# Name: module1 # Purpose: # # Author: pab # # Created: 16.09.2008 # Copyright: (c) pab 2008 # Licence: # !/usr/bin/env python from __future__ import absolute_import, division from wafo.transform.core import TrData from wafo.transform.estimation import TransformEstimator from wafo.stats import distributions from wafo.misc import (nextpow2, findtp, findrfc, findtc, findcross, ecross, JITImport, DotDict, gravity, findrfc_astm) from wafo.interpolate import stineman_interp from wafo.containers import PlotData from wafo.plotbackend import plotbackend from scipy.integrate import trapz from scipy.signal import welch, lfilter from scipy.signal.windows import get_window # @UnusedImport from scipy import special from scipy.interpolate.interpolate import interp1d from scipy.special import ndtr as cdfnorm import warnings import numpy as np from numpy import (inf, pi, zeros, ones, sqrt, where, log, exp, cos, sin, arcsin, mod, linspace, arange, sort, all, abs, vstack, hstack, atleast_1d, finfo, polyfit, r_, nonzero, cumsum, ravel, isnan, ceil, diff, array) from numpy.fft import fft # @UnusedImport from numpy.random import randn from matplotlib.mlab import psd, detrend_mean floatinfo = finfo(float) _wafocov = JITImport('wafo.covariance') _wafocov_estimation = JITImport('wafo.covariance.estimation') _wafospec = JITImport('wafo.spectrum') __all__ = ['TimeSeries', 'LevelCrossings', 'CyclePairs', 'TurningPoints', 'sensortypeid', 'sensortype'] def _invchi2(q, df): return special.chdtri(df, q) class LevelCrossings(PlotData): ''' Container class for Level crossing data objects in WAFO Member variables ---------------- data : array-like number of upcrossings or upcrossingintensity args : array-like crossing levels Examples -------- >>> import wafo.data >>> import wafo.objects as wo >>> x = wafo.data.sea() >>> ts = wo.mat2timeseries(x) >>> tp = ts.turning_points() >>> mm = tp.cycle_pairs() >>> lc = mm.level_crossings() >>> np.allclose(lc.data[:5], [ 0., 1., 2., 2., 3.]) True h2 = lc.plot() ''' def __init__(self, *args, **kwds): options = dict(title='Level crossing spectrum', xlab='Levels', ylab='Count', plotmethod='semilogy', plot_args=['b'], plot_args_children=['r--']) options.update(**kwds) super(LevelCrossings, self).__init__(*args, **options) self.intensity = kwds.get('intensity', False) self.sigma = kwds.get('sigma', None) self.mean = kwds.get('mean', None) # self.setplotter(plotmethod='step') icmax = self.data.argmax() if self.data is not None: if self.sigma is None or self.mean is None: logcros = where(self.data == 0.0, inf, -log(self.data)) logcmin = logcros[icmax] logcros = sqrt(2 * abs(logcros - logcmin)) logcros[0:icmax + 1] = 2 * logcros[ icmax] - logcros[0:icmax + 1] ncr = 10 # least square fit p = polyfit(self.args[ncr:-ncr], logcros[ncr:-ncr], 1) if self.sigma is None: # estimated standard deviation of x self.sigma = 1.0 / p[0] if self.mean is None: self.mean = -p[1] / p[0] # self.args[icmax] cmax = self.data[icmax] x = (self.args - self.mean) / self.sigma y = cmax * exp(-x ** 2 / 2.0) self.children = [PlotData(y, self.args)] def extrapolate(self, u_min=None, u_max=None, method='ml', dist='genpar', plotflag=0): ''' Returns an extrapolated level crossing spectrum Parameters ----------- u_min, u_max : real scalars extrapolate below u_min and above u_max. method : string describing the method of estimation. Options are: 'ml' : Maximum Likelihood method (default) 'mps': Maximum Product Spacing method dist : string defining distribution function. Options are: genpareto : Generalized Pareto distribution (GPD) expon : Exponential distribution (GPD with k=0) rayleigh : truncated Rayleigh distribution plotflag : scalar integer 1: Diagnostic plots. (default) 0: Don't plot diagnostic plots. Returns ------- lc : LevelCrossing object with the estimated level crossing spectrum Est = Estimated parameters. [struct array] Extrapolates the level crossing spectrum (LC) for high and for low levels. The tails of the LC is fitted to a survival function of a GPD. H(x) = (1-k*x/s)^(1/k) (GPD) The use of GPD is motivated by POT methods in extreme value theory. For k=0 the GPD is the exponential distribution H(x) = exp(-x/s), k=0 (expon) The tails with the survival function of a truncated Rayleigh distribution. H(x) = exp(-((x+x0).^2-x0^2)/s^2) (rayleigh) where x0 is the distance from the truncation level to where the LC has its maximum. The method 'gpd' uses the GPD. We recommend the use of 'gpd,ml'. The method 'exp' uses the Exp. The method 'ray' uses Ray, and should be used if the load is a Gaussian process. Example ------- >>> import wafo.data >>> import wafo.objects as wo >>> x = wafo.data.sea() >>> ts = wo.mat2timeseries(x) >>> tp = ts.turning_points() >>> mm = tp.cycle_pairs() >>> lc = mm.level_crossings() >>> s = x[:,1].std() >>> lc_gpd = lc.extrapolate(-2*s, 2*s) >>> lc_exp = lc.extrapolate(-2*s, 2*s, dist='expon') >>> lc_ray = lc.extrapolate(-2*s, 2*s, dist='rayleigh') lc.plot() lc_gpd.plot() lc_exp.plot() lc_ray.plot() See also -------- cmat2extralc, rfmextrapolate, lc2rfmextreme, extralc, fitgenpar References ---------- Johannesson, P., and Thomas, J-.J. (2000): Extrapolation of Rainflow Matrices. Preprint 2000:82, Mathematical statistics, Chalmers, pp. 18. ''' i_max = self.data.argmax() c_max = self.data[i_max] lc_max = self.args[i_max] if u_min is None or u_max is None: fraction = sqrt(c_max) i = np.flatnonzero(self.data > fraction) if u_min is None: u_min = self.args[i.min()] if u_max is None: u_max = self.args[i.max()] lcf, lcx = self.data, self.args # Extrapolate LC for high levels [lc_High, phat_high] = self._extrapolate(lcx, lcf, u_max, u_max - lc_max, method, dist) # Extrapolate LC for low levels [lcEst1, phat_low] = self._extrapolate(-lcx[::-1], lcf[::-1], -u_min, lc_max - u_min, method, dist) lc_Low = lcEst1[::-1, :] # [-lcEst1[::-1, 0], lcEst1[::-1, 1::]] lc_Low[:, 0] *= -1 if plotflag: plotbackend.semilogx(lcf, lcx, lc_High[:, 1], lc_High[:, 0], lc_Low[:, 1], lc_Low[:, 0]) i_mask = (u_min < lcx) & (lcx < u_max) f = np.hstack((lc_Low[:, 1], lcf[i_mask], lc_High[:, 1])) x = np.hstack((lc_Low[:, 0], lcx[i_mask], lc_High[:, 0])) lc_out = LevelCrossings(f, x, sigma=self.sigma, mean=self.mean) lc_out.phat_high = phat_high lc_out.phat_low = phat_low return lc_out def _extrapolate(self, lcx, lcf, u, offset, method, dist): # Extrapolate the level crossing spectra for high levels method = method.lower() dist = dist.lower() # Excedences over level u Iu = lcx > u lcx1, lcf1 = lcx[Iu], lcf[Iu] lcf2, lcx2 = self._make_increasing(lcf1[::-1], lcx1[::-1]) nim1 = 0 x = [] for xk, ni in zip(lcx2.tolist(), lcf2.tolist()): x.append(ones(ni - nim1) * xk) nim1 = ni x = np.hstack(x) - u df = 0.01 xF = np.arange(0.0, 4 + df / 2, df) lcu = np.interp(u, lcx, lcf) + 1 # Estimate tail if dist.startswith('gen'): genpareto = distributions.genpareto phat = genpareto.fit2(x, floc=0, method=method) SF = phat.sf(xF) covar = phat.par_cov[::2, ::2] # Calculate 90 # confidence region, an ellipse, for (k,s) D, B = np.linalg.eig(covar) b = phat.par[::2] if b[0] > 0: phat.upperlimit = u + b[1] / b[0] r = sqrt(-2 * log(1 - 90 / 100)) # 90 # confidence sphere Nc = 16 + 1 ang = linspace(0, 2 * pi, Nc) # 90# Circle c0 = np.vstack( (r * sqrt(D[0]) * sin(ang), r * sqrt(D[1]) * cos(ang))) # plot(c0(1,:),c0(2,:)) # * ones((1, len(c0))) # Transform to ellipse for (k,s) c1 = np.dot(B, c0) + b[:, None] # plot(c1(1,:),c1(2,:)), hold on # Calculate conf.int for lcu # Assumtion: lcu is Poisson distributed # Poissin distr. approximated by normal when calculating conf. int. dXX = 1.64 * sqrt(lcu) # 90 # quantile for lcu lcEstCu = zeros((len(xF), Nc)) lcEstCl = zeros((len(xF), Nc)) for i in range(Nc): k = c1[0, i] s = c1[1, i] SF2 = genpareto.sf(xF, k, scale=s) lcEstCu[:, i] = (lcu + dXX) * (SF2) lcEstCl[:, i] = (lcu - dXX) * (SF2) # end lcEst = np.vstack((xF + u, lcu * (SF), lcEstCl.min(axis=1), lcEstCu.max(axis=1))).T elif dist.startswith('exp'): expon = distributions.expon phat = expon.fit2(x, floc=0, method=method) SF = phat.sf(xF) lcEst = np.vstack((xF + u, lcu * (SF))).T elif dist.startswith('ray') or dist.startswith('trun'): phat = distributions.truncrayleigh.fit2(x, floc=0, method=method) SF = phat.sf(xF) # if False: # n = len(x) # Sx = sum((x + offset) ** 2 - offset ** 2) # s = sqrt(Sx / n); # Shape parameter # F = -np.expm1(-((xF + offset) ** 2 - offset ** 2) / s ** 2) lcEst = np.vstack((xF + u, lcu * (SF))).T else: raise ValueError() return lcEst, phat # End extrapolate def _make_increasing(self, f, t=None): # Makes the signal f strictly increasing. n = len(f) if t is None: t = np.arange(n) ff = [f[0], ] tt = [t[0], ] for i in range(1, n): if f[i] > ff[-1]: ff.append(f[i]) tt.append(t[i]) return np.asarray(ff), np.asarray(tt) def sim(self, ns, alpha): """ Simulates process with given irregularity factor and crossing spectrum Parameters ---------- ns : scalar, integer number of sample points. alpha : real scalar irregularity factor, 0>> import wafo.spectrum.models as sm >>> from wafo.objects import mat2timeseries >>> Sj = sm.Jonswap(Hm0=7) >>> S = Sj.tospecdata() #Make spectrum object from numerical values >>> alpha = S.characteristic('alpha')[0] >>> n = 10000 >>> xs = S.sim(ns=n) >>> ts = mat2timeseries(xs) >>> tp = ts.turning_points() >>> mm = tp.cycle_pairs() >>> lc = mm.level_crossings() >>> xs2 = lc.sim(n,alpha) >>> ts2 = mat2timeseries(xs2) >>> Se = ts2.tospecdata(L=324) >>> alpha2 = Se.characteristic('alpha')[0] >>> np.round(alpha2*10) array([ 7.]) >>> np.abs(alpha-alpha2)<0.03 array([ True], dtype=bool) >>> lc2 = ts2.turning_points().cycle_pairs().level_crossings() import pylab as plt h0 = S.plot('b') h1 = Se.plot('r') h = plt.subplot(211) h2 = lc2.plot() h = plt.subplot(212) h0 = lc.plot() """ # TODO: add a good example f = linspace(0, 0.49999, 1000) rho_st = 2. * sin(f * pi) ** 2 - 1. tmp = alpha * arcsin(sqrt((1. + rho_st) / 2)) tmp = sin(tmp) ** 2 a2 = (tmp - rho_st) / (1 - tmp) y = vstack((a2 + rho_st, 1 - a2)).min(axis=0) maxidx = y.argmax() # [maximum,maxidx]=max(y) rho_st = rho_st[maxidx] a2 = a2[maxidx] a1 = 2. * rho_st + a2 - 1. r0 = 1. r1 = -a1 / (1. + a2) r2 = (a1 ** 2 - a2 - a2 ** 2) / (1 + a2) sigma2 = r0 + a1 * r1 + a2 * r2 # randn = np.random.randn e = randn(ns) * sqrt(sigma2) e[:2] = 0.0 L0 = randn(1) L0 = hstack((L0, r1 * L0 + sqrt(1 - r2 ** 2) * randn(1))) # Simulate the process, starting in L0 z0 = lfilter([1, a1, a2], ones(1), L0) L, unused_zf = lfilter(ones(1), [1, a1, a2], e, axis=0, zi=z0) epsilon = 1.01 min_L = min(L) max_L = max(L) maxi = max(abs(r_[min_L, max_L])) * epsilon mini = -maxi u = linspace(mini, maxi, 101) G = cdfnorm(u) # (1 + erf(u / sqrt(2))) / 2 G = G * (1 - G) x = linspace(0, r1, 100) factor1 = 1. / sqrt(1 - x ** 2) factor2 = 1. / (1 + x) integral = zeros(u.shape, dtype=float) for i in range(len(integral)): y = factor1 * exp(-u[i] * u[i] * factor2) integral[i] = trapz(y, x) # end G = G - integral / (2 * pi) G = G / max(G) Z = ((u >= 0) * 2 - 1) * sqrt(-2 * log(G)) sumcr = trapz(self.data, self.args) lc = self.data / sumcr lc1 = self.args mcr = trapz(lc1 * lc, lc1) if self.mean is None else self.mean if self.sigma is None: scr = trapz(lc1 ** 2 * lc, lc1) scr = sqrt(scr - mcr ** 2) else: scr = self.sigma lc2 = LevelCrossings(lc, lc1, mean=mcr, sigma=scr, intensity=True) g = lc2.trdata()[0] f = g.gauss2dat(Z) G = TrData(f, u) process = G.dat2gauss(L) return np.vstack((arange(len(process)), process)).T # # # Check the result without reference to getrfc: # LCe = dat2lc(process) # max(lc(:,2)) # max(LCe(:,2)) # # clf # plot(lc(:,1),lc(:,2)/max(lc(:,2))) # hold on # plot(LCe(:,1),LCe(:,2)/max(LCe(:,2)),'-.') # title('Relative crossing intensity') # # %% Plot made by the function funplot_4, JE 970707 # %param = [min(process(:,2)) max(process(:,2)) 100] # %plot(lc(:,1),lc(:,2)/max(lc(:,2))) # %hold on # %plot(levels(param),mu/max(mu),'--') # %hold off # %title('Crossing intensity') # %watstamp # # % Temporarily # %funplot_4(lc,param,mu) def trdata(self, mean=None, sigma=None, **options): ''' Estimate transformation, g, from observed crossing intensity, version2. Assumption: a Gaussian process, Y, is related to the non-Gaussian process, X, by Y = g(X). Parameters ---------- mean, sigma : real scalars mean and standard deviation of the process **options : csm, gsm : real scalars defines the smoothing of the crossing intensity and the transformation g. Valid values must be 0<=csm,gsm<=1. (default csm = 0.9 gsm=0.05) Smaller values gives smoother functions. param : vector which defines the region of variation of the data X. (default [-5, 5, 513]). monitor : bool if true monitor development of estimation linextrap : bool if true use a smoothing spline with a constraint on the ends to ensure linear extrapolation outside the range of data. (default) otherwise use a regular smoothing spline cvar, gvar : real scalars Variances for the crossing intensity and the empirical transformation, g. (default 1) ne : scalar integer Number of extremes (maxima & minima) to remove from the estimation of the transformation. This makes the estimation more robust against outliers. (default 7) ntr : scalar integer Maximum length of empirical crossing intensity. The empirical crossing intensity is interpolated linearly before smoothing if the length exceeds ntr. A reasonable NTR (eg. 1000) will significantly speed up the estimation for long time series without loosing any accuracy. NTR should be chosen greater than PARAM(3). (default inf) Returns ------- gs, ge : TrData objects smoothed and empirical estimate of the transformation g. Notes ----- The empirical crossing intensity is usually very irregular. More than one local maximum of the empirical crossing intensity may cause poor fit of the transformation. In such case one should use a smaller value of GSM or set a larger variance for GVAR. If X(t) is likely to cross levels higher than 5 standard deviations then the vector param has to be modified. For example if X(t) is unlikely to cross a level of 7 standard deviations one can use param = [-7 7 513]. Example ------- >>> import wafo.spectrum.models as sm >>> import wafo.transform.models as tm >>> from wafo.objects import mat2timeseries >>> Hs = 7.0 >>> Sj = sm.Jonswap(Hm0=Hs) >>> S = Sj.tospecdata() #Make spectrum object from numerical values >>> S.tr = tm.TrOchi(mean=0, skew=0.16, kurt=0, ... sigma=Hs/4, ysigma=Hs/4) >>> xs = S.sim(ns=2**16, iseed=10) >>> ts = mat2timeseries(xs) >>> tp = ts.turning_points() >>> mm = tp.cycle_pairs() >>> lc = mm.level_crossings() >>> g0, g0emp = lc.trdata(plotflag=0) >>> g1, g1emp = lc.trdata(gvar=0.5 ) # Equal weight on all points >>> g2, g2emp = lc.trdata(gvar=[3.5, 0.5, 3.5]) # Less weight on ends >>> int(S.tr.dist2gauss()*100) 141 >>> int(g0emp.dist2gauss()*100) 380995 >>> int(g0.dist2gauss()*100) 143 >>> int(g1.dist2gauss()*100) 162 >>> int(g2.dist2gauss()*100) 120 g0.plot() # Check the fit. See also troptset, dat2tr, trplot, findcross, smooth NB! the transformated data will be N(0,1) Reference --------- Rychlik , I., Johannesson, P., and Leadbetter, M.R. (1997) "Modelling and statistical analysis of ocean wavedata using a transformed Gaussian process", Marine structures, Design, Construction and Safety, Vol 10, pp 13--47 ''' estimate = TransformEstimator(**options) return estimate._trdata_lc(self, mean, sigma) def test_levelcrossings_extrapolate(): import wafo.data x = wafo.data.sea() ts = mat2timeseries(x) tp = ts.turning_points() mm = tp.cycle_pairs() lc = mm.level_crossings() s = x[:, 1].std() lc_gpd = lc.extrapolate(-2 * s, 2 * s, dist='rayleigh') # @UnusedVariable class CyclePairs(PlotData): ''' Container class for Cycle Pairs data objects in WAFO Member variables ---------------- data : array_like args : vector for 1D Examples -------- >>> import wafo.data >>> import wafo.objects as wo >>> x = wafo.data.sea() >>> ts = wo.mat2timeseries(x) >>> tp = ts.turning_points() >>> mm = tp.cycle_pairs() >>> np.allclose(mm.data[:5], ... [ 0.83950546, -0.02049454, -0.04049454, 0.25950546, -0.08049454]) True h1 = mm.plot(marker='x') ''' def __init__(self, *args, **kwds): self.kind = kwds.pop('kind', 'min2max') self.sigma = kwds.pop('sigma', None) self.mean = kwds.pop('mean', None) self.time = kwds.pop('time', 1) options = dict(title=self.kind + ' cycle pairs', xlab='min', ylab='max', plot_args=['b.']) options.update(**kwds) super(CyclePairs, self).__init__(*args, **options) def amplitudes(self): return (self.data - self.args) / 2. def damage(self, beta, K=1): """ Calculates the total Palmgren-Miner damage of cycle pairs. Parameters ---------- beta : array-like, size m Beta-values, material parameter. K : scalar, optional K-value, material parameter. Returns ------- D : ndarray, size m Damage. Notes ----- The damage is calculated according to D[i] = sum ( K * a**beta[i] ), with a = (max-min)/2 Examples -------- >>> import wafo >>> from matplotlib import pyplot as plt >>> ts = wafo.objects.mat2timeseries(wafo.data.sea()) >>> tp = ts.turning_points() >>> mm = tp.cycle_pairs() >>> bv = range(3,9) >>> D = mm.damage(beta=bv) >>> D array([ 138.5238799 , 117.56050788, 108.99265423, 107.86681126, 112.3791076 , 122.08375071]) h = mm.plot(marker='.') h = plt.plot(bv,D,'x-') See also -------- SurvivalCycleCount """ amp = abs(self.amplitudes()) return atleast_1d([K * np.sum(amp ** betai) for betai in beta]) def get_minima_and_maxima(self): index, = nonzero(self.args <= self.data) if index.size == 0: index, = nonzero(self.args >= self.data) M = self.args[index] m = self.data[index] else: m = self.args[index] M = self.data[index] return m, M def level_crossings(self, kind='uM', intensity=False): """ Return level crossing spectrum from a cycle count. Parameters ---------- kind : int or string defining crossing type, options are 0,'u' : only upcrossings. 1,'uM' : upcrossings and maxima (default). 2,'umM': upcrossings, minima, and maxima. 3,'um' : upcrossings and minima. intensity : bool True if level crossing intensity spectrum False if level crossing count spectrum Return ------ lc : level crossing object with levels and number of upcrossings. Calculates the number of upcrossings from a cycle pairs, e.g. min2Max cycles or rainflow cycles. Example: -------- >>> import wafo >>> ts = wafo.objects.mat2timeseries(wafo.data.sea()) >>> tp = ts.turning_points() >>> mm = tp.cycle_pairs() >>> lc = mm.level_crossings() h = mm.plot(marker='.') h2 = lc.plot() See also -------- TurningPoints LevelCrossings """ if isinstance(kind, str): t = dict(u=0, uM=1, umM=2, um=3) defnr = t.get(kind, 1) else: defnr = kind if ((defnr < 0) or (defnr > 3)): raise ValueError('kind must be one of (1,2,3,4).') m, M = self.get_minima_and_maxima() ncc = len(m) minima = vstack((m, ones(ncc), zeros(ncc), ones(ncc))) maxima = vstack((M, -ones(ncc), ones(ncc), zeros(ncc))) extremes = hstack((maxima, minima)) index = extremes[0].argsort() extremes = extremes[:, index] ii = 0 n = extremes.shape[1] extr = zeros((4, n)) extr[:, 0] = extremes[:, 0] for i in range(1, n): if extremes[0, i] == extr[0, ii]: extr[1:4, ii] = extr[1:4, ii] + extremes[1:4, i] else: ii += 1 extr[:, ii] = extremes[:, i] nx = extr[0].argmax() + 1 levels = extr[0, 0:nx] if defnr == 2: # This are upcrossings + maxima dcount = cumsum(extr[1, 0:nx]) + extr[2, 0:nx] - extr[3, 0:nx] elif defnr == 4: # This are upcrossings + minima dcount = cumsum(extr[1, 0:nx]) dcount[nx - 1] = dcount[nx - 2] elif defnr == 1: # This are only upcrossings dcount = cumsum(extr[1, 0:nx]) - extr[3, 0:nx] elif defnr == 3: # This are upcrossings + minima + maxima dcount = cumsum(extr[1, 0:nx]) + extr[2, 0:nx] ylab = 'Count' if intensity: dcount = dcount / self.time ylab = 'Intensity [count/sec]' return LevelCrossings(dcount, levels, mean=self.mean, sigma=self.sigma, ylab=ylab, intensity=intensity) class TurningPoints(PlotData): ''' Container class for Turning Points data objects in WAFO Member variables ---------------- data : array_like args : vector for 1D Examples -------- >>> import wafo.data >>> import wafo.objects as wo >>> x = wafo.data.sea() >>> ts = wo.mat2timeseries(x) >>> tp = ts.turning_points() >>> np.allclose(tp.data[:5], ... [-1.2004945 , 0.83950546, -0.09049454, -0.02049454, -0.09049454]) True h1 = tp.plot(marker='x') ''' def __init__(self, *args, **kwds): self.name_ = kwds.pop('name', 'WAFO TurningPoints Object') self.sigma = kwds.pop('sigma', None) self.mean = kwds.pop('mean', None) options = dict(title='Turning points') options.update(**kwds) super(TurningPoints, self).__init__(*args, **options) if not any(self.args): n = len(self.data) self.args = range(0, n) else: self.args = ravel(self.args) self.data = ravel(self.data) def rainflow_filter(self, h=0.0, method='clib'): ''' Return rainflow filtered turning points (tp). Parameters ---------- h : scalar a threshold if h<=0, then tp is a sequence of turning points (default) if h>0, then all rainflow cycles with height smaller than h are removed. Returns ------- tp : TurningPoints object with times and turning points. Example: >>> import wafo.data >>> x = wafo.data.sea() >>> x1 = x[:200,:] >>> ts1 = mat2timeseries(x1) >>> tp = ts1.turning_points(wavetype='Mw') >>> tph = tp.rainflow_filter(h=0.3) >>> np.allclose(tph.data[:5], ... [-0.16049454, 0.25950546, -0.43049454, -0.08049454, -0.42049454]) True hs = ts1.plot() hp = tp.plot('ro') hph = tph.plot('k.') See also --------- findcross, findrfc findtp ''' ind = findrfc(self.data, max(h, 0.0), method) try: t = self.args[ind] except: t = ind mean = self.mean sigma = self.sigma return TurningPoints(self.data[ind], t, mean=mean, sigma=sigma) def cycle_pairs(self, h=0, kind='min2max', method='clib'): """ Return min2Max or Max2min cycle pairs from turning points Parameters ---------- kind : string type of cycles to return options are 'min2max' or 'max2min' method : string specify which library to use 'clib' for wafo's c_library 'None' for wafo's Python functions Return ------ mm : cycles object with min2Max or Max2min cycle pairs. Example ------- >>> import wafo >>> x = wafo.data.sea() >>> ts = wafo.objects.mat2timeseries(x) >>> tp = ts.turning_points() >>> mM = tp.cycle_pairs() >>> np.allclose(mM.data[:5], [ 0.83950546, -0.02049454, -0.04049454, ... 0.25950546, -0.08049454]) True h = mM.plot(marker='x') See also -------- TurningPoints SurvivalCycleCount """ if h > 0: ind = findrfc(self.data, h, method=method) data = self.data[ind] else: data = self.data if data[0] > data[1]: im = 1 iM = 0 else: im = 0 iM = 1 # Extract min-max and max-min cycle pairs if kind.lower().startswith('min2max'): m = data[im:-1:2] M = data[im + 1::2] else: kind = 'max2min' M = data[iM:-1:2] m = data[iM + 1::2] time = self.args[-1] - self.args[0] return CyclePairs(M, m, kind=kind, mean=self.mean, sigma=self.sigma, time=time) def cycle_astm(self): """ Rainflow counted cycles according to Nieslony's ASTM implementation Parameters ---------- Returns ------- sig_rfc : array-like array of shape (n,3) with: sig_rfc[:,0] Cycles amplitude sig_rfc[:,1] Cycles mean value sig_rfc[:,2] Cycle type, half (=0.5) or full (=1.0) References ---------- Adam Nieslony, "Determination of fragments of multiaxial service loading strongly influencing the fatigue of machine components", Mechanical Systems and Signal Processing 23, no. 8 (2009): 2712-2721. and is based on the following standard: ASTM E 1049-85 (Reapproved 1997), Standard practices for cycle counting in fatigue analysis, in: Annual Book of ASTM Standards, vol. 03.01, ASTM, Philadelphia, 1999, pp. 710-718. Copyright (c) 1999-2002 by Adam Nieslony Ported to Python by David Verelst Example ------- >>> import wafo >>> x = wafo.data.sea() >>> sig_ts = wafo.objects.mat2timeseries(x) >>> sig_tp = sig_ts.turning_points(h=0, wavetype='astm') >>> sig_cp = sig_tp.cycle_astm() """ # output of Nieslony's algorithm is organised differently with # respect to wafo's approach # TODO: integrate ASTM method into the CyclyPairs class? return findrfc_astm(self.data) def mat2timeseries(x): """ Convert 2D arrays to TimeSeries object assuming 1st column is time and the remaining columns contain data. """ return TimeSeries(x[:, 1::], x[:, 0].ravel()) class TimeSeries(PlotData): ''' Container class for 1D TimeSeries data objects in WAFO Member variables ---------------- data : array_like args : vector for 1D, list of vectors for 2D, 3D, ... sensortypes : list of integers or strings sensor type for time series (default ['n'] : Surface elevation) see sensortype for more options position : vector of size 3 instrument position relative to the coordinate system Examples -------- >>> import wafo.data >>> import wafo.objects as wo >>> x = wafo.data.sea() >>> ts = wo.mat2timeseries(x) >>> rf = ts.tocovdata(lag=150) >>> S = ts.tospecdata() >>> tp = ts.turning_points() >>> mm = tp.cycle_pairs() >>> lc = mm.level_crossings() h = rf.plot() h1 = mm.plot(marker='x') h2 = lc.plot() ''' def __init__(self, *args, **kwds): self.name_ = kwds.pop('name', 'WAFO TimeSeries Object') self.sensortypes = kwds.pop('sensortypes', ['n', ]) self.position = kwds.pop('position', [zeros(3), ]) super(TimeSeries, self).__init__(*args, **kwds) if not any(self.args): n = len(self.data) self.args = range(0, n) def sampling_period(self): ''' Returns sampling interval Returns ------- dt : scalar sampling interval, unit: [s] if lagtype=='t' [m] otherwise See also ''' t_vec = self.args dt1 = t_vec[1] - t_vec[0] n = len(t_vec) - 1 t = t_vec[-1] - t_vec[0] dt = t / n if abs(dt - dt1) > 1e-10: warnings.warn('Data is not uniformly sampled!') return dt def tocovdata(self, lag=None, tr=None, detrend=detrend_mean, window='boxcar', flag='biased', norm=False, dt=None): ''' Return auto covariance function from data. Parameters ---------- lag : scalar, int maximum time-lag for which the ACF is estimated. (Default lag=n-1) flag : string, 'biased' or 'unbiased' If 'unbiased' scales the raw correlation by 1/(n-abs(k)), where k is the index into the result, otherwise scales the raw cross-correlation by 1/n. (default) norm : bool True if normalize output to one dt : scalar time-step between data points (default see sampling_period). Return ------- R : CovData1D object with attributes: data : ACF vector length L+1 args : time lags length L+1 sigma : estimated large lag standard deviation of the estimate assuming x is a Gaussian process: if R(k)=0 for all lags k>q then an approximation of the variance for large samples due to Bartlett var(R(k))=1/N*(R(0)^2+2*R(1)^2+2*R(2)^2+ ..+2*R(q)^2) for k>q and where N=length(x). Special case is white noise where it equals R(0)^2/N for k>0 norm : bool If false indicating that R is not normalized Example: -------- >>> import wafo.data >>> import wafo.objects as wo >>> x = wafo.data.sea() >>> ts = wo.mat2timeseries(x) >>> acf = ts.tocovdata(150) >>> np.allclose(acf.data[:3], [ 0.22368637, 0.20838473, 0.17110733]) True h = acf.plot() ''' estimate_cov = _wafocov_estimation.CovarianceEstimator( lag=lag, tr=tr, detrend=detrend, window=window, flag=flag, norm=norm, dt=dt) return estimate_cov(self) def _specdata(self, L=None, tr=None, method='cov', detrend=detrend_mean, window='parzen', noverlap=0, pad_to=None): """ Obsolete: Delete? Return power spectral density by Welches average periodogram method. Parameters ---------- NFFT : int, scalar if len(data) < NFFT, it will be zero padded to `NFFT` before estimation. Must be even; a power 2 is most efficient. detrend : function window : vector of length NFFT or function To create window vectors see numpy.blackman, numpy.hamming, numpy.bartlett, scipy.signal, scipy.signal.get_window etc. noverlap : scalar int gives the length of the overlap between segments. Returns ------- S : SpecData1D Power Spectral Density Notes ----- The data vector is divided into NFFT length segments. Each segment is detrended by function detrend and windowed by function window. noverlap gives the length of the overlap between segments. The absolute(fft(segment))**2 of each segment are averaged to compute Pxx, with a scaling to correct for power loss due to windowing. Reference --------- Bendat & Piersol (1986) Random Data: Analysis and Measurement Procedures, John Wiley & Sons """ dt = self.sampling_period() yy = self.data.ravel() if tr is None else tr.dat2gauss( self.data.ravel()) yy = detrend(yy) if hasattr(detrend, '__call__') else yy S, f = psd(yy, Fs=1. / dt, NFFT=L, detrend=detrend, window=window, noverlap=noverlap, pad_to=pad_to, scale_by_freq=True) fact = 2.0 * pi w = fact * f return _wafospec.SpecData1D(S / fact, w) def _get_bandwidth_and_dof(self, wname, n, L, dt): '''Returns bandwidth (rad/sec) and degrees of freedom used in chi^2 distribution ''' Be = v = None if isinstance(wname, tuple): wname = wname[0] if wname == 'parzen': v = int(3.71 * n / L) Be = 2 * pi * 1.33 / (L * dt) elif wname == 'hanning': v = int(2.67 * n / L) Be = 2 * pi / (L * dt) elif wname == 'bartlett': v = int(3 * n / L) Be = 2 * pi * 1.33 / (L * dt) return Be, v def tospecdata(self, L=None, tr=None, method='cov', detrend=detrend_mean, window='parzen', noverlap=0, ftype='w', alpha=None): ''' Estimate one-sided spectral density from data. Parameters ---------- L : scalar integer maximum lag size of the window function. As L decreases the estimate becomes smoother and Bw increases. If we want to resolve peaks in S which is Bf (Hz or rad/sec) apart then Bw < Bf. If no value is given the lag size is set to be the lag where the auto correlation is less than 2 standard deviations. (maximum 300) tr : transformation object the transformation assuming that x is a sample of a transformed Gaussian process. If g is None then x is a sample of a Gaussian process (Default) method : string defining estimation method. Options are 'cov' : Frequency smoothing using the window function on the estimated autocovariance function. (default) 'psd' : Welch's averaged periodogram method with no overlapping batches detrend : function defining detrending performed on the signal before estimation. (default detrend_mean) window : vector of length NFFT or function To create window vectors see numpy.blackman, numpy.hamming, numpy.bartlett, scipy.signal, scipy.signal.get_window etc. noverlap : scalar int gives the length of the overlap between segments. ftype : character defining frequency type: 'w' or 'f' (default 'w') Returns --------- spec : SpecData1D object Example ------- x = load('sea.dat'); S = dat2spec(x); specplot(S) See also -------- dat2tr, dat2cov References: ----------- Georg Lindgren and Holger Rootzen (1986) "Stationara stokastiska processer", pp 173--176. Gareth Janacek and Louise Swift (1993) "TIME SERIES forecasting, simulation, applications", pp 75--76 and 261--268 Emanuel Parzen (1962), "Stochastic Processes", HOLDEN-DAY, pp 66--103 ''' nugget = 1e-12 rate = 2 # interpolationrate for frequency dt = self.sampling_period() yy = self.data.ravel() if not (tr is None): yy = tr.dat2gauss(yy) yy = detrend(yy) if hasattr(detrend, '__call__') else yy n = len(yy) estimate_L = L is None if method == 'cov' or estimate_L: tsy = TimeSeries(yy, self.args) R = tsy.tocovdata(lag=L, window=window) L = len(R.data) - 1 if method == 'cov': # add a nugget effect to ensure that round off errors # do not result in negative spectral estimates spec = R.tospecdata(rate=rate, nugget=nugget) L = min(L, n - 1) if method == 'psd': nfft = 2 ** nextpow2(L) pad_to = rate * nfft # Interpolate the spectrum with rate f, S = welch(yy, fs=1.0 / dt, window=window, nperseg=nfft, noverlap=noverlap, nfft=pad_to, detrend=detrend, return_onesided=True, scaling='density', axis=-1) # S, f = psd(yy, Fs=1. / dt, NFFT=nfft, detrend=detrend, # window=win, noverlap=noverlap, pad_to=pad_to, # scale_by_freq=True) fact = 2.0 * pi w = fact * f spec = _wafospec.SpecData1D(S / fact, w) elif method == 'cov': pass else: raise ValueError('Unknown method (%s)' % method) Be, v = self._get_bandwidth_and_dof(window, n, L, dt) spec.Bw = Be if ftype == 'f': spec.Bw = Be / (2 * pi) # bandwidth in Hz if alpha is not None: # Confidence interval constants spec.CI = [v / _invchi2(1 - alpha / 2, v), v / _invchi2(alpha / 2, v)] spec.tr = tr spec.L = L spec.norm = False spec.note = 'method=%s' % method return spec def trdata(self, method='nonlinear', **options): ''' Estimate transformation, g, from data. Parameters ---------- method : string defining transform based on: 'nonlinear' : smoothed crossing intensity (default) 'mnonlinear': smoothed marginal distribution 'hermite' : cubic Hermite polynomial 'ochi' : exponential function 'linear' : identity. options : keyword with the following fields: csm, gsm : real scalars defines the smoothing of the logarithm of crossing intensity and the transformation g, respectively. Valid values must be 0<=csm,gsm<=1. (default csm=0.9, gsm=0.05) Smaller values gives smoother functions. param : vector (default see lc2tr) which defines the region of variation of the data x. plotflag : int 0 no plotting (Default) 1 plots empirical and smoothed g(u) and the theoretical for a Gaussian model. 2 monitor the development of the estimation linextrap: int 0 use a regular smoothing spline 1 use a smoothing spline with a constraint on the ends to ensure linear extrapolation outside the range of the data. (default) gvar: real scalar Variances for the empirical transformation, g. (default 1) ne - Number of extremes (maxima & minima) to remove from the estimation of the transformation. This makes the estimation more robust against outliers. (default 7) ntr - Maximum length of empirical crossing intensity or CDF. The empirical crossing intensity or CDF is interpolated linearly before smoothing if their lengths exceeds Ntr. A reasonable NTR will significantly speed up the estimation for long time series without loosing any accuracy. NTR should be chosen greater than PARAM(3). (default 1000) Returns ------- tr, tr_emp : TrData objects with the smoothed and empirical transformation, respectively. TRDATA estimates the transformation in a transformed Gaussian model. Assumption: a Gaussian process, Y, is related to the non-Gaussian process, X, by Y = g(X). The empirical crossing intensity is usually very irregular. More than one local maximum of the empirical crossing intensity may cause poor fit of the transformation. In such case one should use a smaller value of CSM. In order to check the effect of smoothing it is recomended to also plot g and g2 in the same plot or plot the smoothed g against an interpolated version of g (when CSM=GSM=1). If x is likely to cross levels higher than 5 standard deviations then the vector param has to be modified. For example if x is unlikely to cross a level of 7 standard deviations one can use PARAM=[-7 7 513]. Example ------- >>> import wafo.spectrum.models as sm >>> import wafo.transform.models as tm >>> from wafo.objects import mat2timeseries >>> Hs = 7.0 >>> Sj = sm.Jonswap(Hm0=Hs) >>> S = Sj.tospecdata() #Make spectrum object from numerical values >>> S.tr = tm.TrOchi(mean=0, skew=0.16, kurt=0, ... sigma=Hs/4, ysigma=Hs/4) >>> xs = S.sim(ns=2**16, iseed=10) >>> ts = mat2timeseries(xs) >>> g0, g0emp = ts.trdata(plotflag=0) >>> g1, g1emp = ts.trdata(method='mnonlinear', gvar=0.5 ) >>> g2, g2emp = ts.trdata(method='nonlinear', gvar=[3.5, 0.5, 3.5]) >>> 100 < S.tr.dist2gauss()*100 < 200 True >>> 2000 < g0emp.dist2gauss() < 4000 True >>> 80 < g0.dist2gauss()*100 < 150 True >>> 50 < g1.dist2gauss()*100 < 100 True >>> 70 < g2.dist2gauss()*100 < 140 True See also -------- LevelCrossings.trdata wafo.transform.models References ---------- Rychlik, I. , Johannesson, P and Leadbetter, M. R. (1997) "Modelling and statistical analysis of ocean wavedata using transformed Gaussian process." Marine structures, Design, Construction and Safety, Vol. 10, No. 1, pp 13--47 Brodtkorb, P, Myrhaug, D, and Rue, H (1999) "Joint distribution of wave height and crest velocity from reconstructed data" in Proceedings of 9th ISOPE Conference, Vol III, pp 66-73 ''' estimate = TransformEstimator(method=method, **options) return estimate.trdata(self) def turning_points(self, h=0.0, wavetype=None): ''' Return turning points (tp) from data, optionally rainflowfiltered. Parameters ---------- h : scalar a threshold if h<=0, then tp is a sequence of turning points (default) if h>0, then all rainflow cycles with height smaller than h are removed. wavetype : string defines the type of wave. Possible options are 'astm' 'mw' 'Mw' or 'none'. If None all rainflow filtered min and max will be returned, otherwise only the rainflow filtered min and max, which define a wave according to the wave definition, will be returned. 'astm' forces to have the first data point of the load history as the first turning point. To be used in combination with TurningPoints.cycle_astm() Returns ------- tp : TurningPoints object with times and turning points. Example: >>> import wafo.data >>> x = wafo.data.sea() >>> x1 = x[:200,:] >>> ts1 = mat2timeseries(x1) >>> tp = ts1.turning_points(wavetype='Mw') >>> tph = ts1.turning_points(h=0.3,wavetype='Mw') >>> np.allclose(tph.data[:3], [ 0.83950546, -0.16049454, 0.25950546]) True hs = ts1.plot() hp = tp.plot('ro') hph = tph.plot('k.') See also --------- findcross, findrfc findtp ''' ind = findtp(self.data, max(h, 0.0), wavetype) try: t = self.args[ind] except: t = ind mean = self.data.mean() sigma = self.data.std() return TurningPoints(self.data[ind], t, mean=mean, sigma=sigma) def trough_crest(self, v=None, wavetype=None): """ Return trough and crest turning points Parameters ----------- v : scalar reference level (default v = mean of x). wavetype : string defines the type of wave. Possible options are 'dw', 'uw', 'tw', 'cw' or None. If None indices to all troughs and crests will be returned, otherwise only the paired ones will be returned according to the wavedefinition. Returns -------- tc : TurningPoints object with trough and crest turningpoints """ ind = findtc(self.data, v, wavetype)[0] try: t = self.args[ind] except: t = ind mean = self.data.mean() sigma = self.data.std() return TurningPoints(self.data[ind], t, mean=mean, sigma=sigma) def wave_parameters(self, rate=1): ''' Returns several wave parameters from data. Parameters ---------- rate : scalar integer interpolation rate. Interpolates with spline if greater than one. Returns ------- parameters : dict wave parameters such as Ac, At : Crest and trough amplitude, respectively Tcf, Tcb : Crest front and crest (rear) back period, respectively Hu, Hd : zero-up- and down-crossing wave height, respectively. Tu, Td : zero-up- and down-crossing wave period, respectively. The definition of g, Ac,At, Tcf, etc. are given in gravity and wafo.definitions. Example ------- >>> import wafo.data as wd >>> import wafo.objects as wo >>> x = wd.sea() >>> ts = wo.mat2timeseries(x) >>> wp = ts.wave_parameters() >>> for name in ['Ac', 'At', 'Hu', 'Hd', 'Tu', 'Td', 'Tcf', 'Tcb']: ... print('%s' % name, wp[name][:2]) ('Ac', array([ 0.25950546, 0.34950546])) ('At', array([ 0.16049454, 0.43049454])) ('Hu', array([ 0.69, 0.86])) ('Hd', array([ 0.42, 0.78])) ('Tu', array([ 6.10295202, 3.36978685])) ('Td', array([ 3.84377468, 6.35707656])) ('Tcf', array([ 0.42656819, 0.57361617])) ('Tcb', array([ 0.93355982, 1.04063638])) import pylab as plt h = plt.plot(wp['Td'],wp['Hd'],'.') h = plt.xlabel('Td [s]') h = plt.ylabel('Hd [m]') See also -------- wafo.definitions ''' dT = self.sampling_period() if rate > 1: dT = dT / rate t0, tn = self.args[0], self.args[-1] n = len(self.args) ti = linspace(t0, tn, int(rate * n)) xi = interp1d(self.args, self.data.ravel(), kind='cubic')(ti) else: ti, xi = self.args, self.data.ravel() tc_ind, z_ind = findtc(xi, v=0, kind='tw') tc_a = xi[tc_ind] tc_t = ti[tc_ind] Ac = tc_a[1::2] # crest amplitude At = -tc_a[0::2] # trough amplitude Hu = Ac + At[1:] Hd = Ac + At[:-1] tu = ecross(ti, xi, z_ind[1::2], v=0) Tu = diff(tu) # Period zero-upcrossing waves td = ecross(ti, xi, z_ind[::2], v=0) Td = diff(td) # Period zero-downcrossing waves Tcf = tc_t[1::2] - tu[:-1] Tcf[(Tcf == 0)] = dT # avoiding division by zero Tcb = td[1:] - tc_t[1::2] Tcb[(Tcb == 0)] = dT # avoiding division by zero return dict(Ac=Ac, At=At, Hu=Hu, Hd=Hd, Tu=Tu, Td=Td, Tcf=Tcf, Tcb=Tcb) def wave_height_steepness(self, method=1, rate=1, g=None): ''' Returns waveheights and steepnesses from data. Parameters ---------- rate : scalar integer interpolation rate. Interpolates with spline if greater than one. method : scalar integer (default 1) 0 max(Vcf, Vcb) and corresponding wave height Hd or Hu in H 1 crest front (rise) speed (Vcf) in S and wave height Hd in H. -1 crest back (fall) speed (Vcb) in S and waveheight Hu in H. 2 crest front steepness in S and the wave height Hd in H. -2 crest back steepness in S and the wave height Hu in H. 3 total wave steepness in S and the wave height Hd in H for zero-downcrossing waves. -3 total wave steepness in S and the wave height Hu in H. for zero-upcrossing waves. Returns ------- S, H = Steepness and the corresponding wave height according to method The parameters are calculated as follows: Crest front speed (velocity) = Vcf = Ac/Tcf Crest back speed (velocity) = Vcb = Ac/Tcb Crest front steepness = 2*pi*Ac./Td/Tcf/g Crest back steepness = 2*pi*Ac./Tu/Tcb/g Total wave steepness (zero-downcrossing wave) = 2*pi*Hd./Td.^2/g Total wave steepness (zero-upcrossing wave) = 2*pi*Hu./Tu.^2/g The definition of g, Ac,At, Tcf, etc. are given in gravity and wafo.definitions. Example ------- >>> import wafo.data as wd >>> import wafo.objects as wo >>> x = wd.sea() >>> ts = wo.mat2timeseries(x) >>> for i in range(-3,4): ... S, H = ts.wave_height_steepness(method=i) ... print(S[:2],H[:2]) (array([ 0.01186982, 0.04852534]), array([ 0.69, 0.86])) (array([ 0.02918363, 0.06385979]), array([ 0.69, 0.86])) (array([ 0.27797411, 0.33585743]), array([ 0.69, 0.86])) (array([ 0.60835634, 0.60930197]), array([ 0.42, 0.78])) (array([ 0.60835634, 0.60930197]), array([ 0.42, 0.78])) (array([ 0.10140867, 0.06141156]), array([ 0.42, 0.78])) (array([ 0.01821413, 0.01236672]), array([ 0.42, 0.78])) import pylab as plt h = plt.plot(S,H,'.') h = plt.xlabel('S') h = plt.ylabel('Hd [m]') See also -------- wafo.definitions ''' dT = self.sampling_period() if g is None: g = gravity() # % acceleration of gravity if rate > 1: dT = dT / rate t0, tn = self.args[0], self.args[-1] n = len(self.args) ti = linspace(t0, tn, int(rate * n)) xi = interp1d(self.args, self.data.ravel(), kind='cubic')(ti) else: ti, xi = self.args, self.data.ravel() tc_ind, z_ind = findtc(xi, v=0, kind='tw') tc_a = xi[tc_ind] tc_t = ti[tc_ind] Ac = tc_a[1::2] # crest amplitude At = -tc_a[0::2] # trough amplitude if (0 <= method and method <= 2): # time between zero-upcrossing and crest [s] tu = ecross(ti, xi, z_ind[1:-1:2], v=0) Tcf = tc_t[1::2] - tu Tcf[(Tcf == 0)] = dT # avoiding division by zero if (0 >= method and method >= -2): # time between crest and zero-downcrossing [s] td = ecross(ti, xi, z_ind[2::2], v=0) Tcb = td - tc_t[1::2] Tcb[(Tcb == 0)] = dT # % avoiding division by zero if method == 0: # max(Vcf, Vcr) and the corresponding wave height Hd or Hu in H Hu = Ac + At[1:] Hd = Ac + At[:-1] T = np.where(Tcf < Tcb, Tcf, Tcb) S = Ac / T H = np.where(Tcf < Tcb, Hd, Hu) elif method == 1: # extracting crest front velocity [m/s] and # Zero-downcrossing wave height [m] H = Ac + At[:-1] # Hd S = Ac / Tcf elif method == -1: # extracting crest rear velocity [m/s] and # Zero-upcrossing wave height [m] H = Ac + At[1:] # Hu S = Ac / Tcb # crest front steepness in S and the wave height Hd in H. elif method == 2: H = Ac + At[:-1] # Hd Td = diff(ecross(ti, xi, z_ind[::2], v=0)) S = 2 * pi * Ac / Td / Tcf / g # crest back steepness in S and the wave height Hu in H. elif method == -2: H = Ac + At[1:] Tu = diff(ecross(ti, xi, z_ind[1::2], v=0)) S = 2 * pi * Ac / Tu / Tcb / g elif method == 3: # total steepness in S and the wave height Hd in H # for zero-doewncrossing waves. H = Ac + At[:-1] # Period zero-downcrossing waves Td = diff(ecross(ti, xi, z_ind[::2], v=0)) S = 2 * pi * H / Td ** 2 / g # total steepness in S and the wave height Hu in H for elif method == -3: # zero-upcrossing waves. H = Ac + At[1:] # Period zero-upcrossing waves Tu = diff(ecross(ti, xi, z_ind[1::2], v=0)) S = 2 * pi * H / Tu ** 2 / g return S, H @staticmethod def _default_index(x, vh, wdef, pdef): if pdef in ('m2m', 'm2M', 'M2m', 'M2M'): index = findtp(x, vh, wdef) elif pdef in ('u2u', 'u2d', 'd2u', 'd2d'): index = findcross(x, vh, wdef) elif pdef in ('t2t', 't2c', 'c2t', 'c2c'): index = findtc(x, vh, wdef)[0] elif pdef in ('d2t', 't2u', 'u2c', 'c2d', 'all'): index, v_ind = findtc(x, vh, wdef) # sorting crossings and tp in sequence index = sort(r_[index, v_ind]) else: raise ValueError('Unknown pdef option!') return index def _get_start_index(self, pdef, down_crossing_or_max): if down_crossing_or_max: if pdef in ('d2t', 'M2m', 'c2t', 'd2u', 'M2M', 'c2c', 'd2d', 'all'): start = 1 elif pdef in ('t2u', 'm2M', 't2c', 'u2d', 'm2m', 't2t', 'u2u'): start = 2 elif pdef in ('u2c'): start = 3 elif pdef in ('c2d'): start = 4 else: raise ValueError('Unknown pdef option!') # else first is up-crossing or min elif pdef in ('all', 'u2c', 'm2M', 't2c', 'u2d', 'm2m', 't2t', 'u2u'): start = 0 elif pdef in ('c2d', 'M2m', 'c2t', 'd2u', 'M2M', 'c2c', 'd2d'): start = 1 elif pdef in ('d2t'): start = 2 elif pdef in ('t2u'): start = 3 else: raise ValueError('Unknown pdef option!') return start def _get_step(self, pdef): # determine the steps between wanted periods if pdef in ('d2t', 't2u', 'u2c', 'c2d'): step = 4 elif pdef in ('all'): step = 1 # secret option! else: step = 2 return step def wave_periods(self, vh=None, pdef='d2d', wdef=None, index=None, rate=1): """ Return sequence of wave periods/lengths from data. Parameters ---------- vh : scalar reference level ( default v=mean(x(:,2)) ) or rainflow filtering height (default h=0) pdef : string defining type of waveperiod (wavelength) returned: Level v separated 't2c', 'c2t', 't2t' or 'c2c' -waveperiod. Level v 'd2d', 'u2u', 'd2u' or 'u2d' -waveperiod. Rain flow filtered (with height greater than h) 'm2M', 'M2m', 'm2m' or 'M2M' -waveperiod. Explanation to the abbreviations: M=Max, m=min, d=down-crossing, u=up-crossing , t=trough and c=crest. Thus 'd2d' means period between a down-crossing to the next down-crossing and 'u2c' means period between a u-crossing to the following crest. wdef : string defining type of wave. Possible options are 'mw','Mw','dw', 'uw', 'tw', 'cw' or None. If wdef is None all troughs and crests will be used, otherwise only the troughs and crests which define a wave according to the wavedefinition are used. index : vector index sequence of one of the following : -level v-crossings (indices to "du" are required to calculate 'd2d', 'd2u', 'u2d' or 'u2u' waveperiods) -level v separated trough and crest turningpoints (indices to 'tc' are required to calculate 't2t', 't2c', 'c2t' or 'c2c' waveperiods) -level v crossings and level v separated trough and crest turningpoints (indices to "dutc" are required to calculate t2u, u2c, c2d or d2t waveperiods) -rainflow filtered turningpoints with minimum rfc height h (indices to "mMtc" are required to calculate 'm2m', 'm2M', 'M2m' or 'M2M' waveperiods) rate : scalar interpolation rate. If rate larger than one, then x is interpolated before extrating T Returns -------- T : vector sequence of waveperiods (or wavelengths). index : vector of indices Example: -------- Histogram of crest2crest waveperiods >>> import wafo.data as wd >>> import wafo.objects as wo >>> import pylab as plb >>> x = wd.sea() >>> ts = wo.mat2timeseries(x[0:400,:]) >>> T, ix = ts.wave_periods(vh=0.0,pdef='c2c') >>> np.allclose(T[:3,0], [-0.27, -0.08, 0.32]) True h = plb.hist(T) See also: -------- findtp, findtc, findcross, perioddef """ # % This is a more flexible version than the dat2hwa or tp2wa routines. # % There is a secret option: if pdef='all' the function returns # % all the waveperiods 'd2t', 't2u', 'u2c' and 'c2d' in sequence. # % It is up to the user to extract the right waveperiods. # % If the first is a down-crossing then the first is a 'd2t' waveperiod. # % If the first is a up-crossing then the first is a 'u2c' waveperiod. # % # % Example: # % [T ind]=dat2wa(x,0,'all') %returns all waveperiods # % nn = length(T) # % % want to extract all t2u waveperiods # % if x(ind(1),2)>0 % if first is down-crossing # % Tt2u=T(2:4:nn) # % else % first is up-crossing # % Tt2u=T(4:4:nn) # % end if rate > 1: # % interpolate with spline n = ceil(self.data.size * rate) ti = linspace(self.args[0], self.args[-1], n) x = stineman_interp(ti, self.args, self.data.ravel()) else: x = self.data ti = self.args if vh is None: if pdef[0] in ('m', 'M'): vh = 0 print(' The minimum rfc height, h, is set to: %g' % vh) else: vh = x.mean() print(' The level l is set to: %g' % vh) if index is None: index = self._default_index(x, vh, wdef, pdef) down_crossing_or_max = (x[index[0]] > x[index[1]]) start = self._get_start_index(pdef, down_crossing_or_max) step = self._get_step(pdef) # determine the distance between min2min, t2t etc.. if pdef in ('m2m', 't2t', 'u2u', 'M2M', 'c2c', 'd2d'): dist = 2 else: dist = 1 nn = len(index) # New call: (pab 28.06.2001) if pdef[0] in ('u', 'd'): t0 = ecross(ti, x, index[start:(nn - dist):step], vh) else: # min, Max, trough, crest or all crossings wanted t0 = x[index[start:(nn - dist):step]] if pdef[2] in ('u', 'd'): t1 = ecross(ti, x, index[(start + dist):nn:step], vh) else: # min, Max, trough, crest or all crossings wanted t1 = x[index[(start + dist):nn:step]] T = t1 - t0 return T, index def reconstruct(self, inds=None, Nsim=20, L=None, def_='nonlinear', **options): ''' function [y,g,g2,test,tobs,mu1o, mu1oStd] = reconstruct(x,) RECONSTRUCT reconstruct the spurious/missing points of timeseries CALL: [y,g,g2,test,tobs,mu1o,mu1oStd]= reconstruct(x,inds,Nsim,L,def,options) Returns ------- y = reconstructed signal g,g2 = smoothed and empirical transformation, respectively test, tobs = test observator int(g(u)-u)^2 du and int(g_new(u)-g_old(u))^2 du, respectively, where int limits is given by param in lc2tr. Test is a measure of departure from the Gaussian model for the data. Tobs is a measure of the convergence of the estimation of g. mu1o = expected surface elevation of the Gaussian model process. mu1o_std = standarddeviation of mu1o. Parameters ---------- x : 2 column timeseries first column sampling times [sec] second column surface elevation [m] inds : integer array indices to spurious points of x Nsim = the maximum # of iterations before we stop L = lag size of the Parzen window function. If no value is given the lag size is set to be the lag where the auto correlation is less than 2 standard deviations. (maximum 200) def : 'nonlinear' : transform from smoothed crossing intensity (default) 'mnonlinear': transform from smoothed marginal distribution 'linear' : identity. options = options structure defining how the estimation of g is done, see troptset. In order to reconstruct the data a transformed Gaussian random process is used for modelling and simulation of the missing/removed data conditioned on the other known observations. Estimates of standarddeviations of y is obtained by a call to tranproc Std = tranproc(mu1o+/-mu1oStd,fliplr(g)); See also -------- troptset, findoutliers, cov2csdat, dat2cov, dat2tr, detrendma Reference --------- Brodtkorb, P, Myrhaug, D, and Rue, H (2001) "Joint distribution of wave height and wave crest velocity from reconstructed data with application to ringing" Int. Journal of Offshore and Polar Engineering, Vol 11, No. 1, pp 23--32 Brodtkorb, P, Myrhaug, D, and Rue, H (1999) "Joint distribution of wave height and wave crest velocity from reconstructed data in Proceedings of 9th ISOPE Conference, Vol III, pp 66-73 ''' opt = DotDict(chkder=True, plotflag=False, csm=0.9, gsm=.05, param=(-5, 5, 513), delay=2, linextrap=True, ntr=10000, ne=7, gvar=1) opt.update(options) xn = self.data.copy().ravel() n = len(xn) if n < 2: raise ValueError('The vector must have more than 2 elements!') param = opt.param plotflags = dict(none=0, off=0, final=1, iter=2) plotflag = plotflags.get(opt.plotflag, opt.plotflag) olddef = def_ method = 'approx' ptime = opt.delay # pause for ptime sec if plotflag=2 expect1 = 1 # first reconstruction by expectation? 1=yes 0=no expect = 1 # reconstruct by expectation? 1=yes 0=no tol = 0.001 # absolute tolerance of e(g_new-g_old) cmvmax = 100 # if number of consecutive missing values (cmv) are longer they # are not used in estimation of g, due to the fact that the # conditional expectation approaches zero as the length to # the closest known points increases, see below in the for loop dT = self.sampling_period() Lm = np.minimum([n, 200, int(200/dT)]) # Lagmax 200 seconds if L is not None: Lm = max(L, Lm) # Lma: size of the moving average window used for detrending the # reconstructed signal Lma = 1500 if inds is not None: xn[inds] = np.nan inds = isnan(xn) if not inds.any(): raise ValueError('No spurious data given') endpos = np.diff(inds) strtpos = np.flatnonzero(endpos > 0) endpos = np.flatnonzero(endpos < 0) indg = np.flatnonzero(1-inds) # indices to good points inds = np.flatnonzero(inds) # indices to spurious points indNaN = [] # indices to points omitted in the covariance estimation indr = np.arange(n) # indices to point used in the estimation of g # Finding more than cmvmax consecutive spurios points. # They will not be used in the estimation of g and are thus removed # from indr. if strtpos.size > 0 and (endpos.size == 0 or endpos[-1] < strtpos[-1]): if (n - strtpos[-1]) > cmvmax: indNaN = indr[strtpos[-1]+1:n] indr = indr[:strtpos[-1]+1] strtpos = strtpos[:-1] if endpos.size > 0 and (strtpos.size == 0 or endpos[0] < strtpos[0]): if endpos[0] > cmvmax: indNaN = np.hstack((indNaN, indr[:endpos[0]])) indr = indr[endpos[0]:] strtpos = strtpos-endpos[0] endpos = endpos-endpos[0] endpos = endpos[1:] for ix in range(len(strtpos)-1, -1, -1): if (endpos[ix]-strtpos[ix] > cmvmax): indNaN = np.hstack((indNaN, indr[strtpos[ix]+1:endpos[ix]])) # remove this when estimating the transform del indr[strtpos[ix]+1:endpos[ix]] if len(indr) < 0.1*n: raise ValueError('Not possible to reconstruct signal') if indNaN.any(): indNaN = np.sort(indNaN) # initial reconstruction attempt # xn(indg,2) = detrendma(xn(indg,2),1500); # [g, test, cmax, irr, g2] = dat2tr(xn(indg,:),def,opt); # xnt=xn; # xnt(indg,:)=dat2gaus(xn(indg,:),g); # xnt(inds,2)=NaN; # rwin=findrwin(xnt,Lm,L); # disp(['First reconstruction attempt, e(g-u)=', num2str(test)] ) # # old simcgauss # [samp ,mu1o, mu1oStd] = cov2csdat(xnt(:,2),rwin,1,method,inds); # if expect1,# reconstruction by expectation # xnt(inds,2) =mu1o; # else # xnt(inds,2) =samp; # end # xn=gaus2dat(xnt,g); # xn(:,2)=detrendma(xn(:,2),Lma); # detrends the signal with a moving # # average of size Lma # g_old=g; # # bias = mean(xn(:,2)); # xn(:,2)=xn(:,2)-bias; # bias correction # if plotflag==2 # clf # mind=1:min(1500,n); # waveplot(xn(mind,:),x(inds(mind),:), 6,1) # subplot(111) # pause(ptime) # end # # test0=0; # for ix=1:Nsim, # # if 0,#ix==2, # # rwin=findrwin(xn,Lm,L); # # xs=cov2sdat(rwin,[n 100 dT]); # # [g0 test0 cmax irr g2] = dat2tr(xs,def,opt); # # [test0 ind0]=sort(test0); # # end # if 1, #test>test0(end-5), # # 95# sure the data comes from a non-Gaussian process # def = olddef; #Non Gaussian process # else # def = 'linear'; # Gaussian process # end # # used for isope article # # indr =[1:27000 30000:39000]; # # Too many consecutive missing values will influence the # # estimation of g. By default do not use consecutive missing # # values if there are more than cmvmax. # # [g test cmax irr g2] = dat2tr(xn(indr,:),def,opt); # if plotflag==2, # pause(ptime) # end # # #tobs=sqrt((param(2)-param(1))/(param(3)-1)*sum((g_old(:,2)-g(:,2)).^2)) # # new call # tobs=sqrt((param(2)-param(1))/(param(3)-1).... # *sum((g(:,2)-interp1(g_old(:,1)-bias, g_old(:,2),g(:,1),'spline')).^2)); # # if ix>1 # if tol>tobs2 && tol>tobs, # break, #estimation of g converged break out of for loop # end # end # # tobs2=tobs; # # xnt=dat2gaus(xn,g); # if ~isempty(indNaN), xnt(indNaN,2)=NaN; end # rwin=findrwin(xnt,Lm,L); # disp(['Simulation nr: ', int2str(ix), ' of ' num2str(Nsim),' e(g-g_old)=', num2str(tobs), ', e(g-u)=', num2str(test)]) # [samp ,mu1o, mu1oStd] = cov2csdat(xnt(:,2),rwin,1,method,inds); # # if expect, # xnt(inds,2) =mu1o; # else # xnt(inds,2) =samp; # end # # xn=gaus2dat(xnt,g); # if ixtest0(end-5) # xnt=dat2gaus(xn,g); # [samp ,mu1o, mu1oStd] = cov2csdat(xnt(:,2),rwin,1,method,inds); # xnt(inds,2) =samp; # xn=gaus2dat(xnt,g); # bias=mean(xn(:,2)); # xn(:,2) = (xn(:,2)-bias); # bias correction # g(:,1)=g(:,1)-bias; # g2(:,1)=g2(:,1)-bias; # gn=trangood(g); # # #mu1o=mu1o-tranproc(bias,gn); # muUStd=tranproc(mu1o+2*mu1oStd,fliplr(gn));# # muLStd=tranproc(mu1o-2*mu1oStd,fliplr(gn));# # else # muLStd=mu1o-2*mu1oStd; # muUStd=mu1o+2*mu1oStd; # end # # if plotflag==2 && length(xn)<10000, # waveplot(xn,[xn(inds,1) muLStd ;xn(inds,1) muUStd ], 6,round(n/3000),[]) # legend('reconstructed','2 stdev') # #axis([770 850 -1 1]) # #axis([1300 1325 -1 1]) # end # y=xn; # toc # # return # # function r=findrwin(xnt,Lm,L) # r=dat2cov(xnt,Lm);#computes ACF # #finding where ACF is less than 2 st. deviations . # # in order to find a better L value # if nargin<3||isempty(L) # L=find(abs(r.R)>2*r.stdev)+1; # if isempty(L), # pab added this check 09.10.2000 # L = Lm; # else # L = min([floor(4/3*L(end)) Lm]); # end # end # win=parzen(2*L-1); # r.R(1:L)=win(L:2*L-1).*r.R(1:L); # r.R(L+1:end)=0; # return def plot_wave(self, sym1='k.', ts=None, sym2='k+', nfig=None, nsub=None, sigma=None, vfact=3): ''' Plots the surface elevation of timeseries. Parameters ---------- sym1, sym2 : string plot symbol and color for data and ts, respectively (see PLOT) (default 'k.' and 'k+') ts : TimeSeries or TurningPoints object to overplot data. default zero-separated troughs and crests. nsub : scalar integer Number of subplots in each figure. By default nsub is such that there are about 20 mean down crossing waves in each subplot. If nfig is not given and nsub is larger than 6 then nsub is changed to nsub=min(6,ceil(nsub/nfig)) nfig : scalar integer Number of figures. By default nfig=ceil(Nsub/6). sigma : real scalar standard deviation of data. vfact : real scalar how large in stdev the vertical scale should be (default 3) Example ------- Plot x1 with red lines and mark troughs and crests with blue circles. >>> import wafo >>> x = wafo.data.sea() >>> ts150 = wafo.objects.mat2timeseries(x[:150,:]) h = ts150.plot_wave('r-', sym2='bo') See also -------- findtc, plot ''' nw = 20 tn = self.args xn = self.data.ravel() indmiss = isnan(xn) # indices to missing points indg = where(1 - indmiss)[0] if ts is None: tc_ix = findtc(xn[indg], 0, 'tw')[0] xn2 = xn[tc_ix] tn2 = tn[tc_ix] else: xn2 = ts.data tn2 = ts.args if sigma is None: sigma = xn[indg].std() if nsub is None: # about Nw mdc waves in each plot nsub = int(len(xn2) / (2 * nw)) + 1 if nfig is None: nfig = int(ceil(nsub / 6)) nsub = min(6, int(ceil(nsub / nfig))) n = len(xn) Ns = int(n / (nfig * nsub)) ind = r_[0:Ns] if all(xn >= 0): vscale = [0, 2 * sigma * vfact] # @UnusedVariable else: vscale = array([-1, 1]) * vfact * sigma # @UnusedVariable XlblTxt = 'Time [sec]' dT = 1 timespan = tn[ind[-1]] - tn[ind[0]] if abs(timespan) > 18000: # more than 5 hours dT = 1 / (60 * 60) XlblTxt = 'Time (hours)' elif abs(timespan) > 300: # more than 5 minutes dT = 1 / 60 XlblTxt = 'Time (minutes)' if np.max(abs(xn[indg])) > 5 * sigma: XlblTxt = XlblTxt + ' (Spurious data since max > 5 std.)' plot = plotbackend.plot subplot = plotbackend.subplot figs = [] for unused_iz in range(nfig): figs.append(plotbackend.figure()) plotbackend.title('Surface elevation from mean water level (MWL).') for ix in range(nsub): if nsub > 1: subplot(nsub, 1, ix) h_scale = array([tn[ind[0]], tn[ind[-1]]]) ind2 = where((h_scale[0] <= tn2) & (tn2 <= h_scale[1]))[0] plot(tn[ind] * dT, xn[ind], sym1) if len(ind2) > 0: plot(tn2[ind2] * dT, xn2[ind2], sym2) plot(h_scale * dT, [0, 0], 'k-') # plotbackend.axis([h_scale*dT, v_scale]) for iy in [-2, 2]: plot(h_scale * dT, iy * sigma * ones(2), ':') ind = ind + Ns plotbackend.xlabel(XlblTxt) return figs def plot_sp_wave(self, wave_idx_, *args, **kwds): """ Plot specified wave(s) from timeseries Parameters ---------- wave_idx : integer vector of indices to waves we want to plot, i.e., wave numbers. tz_idx : integer vector of indices to the beginning, middle and end of defining wave, i.e. for zero-downcrossing waves, indices to zerocrossings (default trough2trough wave) Examples -------- Plot waves nr. 6,7,8 and waves nr. 12,13,...,17 >>> import wafo >>> x = wafo.data.sea() >>> ts = wafo.objects.mat2timeseries(x[0:500,...]) h = ts.plot_sp_wave(np.r_[6:9,12:18]) See also -------- plot_wave, findtc """ wave_idx = atleast_1d(wave_idx_).flatten() tz_idx = kwds.pop('tz_idx', None) if tz_idx is None: # finding trough to trough waves unused_tc_ind, tz_idx = findtc(self.data, 0, 'tw') dw = nonzero(abs(diff(wave_idx)) > 1)[0] Nsub = dw.size + 1 Nwp = zeros(Nsub, dtype=int) if Nsub > 1: dw = dw + 1 Nwp[Nsub - 1] = wave_idx[-1] - wave_idx[dw[-1]] + 1 wave_idx[dw[-1] + 1:] = -2 for ix in range(Nsub - 2, 1, -2): # of waves pr subplot Nwp[ix] = wave_idx[dw[ix] - 1] - wave_idx[dw[ix - 1]] + 1 wave_idx[dw[ix - 1] + 1:dw[ix]] = -2 Nwp[0] = wave_idx[dw[0] - 1] - wave_idx[0] + 1 wave_idx[1:dw[0]] = -2 wave_idx = wave_idx[wave_idx > -1] else: Nwp[0] = wave_idx[-1] - wave_idx[0] + 1 Nsub = min(6, Nsub) Nfig = int(ceil(Nsub / 6)) Nsub = min(6, int(ceil(Nsub / Nfig))) figs = [] for unused_iy in range(Nfig): figs.append(plotbackend.figure()) for ix in range(Nsub): plotbackend.subplot(Nsub, 1, mod(ix, Nsub) + 1) ind = r_[tz_idx[2 * wave_idx[ix] - 1]:tz_idx[ 2 * wave_idx[ix] + 2 * Nwp[ix] - 1]] # indices to wave plotbackend.plot(self.args[ind], self.data[ind], *args, **kwds) plotbackend.hold('on') xi = [self.args[ind[0]], self.args[ind[-1]]] plotbackend.plot(xi, [0, 0]) if Nwp[ix] == 1: plotbackend.ylabel('Wave %d' % wave_idx[ix]) else: plotbackend.ylabel( 'Wave %d - %d' % (wave_idx[ix], wave_idx[ix] + Nwp[ix] - 1)) plotbackend.xlabel('Time [sec]') # wafostamp return figs def main(): import wafo ts = wafo.objects.mat2timeseries(wafo.data.sea()) _S = ts.tospecdata(method='psd') tp = ts.turning_points() mm = tp.cycle_pairs() lc = mm.level_crossings() lc.plot() T = ts.wave_periods(vh=0.0, pdef='c2c') # @UnusedVariable # main() import wafo.spectrum.models as sm Sj = sm.Jonswap() S = Sj.tospecdata() R = S.tocovdata() x = R.sim(ns=1000, dt=0.2) # @UnusedVariable S.characteristic(['hm0', 'tm02']) ns = 1000 dt = .2 x1 = S.sim(ns, dt=dt) ts = TimeSeries(x1[:, 1], x1[:, 0]) tp = ts.turning_points(0.0) x = np.arange(-2, 2, 0.2) # Plot 2 objects in one call d2 = PlotData(np.sin(x), x, xlab='x', ylab='sin', title='sinus') d0 = d2.copy() d0.data = d0.data * 0.9 d1 = d2.copy() d1.data = d1.data * 1.2 d1.children = [d0] d2.children = [d1] d2.plot() print('Done') def test_docstrings(): import doctest print('Testing docstrings in %s' % __file__) doctest.testmod(optionflags=doctest.NORMALIZE_WHITESPACE) if __name__ == '__main__': test_docstrings() # main() # test_levelcrossings_extrapolate()