import wafo.plotbackend.plotbackend as plt import numpy as np # pyreport -o chapter2.html chapter2.py #! CHAPTER2 Modelling random loads and stochastic waves #!======================================================= #! #! Chapter2 contains the commands used in Chapter 2 of the tutorial and #! present some tools for analysis of random functions with #! respect to their correlation, spectral and distributional properties. #! The presentation is divided into three examples: #! #! Example1 is devoted to estimation of different parameters in the model. #! Example2 deals with spectral densities and #! Example3 presents the use of WAFO to simulate samples of a Gaussian #! process. #! #! Some of the commands are edited for fast computation. #! #! Section 2.1 Introduction and preliminary analysis #!==================================================== #! Example 1: Sea data #!---------------------- #! Observed crossings compared to the expected for Gaussian signals import wafo import wafo.objects as wo xx = wafo.data.sea() me = xx[:, 1].mean() sa = xx[:, 1].std() xx[:, 1] -= me ts = wo.mat2timeseries(xx) tp = ts.turning_points() cc = tp.cycle_pairs() lc = cc.level_crossings() lc.plot() plt.show() #! Average number of upcrossings per time unit #!---------------------------------------------- #! Next we compute the mean frequency as the average number of upcrossings #! per time unit of the mean level (= 0); this may require interpolation in the #! crossing intensity curve, as follows. T = xx[:, 0].max() - xx[:, 0].min() f0 = np.interp(0, lc.args, lc.data, 0) / T # zero up-crossing frequency print('f0 = %g' % f0) #! Turningpoints and irregularity factor #!---------------------------------------- fm = len(tp.data) / (2 * T) # frequency of maxima alfa = f0 / fm # approx Tm24/Tm02 print('fm = %g, alpha = %g, ' % (fm, alfa)) #! Visually examine data #!------------------------ #! We finish this section with some remarks about the quality #! of the measured data. Especially sea surface measurements can be #! of poor quality. We shall now check the quality of the dataset {\tt xx}. #! It is always good practice to visually examine the data #! before the analysis to get an impression of the quality, #! non-linearities and narrow-bandedness of the data. #! First we shall plot the data and zoom in on a specific region. #! A part of sea data is visualized with the following commands plt.clf() ts.plot_wave('k-', tp, '*', nfig=1, nsub=1) plt.axis([0, 2, -2, 2]) plt.show() #! Finding possible spurious points #!------------------------------------ #! However, if the amount of data is too large for visual examinations one #! could use the following criteria to find possible spurious points. One #! must be careful using the criteria for extremevalue analysis, because #! it might remove extreme waves that are OK and not spurious. import wafo.misc as wm dt = ts.sampling_period() # dt = np.diff(xx[:2,0]) dcrit = 5 * dt ddcrit = 9.81 / 2 * dt * dt zcrit = 0 inds, indg = wm.findoutliers(ts.data, zcrit, dcrit, ddcrit, verbose=True) #! Section 2.2 Frequency Modeling of Load Histories #!---------------------------------------------------- #! Periodogram: Raw spectrum #! plt.clf() Lmax = 9500 S = ts.tospecdata(L=Lmax) S.plot() plt.axis([0, 5, 0, 0.7]) plt.show() #! Calculate moments #!------------------- mom, text = S.moment(nr=4) print('sigma = %g, m0 = %g' % (sa, np.sqrt(mom[0]))) #! Section 2.2.1 Random functions in Spectral Domain - Gaussian processes #!-------------------------------------------------------------------------- #! Smoothing of spectral estimate #!---------------------------------- #! By decreasing Lmax the spectrum estimate becomes smoother. plt.clf() Lmax0 = 200 Lmax1 = 50 S1 = ts.tospecdata(L=Lmax0) S2 = ts.tospecdata(L=Lmax1) S1.plot('-.') S2.plot() plt.show() #! Estimated autocovariance #!---------------------------- #! Obviously knowing the spectrum one can compute the covariance #! function. The following code will compute the covariance for the #! unimodal spectral density S1 and compare it with estimated #! covariance of the signal xx. plt.clf() Lmax = 85 R1 = S1.tocovdata(nr=1) Rest = ts.tocovdata(lag=Lmax) R1.plot('.') Rest.plot() plt.axis([0, 25, -0.1, 0.25]) plt.show() #! We can see in Figure below that the covariance function corresponding to #! the spectral density S2 significantly differs from the one estimated #! directly from data. #! It can be seen in Figure above that the covariance corresponding to S1 #! agrees much better with the estimated covariance function plt.clf() R2 = S2.tocovdata(nr=1) R2.plot('.') Rest.plot() plt.show() #! Section 2.2.2 Transformed Gaussian models #!------------------------------------------- #! We begin with computing skewness and kurtosis #! for the data set xx and compare it with the second order wave approximation #! proposed by Winterstein: import wafo.stats as ws rho3 = ws.skew(xx[:, 1]) rho4 = ws.kurtosis(xx[:, 1]) sk, ku = S1.stats_nl(moments='sk') #! Comparisons of 3 transformations plt.clf() import wafo.transform.models as wtm gh = wtm.TrHermite(mean=me, sigma=sa, skew=sk, kurt=ku).trdata() g = wtm.TrLinear(mean=me, sigma=sa).trdata() # Linear transformation glc, gemp = lc.trdata(mean=me, sigma=sa) glc.plot('b-') # Transf. estimated from level-crossings gh.plot('b-.') # Hermite Transf. estimated from moments g.plot('r') plt.grid('on') plt.show() #! Test Gaussianity of a stochastic process #!------------------------------------------ #! TESTGAUSSIAN simulates e(g(u)-u) = int (g(u)-u)^2 du for Gaussian processes #! given the spectral density, S. The result is plotted if test0 is given. #! This is useful for testing if the process X(t) is Gaussian. #! If 95% of TEST1 is less than TEST0 then X(t) is not Gaussian at a 5% level. #! #! As we see from the figure below: none of the simulated values of test1 is #! above 1.00. Thus the data significantly departs from a Gaussian distribution. plt.clf() test0 = glc.dist2gauss() #! the following test takes time N = len(xx) test1 = S1.testgaussian(ns=N, cases=50, test0=test0) is_gaussian = sum(test1 > test0) > 5 print(is_gaussian) plt.show() #! Normalplot of data xx #!------------------------ #! indicates that the underlying distribution has a "heavy" upper tail and a #! "light" lower tail. plt.clf() import pylab ws.probplot(ts.data.ravel(), dist='norm', plot=pylab) plt.show() #! Section 2.2.3 Spectral densities of sea data #!----------------------------------------------- #! Example 2: Different forms of spectra #! import wafo.spectrum.models as wsm plt.clf() Hm0 = 7 Tp = 11 spec = wsm.Jonswap(Hm0=Hm0, Tp=Tp).tospecdata() spec.plot() plt.show() #! Directional spectrum and Encountered directional spectrum #! Directional spectrum plt.clf() D = wsm.Spreading('cos2s') Sd = D.tospecdata2d(spec) Sd.plot() plt.show() ##!Encountered directional spectrum ##!--------------------------------- #clf() #Se = spec2spec(Sd,'encdir',0,10); #plotspec(Se), hold on #plotspec(Sd,1,'--'), hold off ##!wafostamp('','(ER)') #disp('Block = 17'),pause(pstate) # ##!#! Frequency spectra #clf #Sd1 =spec2spec(Sd,'freq'); #Sd2 = spec2spec(Se,'enc'); #plotspec(spec), hold on #plotspec(Sd1,1,'.'), #plotspec(Sd2), ##!wafostamp('','(ER)') #hold off #disp('Block = 18'),pause(pstate) # ##!#! Wave number spectrum #clf #Sk = spec2spec(spec,'k1d') #Skd = spec2spec(Sd,'k1d') #plotspec(Sk), hold on #plotspec(Skd,1,'--'), hold off ##!wafostamp('','(ER)') #disp('Block = 19'),pause(pstate) # ##!#! Effect of waterdepth on spectrum #clf #plotspec(spec,1,'--'), hold on #S20 = spec; #S20.S = S20.S.*phi1(S20.w,20); #S20.h = 20; #plotspec(S20), hold off ##!wafostamp('','(ER)') #disp('Block = 20'),pause(pstate) # ##!#! Section 2.3 Simulation of transformed Gaussian process ##!#! Example 3: Simulation of random sea ##! The reconstruct function replaces the spurious points of seasurface by ##! simulated data on the basis of the remaining data and a transformed Gaussian ##! process. As noted previously one must be careful using the criteria ##! for finding spurious points when reconstructing a dataset, because ##! these criteria might remove the highest and steepest waves as we can see ##! in this plot where the spurious points is indicated with a '+' sign: ##! #clf #[y, grec] = reconstruct(xx,inds); #waveplot(y,'-',xx(inds,:),'+',1,1) #axis([0 inf -inf inf]) ##!wafostamp('','(ER)') #disp('Block = 21'),pause(pstate) # ##! Compare transformation (grec) from reconstructed (y) ##! with original (glc) from (xx) #clf #trplot(g), hold on #plot(gemp(:,1),gemp(:,2)) #plot(glc(:,1),glc(:,2),'-.') #plot(grec(:,1),grec(:,2)), hold off #disp('Block = 22'),pause(pstate) # ##!#! #clf #L = 200; #x = dat2gaus(y,grec); #Sx = dat2spec(x,L); #disp('Block = 23'),pause(pstate) # ##!#! #clf #dt = spec2dt(Sx) #Ny = fix(2*60/dt) #! = 2 minutes #Sx.tr = grec; #ysim = spec2sdat(Sx,Ny); #waveplot(ysim,'-') ##!wafostamp('','(CR)') #disp('Block = 24'),pause(pstate) # #! Estimated spectrum compared to Torsethaugen spectrum #!------------------------------------------------------- plt.clf() fp = 1.1 dw = 0.01 H0 = S1.characteristic('Hm0')[0] St = wsm.Torsethaugen(Hm0=H0,Tp=2*np.pi/fp).tospecdata(np.arange(0,5+dw/2,dw)) S1.plot() St.plot('-.') plt.axis([0, 6, 0, 0.4]) plt.show() #! Transformed Gaussian model compared to Gaussian model #!-------------------------------------------------------- dt = St.sampling_period() va, sk, ku = St.stats_nl(moments='vsk') #sa = sqrt(va) gh = wtm.TrHermite(mean=me, sigma=sa, skew=sk, kurt=ku, ysigma=sa) ysim_t = St.sim(ns=240, dt=0.5) xsim_t = ysim_t.copy() xsim_t[:,1] = gh.gauss2dat(ysim_t[:,1]) ts_y = wo.mat2timeseries(ysim_t) ts_x = wo.mat2timeseries(xsim_t) ts_y.plot_wave(sym1='r.', ts=ts_x, sym2='b', sigma=sa, nsub=5, nfig=1) plt.show()