Exemple #1
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    def testKalmanDelta(self):
        self.DEWMA = Ewma(x_init=10., x_dinit=1 / 64.)
        sse = 0.
        for i in xrange(1, 2001):
            z = ((i / 64.) + 10.)
            v = self.DEWMA.filter(z, i * 1024)
            err = v[0] - z
            sse += err * err

        print v[0]
        print v[1]
        print sse

        self.assertEquals(v[0], 10. + 2000. / 64.)
        self.assertEquals(v[1], 1. / 64.)
        self.assertEquals(sse, 0.)
Exemple #2
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    def testKalmanDelta2(self):
        self.DEWMA = Ewma(x_init=10., x_dinit=1 / 64., alpha=0.01, beta=0.001)
        sse = 0.
        sse2 = 0.
        for i in xrange(1, 6001):
            z = ((i / 64.) + 10.) + random.gauss(0, 1.)
            v = self.DEWMA.filter(z, i * 1024)
            err = v[0] - z
            err2 = v[1] - 1 / 64.
            sse += err * err
            sse2 += err2 * err2

        print v[0]
        print v[1]
        print sse
        print sse2

        self.assertEquals(v[0], 10. + 6000. / 64.)
        self.assertEquals(v[1], 1. / 64.)
        self.assertEquals(sse, 0.)
Exemple #3
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class KalmanTest(unittest.TestCase):
    def setUp(self):
        self.DEWMA = Ewma()

    def testKalmanDelta(self):
        self.DEWMA = Ewma(x_init=10.0, x_dinit=1 / 64.0)
        sse = 0.0
        for i in xrange(1, 2001):
            z = (i / 64.0) + 10.0
            v = self.DEWMA.filter(z, i * 1024)
            err = v[0] - z
            sse += err * err

        print v[0]
        print v[1]
        print sse

        self.assertEquals(v[0], 10.0 + 2000.0 / 64.0)
        self.assertEquals(v[1], 1.0 / 64.0)
        self.assertEquals(sse, 0.0)

    def testKalmanDelta2(self):
        self.DEWMA = Ewma(x_init=10.0, x_dinit=1 / 64.0, alpha=0.01, beta=0.001)
        sse = 0.0
        sse2 = 0.0
        for i in xrange(1, 6001):
            z = ((i / 64.0) + 10.0) + random.gauss(0, 1.0)
            v = self.DEWMA.filter(z, i * 1024)
            err = v[0] - z
            err2 = v[1] - 1 / 64.0
            sse += err * err
            sse2 += err2 * err2

        print v[0]
        print v[1]
        print sse
        print sse2

        self.assertEquals(v[0], 10.0 + 6000.0 / 64.0)
        self.assertEquals(v[1], 1.0 / 64.0)
        self.assertEquals(sse, 0.0)
Exemple #4
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def test():

    kd = None
    first_time = None

    with open("testVOC.csv", "rb") as ff:
        rdr = csv.reader(ff)
	print "time,x,xhat,dx"
        for r in rdr:
            n = int(r[0])
            dt = datetime.strptime(r[1], "%Y-%m-%d %H:%M:%S")
            v = float(r[2])
	    if kd is None:
                first_time = dt
                kd = Ewma(
	            x_init = v,
		    x_dinit = 0.,
		    alpha = 0.05,
		    beta = 0.05)
	    else:
                z2 = v
                x = kd.filter(z2, (dt - first_time).seconds)
                print dt.strftime("%s")+","+str(v)+","+str(x[0])+","+str(x[1])
Exemple #5
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    def testKalmanDelta(self):
        self.DEWMA = Ewma(x_init=10.0, x_dinit=1 / 64.0)
        sse = 0.0
        for i in xrange(1, 2001):
            z = (i / 64.0) + 10.0
            v = self.DEWMA.filter(z, i * 1024)
            err = v[0] - z
            sse += err * err

        print v[0]
        print v[1]
        print sse

        self.assertEquals(v[0], 10.0 + 2000.0 / 64.0)
        self.assertEquals(v[1], 1.0 / 64.0)
        self.assertEquals(sse, 0.0)
Exemple #6
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 def setUp(self):
     self.DEWMA = Ewma()
Exemple #7
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 def setUp(self):
     self.DEWMA = Ewma()