def task_4_2_1():
"""
Execute exercise 4.2.1, which is basically just a test for the auto correlation.
"""
# TODO Task 4.2.1: Your code goes here
list1 = [
1., -1., 1., -1., 1., -1., 1., -1., 1., -1., 1., -1., 1., -1., 1., -1.,
1., -1., 1., -1., 1., -1., 1., -1.
]
list2 = [
1., 1., -1., 1., 1., -1., 1., 1., -1., 1., 1., -1., 1., 1., -1., 1.,
1., -1., 1., 1., -1., 1., 1., -1., 1., 1., -1.
]
TIAC1 = TimeIndependentAutocorrelationCounter("EX1")
TIAC2 = TimeIndependentAutocorrelationCounter("EX2")
for i in range(len(list1)):
TIAC1.count(list1[i])
for i in range(len(list2)):
TIAC2.count(list2[i])
print "The Autocorrelation for the example 1 with (lag%2 = 0) : ", TIAC1.get_auto_cov(
0)
print "The Autocorrelation for the example 1 with (lag%2 = 1) : ", TIAC1.get_auto_cov(
1)
print "The Autocorrelation for the example 2 with (lag%3 = 0) : ", TIAC2.get_auto_cov(
0)
print "The Autocorrelation for the example 2 with (lag%3 = 1) : ", TIAC2.get_auto_cov(
1)
print "The Autocorrelation for the example 2 with (lag%3 = 2) : ", TIAC2.get_auto_cov(
2)
def test_auto_correlation(self):
"""
Test the basic implementation of the auto covariance counter.
"""
tiacc = TimeIndependentAutocorrelationCounter(max_lag=5)
for i in range(5000):
tiacc.count(i % 25)
results_cov = [52.0, 40.0, 29.0, 19.0, 10.0]
results_cor = [0.9998, 0.7691, 0.5576, 0.3653, 0.1923]
for lag in range(5):
self.assertAlmostEqual(
tiacc.get_auto_cov(lag),
results_cov[lag],
delta=.05,
msg=
"Error in TimeIndependentAutocorrelationCounter. Covariance calculation is wrong."
)
self.assertAlmostEqual(
tiacc.get_auto_cor(lag),
results_cor[lag],
delta=.05,
msg=
"Error in TimeIndependentAutocorrelationCounter. Correlation calculation is wrong."
)
def test_auto_correlation(self):
"""
Test the basic implementation of the auto covariance counter.
"""
tiacc = TimeIndependentAutocorrelationCounter(max_lag=5)
tiacc.count(1)
tiacc.count(2)
tiacc.count(3)
tiacc.count(1)
tiacc.count(2)
tiacc.count(3)
results_cov = [2. / 3., -.2, -.5, 2. / 3., 0., -1.]
results_cor = [5. / 6., -.25, -.625, 5. / 6., 0., -1.25]
for lag in range(5):
self.assertAlmostEqual(
tiacc.get_auto_cov(lag),
results_cov[lag],
delta=.01,
msg=
"Error in TimeIndependentAutocorrelationCounter. Covariance calculation is wrong."
)
self.assertAlmostEqual(
tiacc.get_auto_cor(lag),
results_cor[lag],
delta=.01,
msg=
"Error in TimeIndependentAutocorrelationCounter. Correlation calculation is wrong."
)