Old engine for Continuous Time Bayesian Networks. Superseded by reCTBN. 🐍
https://github.com/madlabunimib/PyCTBN
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152 lines
5.8 KiB
152 lines
5.8 KiB
import numpy as np
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from numpy.testing import assert_equal, \
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assert_array_equal, assert_array_almost_equal, assert_array_less, assert_
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from scipy.signal import wavelets
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class TestWavelets(object):
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def test_qmf(self):
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assert_array_equal(wavelets.qmf([1, 1]), [1, -1])
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def test_daub(self):
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for i in range(1, 15):
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assert_equal(len(wavelets.daub(i)), i * 2)
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def test_cascade(self):
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for J in range(1, 7):
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for i in range(1, 5):
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lpcoef = wavelets.daub(i)
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k = len(lpcoef)
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x, phi, psi = wavelets.cascade(lpcoef, J)
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assert_(len(x) == len(phi) == len(psi))
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assert_equal(len(x), (k - 1) * 2 ** J)
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def test_morlet(self):
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x = wavelets.morlet(50, 4.1, complete=True)
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y = wavelets.morlet(50, 4.1, complete=False)
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# Test if complete and incomplete wavelet have same lengths:
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assert_equal(len(x), len(y))
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# Test if complete wavelet is less than incomplete wavelet:
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assert_array_less(x, y)
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x = wavelets.morlet(10, 50, complete=False)
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y = wavelets.morlet(10, 50, complete=True)
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# For large widths complete and incomplete wavelets should be
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# identical within numerical precision:
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assert_equal(x, y)
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# miscellaneous tests:
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x = np.array([1.73752399e-09 + 9.84327394e-25j,
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6.49471756e-01 + 0.00000000e+00j,
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1.73752399e-09 - 9.84327394e-25j])
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y = wavelets.morlet(3, w=2, complete=True)
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assert_array_almost_equal(x, y)
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x = np.array([2.00947715e-09 + 9.84327394e-25j,
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7.51125544e-01 + 0.00000000e+00j,
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2.00947715e-09 - 9.84327394e-25j])
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y = wavelets.morlet(3, w=2, complete=False)
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assert_array_almost_equal(x, y, decimal=2)
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x = wavelets.morlet(10000, s=4, complete=True)
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y = wavelets.morlet(20000, s=8, complete=True)[5000:15000]
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assert_array_almost_equal(x, y, decimal=2)
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x = wavelets.morlet(10000, s=4, complete=False)
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assert_array_almost_equal(y, x, decimal=2)
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y = wavelets.morlet(20000, s=8, complete=False)[5000:15000]
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assert_array_almost_equal(x, y, decimal=2)
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x = wavelets.morlet(10000, w=3, s=5, complete=True)
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y = wavelets.morlet(20000, w=3, s=10, complete=True)[5000:15000]
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assert_array_almost_equal(x, y, decimal=2)
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x = wavelets.morlet(10000, w=3, s=5, complete=False)
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assert_array_almost_equal(y, x, decimal=2)
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y = wavelets.morlet(20000, w=3, s=10, complete=False)[5000:15000]
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assert_array_almost_equal(x, y, decimal=2)
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x = wavelets.morlet(10000, w=7, s=10, complete=True)
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y = wavelets.morlet(20000, w=7, s=20, complete=True)[5000:15000]
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assert_array_almost_equal(x, y, decimal=2)
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x = wavelets.morlet(10000, w=7, s=10, complete=False)
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assert_array_almost_equal(x, y, decimal=2)
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y = wavelets.morlet(20000, w=7, s=20, complete=False)[5000:15000]
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assert_array_almost_equal(x, y, decimal=2)
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def test_morlet2(self):
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w = wavelets.morlet2(1.0, 0.5)
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expected = (np.pi**(-0.25) * np.sqrt(1/0.5)).astype(complex)
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assert_array_equal(w, expected)
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lengths = [5, 11, 15, 51, 101]
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for length in lengths:
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w = wavelets.morlet2(length, 1.0)
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assert_(len(w) == length)
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max_loc = np.argmax(w)
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assert_(max_loc == (length // 2))
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points = 100
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w = abs(wavelets.morlet2(points, 2.0))
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half_vec = np.arange(0, points // 2)
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assert_array_almost_equal(w[half_vec], w[-(half_vec + 1)])
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x = np.array([5.03701224e-09 + 2.46742437e-24j,
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1.88279253e+00 + 0.00000000e+00j,
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5.03701224e-09 - 2.46742437e-24j])
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y = wavelets.morlet2(3, s=1/(2*np.pi), w=2)
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assert_array_almost_equal(x, y)
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def test_ricker(self):
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w = wavelets.ricker(1.0, 1)
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expected = 2 / (np.sqrt(3 * 1.0) * (np.pi ** 0.25))
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assert_array_equal(w, expected)
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lengths = [5, 11, 15, 51, 101]
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for length in lengths:
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w = wavelets.ricker(length, 1.0)
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assert_(len(w) == length)
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max_loc = np.argmax(w)
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assert_(max_loc == (length // 2))
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points = 100
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w = wavelets.ricker(points, 2.0)
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half_vec = np.arange(0, points // 2)
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#Wavelet should be symmetric
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assert_array_almost_equal(w[half_vec], w[-(half_vec + 1)])
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#Check zeros
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aas = [5, 10, 15, 20, 30]
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points = 99
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for a in aas:
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w = wavelets.ricker(points, a)
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vec = np.arange(0, points) - (points - 1.0) / 2
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exp_zero1 = np.argmin(np.abs(vec - a))
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exp_zero2 = np.argmin(np.abs(vec + a))
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assert_array_almost_equal(w[exp_zero1], 0)
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assert_array_almost_equal(w[exp_zero2], 0)
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def test_cwt(self):
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widths = [1.0]
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delta_wavelet = lambda s, t: np.array([1])
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len_data = 100
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test_data = np.sin(np.pi * np.arange(0, len_data) / 10.0)
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#Test delta function input gives same data as output
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cwt_dat = wavelets.cwt(test_data, delta_wavelet, widths)
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assert_(cwt_dat.shape == (len(widths), len_data))
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assert_array_almost_equal(test_data, cwt_dat.flatten())
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#Check proper shape on output
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widths = [1, 3, 4, 5, 10]
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cwt_dat = wavelets.cwt(test_data, wavelets.ricker, widths)
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assert_(cwt_dat.shape == (len(widths), len_data))
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widths = [len_data * 10]
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#Note: this wavelet isn't defined quite right, but is fine for this test
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flat_wavelet = lambda l, w: np.full(w, 1 / w)
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cwt_dat = wavelets.cwt(test_data, flat_wavelet, widths)
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assert_array_almost_equal(cwt_dat, np.mean(test_data))
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