import numpy as np import logging logger = logging.getLogger("text.regression.interpdata") def interpdata(data, oldtime, newtime): """Interpolates the columns of [data] to find the values at [newtime], given that the current values are at [oldtime]. [oldtime] must have the same number of elements as [data] has rows. """ ## Check input sizes ## if not len(oldtime) == data.shape[0]: raise IndexError("oldtime must have same number of elements as data has rows.") ## Set up matrix to hold output ## newdata = np.empty((len(newtime), data.shape[1])) ## Interpolate each column of data ## for ci in range(data.shape[1]): if (ci%100) == 0: logger.info("Interpolating column %d/%d.." % (ci+1, data.shape[1])) newdata[:,ci] = np.interp(newtime, oldtime, data[:,ci]) ## Return interpolated data ## return newdata def sincinterp1D(data, oldtime, newtime, cutoff_mult=1.0, window=1): """Interpolates the one-dimensional signal [data] at the times given by [newtime], assuming that each sample in [data] was collected at the corresponding time in [oldtime]. Clearly, [oldtime] and [data] must have the same length, but [newtime] can have any length. This function will assume that the time points in [newtime] are evenly spaced and will use that frequency multipled by [cutoff_mult] as the cutoff frequency of the sinc filter. The sinc function will be computed with [window] lobes. With [window]=1, this will effectively compute the Lanczos filter. This is a very simplistic filtering algorithm, so will take O(N*M) time, where N is the length of [oldtime] and M is the length of [newtime]. This filter is non-causal. """ ## Find the cutoff frequency ## cutoff = 1/np.mean(np.diff(newtime)) * cutoff_mult print("Doing sinc interpolation with cutoff=%0.3f and %d lobes." % (cutoff, window)) ## Construct new signal ## newdata = np.zeros((len(newtime),1)) for ndi in range(len(newtime)): for di in range(len(oldtime)): newdata[ndi] += sincfun(cutoff, newtime[ndi]-oldtime[di], window) * data[di] return newdata def sincinterp2D(data, oldtime, newtime, cutoff_mult=1.0, window=1, causal=False, renorm=True): """Interpolates the columns of [data], assuming that the i'th row of data corresponds to oldtime(i). A new matrix with the same number of columns and a number of rows given by the length of [newtime] is returned. If [causal], only past time points will be used to computed the present value, and future time points will be ignored. The time points in [newtime] are assumed to be evenly spaced, and their frequency will be used to calculate the low-pass cutoff of the sinc interpolation filter. [window] lobes of the sinc function will be used. [window] should be an integer. """ ## Find the cutoff frequency ## cutoff = 1/np.mean(np.diff(newtime)) * cutoff_mult print("Doing sinc interpolation with cutoff=%0.3f and %d lobes." % (cutoff, window)) ## Construct new signal ## # newdata = np.zeros((len(newtime), data.shape[1])) # for ndi in range(len(newtime)): # for di in range(len(oldtime)): # newdata[ndi,:] += sincfun(cutoff, newtime[ndi]-oldtime[di], window, causal) * data[di,:] ## Build up sinc matrix ## sincmat = np.zeros((len(newtime), len(oldtime))) for ndi in range(len(newtime)): sincmat[ndi,:] = sincfun(cutoff, newtime[ndi]-oldtime, window, causal, renorm) ## Construct new signal by multiplying the sinc matrix by the data ## newdata = np.dot(sincmat, data) return newdata def lanczosinterp2D(data, oldtime, newtime, window=3, cutoff_mult=1.0, rectify=False): """Interpolates the columns of [data], assuming that the i'th row of data corresponds to oldtime(i). A new matrix with the same number of columns and a number of rows given by the length of [newtime] is returned. The time points in [newtime] are assumed to be evenly spaced, and their frequency will be used to calculate the low-pass cutoff of the interpolation filter. [window] lobes of the sinc function will be used. [window] should be an integer. """ ## Find the cutoff frequency ## cutoff = 1/np.mean(np.diff(newtime)) * cutoff_mult # print "Doing lanczos interpolation with cutoff=%0.3f and %d lobes." % (cutoff, window) ## Build up sinc matrix ## sincmat = np.zeros((len(newtime), len(oldtime))) for ndi in range(len(newtime)): sincmat[ndi,:] = lanczosfun(cutoff, newtime[ndi]-oldtime, window) if rectify: newdata = np.hstack([np.dot(sincmat, np.clip(data, -np.inf, 0)), np.dot(sincmat, np.clip(data, 0, np.inf))]) else: ## Construct new signal by multiplying the sinc matrix by the data ## newdata = np.dot(sincmat, data) return newdata def sincupinterp2D(data, oldtime, newtimes, cutoff, window=1): """Uses sinc interpolation to upsample the columns of [data], assuming that the i'th row of data comes from oldtime[i]. A new matrix with the same number of columns and a number of rows given by the length of [newtime] is returned. The times points in [oldtime] are assumed to be evenly spaced, and their frequency will be used to calculate the low-pass cutoff of the sinc interpolation filter. [window] lobes of the sinc function will be used. [window] should be an integer. Setting [window] to 1 yields a Lanczos filter. """ #cutoff = 1/np.mean(np.diff(oldtime)) print("Doing sinc interpolation with cutoff=%0.3f and %d lobes."%(cutoff, window)) sincmat = np.zeros((len(newtimes), len(oldtime))) for ndi in range(len(newtimes)): sincmat[ndi,:] = sincfun(cutoff, newtimes[ndi]-oldtime, window, False) newdata = np.dot(sincmat, data) return newdata def sincfun(B, t, window=np.inf, causal=False, renorm=True): """Compute the sinc function with some cutoff frequency [B] at some time [t]. [t] can be a scalar or any shaped numpy array. If given a [window], only the lowest-order [window] lobes of the sinc function will be non-zero. If [causal], only past values (i.e. t<0) will have non-zero weights. """ val = 2*B*np.sin(2*np.pi*B*t)/(2*np.pi*B*t+1e-20) if t.shape: val[np.abs(t)>window/(2*B)] = 0 if causal: val[t<0] = 0 if not np.sum(val)==0.0 and renorm: val = val/np.sum(val) elif np.abs(t)>window/(2*B): val = 0 if causal and t<0: val = 0 return val def lanczosfun(cutoff, t, window=3): """Compute the lanczos function with some cutoff frequency [B] at some time [t]. [t] can be a scalar or any shaped numpy array. If given a [window], only the lowest-order [window] lobes of the sinc function will be non-zero. """ t = t * cutoff val = window * np.sin(np.pi*t) * np.sin(np.pi*t/window) / (np.pi**2 * t**2) val[t==0] = 1.0 val[np.abs(t)>window] = 0.0 return val# / (val.sum() + 1e-10) def expinterp2D(data, oldtime, newtime, theta): intmat = np.zeros((len(newtime), len(oldtime))) for ndi in range(len(newtime)): intmat[ndi,:] = expfun(theta, newtime[ndi]-oldtime) ## Construct new signal by multiplying the sinc matrix by the data ## newdata = np.dot(intmat, data) return newdata def expfun(theta, t): """Computes an exponential weighting function for interpolation. """ val = np.exp(-t*theta) val[t<0] = 0.0 if not np.sum(val)==0.0: val = val/np.sum(val) return val def gabor_xfm(data, oldtimes, newtimes, freqs, sigma): sinvals = np.vstack([np.sin(oldtimes*f*2*np.pi) for f in freqs]) cosvals = np.vstack([np.cos(oldtimes*f*2*np.pi) for f in freqs]) outvals = np.zeros((len(newtimes), len(freqs)), dtype=np.complex128) for ti,t in enumerate(newtimes): ## Build gaussian function gaussvals = np.exp(-0.5*(oldtimes-t)**2/(2*sigma**2))*data ## Take product with sin/cos vals sprod = np.dot(sinvals, gaussvals) cprod = np.dot(cosvals, gaussvals) ## Store the output outvals[ti,:] = cprod + 1j*sprod return outvals def gabor_xfm2D(ddata, oldtimes, newtimes, freqs, sigma): return np.vstack([gabor_xfm(d, oldtimes, newtimes, freqs, sigma).T for d in ddata]) def test_interp(**kwargs): """Tests sincinterp2D passing it the given [kwargs] and interpolating known signals between the two time domains. """ oldtime = np.linspace(0, 10, 100) newtime = np.linspace(0, 10, 49) data = np.zeros((4, 100)) ## The first row has a single nonzero value data[0,50] = 1.0 ## The second row has a few nonzero values in a row data[1,45:55] = 1.0 ## The third row has a few nonzero values separated by zeros data[2,40:45] = 1.0 data[2,55:60] = 1.0 ## The fourth row has different values data[3,40:45] = 1.0 data[3,55:60] = 2.0 ## Interpolate the data interpdata = sincinterp2D(data.T, oldtime, newtime, **kwargs).T ## Plot the results from matplotlib.pyplot import figure, show fig = figure() for d in range(4): ax = fig.add_subplot(4,1,d+1) ax.plot(newtime, interpdata[d,:], 'go-') ax.plot(oldtime, data[d,:], 'bo-') #ax.tight() show() return newtime, interpdata