def cross_wavelet(signal_1, signal_2, period, mother='morlet'):
signal_1 = (signal_1 - signal_1.mean()) / signal_1.std() # Normalizing
signal_2 = (signal_2 - signal_2.mean()) / signal_2.std() # Normalizing
W12, cross_coi, freq, signif = wavelet.xwt(signal_1,
signal_2,
period,
dj=1 / 100,
s0=-1,
J=-1,
significance_level=0.95,
wavelet=mother,
normalize=True)
cross_power = np.abs(W12)**2
cross_sig = np.ones([1, signal_1.size]) * signif[:, None]
cross_sig = cross_power / cross_sig
cross_period = 1 / freq
WCT, aWCT, corr_coi, freq, sig = wavelet.wct(signal_1,
signal_2,
period,
dj=1 / 100,
s0=-1,
J=-1,
sig=False,
significance_level=0.95,
wavelet=mother,
normalize=True)
cor_sig = np.ones([1, signal_1.size]) * sig[:, None]
cor_sig = np.abs(WCT) / cor_sig
cor_period = 1 / freq
t1 = np.linspace(0, period * signal_1.size, signal_1.size)
idx = find_closest(cor_period, corr_coi.max())
t1 /= 60
cross_period /= 60
cor_period /= 60
cross_coi /= 60
corr_coi /= 60
return W12, WCT, aWCT, cor_period, corr_coi, cor_sig, idx, t1
# Due to the difference in the time series, the second signal
# has to be trimmed for the XWT process.
s2 = s2[np.argwhere((t2 >= min(t1)) & (t2 <= max(t1))).flatten()]
''' Calculate the cross wavelet transform (XWT).
The XWT finds regions in time frequency space where the time series
show high common power. Torrence and Compo (1998) state that the
percent point function -- PPF (inverse of the
cumulative distribution function) -- of a chi-square distribution
at 95% confidence and two degrees of freedom is Z2(95%)=3.999.
However, calculating the PPF using chi2.ppf gives Z2(95%)=5.991.
To ensure similar significance intervals as in Grinsted et al. (2004),
one has to use confidence of 86.46%. '''
W12, cross_coi, freq, signif = wavelet.xwt(s1, s2, dt,
dj=1/12, s0=-1, J=-1,
significance_level=0.8646,
wavelet='morlet',
normalize=True)
cross_power = np.abs(W12)**2
cross_sig = np.ones([1, n]) * signif[:, None]
cross_sig = cross_power / cross_sig # Power is significant where ratio > 1
cross_period = 1/freq
'''Calculate the wavelet coherence (WTC).
The WTC finds regions in time frequency space where the
two time seris co-vary, but do not necessarily have high power.'''
WCT, aWCT, corr_coi, freq, sig = wavelet.wct(s1, s2, dt,
dj=1/12, s0=-1, J=-1,
def feature_gen(s1, s2, Mean, Std):
#time domain features
f_t1 = np.max(s1)
f_t2 = np.min(s1)
f_t3 = np.mean(s1)
f_t4 = np.std(s1)
f_t5 = f_t1 - f_t2
f_t6 = np.percentile(s1, 25)
f_t7 = np.percentile(s1, 50)
f_t8 = np.percentile(s1, 75)
f_t9 = skew(s1)
f_t10 = kurtosis(s1)
f_t11 = np.mean(np.absolute(s1))
f_t12 = np.where(np.diff(np.sign([i for i in s1
if i])))[0].shape[0] #zero crossings
f_t13 = np.where(np.diff(np.sign([i for i in np.gradient(s1)
if i])))[0].shape[0] #slope sign change
s1 = (s1 - Mean) / Std #pre-processing now
dt = 1
W_complex, _, _, _ = wavelet.xwt(s1, s2, dt, dj=1 / DJ)
W = np.abs(W_complex) #row->scale, col->time
phi = np.abs(np.angle(W_complex))
assert (phi.shape == W_complex.shape)
total_scales = W.shape[0]
total_time = W.shape[1]
accum, accum_sq = get_sums(W)
accum_phase, accum_sq_phase = get_sums(phi)
phi_sum = np.sum(phi)
W_sum = np.sum(W)
#frequency domain features
f1 = accum / W_sum
f2 = np.sqrt(accum_sq / W_sum)
f3 = W_sum / np.max(W)
s_min, t_min = np.unravel_index(W.argmin(), W.shape)
s_max, t_max = np.unravel_index(W.argmax(), W.shape)
x = total_scales * total_time
eps = 1e-5
f4 = W_sum / (x + eps) #adding small eps to avoid divide by zero error
f5 = np.sqrt((np.sum((np.square(f4 - W)))) / (x + eps))
f6 = s_max
f7 = t_max
f8 = s_min
f81 = t_min
f9 = np.sum(
np.multiply(
W,
np.arange(1, total_scales + 1).reshape(-1, 1) *
np.ones_like(W))) / (x + eps)
f10 = np.sum(np.square(W))
f11 = f10 / (x + eps)
f12 = np.sqrt(np.sum(np.square(W)) / (x + eps))
w = np.array(W)
s = 0
for i in range(1, total_scales):
s += np.sum(np.square(w[i, :] - w[i - 1, :]))
consec_scale_diff = np.sqrt(s)
f14 = consec_scale_diff
f15 = f14 / (x + eps)
f16 = np.sqrt((f14**2) / (x + eps))
f17 = np.log10(f14)
f18 = W_sum
f19 = accum_phase / phi_sum
f20 = np.sqrt(accum_sq_phase / phi_sum)
f21 = phi_sum
f22 = phi_sum / (np.max(phi))
f23 = phi_sum / (x + eps)
f24 = np.sqrt((np.sum(np.square((f22 - phi)))) / (x + eps))
f25 = np.sum(
np.multiply(
phi,
np.arange(1, total_scales + 1).reshape(-1, 1) * np.ones_like(phi)))
f26 = np.sqrt(np.sum(
np.square(s1 - s2))) #euclidean distance between s1 and mcv ?
f27 = cosine_similarity(s1.reshape(1, -1),
s2.reshape(1, -1),
dense_output=True).reshape(1, 1)[0][0]
corr = correntropy(s1, s2)
f28 = np.mean(corr)
f29 = kurtosis(corr)
f30 = skew(corr)
f31 = moment(corr, moment=2)
f32 = moment(corr, moment=3)
f33 = trim_mean(corr, 0.1)
f = [
f_t1, f_t2, f_t3, f_t4, f_t5, f_t6, f_t7, f_t8, f_t9, f_t10, f_t11,
f_t12, f_t13, f1, f2, f3, f4, f5, f6, f7, f8, f81, f9, f10, f11, f12,
f14, f15, f16, f17, f18, f19, f20, f21, f22, f23, f24, f25, f26, f27,
f28, f29, f30, f31, f32, f33
]
return np.array(f)
# II. Cross-wavelet transform
# ===========================
# Due to the difference in the time series, the second signal has to be
# trimmed for the XWT process.
s2 = s2[np.argwhere((t2 >= min(t1)) & (t2 <= max(t1))).flatten()]
# Calculate the cross wavelet transform (XWT). The XWT finds regions in time
# frequency space where the time series show high common power. Torrence and
# Compo (1998) state that the percent point function -- PPF (inverse of the
# cumulative distribution function) -- of a chi-square distribution at 95%
# confidence and two degrees of freedom is Z2(95%)=3.999. However, calculating
# the PPF using chi2.ppf gives Z2(95%)=5.991. To ensure similar significance
# intervals as in Grinsted et al. (2004), one has to use confidence of 86.46%.
W12, cross_coi, freq, signif = wavelet.xwt(s1, s2, dt, dj=1/12, s0=-1, J=-1,
significance_level=0.8646,
wavelet='morlet', normalize=True)
cross_power = np.abs(W12)**2
cross_sig = np.ones([1, n]) * signif[:, None]
cross_sig = cross_power / cross_sig # Power is significant where ratio > 1
cross_period = 1/freq
# Calculate the wavelet coherence (WTC). The WTC finds regions in time
# frequency space where the two time seris co-vary, but do not necessarily have
# high power.
WCT, aWCT, corr_coi, freq, sig = wavelet.wct(s1, s2, dt, dj=1/12, s0=-1, J=-1,
significance_level=0.8646,
wavelet='morlet', normalize=True,
cache=True)
def plot_cross_wavelet(wave1,
wave2,
sample_times,
min_freq=1,
max_freq=256,
sig=False,
ax=None,
title="Cross-Wavelet",
plot_coi=True,
plot_period=False,
resolution=12,
all_arrows=True,
quiv_x=5,
quiv_y=24,
block=None):
"""
Plot cross wavelet correlation between wave1 and wave2 using pycwt.
TODO Fix this function
TODO also test out sig on a large dataset
Parameters
----------
wave1 : np.ndarray
The values of the first waveform.
wave2 : np.ndarray
The values of the second waveform.
sample_times : np.ndarray
The times at which waveform samples occur.
min_freq : float
Supposed to be minimum frequency, but not quite working.
max_freq : float
Supposed to be max frequency, but not quite working.
sig : bool, default False
Optional Should significance of waveform coherence be calculated.
ax : plt.axe, default None
Optional ax object to plot into.
title : str, default "Wavelet Coherence"
Optional title for the graph
plot_coi : bool, default True
Should the cone of influence be plotted
plot_period : bool
Should the y-axis be in period or in frequency (Hz)
resolution : int
How many wavelets should be at each level of the graph
all_arrows : bool
Should phase arrows be plotted uniformly or only at high coherence
quiv_x : float
sets quiver window in time domain in seconds
quiv_y : float
sets number of quivers evenly distributed across freq limits
block : [int, int]
Plots only points between ints.
Returns
-------
tuple : (fig, result)
Where fig is a matplotlib Figure
and result is a tuple consisting of WCT, aWCT, coi, freq, sig
WCT - 2D numpy array with coherence values
aWCT - 2D numpy array with same shape as aWCT indicating phase angles
coi - 1D numpy array with a frequency value for each time
freq - 1D numpy array with the frequencies wavelets were calculated at
sig - 2D numpy array indicating where data is significant by monte carlo
"""
t = np.asarray(sample_times)
dt = np.mean(np.diff(t))
# Set up the scales to match min max input frequencies
dj = resolution
s0 = 1 / max_freq
if s0 < (2 * dt):
s0 = 2 * dt
max_J = 1 / min_freq
J = dj * np.int(np.round(np.log2(max_J / np.abs(s0))))
# Do the actual calculation
W12, coi, freq, signif = wavelet.xwt(
wave1,
wave2,
dt, # Fixed params
dj=(1.0 / dj),
s0=s0,
J=J,
significance_level=0.8646,
normalize=True,
)
cross_power = np.abs(W12)**2
if np.max(W12) > 6**2 or np.min(W12) < 0:
print('W12 was out of range: min{},max{}'.format(
np.min(W12), np.max(W12)))
cross_power = np.clip(cross_power, 0, 6**2)
# print('cross max:', np.max(cross_power))
# print('cross min:', np.min(cross_power))
cross_sig = np.ones([1, len(t)]) * signif[:, None]
cross_sig = cross_power / cross_sig # Power is significant where ratio > 1
# Convert frequency to period if necessary
if plot_period:
y_vals = np.log2(1 / freq)
if not plot_period:
y_vals = np.log2(freq)
if ax is None:
fig, ax = plt.subplots()
else:
fig = None
# Set the x and y axes of the plot
extent_corr = [t.min(), t.max(), 0, max(y_vals)]
# Fill the plot with the magnitude squared correlation values
# That is, MSC = abs(Pxy) ^ 2 / (Pxx * Pyy)
# TODO I think this might be the wrong way to plot this
# It assumes that the samples are linearly spaced
im = NonUniformImage(ax, interpolation='bilinear', extent=extent_corr)
if plot_period:
im.set_data(t, y_vals, cross_power)
else:
im.set_data(t, y_vals[::-1], cross_power[::-1, :])
ax.images.append(im)
# pcm = ax.pcolormesh(WCT)
# Plot the cone of influence - Periods greater than
# those are subject to edge effects.
if plot_coi:
# Performed by plotting a polygon
x_positions = np.zeros(shape=(len(t), ))
x_positions = t
y_positions = np.zeros(shape=(len(t), ))
if plot_period:
y_positions = np.log2(coi)
else:
y_positions = np.log2(1 / coi)
ax.plot(x_positions, y_positions, 'w--', linewidth=2, c="w")
# Plot the significance level contour plot
if sig:
ax.contour(t,
y_vals,
cross_sig, [-99, 1],
colors='k',
linewidths=2,
extent=extent_corr)
# Add limits, titles, etc.
ax.set_ylim(min(y_vals), max(y_vals))
if block:
ax.set_xlim(t[block[0]], t[int(block[1] * 1 / dt)])
else:
ax.set_xlim(t.min(), t.max())
# TODO split graph into smaller time chunks
# Test for smaller timescale
# quiv_x = 1
# Add the colorbar to the figure
if fig is not None:
fig.colorbar(im)
else:
plt.colorbar(im, ax=ax, use_gridspec=True)
if plot_period:
y_ticks = np.linspace(min(y_vals), max(y_vals), 8)
# TODO improve ticks
y_ticks = [
np.log2(x)
for x in [0.004, 0.008, 0.016, 0.032, 0.064, 0.125, 0.25, 0.5, 1]
]
y_labels = [str(x) for x in (np.round(np.exp2(y_ticks), 3))]
else:
y_ticks = np.linspace(min(y_vals), max(y_vals), 8)
# TODO improve ticks
# y_ticks = [np.log2(x) for x in [256, 128, 64, 32, 16, 8, 4, 2, 1]]
y_ticks = [np.log2(x) for x in [64, 32, 16, 8, 4, 2, 1]]
y_labels = [str(x) for x in (np.round(np.exp2(y_ticks), 3))]
plt.yticks(y_ticks, y_labels)
ax.set_title(title)
ax.set_xlabel("Time (s)")
if plot_period:
ax.set_ylabel("Period")
else:
ax.set_ylabel("Frequency (Hz)")
return (fig, [W12, coi, freq, sig])
def cross_wavelet(self, signal_1, signal_2, mother='morlet', plot=True):
signal_1 = (signal_1 - signal_1.mean()) / signal_1.std() # Normalizing
signal_2 = (signal_2 - signal_2.mean()) / signal_2.std() # Normalizing
W12, cross_coi, freq, signif = wavelet.xwt(signal_1, signal_2, self.period, dj=1/100, s0=-1, J=-1,
significance_level=0.95, wavelet=mother,
normalize=True)
cross_power = np.abs(W12)**2
cross_sig = np.ones([1, signal_1.size]) * signif[:, None]
cross_sig = cross_power / cross_sig
cross_period = 1/freq
WCT, aWCT, corr_coi, freq, sig = wavelet.wct(signal_1, signal_2, self.period, dj=1/100, s0=-1, J=-1,
sig=False,significance_level=0.95, wavelet=mother,
normalize=True)
cor_sig = np.ones([1, signal_1.size]) * sig[:, None]
cor_sig = np.abs(WCT) / cor_sig
cor_period = 1/freq
angle = 0.5 * np.pi - aWCT
u, v = np.cos(angle), np.sin(angle)
t1 = np.linspace(0,self.period*signal_1.size,signal_1.size)
## indices for stuff
idx = self.find_closest(cor_period,corr_coi.max())
## Into minutes
t1 /= 60
cross_period /= 60
cor_period /= 60
cross_coi /= 60
corr_coi /= 60
fig1, ax1 = plt.subplots(nrows=1,ncols=1, sharex=True, sharey=True, figsize=(12,12))
extent_cross = [t1.min(),t1.max(),0,max(cross_period)]
extent_corr = [t1.min(),t1.max(),0,max(cor_period)]
im1 = NonUniformImage(ax1, interpolation='nearest', extent=extent_cross)
im1.set_cmap('cubehelix')
im1.set_data(t1, cross_period[:idx], cross_power[:idx,:])
ax1.images.append(im1)
ax1.contour(t1, cross_period[:idx], cross_sig[:idx,:], [-99, 1], colors='k', linewidths=2, extent=extent_cross)
ax1.fill(np.concatenate([t1, t1[-1:]+self.period, t1[-1:]+self.period,t1[:1]-self.period, t1[:1]-self.period]),
(np.concatenate([cross_coi,[1e-9], cross_period[-1:], cross_period[-1:], [1e-9]])),
'k', alpha=0.3,hatch='x')
ax1.set_title('Cross-Wavelet')
# ax1.quiver(t1[::3], cross_period[::3], u[::3, ::3],
# v[::3, ::3], units='width', angles='uv', pivot='mid',
# linewidth=1.5, edgecolor='k', headwidth=10, headlength=10,
# headaxislength=5, minshaft=2, minlength=5)
ax1.set_ylim(([min(cross_period), cross_period[idx]]))
ax1.set_xlim(t1.min(),t1.max())
fig2, ax2 = plt.subplots(nrows=1,ncols=1, sharex=True, sharey=True, figsize=(12,12))
fig2.subplots_adjust(right=0.8)
cbar_ax_1 = fig2.add_axes([0.85, 0.05, 0.05, 0.35])
im2 = NonUniformImage(ax2, interpolation='nearest', extent=extent_corr)
im2.set_cmap('cubehelix')
im2.set_data(t1, cor_period[:idx], np.log10(WCT[:idx,:]))
ax2.images.append(im2)
ax2.contour(t1, cor_period[:idx], cor_sig[:idx,:], [-99, 1], colors='k', linewidths=2, extent=extent_corr)
ax2.fill(np.concatenate([t1, t1[-1:]+self.period, t1[-1:]+self.period,t1[:1]-self.period, t1[:1]-self.period]),
(np.concatenate([corr_coi,[1e-9], cor_period[-1:], cor_period[-1:], [1e-9]])),
'k', alpha=0.3,hatch='x')
ax2.set_title('Cross-Correlation')
# ax2.quiver(t1[::3], cor_period[::3], u[::3,::3], v[::3,::3],
# units='height', angles='uv', pivot='mid',linewidth=1.5, edgecolor='k',
# headwidth=10, headlength=10, headaxislength=5, minshaft=2, minlength=5)
ax2.set_ylim(([min(cor_period), cor_period[idx]]))
ax2.set_xlim(t1.min(),t1.max())
fig2.colorbar(im2, cax=cbar_ax_1)
plt.show()
plt.figure(figsize=(12,12))
im3= plt.imshow(np.rad2deg(aWCT), origin='lower',interpolation='nearest', cmap='seismic', extent=extent_corr)
plt.fill(np.concatenate([t1, t1[-1:]+self.period, t1[-1:]+self.period,t1[:1]-self.period, t1[:1]-self.period]),
(np.concatenate([corr_coi,[1e-9], cor_period[-1:], cor_period[-1:], [1e-9]])),
'k', alpha=0.3,hatch='x')
plt.ylim(([min(cor_period), cor_period[idx]]))
plt.xlim(t1.min(),t1.max())
plt.colorbar(im3)
plt.show()
return