# Last modified: Fri Aug 31, 2018 05:17pm
# Copyright: Bedartha Goswami <*****@*****.**>
import sys
import numpy as np
import matplotlib.pyplot as pl
import datetime as dt
import recurrence as rc
if __name__ == "__main__":
# generate white noise data and get RP
Xnoise = np.random.randn(500)
Tnoise = np.arange(1, 501)
Rnoise = rc.rp(Xnoise, m=1, tau=1, e=0.1,
metric="euclidean", threshold_by="frr")
# load the Nino 3.4 data, estimate embedding parameters and get RP
# load Nino 3.4 index data
D = np.loadtxt("../data/enso/nino.txt", delimiter=",", skiprows=5)
Y, M = D[:, 0], D[:, 1]
Xnino = D[:, -1]
# convert time info to datetime array
Tnino = []
for y, m in zip(Y, M):
Tnino.append(dt.datetime(int(y), int(m), 15))
Tnino = np.array(Tnino)
mi, lags = rc.mi(Xnino, maxlag=100)
i = rc.first_minimum(mi)
tau = lags[i]
fnn, dims = rc.fnn(Xnino, tau, maxdim=20, r=0.01)
def _get_data():
"""
Estimates Lyapunov, DET, and SPL for Henon map.
"""
# Henon map time series
print("Henon map time series ...")
t = np.arange(0, 10000, 1)
a = np.linspace(1.0, 1.4, na).reshape(na, 1)
b = 0.30
nt = len(t)
x, y = [np.zeros((nt, na, ns)) for i in range(2)]
x[0, :, :] = 1E-1 * np.random.rand(na, ns)
y[0, :, :] = 1E-1 * np.random.rand(na, ns)
pb = _progressbar_start(max_value=nt, pbar_on=True)
LPV = np.zeros((na, ns))
for i in range(1, nt):
x[i, :, :] = 1. - a * x[i - 1, :, :]**2 + y[i - 1, :, :]
y[i, :, :] = b * x[i - 1, :, :]
if i >= nt / 2:
LPV[:, :] += np.log(np.fabs(-2. * a * x[i - 1, :, :]))
_progressbar_update(pb, i)
_progressbar_finish(pb)
xH_eq = x[-neq:, :, :]
LPV /= float(nt)
# estimate embedding parameters
print("embedding parameters ...")
tau, m = np.ones(na, dtype="int"), 2 * np.ones(na, dtype="int")
# DET
print("DET ...")
RR = 0.30
DET = np.zeros((na, ns))
pb = _progressbar_start(max_value=ns * na, pbar_on=True)
k = 0
for j in range(ns):
for i in range(na):
R = rc.rp(xH_eq[:, i, j],
m=m[i],
tau=tau[i],
e=RR,
norm="euclidean",
threshold_by="frr")
DET[i, j] = rqa.det(R, lmin=2, hist=None, verb=False)
del R
_progressbar_update(pb, k)
k += 1
_progressbar_finish(pb)
# SPL
print("SPL ...")
SPL = np.zeros((na, ns))
pb = _progressbar_start(max_value=ns * na, pbar_on=True)
k = 0
for j in range(ns):
for i in range(na):
A = rc.rn(xH_eq[:, i, j],
m=m[i],
tau=tau[i],
e=RR,
norm="euclidean",
threshold_by="frr")
G = ig.Graph.Adjacency(A.tolist(), mode=ig.ADJ_UNDIRECTED)
pl_hist = G.path_length_hist(directed=False)
SPL[i, j] = pl_hist.mean
del A, G
_progressbar_update(pb, k)
k += 1
_progressbar_finish(pb)
# save output
FN = DATPATH + "det_spl_lpv_na%d_ns%s_neq%d" % (na, ns, neq)
np.savez(FN, DET=DET, SPL=SPL, LPV=LPV, t=t, a=a, b=b, x=x, y=y)
print("saved to %s.npz" % FN)
return None
# fig = pl.figure(figsize=[7.480315, 3.937008]) # 190 mm wide, 100 mm tall
wd, ht = 0.375, 0.375
lm1, lm2 = 0.05, 0.55
bm1, bm2 = 0.585, 0.08
ax1 = fig.add_axes([lm1, bm1, wd, ht])
ax2 = fig.add_axes([lm2, bm1, wd, ht])
ax3 = fig.add_axes([lm1, bm2, wd, ht])
ax4 = fig.add_axes([lm2, bm2, wd, ht])
axlabfs, tiklabfs = 12, 11
clr1, clr2, clr3 = "MediumTurquoise", "GoldenRod", "IndianRed"
# A. Gaussian white noise RP
print("A: Gaussian white noise ...")
N = 500
x = np.random.rand(N)
R = rc.rp(x, m=1, tau=1, e=0.10, norm="euclidean", threshold_by="distance")
ax1.imshow(R,
cmap=pl.cm.gray_r,
interpolation="none",
origin="lower",
rasterized=True)
del R
ax1.set_title(r"$\tau_e = 1, m_e = 1$, \varepsilon = 0.10",
fontsize=axlabfs)
# B. Superposed harmonics RP
print("B. Superposed harmonics RP ...")
N = 500
t = np.arange(N)
T1, T2, T3 = 10., 50., 75.
A1, A2, A3 = 1., 1.5, 2.
e_cpr = 0.20
e_rmd = 0.25
pb = _progressbar_start(max_value=(N * NS), pbar_on=True)
k = 0
for j in range(NS):
for i in range(N):
# pl.clf()
# pl.plot(X1[i], X2[i], "k.", alpha=0.5)
# # X = rc.embed(X1[i], m=m[i], tau=tau[i])
# # pl.plot(X[:, 0],X[:, 1])
# pl.show()
# sys.exit()
R1 = rc.rp(X1[i, j, :],
m=m[i, j],
tau=tau[i, j],
e=e_cpr,
norm="euclidean",
threshold_by="frr",
normed=True)
R2 = rc.rp(X2[i, j, :],
m=m[i, j],
tau=tau[i, j],
e=e_cpr,
norm="euclidean",
threshold_by="frr",
normed=True)
CPR[i, j] = rqa.cpr(R1, R2)
del R1, R2
R1 = rc.rp(X1[i, j, :],
m=m[i, j],
tau=tau[i, j],
def _get_rmd():
"""Estimates the RMD between ENSO and PDO"""
# load data
utils._printmsg("load data ...", args.verbose)
t, x_enso, x_pdo = _load_indices()
x = {
"enso": x_enso,
"pdo": x_pdo,
}
names = ["enso", "pdo"]
# recurrence plot parameters
EPS = 0.30
thrby = "frr"
# embedding parameters
utils._printmsg("embedding parameters ...", args.verbose)
n = len(t)
m, tau = {}, {}
R = {}
maxlag = 150
maxdim = 20
r_fnn = 0.0010
for name in names:
if args.verbose: print("\t for %s" % name.upper())
# get embedding parameters
## get mi
mi, mi_lags = rc.mi(x[name], maxlag, pbar_on=False)
# mi, mi_lags = rc.acf(x[name], maxlag)
mi_filt, _ = utils.boxfilter(mi, filter_width=3, estimate="mean")
try:
tau[name] = rc.first_minimum(mi_filt)
except ValueError:
tau[name] = 1
## FNN
fnn, dims = rc.fnn(x[name],
tau[name],
maxdim=maxdim,
r=r_fnn,
pbar_on=False)
m[name] = dims[rc.first_zero(fnn)]
# take the maximum delay and the maximum embedding dimension
tau = np.max([tau["enso"], tau["pdo"]]).astype("int")
m = np.max([m["enso"], m["pdo"]]).astype("int")
# get surrogates
utils._printmsg("surrogates ...", args.verbose)
ns = args.nsurr
SURR = {}
params = {
"m": m,
"tau": tau,
"eps": EPS,
"norm": "euclidean",
"thr_by": thrby,
"tol": 2.
}
for name in names:
utils._printmsg("\t for %s" % name.upper(), args.verbose)
# SURR[name] = rc.surrogates(x[name], ns, "iaaft", verbose=args.verbose)
SURR[name] = rc.surrogates(x[name],
ns,
"twins",
params,
verbose=args.verbose)
# get RMD for original data
utils._printmsg("RMD for original data ...", args.verbose)
ws, ss = args.window_size, args.step_size
nw = int(np.floor(float(n - ws) / float(ss)))
tm = np.empty(nw, dtype="object")
for name in names:
R[name] = rc.rp(
x[name],
m=m,
tau=tau,
e=EPS,
norm="euclidean",
threshold_by=thrby,
)
rmd = np.zeros(nw)
pb = _progressbar_start(max_value=nw, pbar_on=args.verbose)
for i in range(nw):
start = i * ss
end = start + ws
Rw_enso = R["enso"][start:end, start:end]
Rw_pdo = R["pdo"][start:end, start:end]
rmd[i] = rqa.rmd(Rw_enso, Rw_pdo)
tm[i] = t[start] + (t[end] - t[start]) / 2
_progressbar_update(pb, i)
_progressbar_finish(pb)
# get RMD for surrogate data
utils._printmsg("RMD for surrogates ...", args.verbose)
Rs = {}
rmdsurr = np.zeros((ns, nw), dtype="float")
pb = _progressbar_start(max_value=ns, pbar_on=args.verbose)
for k in range(ns):
for name in names:
xs = SURR[name][k]
Rs[name] = rc.rp(
xs,
m=m,
tau=tau,
e=EPS,
norm="euclidean",
threshold_by=thrby,
)
for i in range(nw):
start = i * ss
end = start + ws
Rsw_enso = Rs["enso"][start:end, start:end]
Rsw_pdo = Rs["pdo"][start:end, start:end]
rmdsurr[k, i] = rqa.rmd(Rsw_enso, Rsw_pdo)
_progressbar_update(pb, k)
_progressbar_finish(pb)
# get each individual array out of dict to avoid NumPy import error
SURR_enso = SURR["enso"]
SURR_pdo = SURR["pdo"]
tm = np.array([date.toordinal() for date in tm])
# save output
EPS = int(EPS * 100)
FN = DATPATH + "rmd_WS%d_SS%d_EPS%dpc_NSURR%d" \
% (ws, ss, EPS, ns)
np.savez(
FN,
rmd=rmd,
tm=tm,
rmdsurr=rmdsurr,
SURR_enso=SURR_enso,
SURR_pdo=SURR_pdo,
)
if args.verbose: print("output saved to: %s.npz" % FN)
return None
def _get_spl():
"""
Estimates the average shortest path length SPL for the indices.
"""
# load data
utils._printmsg("load data ...", args.verbose)
t, x_enso, x_pdo = _load_indices()
x = {
"enso": x_enso,
"pdo": x_pdo,
}
names = ["enso", "pdo"]
# get surrogates
utils._printmsg("iAAFT surrogates ...", args.verbose)
ns = args.nsurr
SURR = {}
for name in names:
utils._printmsg("\t for %s" % name.upper(), args.verbose)
SURR[name] = rc.surrogates(x[name], ns, "iaaft", verbose=args.verbose)
# recurrence plot parameters
EPS, LMIN = 0.30, 3
thrby = "frr"
# get SPL for original data
utils._printmsg("SPL for original data ...", args.verbose)
n = len(t)
ws, ss = args.window_size, args.step_size
nw = int(np.floor(float(n - ws) / float(ss)))
tm = np.empty(nw, dtype="object")
m, tau = {}, {}
A = {}
maxlag = 150
maxdim = 20
r_fnn = 0.0010
SPL = {}
for name in names:
if args.verbose: print("\t for %s" % name.upper())
# get embedding parameters
## get mi
mi, mi_lags = rc.mi(x[name], maxlag, pbar_on=False)
# mi, mi_lags = rc.acf(x[name], maxlag)
mi_filt, _ = utils.boxfilter(mi, filter_width=3, estimate="mean")
try:
tau[name] = rc.first_minimum(mi_filt)
except ValueError:
tau[name] = 1
## FNN
fnn, dims = rc.fnn(x[name],
tau[name],
maxdim=maxdim,
r=r_fnn,
pbar_on=False)
m[name] = dims[rc.first_zero(fnn)]
A[name] = rc.rn(
x[name],
m=m[name],
tau=tau[name],
e=EPS,
norm="euclidean",
threshold_by=thrby,
)
A_ = A[name]
G_ = ig.Graph.Adjacency(A_.tolist(), mode=ig.ADJ_UNDIRECTED)
nw = len(tm)
spl = np.zeros(nw)
pb = _progressbar_start(max_value=nw, pbar_on=args.verbose)
for i in range(nw):
start = i * ss
end = start + ws
Gw = G_.subgraph(vertices=G_.vs[start:end])
pl_hist = Gw.path_length_hist(directed=False)
spl[i] = pl_hist.mean
tm[i] = t[start] + (t[end] - t[start]) / 2
_progressbar_update(pb, i)
_progressbar_finish(pb)
SPL[name] = spl
# get SPL for surrogate data
utils._printmsg("SPL for surrogates ...", args.verbose)
SPLSURR = {}
for name in names:
utils._printmsg("\tfor %s" % name.upper(), args.verbose)
xs = SURR[name]
y = np.diff(xs, axis=0)
splsurr = np.zeros((ns, nw), dtype="float")
pb = _progressbar_start(max_value=ns, pbar_on=args.verbose)
for k in range(ns):
As = rc.rp(
xs[k],
m=m[name],
tau=tau[name],
e=EPS,
norm="euclidean",
threshold_by=thrby,
)
Gs = ig.Graph.Adjacency(As.tolist(), mode=ig.ADJ_UNDIRECTED)
for i in range(nw):
start = i * ss
end = start + ws
Gw = Gs.subgraph(vertices=Gs.vs[start:end])
pl_hist = Gw.path_length_hist(directed=False)
splsurr[k, i] = pl_hist.mean
_progressbar_update(pb, k)
_progressbar_finish(pb)
SPLSURR[name] = splsurr
# get each individual array out of dict to avoid NumPy import error
SPL_enso = SPL["enso"]
SPL_pdo = SPL["pdo"]
SPLSURR_enso = SPLSURR["enso"]
SPLSURR_pdo = SPLSURR["pdo"]
SURR_enso = SURR["enso"]
SURR_pdo = SURR["pdo"]
tm = np.array([date.toordinal() for date in tm])
# save output
EPS = int(EPS * 100)
FN = DATPATH + "spl_WS%d_SS%d_EPS%dpc_LMIN%d_NSURR%d" \
% (ws, ss, EPS, LMIN, ns)
np.savez(FN,
SPL_enso=SPL_enso,
SPL_pdo=SPL_pdo,
SPLSURR_enso=SPLSURR_enso,
SPLSURR_pdo=SPLSURR_pdo,
SURR_enso=SURR_enso,
SURR_pdo=SURR_pdo,
tm=tm)
if args.verbose: print("output saved to: %s.npz" % FN)
return None
def _get_det():
"""
Estimates the determinism DET for the indices.
"""
# load data
utils._printmsg("load data ...", args.verbose)
t, x_enso, x_pdo = _load_indices()
x = {
"enso": x_enso,
"pdo": x_pdo,
}
names = ["enso", "pdo"]
# get surrogates
utils._printmsg("iAAFT surrogates ...", args.verbose)
ns = args.nsurr
SURR = {}
for name in names:
utils._printmsg("\t for %s" % name.upper(), args.verbose)
SURR[name] = rc.surrogates(x[name], ns, "iaaft", verbose=args.verbose)
# recurrence plot parameters
EPS, LMIN = 0.30, 3
thrby = "frr"
# get DET for original data
utils._printmsg("DET for original data ...", args.verbose)
n = len(t)
ws, ss = args.window_size, args.step_size
nw = int(np.floor(float(n - ws) / float(ss)))
tm = np.empty(nw, dtype="object")
m, tau = {}, {}
R = {}
maxlag = 150
maxdim = 20
r_fnn = 0.0010
DET = {}
for name in names:
if args.verbose: print("\t for %s" % name.upper())
# get embedding parameters
## get mi
mi, mi_lags = rc.mi(x[name], maxlag, pbar_on=False)
# mi, mi_lags = rc.acf(x[name], maxlag)
mi_filt, _ = utils.boxfilter(mi, filter_width=3, estimate="mean")
try:
tau[name] = rc.first_minimum(mi_filt)
except ValueError:
tau[name] = 1
## FNN
fnn, dims = rc.fnn(x[name],
tau[name],
maxdim=maxdim,
r=r_fnn,
pbar_on=False)
m[name] = dims[rc.first_zero(fnn)]
R[name] = rc.rp(
x[name],
m=m[name],
tau=tau[name],
e=EPS,
norm="euclidean",
threshold_by=thrby,
)
R_ = R[name]
nw = len(tm)
det = np.zeros(nw)
pb = _progressbar_start(max_value=nw, pbar_on=args.verbose)
for i in range(nw):
start = i * ss
end = start + ws
Rw = R_[start:end, start:end]
det[i] = rqa.det(Rw, lmin=LMIN, hist=None, verb=False)
tm[i] = t[start] + (t[end] - t[start]) / 2
_progressbar_update(pb, i)
_progressbar_finish(pb)
DET[name] = det
# get DET for surrogate data
utils._printmsg("DET for surrogates ...", args.verbose)
DETSURR = {}
for name in names:
utils._printmsg("\tfor %s" % name.upper(), args.verbose)
xs = SURR[name]
y = np.diff(xs, axis=0)
detsurr = np.zeros((ns, nw), dtype="float")
pb = _progressbar_start(max_value=ns, pbar_on=args.verbose)
for k in range(ns):
Rs = rc.rp(
xs[k],
m=m[name],
tau=tau[name],
e=EPS,
norm="euclidean",
threshold_by=thrby,
)
for i in range(nw):
start = i * ss
end = start + ws
Rw = Rs[start:end, start:end]
detsurr[k, i] = rqa.det(Rw, lmin=LMIN, hist=None, verb=False)
_progressbar_update(pb, k)
_progressbar_finish(pb)
DETSURR[name] = detsurr
# get each individual array out of dict to avoid NumPy import error
DET_enso = DET["enso"]
DET_pdo = DET["pdo"]
DETSURR_enso = DETSURR["enso"]
DETSURR_pdo = DETSURR["pdo"]
SURR_enso = SURR["enso"]
SURR_pdo = SURR["pdo"]
tm = np.array([date.toordinal() for date in tm])
# save output
EPS = int(EPS * 100)
FN = DATPATH + "det_WS%d_SS%d_EPS%dpc_LMIN%d_NSURR%d" \
% (ws, ss, EPS, LMIN, ns)
np.savez(FN,
DET_enso=DET_enso,
DET_pdo=DET_pdo,
DETSURR_enso=DETSURR_enso,
DETSURR_pdo=DETSURR_pdo,
SURR_enso=SURR_enso,
SURR_pdo=SURR_pdo,
tm=tm)
if args.verbose: print("output saved to: %s.npz" % FN)
return None
def _get_data():
"""
Estimates Lyapunov, DET, and SPL for Henon map.
"""
# Henon map time series
print("Henon map time series ...")
t = np.arange(0, 10000, 1)
a = np.linspace(1.28, 1.32, na).reshape(na, 1)
j, k = (1 * na) / 8, ns / 2
print "a = ", a[j]
# sys.exit()
b = 0.30
nt = len(t)
x, y = [np.zeros((nt, na, ns)) for i in range(2)]
x[0, :, :] = 1E-2 * np.random.rand(na, ns)
y[0, :, :] = 1E-2 * np.random.rand(na, ns)
pb = _progressbar_start(max_value=nt, pbar_on=True)
LPV = np.zeros((na, ns))
for i in range(1, nt):
x[i, :, :] = 1. - a * x[i - 1, :, :]**2 + y[i - 1, :, :]
y[i, :, :] = b * x[i - 1, :, :]
if i >= nt / 2:
LPV[:, :] += np.log(np.fabs(-2. * a * x[i - 1, :, :]))
_progressbar_update(pb, i)
_progressbar_finish(pb)
xH_eq = x[-neq:, :, :]
LPV /= float(nt)
print("RP ...")
RR = 0.30
y = xH_eq[:, j, k].flatten()
R = rc.rp(y, m=2, tau=1, e=RR, norm="euclidean", threshold_by="frr")
DET = rqa.det(R, lmin=2, hist=None, verb=False)
print DET
print("plot...")
pl.subplot(211)
pl.plot(y, alpha=0.5)
pl.subplot(212)
pl.imshow(R, cmap=pl.cm.gray_r, origin="lower", interpolation="none")
pl.show()
sys.exit()
print("plot data ...")
xplot = np.zeros((na, neq * ns))
for i in range(na):
xplot[i] = xH_eq[:, i, :].flatten()
print("plot ...")
fig = pl.figure(figsize=[21., 12.], facecolor="none")
ax = fig.add_axes([0.10, 0.10, 0.80, 0.80])
ax.plot(a,
xplot,
"o",
ms=1.00,
alpha=0.25,
rasterized=True,
mfc="k",
mec="none")
print("prettify ...")
ax.tick_params(labelsize=14, size=8)
ax.tick_params(size=5, which="minor")
# ax.set_xticks(np.arange(1.0, 1.401, 0.05), minor=False)
# ax.set_xticks(np.arange(1.0, 1.401, 0.01), minor=True)
ax.grid(which="both")
# ax.set_xlim(1.0, 1.4)
print("save figure ...")
FN = "../plots/" + __file__[2:-3] + ".png"
fig.savefig(FN, rasterized=True, dpi=100)
print("figure saved to: %s" % FN)
sys.exit()
# estimate embedding parameters
print("embedding parameters ...")
tau, m = np.ones(na, dtype="int"), 2 * np.ones(na, dtype="int")
# DET
print("DET ...")
RR = 0.25
DET = np.zeros((na, ns))
pb = _progressbar_start(max_value=ns * na, pbar_on=True)
k = 0
for j in range(ns):
for i in range(na):
R = rc.rp(xH_eq[:, i, j],
m=m[i],
tau=tau[i],
e=RR,
norm="euclidean",
threshold_by="frr")
DET[i, j] = rqa.det(R, lmin=2, hist=None, verb=False)
del R
_progressbar_update(pb, k)
k += 1
_progressbar_finish(pb)
# SPL
print("SPL ...")
SPL = np.zeros((na, ns))
pb = _progressbar_start(max_value=ns * na, pbar_on=True)
k = 0
for j in range(ns):
for i in range(na):
A = rc.rn(xH_eq[:, i, j],
m=m[i],
tau=tau[i],
e=RR,
norm="euclidean",
threshold_by="frr")
G = ig.Graph.Adjacency(A.tolist(), mode=ig.ADJ_UNDIRECTED)
pl_hist = G.path_length_hist(directed=False)
SPL[i, j] = pl_hist.mean
del A, G
_progressbar_update(pb, k)
k += 1
_progressbar_finish(pb)
# save output
FN = DATPATH + "det_spl_lpv_na%d_ns%s_neq%d" % (na, ns, neq)
np.savez(FN, DET=DET, SPL=SPL, LPV=LPV, t=t, a=a, b=b, x=x, y=y)
print("saved to %s.npz" % FN)
return None
