""" Thomas Kahn thomas.b.kahn@gmail.com """ from __future__ import absolute_import from math import sqrt import multiprocessing as mp import numpy as np from six.moves import range from six.moves import zip def t_scan(L, window = 1e3, num_workers = -1): """ Computes t statistic for i to i+window points versus i-window to i points for each point i in input array. Uses multiple processes to do this calculation asynchronously. Array is decomposed into window number of frames, each consisting of points spaced at window intervals. This optimizes the calculation, as the drone function need only compute the mean and variance for each set once. Parameters ---------- L : numpy array 1 dimensional array that represents time series of datapoints window : int / float Number of points that comprise the windows of data that are compared num_workers : int Number of worker processes for multithreaded t_stat computation Defult value uses num_cpu - 1 workers Returns ------- t_stat : numpy array Array which holds t statistic values for each point. The first and last (window) points are replaced with zero, since the t statistic calculation cannot be performed in that case. """ size = L.size window = int(window) frames = list(range(window)) n_cols = (size // window) - 1 t_stat = np.zeros((window, n_cols)) if num_workers == 1: results = [_t_scan_drone(L, n_cols, frame, window) for frame in frames] else: if num_workers == -1: num_workers = mp.cpu_count() - 1 pool = mp.Pool(processes = num_workers) results = [pool.apply_async(_t_scan_drone, args=(L, n_cols, frame, window)) for frame in frames] results = [r.get() for r in results] pool.close() for index, row in results: t_stat[index] = row t_stat = np.concatenate(( np.zeros(window), t_stat.transpose().ravel(order='C'), np.zeros(size % window) )) return t_stat def _t_scan_drone(L, n_cols, frame, window=1e3): """ Drone function for t_scan. Not Intended to be called manually. Computes t_scan for the designated frame, and returns result as array along with an integer tag for proper placement in the aggregate array """ size = L.size window = int(window) root_n = sqrt(window) output = np.zeros(n_cols) b = L[frame:window+frame] b_mean = b.mean() b_var = b.var() for i in range(window+frame, size-window, window): a = L[i:i+window] a_mean = a.mean() a_var = a.var() output[i // window - 1] = root_n * (a_mean - b_mean) / sqrt(a_var + b_var) b_mean, b_var = a_mean, a_var return frame, output def mz_fwt(x, n=2): """ Computes the multiscale product of the Mallat-Zhong discrete forward wavelet transform up to and including scale n for the input data x. If n is even, the spikes in the signal will be positive. If n is odd the spikes will match the polarity of the step (positive for steps up, negative for steps down). This function is essentially a direct translation of the MATLAB code provided by Sadler and Swami in section A.4 of the following: http://www.dtic.mil/dtic/tr/fulltext/u2/a351960.pdf Parameters ---------- x : numpy array 1 dimensional array that represents time series of data points n : int Highest scale to multiply to Returns ------- prod : numpy array The multiscale product for x """ N_pnts = x.size lambda_j = [1.5, 1.12, 1.03, 1.01][0:n] if n > 4: lambda_j += [1.0]*(n-4) H = np.array([0.125, 0.375, 0.375, 0.125]) G = np.array([2.0, -2.0]) Gn = [2] Hn = [3] for j in range(1,n): q = 2**(j-1) Gn.append(q+1) Hn.append(3*q+1) S = np.concatenate((x[::-1], x)) S = np.concatenate((S, x[::-1])) prod = np.ones(N_pnts) for j in range(n): n_zeros = 2**j - 1 Gz = _insert_zeros(G, n_zeros) Hz = _insert_zeros(H, n_zeros) current = (1.0/lambda_j[j])*np.convolve(S,Gz) current = current[N_pnts+Gn[j]:2*N_pnts+Gn[j]] prod *= current if j == n-1: break S_new = np.convolve(S, Hz) S_new = S_new[N_pnts+Hn[j]:2*N_pnts+Hn[j]] S = np.concatenate((S_new[::-1], S_new)) S = np.concatenate((S, S_new[::-1])) return prod def _insert_zeros(x, n): """ Helper function for mz_fwt. Splits input array and adds n zeros between values. """ newlen = (n+1)*x.size out = np.zeros(newlen) indices = list(range(0, newlen-n, n+1)) out[indices] = x return out def find_steps(array, threshold): """ Finds local maxima by segmenting array based on positions at which the threshold value is crossed. Note that this thresholding is applied after the absolute value of the array is taken. Thus, the distinction between upward and downward steps is lost. However, get_step_sizes can be used to determine directionality after the fact. Parameters ---------- array : numpy array 1 dimensional array that represents time series of data points threshold : int / float Threshold value that defines a step Returns ------- steps : list List of indices of the detected steps """ steps = [] array = np.abs(array) above_points = np.where(array > threshold, 1, 0) ap_dif = np.diff(above_points) cross_ups = np.where(ap_dif == 1)[0] cross_dns = np.where(ap_dif == -1)[0] for upi, dni in zip(cross_ups,cross_dns): steps.append(np.argmax(array[upi:dni]) + upi) return steps def get_step_sizes(array, indices, window=1000): """ Calculates step size for each index within the supplied list. Step size is determined by averaging over a range of points (specified by the window parameter) before and after the index of step occurrence. The directionality of the step is reflected by the sign of the step size (i.e. a positive value indicates an upward step, and a negative value indicates a downward step). The combined standard deviation of both measurements (as a measure of uncertainty in step calculation) is also provided. Parameters ---------- array : numpy array 1 dimensional array that represents time series of data points indices : list List of indices of the detected steps (as provided by find_steps, for example) window : int, optional Number of points to average over to determine baseline levels before and after step. Returns ------- step_sizes : list List of the calculated sizes of each step step_error : list """ step_sizes = [] step_error = [] indices = sorted(indices) last = len(indices) - 1 for i, index in enumerate(indices): if i == 0: q = min(window, indices[i+1]-index) elif i == last: q = min(window, index - indices[i-1]) else: q = min(window, index-indices[i-1], indices[i+1]-index) a = array[index:index+q] b = array[index-q:index] step_sizes.append(a.mean() - b.mean()) step_error.append(sqrt(a.var()+b.var())) return step_sizes, step_error