.create("test-session-name")
# Should fail if trying to create a session before destroying the old one.
ses.create("test1")
with pytest.raises(GMTCLibError):
ses.create("test2")
def test_destroy_session_fails():
"""
Fail to destroy session when given bad input.
"""
ses = clib.Session()
with pytest.raises(GMTCLibNoSessionError):
ses.destroy()
ses.create("test-session")
with mock(ses, "GMT_Destroy_Session", returns=1):
with pytest.raises(GMTCLibError):
ses.destroy()
ses.destroy()
def test_call_module():
"""
Run a command to see if call_module works.
"""
data_fname = os.path.join(TEST_DATA_DIR, "points.txt")
out_fname = "test_call_module.txt"
with clib.Session() as lib:
with GMTTempFile() as out_fname:
lib.call_module("info", "{} -C ->{}".format(data_fname, out_fname.name))
assert os.path.exists(out_fname.name)
output = out_fname.read().strip()
assert output == "11.5309 61.7074 -2.9289 7.8648 0.1412 0.9338"
def test_call_module_invalid_arguments():
"""
Fails for invalid module arguments.
"""
with clib.Session() as lib:
with pytest.raises(GMTCLibError):
lib.call_module("info", "bogus-data.bla")
def test_call_module_invalid_name():
"""
Fails when given bad input.
"""
with clib.Session() as lib:
with pytest.raises(GMTCLibError):
lib.call_module("meh", "")
def test_call_module_error_message():
"""
Check is the GMT error message was captured.
"""
with clib.Session() as lib:
try:
lib.call_module("info", "bogus-data.bla")
except GMTCLibError as error:
assert "Module 'info' failed with status code" in str(error)
assert "gmtinfo [ERROR]: Cannot find file bogus-data.bla" in str(error)
def test_method_no_session():
"""
Fails when not in a session.
"""
# Create an instance of Session without "with" so no session is created.
lib = clib.Session()
with pytest.raises(GMTCLibNoSessionError):
lib.call_module("gmtdefaults", "")
with pytest.raises(GMTCLibNoSessionError):
lib.session_pointer # pylint: disable=pointless-statement
def test_parse_constant_single():
"""
Parsing a single family argument correctly.
"""
lib = clib.Session()
for family in FAMILIES:
parsed = lib._parse_constant(family, valid=FAMILIES)
assert parsed == lib[family]
def test_parse_constant_composite():
"""
Parsing a composite constant argument (separated by |) correctly.
"""
lib = clib.Session()
test_cases = ((family, via) for family in FAMILIES for via in VIAS)
for family, via in test_cases:
composite = "|".join([family, via])
expected = lib[family] + lib[via]
parsed = lib._parse_constant(composite, valid=FAMILIES, valid_modifiers=VIAS)
assert parsed == expected
def test_parse_constant_fails():
"""
Check if the function fails when given bad input.
"""
lib = clib.Session()
test_cases = [
"SOME_random_STRING",
"GMT_IS_DATASET|GMT_VIA_MATRIX|GMT_VIA_VECTOR",
"GMT_IS_DATASET|NOT_A_PROPER_VIA",
"NOT_A_PROPER_FAMILY|GMT_VIA_MATRIX",
"NOT_A_PROPER_FAMILY|ALSO_INVALID",
]
for test_case in test_cases:
with pytest.raises(GMTInvalidInput):
lib._parse_constant(test_case, valid=FAMILIES, valid_modifiers=VIAS)
# Should also fail if not given valid modifiers but is using them anyway.
# This should work...
lib._parse_constant(
"GMT_IS_DATASET|GMT_VIA_MATRIX", valid=FAMILIES, valid_modifiers=VIAS
)
# But this shouldn't.
with pytest.raises(GMTInvalidInput):
lib._parse_constant(
"GMT_IS_DATASET|GMT_VIA_MATRIX", valid=FAMILIES, valid_modifiers=None
)
def test_create_data_dataset():
"""
Run the function to make sure it doesn't fail badly.
"""
with clib.Session() as lib:
# Dataset from vectors
data_vector = lib.create_data(
family="GMT_IS_DATASET|GMT_VIA_VECTOR",
geometry="GMT_IS_POINT",
mode="GMT_CONTAINER_ONLY",
dim=[10, 20, 1, 0], # columns, rows, layers, dtype
)
# Dataset from matrices
data_matrix = lib.create_data(
family="GMT_IS_DATASET|GMT_VIA_MATRIX",
geometry="GMT_IS_POINT",
mode="GMT_CONTAINER_ONLY",
dim=[10, 20, 1, 0],
)
assert data_vector != data_matrix
def test_create_data_grid_dim():
"""
Create a grid ignoring range and inc.
"""
with clib.Session() as lib:
# Grids from matrices using dim
lib.create_data(
family="GMT_IS_GRID|GMT_VIA_MATRIX",
geometry="GMT_IS_SURFACE",
mode="GMT_CONTAINER_ONLY",
dim=[10, 20, 1, 0],
)
def test_create_data_grid_range():
"""
Create a grid specifying range and inc instead of dim.
"""
with clib.Session() as lib:
# Grids from matrices using range and int
lib.create_data(
family="GMT_IS_GRID|GMT_VIA_MATRIX",
geometry="GMT_IS_SURFACE",
mode="GMT_CONTAINER_ONLY",
ranges=[150.0, 250.0, -20.0, 20.0],
inc=[0.1, 0.2],
)
def test_create_data_fails():
"""
Check that create_data raises exceptions for invalid input and output.
"""
# Passing in invalid mode
with pytest.raises(GMTInvalidInput):
with clib.Session() as lib:
lib.create_data(
family="GMT_IS_DATASET",
geometry="GMT_IS_SURFACE",
mode="Not_a_valid_mode",
dim=[0, 0, 1, 0],
ranges=[150.0, 250.0, -20.0, 20.0],
inc=[0.1, 0.2],
)
# Passing in invalid geometry
with pytest.raises(GMTInvalidInput):
with clib.Session() as lib:
lib.create_data(
family="GMT_IS_GRID",
geometry="Not_a_valid_geometry",
mode="GMT_CONTAINER_ONLY",
dim=[0, 0, 1, 0],
ranges=[150.0, 250.0, -20.0, 20.0],
inc=[0.1, 0.2],
)
# If the data pointer returned is None (NULL pointer)
with pytest.raises(GMTCLibError):
with clib.Session() as lib:
with mock(lib, "GMT_Create_Data", returns=None):
lib.create_data(
family="GMT_IS_DATASET",
geometry="GMT_IS_SURFACE",
mode="GMT_CONTAINER_ONLY",
dim=[11, 10, 2, 0],
)
def test_virtual_file():
"""
Test passing in data via a virtual file with a Dataset.
"""
dtypes = "float32 float64 int32 int64 uint32 uint64".split()
shape = (5, 3)
for dtype in dtypes:
with clib.Session() as lib:
family = "GMT_IS_DATASET|GMT_VIA_MATRIX"
geometry = "GMT_IS_POINT"
dataset = lib.create_data(
family=family,
geometry=geometry,
mode="GMT_CONTAINER_ONLY",
dim=[shape[1], shape[0], 1, 0], # columns, rows, layers, dtype
)
data = np.arange(shape[0] * shape[1], dtype=dtype).reshape(shape)
lib.put_matrix(dataset, matrix=data)
# Add the dataset to a virtual file and pass it along to gmt info
vfargs = (family, geometry, "GMT_IN|GMT_IS_REFERENCE", dataset)
with lib.open_virtual_file(*vfargs) as vfile:
with GMTTempFile() as outfile:
lib.call_module("info", "{} ->{}".format(vfile, outfile.name))
output = outfile.read(keep_tabs=True)
bounds = "\t".join(
["<{:.0f}/{:.0f}>".format(col.min(), col.max()) for col in data.T]
)
expected = "<matrix memory>: N = {}\t{}\n".format(shape[0], bounds)
assert output == expected
def test_virtual_file_fails():
"""
Check that opening and closing virtual files raises an exception for non-
zero return codes.
"""
vfargs = (
"GMT_IS_DATASET|GMT_VIA_MATRIX",
"GMT_IS_POINT",
"GMT_IN|GMT_IS_REFERENCE",
None,
)
# Mock Open_VirtualFile to test the status check when entering the context.
# If the exception is raised, the code won't get to the closing of the
# virtual file.
with clib.Session() as lib, mock(lib, "GMT_Open_VirtualFile", returns=1):
with pytest.raises(GMTCLibError):
with lib.open_virtual_file(*vfargs):
print("Should not get to this code")
# Test the status check when closing the virtual file
# Mock the opening to return 0 (success) so that we don't open a file that
# we won't close later.
with clib.Session() as lib, mock(lib, "GMT_Open_VirtualFile", returns=0), mock(
lib, "GMT_Close_VirtualFile", returns=1
):
with pytest.raises(GMTCLibError):
with lib.open_virtual_file(*vfargs):
pass
print("Shouldn't get to this code either")
def test_virtual_file_bad_direction():
"""
Test passing an invalid direction argument.
"""
with clib.Session() as lib:
vfargs = (
"GMT_IS_DATASET|GMT_VIA_MATRIX",
"GMT_IS_POINT",
"GMT_IS_GRID", # The invalid direction argument
0,
)
with pytest.raises(GMTInvalidInput):
with lib.open_virtual_file(*vfargs):
print("This should have failed")
def test_virtualfile_from_vectors():
"""
Test the automation for transforming vectors to virtual file dataset.
"""
dtypes = "float32 float64 int32 int64 uint32 uint64".split()
size = 10
for dtype in dtypes:
x = np.arange(size, dtype=dtype)
y = np.arange(size, size * 2, 1, dtype=dtype)
z = np.arange(size * 2, size * 3, 1, dtype=dtype)
with clib.Session() as lib:
with lib.virtualfile_from_vectors(x, y, z) as vfile:
with GMTTempFile() as outfile:
lib.call_module("info", "{} ->{}".format(vfile, outfile.name))
output = outfile.read(keep_tabs=True)
bounds = "\t".join(
["<{:.0f}/{:.0f}>".format(i.min(), i.max()) for i in (x, y, z)]
)
expected = "<vector memory>: N = {}\t{}\n".format(size, bounds)
assert output == expected
@pytest.mark.parametrize("dtype", [str, object])
def test_virtualfile_from_vectors_one_string_or_object_column(dtype):
"""
Test passing in one column with string or object dtype into virtual file
dataset.
"""
size = 5
x = np.arange(size, dtype=np.int32)
y = np.arange(size, size * 2, 1, dtype=np.int32)
strings = np.array(["a", "bc", "defg", "hijklmn", "opqrst"], dtype=dtype)
with clib.Session() as lib:
with lib.virtualfile_from_vectors(x, y, strings) as vfile:
with GMTTempFile() as outfile:
lib.call_module("convert", f"{vfile} ->{outfile.name}")
output = outfile.read(keep_tabs=True)
expected = "".join(f"{i}\t{j}\t{k}\n" for i, j, k in zip(x, y, strings))
assert output == expected
@pytest.mark.parametrize("dtype", [str, object])
def test_virtualfile_from_vectors_two_string_or_object_columns(dtype):
"""
Test passing in two columns of string or object dtype into virtual file
dataset.
"""
size = 5
x = np.arange(size, dtype=np.int32)
y = np.arange(size, size * 2, 1, dtype=np.int32)
strings1 = np.array(["a", "bc", "def", "ghij", "klmno"], dtype=dtype)
strings2 = np.array(["pqrst", "uvwx", "yz!", "@#", "$"], dtype=dtype)
with clib.Session() as lib:
with lib.virtualfile_from_vectors(x, y, strings1, strings2) as vfile:
with GMTTempFile() as outfile:
lib.call_module("convert", f"{vfile} ->{outfile.name}")
output = outfile.read(keep_tabs=True)
expected = "".join(
f"{h}\t{i}\t{j} {k}\n" for h, i, j, k in zip(x, y, strings1, strings2)
)
assert output == expected
def test_virtualfile_from_vectors_transpose():
"""
Test transforming matrix columns to virtual file dataset.
"""
dtypes = "float32 float64 int32 int64 uint32 uint64".split()
shape = (7, 5)
for dtype in dtypes:
data = np.arange(shape[0] * shape[1], dtype=dtype).reshape(shape)
with clib.Session() as lib:
with lib.virtualfile_from_vectors(*data.T) as vfile:
with GMTTempFile() as outfile:
lib.call_module("info", "{} -C ->{}".format(vfile, outfile.name))
output = outfile.read(keep_tabs=True)
bounds = "\t".join(
["{:.0f}\t{:.0f}".format(col.min(), col.max()) for col in data.T]
)
expected = "{}\n".format(bounds)
assert output == expected
def test_virtualfile_from_vectors_diff_size():
"""
Test the function fails for arrays of different sizes.
"""
x = np.arange(5)
y = np.arange(6)
with clib.Session() as lib:
with pytest.raises(GMTInvalidInput):
with lib.virtualfile_from_vectors(x, y):
print("This should have failed")
def test_virtualfile_from_matrix():
"""
Test transforming a matrix to virtual file dataset.
"""
dtypes = "float32 float64 int32 int64 uint32 uint64".split()
shape = (7, 5)
for dtype in dtypes:
data = np.arange(shape[0] * shape[1], dtype=dtype).reshape(shape)
with clib.Session() as lib:
with lib.virtualfile_from_matrix(data) as vfile:
with GMTTempFile() as outfile:
lib.call_module("info", "{} ->{}".format(vfile, outfile.name))
output = outfile.read(keep_tabs=True)
bounds = "\t".join(
["<{:.0f}/{:.0f}>".format(col.min(), col.max()) for col in data.T]
)
expected = "<matrix memory>: N = {}\t{}\n".format(shape[0], bounds)
assert output == expected
def test_virtualfile_from_matrix_slice():
"""
Test transforming a slice of a larger array to virtual file dataset.
"""
dtypes = "float32 float64 int32 int64 uint32 uint64".split()
shape = (10, 6)
for dtype in dtypes:
full_data = np.arange(shape[0] * shape[1], dtype=dtype).reshape(shape)
rows = 5
cols = 3
data = full_data[:rows, :cols]
with clib.Session() as lib:
with lib.virtualfile_from_matrix(data) as vfile:
with GMTTempFile() as outfile:
lib.call_module("info", "{} ->{}".format(vfile, outfile.name))
output = outfile.read(keep_tabs=True)
bounds = "\t".join(
["<{:.0f}/{:.0f}>".format(col.min(), col.max()) for col in data.T]
)
expected = "<matrix memory>: N = {}\t{}\n".format(rows, bounds)
assert output == expected
def test_virtualfile_from_vectors_pandas():
"""
Pass vectors to a dataset using pandas Series.
"""
dtypes = "float32 float64 int32 int64 uint32 uint64".split()
size = 13
for dtype in dtypes:
data = pd.DataFrame(
data=dict(
x=np.arange(size, dtype=dtype),
y=np.arange(size, size * 2, 1, dtype=dtype),
z=np.arange(size * 2, size * 3, 1, dtype=dtype),
)
)
with clib.Session() as lib:
with lib.virtualfile_from_vectors(data.x, data.y, data.z) as vfile:
with GMTTempFile() as outfile:
lib.call_module("info", "{} ->{}".format(vfile, outfile.name))
output = outfile.read(keep_tabs=True)
bounds = "\t".join(
[
"<{:.0f}/{:.0f}>".format(i.min(), i.max())
for i in (data.x, data.y, data.z)
]
)
expected = "<vector memory>: N = {}\t{}\n".format(size, bounds)
assert output == expected
def test_virtualfile_from_vectors_arraylike():
"""
Pass array-like vectors to a dataset.
"""
size = 13
x = list(range(0, size, 1))
y = tuple(range(size, size * 2, 1))
z = range(size * 2, size * 3, 1)
with clib.Session() as lib:
with lib.virtualfile_from_vectors(x, y, z) as vfile:
with GMTTempFile() as outfile:
lib.call_module("info", "{} ->{}".format(vfile, outfile.name))
output = outfile.read(keep_tabs=True)
bounds = "\t".join(
["<{:.0f}/{:.0f}>".format(min(i), max(i)) for i in (x, y, z)]
)
expected = "<vector memory>: N = {}\t{}\n".format(size, bounds)
assert output == expected
def test_extract_region_fails():
"""
Check that extract region fails if nothing has been plotted.
"""
Figure()
with pytest.raises(GMTCLibError):
with clib.Session() as lib:
lib.extract_region()
def test_extract_region_two_figures():
"""
Extract region should handle multiple figures existing at the same time.
"""
# Make two figures before calling extract_region to make sure that it's
# getting from the current figure, not the last figure.
fig1 = Figure()
region1 = np.array([0, 10, -20, -10])
fig1.coast(region=region1, projection="M6i", frame=True, land="black")
fig2 = Figure()
fig2.basemap(region="US.HI+r5", projection="M6i", frame=True)
# Activate the first figure and extract the region from it
# Use in a different session to avoid any memory problems.
with clib.Session() as lib:
lib.call_module("figure", "{} -".format(fig1._name))
with clib.Session() as lib:
wesn1 = lib.extract_region()
npt.assert_allclose(wesn1, region1)
# Now try it with the second one
with clib.Session() as lib:
lib.call_module("figure", "{} -".format(fig2._name))
with clib.Session() as lib:
wesn2 = lib.extract_region()
npt.assert_allclose(wesn2, np.array([-165.0, -150.0, 15.0, 25.0]))
def test_write_data_fails():
"""
Check that write data raises an exception for non-zero return codes.
"""
# It's hard to make the C API function fail without causing a Segmentation
# Fault. Can't test this if by giving a bad file name because if
# output=='', GMT will just write to stdout and spaces are valid file
# names. Use a mock instead just to exercise this part of the code.
with clib.Session() as lib:
with mock(lib, "GMT_Write_Data", returns=1):
with pytest.raises(GMTCLibError):
lib.write_data(
"GMT_IS_VECTOR",
"GMT_IS_POINT",
"GMT_WRITE_SET",
[1] * 6,
"some-file-name",
None,
)
def test_dataarray_to_matrix_works():
"""
Check that dataarray_to_matrix returns correct output.
"""
data = np.diag(v=np.arange(3))
x = np.linspace(start=0, stop=4, num=3)
y = np.linspace(start=5, stop=9, num=3)
grid = xr.DataArray(data, coords=[("y", y), ("x", x)])
matrix, region, inc = dataarray_to_matrix(grid)
npt.assert_allclose(actual=matrix, desired=np.flipud(data))
npt.assert_allclose(actual=region, desired=[x.min(), x.max(), y.min(), y.max()])
npt.assert_allclose(actual=inc, desired=[x[1] - x[0], y[1] - y[0]])
def test_dataarray_to_matrix_negative_x_increment():
"""
Check if dataarray_to_matrix returns correct output with flipped x.
"""
data = np.diag(v=np.arange(3))
x = np.linspace(start=4, stop=0, num=3)
y = np.linspace(start=5, stop=9, num=3)
grid = xr.DataArray(data, coords=[("y", y), ("x", x)])
matrix, region, inc = dataarray_to_matrix(grid)
npt.assert_allclose(actual=matrix, desired=np.flip(data, axis=(0, 1)))
npt.assert_allclose(actual=region, desired=[x.min(), x.max(), y.min(), y.max()])
npt.assert_allclose(actual=inc, desired=[abs(x[1] - x[0]), abs(y[1] - y[0])])
def test_dataarray_to_matrix_negative_y_increment():
"""
Check that dataarray_to_matrix returns correct output with flipped y.
"""
data = np.diag(v=np.arange(3))
x = np.linspace(start=0, stop=4, num=3)
y = np.linspace(start=9, stop=5, num=3)
grid = xr.DataArray(data, coords=[("y", y), ("x", x)])
matrix, region, inc = dataarray_to_matrix(grid)
npt.assert_allclose(actual=matrix, desired=data)
npt.assert_allclose(actual=region, desired=[x.min(), x.max(), y.min(), y.max()])
npt.assert_allclose(actual=inc, desired=[abs(x[1] - x[0]), abs(y[1] - y[0])])
def test_dataarray_to_matrix_negative_x_and_y_increment():
"""
Check that dataarray_to_matrix returns correct output with flipped x/y.
"""
data = np.diag(v=np.arange(3))
x = np.linspace(start=4, stop=0, num=3)
y = np.linspace(start=9, stop=5, num=3)
grid = xr.DataArray(data, coords=[("y", y), ("x", x)])
matrix, region, inc = dataarray_to_matrix(grid)
npt.assert_allclose(actual=matrix, desired= | np.fliplr(data) | numpy.fliplr |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = np.array(vx.value)
max_count_left = 0
min_count_left = 0
i_left = 0
while ((max_count_left < 1) or (min_count_left < 1)) and (i_left < len(lsq_signal) - 1):
time_series_extended[int(len(lsq_signal) - 2 - i_left)] = \
2 * sum(weights_left * np.hstack((time_series_extended[int(len(lsq_signal) - 1 - i_left):
int(len(lsq_signal) - 1 - i_left + neural_network_k)],
1))) + 1
i_left += 1
if i_left > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_left += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_left += 1
lsq_utils = emd_utils.Utility(time=time, time_series=lsq_signal)
utils_extended = emd_utils.Utility(time=time_extended, time_series=time_series_extended)
maxima = lsq_signal[lsq_utils.max_bool_func_1st_order_fd()]
maxima_time = time[lsq_utils.max_bool_func_1st_order_fd()]
maxima_extrapolate = time_series_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
maxima_extrapolate_time = time_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
minima = lsq_signal[lsq_utils.min_bool_func_1st_order_fd()]
minima_time = time[lsq_utils.min_bool_func_1st_order_fd()]
minima_extrapolate = time_series_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
minima_extrapolate_time = time_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Single Neuron Neural Network Example')
plt.plot(time, lsq_signal, zorder=2, label='Signal')
plt.plot(time_extended, time_series_extended, c='g', zorder=1, label=textwrap.fill('Extrapolated signal', 12))
plt.scatter(maxima_time, maxima, c='r', zorder=3, label='Maxima')
plt.scatter(minima_time, minima, c='b', zorder=3, label='Minima')
plt.scatter(maxima_extrapolate_time, maxima_extrapolate, c='magenta', zorder=3,
label=textwrap.fill('Extrapolated maxima', 12))
plt.scatter(minima_extrapolate_time, minima_extrapolate, c='cyan', zorder=4,
label=textwrap.fill('Extrapolated minima', 12))
plt.plot(((time[-302] + time[-301]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k',
label=textwrap.fill('Neural network inputs', 13))
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
-2.75 * | np.ones(100) | numpy.ones |
# ________
# /
# \ /
# \ /
# \/
import random
import textwrap
import emd_mean
import AdvEMDpy
import emd_basis
import emd_utils
import numpy as np
import pandas as pd
import cvxpy as cvx
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.ndimage import gaussian_filter
from emd_utils import time_extension, Utility
from scipy.interpolate import CubicSpline
from emd_hilbert import Hilbert, hilbert_spectrum
from emd_preprocess import Preprocess
from emd_mean import Fluctuation
from AdvEMDpy import EMD
# alternate packages
from PyEMD import EMD as pyemd0215
import emd as emd040
sns.set(style='darkgrid')
pseudo_alg_time = np.linspace(0, 2 * np.pi, 1001)
pseudo_alg_time_series = np.sin(pseudo_alg_time) + np.sin(5 * pseudo_alg_time)
pseudo_utils = Utility(time=pseudo_alg_time, time_series=pseudo_alg_time_series)
# plot 0 - addition
fig = plt.figure(figsize=(9, 4))
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('First Iteration of Sifting Algorithm')
plt.plot(pseudo_alg_time, pseudo_alg_time_series, label=r'$h_{(1,0)}(t)$', zorder=1)
plt.scatter(pseudo_alg_time[pseudo_utils.max_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.max_bool_func_1st_order_fd()],
c='r', label=r'$M(t_i)$', zorder=2)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) + 1, '--', c='r', label=r'$\tilde{h}_{(1,0)}^M(t)$', zorder=4)
plt.scatter(pseudo_alg_time[pseudo_utils.min_bool_func_1st_order_fd()],
pseudo_alg_time_series[pseudo_utils.min_bool_func_1st_order_fd()],
c='c', label=r'$m(t_j)$', zorder=3)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time) - 1, '--', c='c', label=r'$\tilde{h}_{(1,0)}^m(t)$', zorder=5)
plt.plot(pseudo_alg_time, np.sin(pseudo_alg_time), '--', c='purple', label=r'$\tilde{h}_{(1,0)}^{\mu}(t)$', zorder=5)
plt.yticks(ticks=[-2, -1, 0, 1, 2])
plt.xticks(ticks=[0, np.pi, 2 * np.pi],
labels=[r'0', r'$\pi$', r'$2\pi$'])
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.95, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/pseudo_algorithm.png')
plt.show()
knots = np.arange(12)
time = np.linspace(0, 11, 1101)
basis = emd_basis.Basis(time=time, time_series=time)
b_spline_basis = basis.cubic_b_spline(knots)
chsi_basis = basis.chsi_basis(knots)
# plot 1
plt.title('Non-Natural Cubic B-Spline Bases at Boundary')
plt.plot(time[500:], b_spline_basis[2, 500:].T, '--', label=r'$ B_{-3,4}(t) $')
plt.plot(time[500:], b_spline_basis[3, 500:].T, '--', label=r'$ B_{-2,4}(t) $')
plt.plot(time[500:], b_spline_basis[4, 500:].T, '--', label=r'$ B_{-1,4}(t) $')
plt.plot(time[500:], b_spline_basis[5, 500:].T, '--', label=r'$ B_{0,4}(t) $')
plt.plot(time[500:], b_spline_basis[6, 500:].T, '--', label=r'$ B_{1,4}(t) $')
plt.xticks([5, 6], [r'$ \tau_0 $', r'$ \tau_1 $'])
plt.xlim(4.4, 6.6)
plt.plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
plt.legend(loc='upper left')
plt.savefig('jss_figures/boundary_bases.png')
plt.show()
# plot 1a - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
knots_uniform = np.linspace(0, 2 * np.pi, 51)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs = emd.empirical_mode_decomposition(knots=knots_uniform, edge_effect='anti-symmetric', verbose=False)[0]
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Uniform Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Uniform Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Uniform Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots_uniform[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots_uniform)):
axs[i].plot(knots_uniform[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_uniform.png')
plt.show()
# plot 1b - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=1, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Statically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Statically Optimised Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Statically Optimised Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots)):
axs[i].plot(knots[j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_1.png')
plt.show()
# plot 1c - addition
knot_demonstrate_time = np.linspace(0, 2 * np.pi, 1001)
knot_demonstrate_time_series = np.sin(knot_demonstrate_time) + np.sin(5 * knot_demonstrate_time)
emd = EMD(time=knot_demonstrate_time, time_series=knot_demonstrate_time_series)
imfs, _, _, _, knots, _, _ = emd.empirical_mode_decomposition(edge_effect='anti-symmetric',
optimise_knots=2, verbose=False)
fig, axs = plt.subplots(3, 1)
fig.subplots_adjust(hspace=0.6)
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Time Series and Dynamically Optimised Knots')
axs[0].plot(knot_demonstrate_time, knot_demonstrate_time_series, Linewidth=2, zorder=100)
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].set_title('IMF 1 and Dynamically Knots')
axs[1].plot(knot_demonstrate_time, imfs[1, :], Linewidth=2, zorder=100)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[1].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[2].set_title('IMF 2 and Dynamically Knots')
axs[2].plot(knot_demonstrate_time, imfs[2, :], Linewidth=2, zorder=100)
axs[2].set_yticks(ticks=[-2, 0, 2])
axs[2].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[2].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[0].plot(knots[0][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[0].legend(loc='lower left')
axs[1].plot(knots[1][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
axs[2].plot(knots[2][0] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey', label='Knots')
for i in range(3):
for j in range(1, len(knots[i])):
axs[i].plot(knots[i][j] * np.ones(101), np.linspace(-2, 2, 101), '--', c='grey')
plt.savefig('jss_figures/knot_2.png')
plt.show()
# plot 1d - addition
window = 81
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Filtering Demonstration')
axs[1].set_title('Zoomed Region')
preprocess_time = pseudo_alg_time.copy()
np.random.seed(1)
random.seed(1)
preprocess_time_series = pseudo_alg_time_series + np.random.normal(0, 0.1, len(preprocess_time))
for i in random.sample(range(1000), 500):
preprocess_time_series[i] += np.random.normal(0, 1)
preprocess = Preprocess(time=preprocess_time, time_series=preprocess_time_series)
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[0].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[0].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[0].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[0].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple', label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.mean_filter(window_width=window)[1], label=textwrap.fill('Mean filter', 12))
axs[1].plot(preprocess_time, preprocess.median_filter(window_width=window)[1], label=textwrap.fill('Median filter', 13))
axs[1].plot(preprocess_time, preprocess.winsorize(window_width=window, a=0.8)[1], label=textwrap.fill('Windsorize filter', 12))
axs[1].plot(preprocess_time, preprocess.winsorize_interpolate(window_width=window, a=0.8)[1],
label=textwrap.fill('Windsorize interpolation filter', 14))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.90)[1], c='grey',
label=textwrap.fill('Quantile window', 12))
axs[1].plot(preprocess_time, preprocess.quantile_filter(window_width=window, q=0.10)[1], c='grey')
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.05, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_filter.png')
plt.show()
# plot 1e - addition
fig, axs = plt.subplots(2, 1)
fig.subplots_adjust(hspace=0.4)
figure_size = plt.gcf().get_size_inches()
factor = 0.8
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
axs[0].set_title('Preprocess Smoothing Demonstration')
axs[1].set_title('Zoomed Region')
axs[0].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[0].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[0].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[0].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
downsampled_and_decimated = preprocess.downsample()
axs[0].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 11))
downsampled = preprocess.downsample(decimate=False)
axs[0].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), -3 * np.ones(101), '--', c='black',
label=textwrap.fill('Zoomed region', 10))
axs[0].plot(np.linspace(0.85 * np.pi, 1.15 * np.pi, 101), 3 * np.ones(101), '--', c='black')
axs[0].plot(0.85 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].plot(1.15 * np.pi * np.ones(101), np.linspace(-3, 3, 101), '--', c='black')
axs[0].set_yticks(ticks=[-2, 0, 2])
axs[0].set_xticks(ticks=[0, np.pi, 2 * np.pi])
axs[0].set_xticklabels(labels=['0', r'$\pi$', r'$2\pi$'])
axs[1].plot(preprocess_time, preprocess_time_series, label='x(t)')
axs[1].plot(pseudo_alg_time, pseudo_alg_time_series, '--', c='purple',
label=textwrap.fill('Noiseless time series', 12))
axs[1].plot(preprocess_time, preprocess.hp()[1],
label=textwrap.fill('Hodrick-Prescott smoothing', 12))
axs[1].plot(preprocess_time, preprocess.hw(order=51)[1],
label=textwrap.fill('Henderson-Whittaker smoothing', 13))
axs[1].plot(downsampled_and_decimated[0], downsampled_and_decimated[1],
label=textwrap.fill('Downsampled & decimated', 13))
axs[1].plot(downsampled[0], downsampled[1],
label=textwrap.fill('Downsampled', 13))
axs[1].set_xlim(0.85 * np.pi, 1.15 * np.pi)
axs[1].set_ylim(-3, 3)
axs[1].set_yticks(ticks=[-2, 0, 2])
axs[1].set_xticks(ticks=[np.pi])
axs[1].set_xticklabels(labels=[r'$\pi$'])
box_0 = axs[0].get_position()
axs[0].set_position([box_0.x0 - 0.06, box_0.y0, box_0.width * 0.85, box_0.height])
axs[0].legend(loc='center left', bbox_to_anchor=(1, -0.15))
box_1 = axs[1].get_position()
axs[1].set_position([box_1.x0 - 0.06, box_1.y0, box_1.width * 0.85, box_1.height])
plt.savefig('jss_figures/preprocess_smooth.png')
plt.show()
# plot 2
fig, axs = plt.subplots(1, 2, sharey=True)
axs[0].set_title('Cubic B-Spline Bases')
axs[0].plot(time, b_spline_basis[2, :].T, '--', label='Basis 1')
axs[0].plot(time, b_spline_basis[3, :].T, '--', label='Basis 2')
axs[0].plot(time, b_spline_basis[4, :].T, '--', label='Basis 3')
axs[0].plot(time, b_spline_basis[5, :].T, '--', label='Basis 4')
axs[0].legend(loc='upper left')
axs[0].plot(5 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].plot(6 * np.ones(100), np.linspace(-0.2, 0.8, 100), 'k-')
axs[0].set_xticks([5, 6])
axs[0].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[0].set_xlim(4.5, 6.5)
axs[1].set_title('Cubic Hermite Spline Bases')
axs[1].plot(time, chsi_basis[10, :].T, '--')
axs[1].plot(time, chsi_basis[11, :].T, '--')
axs[1].plot(time, chsi_basis[12, :].T, '--')
axs[1].plot(time, chsi_basis[13, :].T, '--')
axs[1].plot(5 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].plot(6 * np.ones(100), np.linspace(-0.2, 1.2, 100), 'k-')
axs[1].set_xticks([5, 6])
axs[1].set_xticklabels([r'$ \tau_k $', r'$ \tau_{k+1} $'])
axs[1].set_xlim(4.5, 6.5)
plt.savefig('jss_figures/comparing_bases.png')
plt.show()
# plot 3
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_dash = maxima_y[-1] * np.ones_like(max_dash_time)
min_dash_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_dash = minima_y[-1] * np.ones_like(min_dash_time)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
max_discard = maxima_y[-1]
max_discard_time = minima_x[-1] - maxima_x[-1] + minima_x[-1]
max_discard_dash_time = np.linspace(max_discard_time - width, max_discard_time + width, 101)
max_discard_dash = max_discard * np.ones_like(max_discard_dash_time)
dash_2_time = np.linspace(minima_x[-1], max_discard_time, 101)
dash_2 = np.linspace(minima_y[-1], max_discard, 101)
end_point_time = time[-1]
end_point = time_series[-1]
time_reflect = np.linspace((5 - a) * np.pi, (5 + a) * np.pi, 101)
time_series_reflect = np.flip(np.cos(np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)) + np.cos(5 * np.linspace((5 - 2.6 * a) * np.pi,
(5 - a) * np.pi, 101)))
time_series_anti_reflect = time_series_reflect[0] - time_series_reflect
utils = emd_utils.Utility(time=time, time_series=time_series_anti_reflect)
anti_max_bool = utils.max_bool_func_1st_order_fd()
anti_max_point_time = time_reflect[anti_max_bool]
anti_max_point = time_series_anti_reflect[anti_max_bool]
utils = emd_utils.Utility(time=time, time_series=time_series_reflect)
no_anchor_max_time = time_reflect[utils.max_bool_func_1st_order_fd()]
no_anchor_max = time_series_reflect[utils.max_bool_func_1st_order_fd()]
point_1 = 5.4
length_distance = np.linspace(maxima_y[-1], minima_y[-1], 101)
length_distance_time = point_1 * np.pi * np.ones_like(length_distance)
length_time = np.linspace(point_1 * np.pi - width, point_1 * np.pi + width, 101)
length_top = maxima_y[-1] * np.ones_like(length_time)
length_bottom = minima_y[-1] * np.ones_like(length_time)
point_2 = 5.2
length_distance_2 = np.linspace(time_series[-1], minima_y[-1], 101)
length_distance_time_2 = point_2 * np.pi * np.ones_like(length_distance_2)
length_time_2 = np.linspace(point_2 * np.pi - width, point_2 * np.pi + width, 101)
length_top_2 = time_series[-1] * np.ones_like(length_time_2)
length_bottom_2 = minima_y[-1] * np.ones_like(length_time_2)
symmetry_axis_1_time = minima_x[-1] * np.ones(101)
symmetry_axis_2_time = time[-1] * np.ones(101)
symmetry_axis = np.linspace(-2, 2, 101)
end_time = np.linspace(time[-1] - width, time[-1] + width, 101)
end_signal = time_series[-1] * np.ones_like(end_time)
anti_symmetric_time = np.linspace(time[-1] - 0.5, time[-1] + 0.5, 101)
anti_symmetric_signal = time_series[-1] * np.ones_like(anti_symmetric_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Symmetry Edge Effects Example')
plt.plot(time_reflect, time_series_reflect, 'g--', LineWidth=2, label=textwrap.fill('Symmetric signal', 10))
plt.plot(time_reflect[:51], time_series_anti_reflect[:51], '--', c='purple', LineWidth=2,
label=textwrap.fill('Anti-symmetric signal', 10))
plt.plot(max_dash_time, max_dash, 'k-')
plt.plot(min_dash_time, min_dash, 'k-')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(length_distance_time, length_distance, 'k--')
plt.plot(length_distance_time_2, length_distance_2, 'k--')
plt.plot(length_time, length_top, 'k-')
plt.plot(length_time, length_bottom, 'k-')
plt.plot(length_time_2, length_top_2, 'k-')
plt.plot(length_time_2, length_bottom_2, 'k-')
plt.plot(end_time, end_signal, 'k-')
plt.plot(symmetry_axis_1_time, symmetry_axis, 'r--', zorder=1)
plt.plot(anti_symmetric_time, anti_symmetric_signal, 'r--', zorder=1)
plt.plot(symmetry_axis_2_time, symmetry_axis, 'r--', label=textwrap.fill('Axes of symmetry', 10), zorder=1)
plt.text(5.1 * np.pi, -0.7, r'$\beta$L')
plt.text(5.34 * np.pi, -0.05, 'L')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(max_discard_time, max_discard, c='purple', zorder=4, label=textwrap.fill('Symmetric Discard maxima', 10))
plt.scatter(end_point_time, end_point, c='orange', zorder=4, label=textwrap.fill('Symmetric Anchor maxima', 10))
plt.scatter(anti_max_point_time, anti_max_point, c='green', zorder=4, label=textwrap.fill('Anti-Symmetric maxima', 10))
plt.scatter(no_anchor_max_time, no_anchor_max, c='gray', zorder=4, label=textwrap.fill('Symmetric maxima', 10))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_symmetry_anti.png')
plt.show()
# plot 4
a = 0.21
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
max_dash_1 = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_dash_2 = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_dash_time_1 = maxima_x[-1] * np.ones_like(max_dash_1)
max_dash_time_2 = maxima_x[-2] * np.ones_like(max_dash_1)
min_dash_1 = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_dash_2 = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_dash_time_1 = minima_x[-1] * np.ones_like(min_dash_1)
min_dash_time_2 = minima_x[-2] * np.ones_like(min_dash_1)
dash_1_time = np.linspace(maxima_x[-1], minima_x[-1], 101)
dash_1 = np.linspace(maxima_y[-1], minima_y[-1], 101)
dash_2_time = np.linspace(maxima_x[-1], minima_x[-2], 101)
dash_2 = np.linspace(maxima_y[-1], minima_y[-2], 101)
s1 = (minima_y[-2] - maxima_y[-1]) / (minima_x[-2] - maxima_x[-1])
slope_based_maximum_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
slope_based_maximum = minima_y[-1] + (slope_based_maximum_time - minima_x[-1]) * s1
max_dash_time_3 = slope_based_maximum_time * np.ones_like(max_dash_1)
max_dash_3 = np.linspace(slope_based_maximum - width, slope_based_maximum + width, 101)
dash_3_time = np.linspace(minima_x[-1], slope_based_maximum_time, 101)
dash_3 = np.linspace(minima_y[-1], slope_based_maximum, 101)
s2 = (minima_y[-1] - maxima_y[-1]) / (minima_x[-1] - maxima_x[-1])
slope_based_minimum_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
slope_based_minimum = slope_based_maximum - (slope_based_maximum_time - slope_based_minimum_time) * s2
min_dash_time_3 = slope_based_minimum_time * np.ones_like(min_dash_1)
min_dash_3 = np.linspace(slope_based_minimum - width, slope_based_minimum + width, 101)
dash_4_time = np.linspace(slope_based_maximum_time, slope_based_minimum_time)
dash_4 = np.linspace(slope_based_maximum, slope_based_minimum)
maxima_dash = np.linspace(2.5 - width, 2.5 + width, 101)
maxima_dash_time_1 = maxima_x[-2] * np.ones_like(maxima_dash)
maxima_dash_time_2 = maxima_x[-1] * np.ones_like(maxima_dash)
maxima_dash_time_3 = slope_based_maximum_time * np.ones_like(maxima_dash)
maxima_line_dash_time = np.linspace(maxima_x[-2], slope_based_maximum_time, 101)
maxima_line_dash = 2.5 * np.ones_like(maxima_line_dash_time)
minima_dash = np.linspace(-3.4 - width, -3.4 + width, 101)
minima_dash_time_1 = minima_x[-2] * np.ones_like(minima_dash)
minima_dash_time_2 = minima_x[-1] * np.ones_like(minima_dash)
minima_dash_time_3 = slope_based_minimum_time * np.ones_like(minima_dash)
minima_line_dash_time = np.linspace(minima_x[-2], slope_based_minimum_time, 101)
minima_line_dash = -3.4 * np.ones_like(minima_line_dash_time)
# slightly edit signal to make difference between slope-based method and improved slope-based method more clear
time_series[time >= minima_x[-1]] = 1.5 * (time_series[time >= minima_x[-1]] - time_series[time == minima_x[-1]]) + \
time_series[time == minima_x[-1]]
improved_slope_based_maximum_time = time[-1]
improved_slope_based_maximum = time_series[-1]
improved_slope_based_minimum_time = slope_based_minimum_time
improved_slope_based_minimum = improved_slope_based_maximum + s2 * (improved_slope_based_minimum_time -
improved_slope_based_maximum_time)
min_dash_4 = np.linspace(improved_slope_based_minimum - width, improved_slope_based_minimum + width, 101)
min_dash_time_4 = improved_slope_based_minimum_time * np.ones_like(min_dash_4)
dash_final_time = np.linspace(improved_slope_based_maximum_time, improved_slope_based_minimum_time, 101)
dash_final = np.linspace(improved_slope_based_maximum, improved_slope_based_minimum, 101)
ax = plt.subplot(111)
figure_size = plt.gcf().get_size_inches()
factor = 0.9
plt.gcf().set_size_inches((figure_size[0], factor * figure_size[1]))
plt.gcf().subplots_adjust(bottom=0.10)
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.title('Slope-Based Edge Effects Example')
plt.plot(max_dash_time_1, max_dash_1, 'k-')
plt.plot(max_dash_time_2, max_dash_2, 'k-')
plt.plot(max_dash_time_3, max_dash_3, 'k-')
plt.plot(min_dash_time_1, min_dash_1, 'k-')
plt.plot(min_dash_time_2, min_dash_2, 'k-')
plt.plot(min_dash_time_3, min_dash_3, 'k-')
plt.plot(min_dash_time_4, min_dash_4, 'k-')
plt.plot(maxima_dash_time_1, maxima_dash, 'k-')
plt.plot(maxima_dash_time_2, maxima_dash, 'k-')
plt.plot(maxima_dash_time_3, maxima_dash, 'k-')
plt.plot(minima_dash_time_1, minima_dash, 'k-')
plt.plot(minima_dash_time_2, minima_dash, 'k-')
plt.plot(minima_dash_time_3, minima_dash, 'k-')
plt.text(4.34 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.74 * np.pi, -3.2, r'$\Delta{t^{min}_{m}}$')
plt.text(4.12 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.50 * np.pi, 2, r'$\Delta{t^{max}_{M}}$')
plt.text(4.30 * np.pi, 0.35, r'$s_1$')
plt.text(4.43 * np.pi, -0.20, r'$s_2$')
plt.text(4.30 * np.pi + (minima_x[-1] - minima_x[-2]), 0.35 + (minima_y[-1] - minima_y[-2]), r'$s_1$')
plt.text(4.43 * np.pi + (slope_based_minimum_time - minima_x[-1]),
-0.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.text(4.50 * np.pi + (slope_based_minimum_time - minima_x[-1]),
1.20 + (slope_based_minimum - minima_y[-1]), r'$s_2$')
plt.plot(minima_line_dash_time, minima_line_dash, 'k--')
plt.plot(maxima_line_dash_time, maxima_line_dash, 'k--')
plt.plot(dash_1_time, dash_1, 'k--')
plt.plot(dash_2_time, dash_2, 'k--')
plt.plot(dash_3_time, dash_3, 'k--')
plt.plot(dash_4_time, dash_4, 'k--')
plt.plot(dash_final_time, dash_final, 'k--')
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.scatter(slope_based_maximum_time, slope_based_maximum, c='orange', zorder=4,
label=textwrap.fill('Slope-based maximum', 11))
plt.scatter(slope_based_minimum_time, slope_based_minimum, c='purple', zorder=4,
label=textwrap.fill('Slope-based minimum', 11))
plt.scatter(improved_slope_based_maximum_time, improved_slope_based_maximum, c='deeppink', zorder=4,
label=textwrap.fill('Improved slope-based maximum', 11))
plt.scatter(improved_slope_based_minimum_time, improved_slope_based_minimum, c='dodgerblue', zorder=4,
label=textwrap.fill('Improved slope-based minimum', 11))
plt.xlim(3.9 * np.pi, 5.5 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-3, -2, -1, 0, 1, 2), ('-3', '-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.85, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_slope_based.png')
plt.show()
# plot 5
a = 0.25
width = 0.2
time = np.linspace(0, (5 - a) * np.pi, 1001)
time_series = np.cos(time) + np.cos(5 * time)
utils = emd_utils.Utility(time=time, time_series=time_series)
max_bool = utils.max_bool_func_1st_order_fd()
maxima_x = time[max_bool]
maxima_y = time_series[max_bool]
min_bool = utils.min_bool_func_1st_order_fd()
minima_x = time[min_bool]
minima_y = time_series[min_bool]
A2 = np.abs(maxima_y[-2] - minima_y[-2]) / 2
A1 = np.abs(maxima_y[-1] - minima_y[-1]) / 2
P2 = 2 * np.abs(maxima_x[-2] - minima_x[-2])
P1 = 2 * np.abs(maxima_x[-1] - minima_x[-1])
Huang_time = (P1 / P2) * (time[time >= maxima_x[-2]] - time[time == maxima_x[-2]]) + maxima_x[-1]
Huang_wave = (A1 / A2) * (time_series[time >= maxima_x[-2]] - time_series[time == maxima_x[-2]]) + maxima_y[-1]
Coughlin_time = Huang_time
Coughlin_wave = A1 * np.cos(2 * np.pi * (1 / P1) * (Coughlin_time - Coughlin_time[0]))
Average_max_time = maxima_x[-1] + (maxima_x[-1] - maxima_x[-2])
Average_max = (maxima_y[-2] + maxima_y[-1]) / 2
Average_min_time = minima_x[-1] + (minima_x[-1] - minima_x[-2])
Average_min = (minima_y[-2] + minima_y[-1]) / 2
utils_Huang = emd_utils.Utility(time=time, time_series=Huang_wave)
Huang_max_bool = utils_Huang.max_bool_func_1st_order_fd()
Huang_min_bool = utils_Huang.min_bool_func_1st_order_fd()
utils_Coughlin = emd_utils.Utility(time=time, time_series=Coughlin_wave)
Coughlin_max_bool = utils_Coughlin.max_bool_func_1st_order_fd()
Coughlin_min_bool = utils_Coughlin.min_bool_func_1st_order_fd()
Huang_max_time = Huang_time[Huang_max_bool]
Huang_max = Huang_wave[Huang_max_bool]
Huang_min_time = Huang_time[Huang_min_bool]
Huang_min = Huang_wave[Huang_min_bool]
Coughlin_max_time = Coughlin_time[Coughlin_max_bool]
Coughlin_max = Coughlin_wave[Coughlin_max_bool]
Coughlin_min_time = Coughlin_time[Coughlin_min_bool]
Coughlin_min = Coughlin_wave[Coughlin_min_bool]
max_2_x_time = np.linspace(maxima_x[-2] - width, maxima_x[-2] + width, 101)
max_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
max_2_x = maxima_y[-2] * np.ones_like(max_2_x_time)
min_2_x_time = np.linspace(minima_x[-2] - width, minima_x[-2] + width, 101)
min_2_x_time_side = np.linspace(5.3 * np.pi - width, 5.3 * np.pi + width, 101)
min_2_x = minima_y[-2] * np.ones_like(min_2_x_time)
dash_max_min_2_x = np.linspace(minima_y[-2], maxima_y[-2], 101)
dash_max_min_2_x_time = 5.3 * np.pi * np.ones_like(dash_max_min_2_x)
max_2_y = np.linspace(maxima_y[-2] - width, maxima_y[-2] + width, 101)
max_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
max_2_y_time = maxima_x[-2] * np.ones_like(max_2_y)
min_2_y = np.linspace(minima_y[-2] - width, minima_y[-2] + width, 101)
min_2_y_side = np.linspace(-1.8 - width, -1.8 + width, 101)
min_2_y_time = minima_x[-2] * np.ones_like(min_2_y)
dash_max_min_2_y_time = np.linspace(minima_x[-2], maxima_x[-2], 101)
dash_max_min_2_y = -1.8 * np.ones_like(dash_max_min_2_y_time)
max_1_x_time = np.linspace(maxima_x[-1] - width, maxima_x[-1] + width, 101)
max_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
max_1_x = maxima_y[-1] * np.ones_like(max_1_x_time)
min_1_x_time = np.linspace(minima_x[-1] - width, minima_x[-1] + width, 101)
min_1_x_time_side = np.linspace(5.4 * np.pi - width, 5.4 * np.pi + width, 101)
min_1_x = minima_y[-1] * np.ones_like(min_1_x_time)
dash_max_min_1_x = np.linspace(minima_y[-1], maxima_y[-1], 101)
dash_max_min_1_x_time = 5.4 * np.pi * np.ones_like(dash_max_min_1_x)
max_1_y = np.linspace(maxima_y[-1] - width, maxima_y[-1] + width, 101)
max_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
max_1_y_time = maxima_x[-1] * np.ones_like(max_1_y)
min_1_y = np.linspace(minima_y[-1] - width, minima_y[-1] + width, 101)
min_1_y_side = np.linspace(-2.1 - width, -2.1 + width, 101)
min_1_y_time = minima_x[-1] * np.ones_like(min_1_y)
dash_max_min_1_y_time = np.linspace(minima_x[-1], maxima_x[-1], 101)
dash_max_min_1_y = -2.1 * np.ones_like(dash_max_min_1_y_time)
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Characteristic Wave Effects Example')
plt.plot(time, time_series, LineWidth=2, label='Signal')
plt.scatter(Huang_max_time, Huang_max, c='magenta', zorder=4, label=textwrap.fill('Huang maximum', 10))
plt.scatter(Huang_min_time, Huang_min, c='lime', zorder=4, label=textwrap.fill('Huang minimum', 10))
plt.scatter(Coughlin_max_time, Coughlin_max, c='darkorange', zorder=4,
label=textwrap.fill('Coughlin maximum', 14))
plt.scatter(Coughlin_min_time, Coughlin_min, c='dodgerblue', zorder=4,
label=textwrap.fill('Coughlin minimum', 14))
plt.scatter(Average_max_time, Average_max, c='orangered', zorder=4,
label=textwrap.fill('Average maximum', 14))
plt.scatter(Average_min_time, Average_min, c='cyan', zorder=4,
label=textwrap.fill('Average minimum', 14))
plt.scatter(maxima_x, maxima_y, c='r', zorder=4, label='Maxima')
plt.scatter(minima_x, minima_y, c='b', zorder=4, label='Minima')
plt.plot(Huang_time, Huang_wave, '--', c='darkviolet', label=textwrap.fill('Huang Characteristic Wave', 14))
plt.plot(Coughlin_time, Coughlin_wave, '--', c='darkgreen', label=textwrap.fill('Coughlin Characteristic Wave', 14))
plt.plot(max_2_x_time, max_2_x, 'k-')
plt.plot(max_2_x_time_side, max_2_x, 'k-')
plt.plot(min_2_x_time, min_2_x, 'k-')
plt.plot(min_2_x_time_side, min_2_x, 'k-')
plt.plot(dash_max_min_2_x_time, dash_max_min_2_x, 'k--')
plt.text(5.16 * np.pi, 0.85, r'$2a_2$')
plt.plot(max_2_y_time, max_2_y, 'k-')
plt.plot(max_2_y_time, max_2_y_side, 'k-')
plt.plot(min_2_y_time, min_2_y, 'k-')
plt.plot(min_2_y_time, min_2_y_side, 'k-')
plt.plot(dash_max_min_2_y_time, dash_max_min_2_y, 'k--')
plt.text(4.08 * np.pi, -2.2, r'$\frac{p_2}{2}$')
plt.plot(max_1_x_time, max_1_x, 'k-')
plt.plot(max_1_x_time_side, max_1_x, 'k-')
plt.plot(min_1_x_time, min_1_x, 'k-')
plt.plot(min_1_x_time_side, min_1_x, 'k-')
plt.plot(dash_max_min_1_x_time, dash_max_min_1_x, 'k--')
plt.text(5.42 * np.pi, -0.1, r'$2a_1$')
plt.plot(max_1_y_time, max_1_y, 'k-')
plt.plot(max_1_y_time, max_1_y_side, 'k-')
plt.plot(min_1_y_time, min_1_y, 'k-')
plt.plot(min_1_y_time, min_1_y_side, 'k-')
plt.plot(dash_max_min_1_y_time, dash_max_min_1_y, 'k--')
plt.text(4.48 * np.pi, -2.5, r'$\frac{p_1}{2}$')
plt.xlim(3.9 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/edge_effects_characteristic_wave.png')
plt.show()
# plot 6
t = np.linspace(5, 95, 100)
signal_orig = np.cos(2 * np.pi * t / 50) + 0.6 * np.cos(2 * np.pi * t / 25) + 0.5 * np.sin(2 * np.pi * t / 200)
util_nn = emd_utils.Utility(time=t, time_series=signal_orig)
maxima = signal_orig[util_nn.max_bool_func_1st_order_fd()]
minima = signal_orig[util_nn.min_bool_func_1st_order_fd()]
cs_max = CubicSpline(t[util_nn.max_bool_func_1st_order_fd()], maxima)
cs_min = CubicSpline(t[util_nn.min_bool_func_1st_order_fd()], minima)
time = np.linspace(0, 5 * np.pi, 1001)
lsq_signal = np.cos(time) + np.cos(5 * time)
knots = np.linspace(0, 5 * np.pi, 101)
time_extended = time_extension(time)
time_series_extended = np.zeros_like(time_extended) / 0
time_series_extended[int(len(lsq_signal) - 1):int(2 * (len(lsq_signal) - 1) + 1)] = lsq_signal
neural_network_m = 200
neural_network_k = 100
# forward ->
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[(-(neural_network_m + neural_network_k - col)):(-(neural_network_m - col))]
P[-1, col] = 1 # for additive constant
t = lsq_signal[-neural_network_m:]
# test - top
seed_weights = np.ones(neural_network_k) / neural_network_k
weights = 0 * seed_weights.copy()
train_input = P[:-1, :]
lr = 0.01
for iterations in range(1000):
output = np.matmul(weights, train_input)
error = (t - output)
gradients = error * (- train_input)
# guess average gradients
average_gradients = np.mean(gradients, axis=1)
# steepest descent
max_gradient_vector = average_gradients * (np.abs(average_gradients) == max(np.abs(average_gradients)))
adjustment = - lr * average_gradients
# adjustment = - lr * max_gradient_vector
weights += adjustment
# test - bottom
weights_right = np.hstack((weights, 0))
max_count_right = 0
min_count_right = 0
i_right = 0
while ((max_count_right < 1) or (min_count_right < 1)) and (i_right < len(lsq_signal) - 1):
time_series_extended[int(2 * (len(lsq_signal) - 1) + 1 + i_right)] = \
sum(weights_right * np.hstack((time_series_extended[
int(2 * (len(lsq_signal) - 1) + 1 - neural_network_k + i_right):
int(2 * (len(lsq_signal) - 1) + 1 + i_right)], 1)))
i_right += 1
if i_right > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_right += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)],
time_series=time_series_extended[int(2 * (len(lsq_signal) - 1) + 1):
int(2 * (len(lsq_signal) - 1) + 1 + i_right + 1)])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_right += 1
# backward <-
P = np.zeros((int(neural_network_k + 1), neural_network_m))
for col in range(neural_network_m):
P[:-1, col] = lsq_signal[int(col + 1):int(col + neural_network_k + 1)]
P[-1, col] = 1 # for additive constant
t = lsq_signal[:neural_network_m]
vx = cvx.Variable(int(neural_network_k + 1))
objective = cvx.Minimize(cvx.norm((2 * (vx * P) + 1 - t), 2)) # linear activation function is arbitrary
prob = cvx.Problem(objective)
result = prob.solve(verbose=True, solver=cvx.ECOS)
weights_left = np.array(vx.value)
max_count_left = 0
min_count_left = 0
i_left = 0
while ((max_count_left < 1) or (min_count_left < 1)) and (i_left < len(lsq_signal) - 1):
time_series_extended[int(len(lsq_signal) - 2 - i_left)] = \
2 * sum(weights_left * np.hstack((time_series_extended[int(len(lsq_signal) - 1 - i_left):
int(len(lsq_signal) - 1 - i_left + neural_network_k)],
1))) + 1
i_left += 1
if i_left > 1:
emd_utils_max = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_max.max_bool_func_1st_order_fd()) > 0:
max_count_left += 1
emd_utils_min = \
emd_utils.Utility(time=time_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))],
time_series=time_series_extended[int(len(lsq_signal) - 1 - i_left):int(len(lsq_signal))])
if sum(emd_utils_min.min_bool_func_1st_order_fd()) > 0:
min_count_left += 1
lsq_utils = emd_utils.Utility(time=time, time_series=lsq_signal)
utils_extended = emd_utils.Utility(time=time_extended, time_series=time_series_extended)
maxima = lsq_signal[lsq_utils.max_bool_func_1st_order_fd()]
maxima_time = time[lsq_utils.max_bool_func_1st_order_fd()]
maxima_extrapolate = time_series_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
maxima_extrapolate_time = time_extended[utils_extended.max_bool_func_1st_order_fd()][-1]
minima = lsq_signal[lsq_utils.min_bool_func_1st_order_fd()]
minima_time = time[lsq_utils.min_bool_func_1st_order_fd()]
minima_extrapolate = time_series_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
minima_extrapolate_time = time_extended[utils_extended.min_bool_func_1st_order_fd()][-2:]
ax = plt.subplot(111)
plt.gcf().subplots_adjust(bottom=0.10)
plt.title('Single Neuron Neural Network Example')
plt.plot(time, lsq_signal, zorder=2, label='Signal')
plt.plot(time_extended, time_series_extended, c='g', zorder=1, label=textwrap.fill('Extrapolated signal', 12))
plt.scatter(maxima_time, maxima, c='r', zorder=3, label='Maxima')
plt.scatter(minima_time, minima, c='b', zorder=3, label='Minima')
plt.scatter(maxima_extrapolate_time, maxima_extrapolate, c='magenta', zorder=3,
label=textwrap.fill('Extrapolated maxima', 12))
plt.scatter(minima_extrapolate_time, minima_extrapolate, c='cyan', zorder=4,
label=textwrap.fill('Extrapolated minima', 12))
plt.plot(((time[-302] + time[-301]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k',
label=textwrap.fill('Neural network inputs', 13))
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time[-302] + time[-301]) / 2), ((time[-302] + time[-301]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='k')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1002]) / 2),
((time_extended[-1001] + time_extended[-1002]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='k')
plt.plot(((time_extended[-1001] + time_extended[-1002]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='k')
plt.plot(((time[-202] + time[-201]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray', linestyle='dashed',
label=textwrap.fill('Neural network targets', 13))
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
-2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time[-202] + time[-201]) / 2), ((time[-202] + time[-201]) / 2) + 0.1, 100),
2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), -2.75 * np.ones(100), c='gray')
plt.plot(np.linspace(((time_extended[-1001] + time_extended[-1000]) / 2),
((time_extended[-1001] + time_extended[-1000]) / 2) - 0.1, 100), 2.75 * np.ones(100), c='gray')
plt.plot(((time_extended[-1001] + time_extended[-1000]) / 2) * np.ones(100), np.linspace(-2.75, 2.75, 100), c='gray',
linestyle='dashed')
plt.xlim(3.4 * np.pi, 5.6 * np.pi)
plt.xticks((4 * np.pi, 5 * np.pi), (r'4$\pi$', r'5$\pi$'))
plt.yticks((-2, -1, 0, 1, 2), ('-2', '-1', '0', '1', '2'))
box_0 = ax.get_position()
ax.set_position([box_0.x0 - 0.05, box_0.y0, box_0.width * 0.84, box_0.height])
ax.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.savefig('jss_figures/neural_network.png')
plt.show()
# plot 6a
np.random.seed(0)
time = np.linspace(0, 5 * np.pi, 1001)
knots_51 = np.linspace(0, 5 * np.pi, 51)
time_series = np.cos(2 * time) + np.cos(4 * time) + np.cos(8 * time)
noise = np.random.normal(0, 1, len(time_series))
time_series += noise
advemdpy = EMD(time=time, time_series=time_series)
imfs_51, hts_51, ifs_51 = advemdpy.empirical_mode_decomposition(knots=knots_51, max_imfs=3,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_31 = np.linspace(0, 5 * np.pi, 31)
imfs_31, hts_31, ifs_31 = advemdpy.empirical_mode_decomposition(knots=knots_31, max_imfs=2,
edge_effect='symmetric_anchor', verbose=False)[:3]
knots_11 = np.linspace(0, 5 * np.pi, 11)
imfs_11, hts_11, ifs_11 = advemdpy.empirical_mode_decomposition(knots=knots_11, max_imfs=1,
edge_effect='symmetric_anchor', verbose=False)[:3]
fig, axs = plt.subplots(3, 1)
plt.suptitle(textwrap.fill('Comparison of Trends Extracted with Different Knot Sequences', 40))
plt.subplots_adjust(hspace=0.1)
axs[0].plot(time, time_series, label='Time series')
axs[0].plot(time, imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :], label=textwrap.fill('Sum of IMF 1, IMF 2, & IMF 3 with 51 knots', 21))
print(f'DFA fluctuation with 51 knots: {np.round(np.var(time_series - (imfs_51[1, :] + imfs_51[2, :] + imfs_51[3, :])), 3)}')
for knot in knots_51:
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1)
axs[0].plot(knot * np.ones(101), np.linspace(-5, 5, 101), '--', c='grey', zorder=1, label='Knots')
axs[0].set_xticks([0, np.pi, 2 * np.pi, 3 * np.pi, 4 * np.pi, 5 * np.pi])
axs[0].set_xticklabels(['', '', '', '', '', ''])
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), 5.5 * np.ones(101), 'k--')
axs[0].plot(np.linspace(0.95 * np.pi, 1.55 * np.pi, 101), -5.5 * np.ones(101), 'k--')
axs[0].plot(0.95 * np.pi * np.ones(101), | np.linspace(-5.5, 5.5, 101) | numpy.linspace |