def test_arma():
"""arma, check that rho is correct (appendix 10.A )and reproduce figure 10.2"""
a, b, rho = arma_estimate(marple_data, 20, 20, 40)
psd = arma2psd(A=a, B=b, rho=rho, NFFT=None)
psd = arma2psd(A=a, B=b, rho=rho)
try:
psd = arma2psd(A=None, B=None, rho=rho)
assert False
except:
assert True
return psd
def test_arma():
"""arma, check that rho is correct (appendix 10.A )and reproduce figure 10.2"""
a,b, rho = arma_estimate(marple_data, 20, 20, 40)
psd = arma2psd(A=a,B=b, rho=rho, NFFT=None)
psd = arma2psd(A=a,B=b, rho=rho)
try:
psd = arma2psd(A=None, B=None, rho=rho)
assert False
except:
assert True
return psd
def test_arma2psd():
psd = arma2psd([0.5], NFFT=16, norm=True) * 4
assert_array_almost_equal(
psd,
numpy.array([
0.44444444, 0.46000709, 0.51095832, 0.61248861, 0.8, 1.15298155,
1.84198285, 3.06635155, 4., 3.06635155, 1.84198285, 1.15298155,
0.8, 0.61248861, 0.51095832, 0.46000709
]))
def test_ma():
"""ma PSD. check that rho is correct (appendix 10.A )and reproduce figure 10.2"""
b, rho = ma(marple_data, 15, 30)
assert_almost_equal(rho, 0.21432, decimal=4)
assert_almost_equal(b[0], -0.25150803 + 0.67246418j, decimal=6)
assert_almost_equal(b[1], -0.68612023 + 0.14571702j, decimal=6)
"""-0.25150803+0.67246418j, -0.68612023+0.14571702j,
0.02061484-0.52246411j, 0.11444091-0.19157961j,
0.36592370+0.09885689j, 0.00556917+0.4330789j ,
-0.40634639+0.04854752j, -0.10092740-0.42813962j,
0.26013726-0.16101382j, 0.25119793+0.16711825j,
-0.13448885+0.21202256j, -0.16125290+0.10804393j,
-0.03402254-0.18015694j, 0.08780647-0.1146388j ,
0.02294750+0.08411391j
"""
psd = arma2psd(B=b, rho=rho)
return psd
def test_ma():
"""ma PSD. check that rho is correct (appendix 10.A )and reproduce figure 10.2"""
b, rho = ma(marple_data, 15, 30)
assert_almost_equal(rho, 0.21432, decimal=4)
assert_almost_equal(b[0], -0.25150803+0.67246418j, decimal=6)
assert_almost_equal(b[1], -0.68612023+0.14571702j, decimal=6)
"""-0.25150803+0.67246418j, -0.68612023+0.14571702j,
0.02061484-0.52246411j, 0.11444091-0.19157961j,
0.36592370+0.09885689j, 0.00556917+0.4330789j ,
-0.40634639+0.04854752j, -0.10092740-0.42813962j,
0.26013726-0.16101382j, 0.25119793+0.16711825j,
-0.13448885+0.21202256j, -0.16125290+0.10804393j,
-0.03402254-0.18015694j, 0.08780647-0.1146388j ,
0.02294750+0.08411391j
"""
psd = arma2psd(B=b, rho=rho)
return psd
def test_arburg_functional():
ar, P, k = arburg(marple_data, order=15)
PSD = arma2psd(ar)
newpsd = cshift(PSD, len(PSD)//2) # switch positive and negative freq
return newpsd
def test_arma2psd():
psd = arma2psd([0.5], NFFT=16, norm=True)*4
assert_array_almost_equal(psd, numpy.array([ 0.44444444, 0.46000709, 0.51095832, 0.61248861, 0.8 ,
1.15298155, 1.84198285, 3.06635155, 4. , 3.06635155,
1.84198285, 1.15298155, 0.8 , 0.61248861, 0.51095832,
0.46000709]))
def test_arma():
"""arma, check that rho is correct (appendix 10.A )and reproduce figure 10.2"""
a,b, rho = arma_estimate(marple_data, 20,20,40)
psd = arma2psd(A=a,B=b, rho=rho)
return psd
plt.ylabel('Power Spectral Density')
#Part 2.3(B)
btWin = signal.hamming(len(y_coordinates_3))
db20 = lambda x: np.log10(np.abs(x)) * 20
phi, f = blackmanTukey(y_coordinates_3, btWin, len(y_coordinates_3))
plt.figure()
plt.plot(x_coordinates_3, db20(phi))
plt.title('Blackman-Tukey')
plt.xlabel('Frequencies')
plt.ylabel('Spectral Estimate')
#Part 2.3(C)
plt.figure()
ar, ma, rho = arma_estimate(y_coordinates_3, 15, 15, 30)
psd = arma2psd(ar, ma, rho=rho, NFFT=4096)
plt.plot(10 * np.log10(psd / max(psd)))
plt.axis([0, 4096, -80, 0])
plt.title('AutoRegressive')
plt.xlabel('Frequencies')
plt.ylabel('Spectral Estimate')
plt.figure()
plt.subplot(2, 1, 1)
# Part 2.5
frequencies = 1000.0 # Sampling frequency
time_stamps_2 = np.arange(1000) / frequencies
signal_1 = np.sin(2 * np.pi * 100 * time_stamps_2) # with frequency of 100
plt.plot(time_stamps_2, signal_1, color='r', label='Signal_1')
signal_2 = np.sin(2 * np.pi * 20 * time_stamps_2) # frequency 20
def test_arburg_functional():
ar, P, k = arburg(marple_data, order=15)
PSD = arma2psd(ar)
newpsd = cshift(PSD, len(PSD) // 2) # switch positive and negative freq
return newpsd
def test_arma():
"""arma, check that rho is correct (appendix 10.A )and reproduce figure 10.2"""
a,b, rho = arma_estimate(marple_data, 20,20,40)
psd = arma2psd(A=a,B=b, rho=rho)
return psd
