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- <h1>Source code for d2o.analyze.fourier</h1><div class="highlight"><pre>
- <span></span><span class="c1"># -*- encoding: utf-8 -*-</span>
- <span class="c1">#</span>
- <span class="c1"># Copyright (c) 2016 Chronos AS</span>
- <span class="c1">#</span>
- <span class="c1"># Authors: Fredrik Stormo, Stefan Remman</span>
- <span class="c1"># Contact: kjetil.karlsen@chronosit.no</span>
- <span class="kn">import</span> <span class="nn">numpy</span> <span class="kn">as</span> <span class="nn">np</span>
- <span class="kn">import</span> <span class="nn">pandas</span> <span class="kn">as</span> <span class="nn">pd</span>
- <div class="viewcode-block" id="fftdf"><a class="viewcode-back" href="../../../d2o.analyze.html#d2o.analyze.fourier.fftdf">[docs]</a><span class="k">def</span> <span class="nf">fftdf</span><span class="p">(</span><span class="n">dataFrame</span><span class="p">,</span> <span class="n">keys</span><span class="o">=</span><span class="s2">"ALL"</span><span class="p">):</span>
- <span class="sd">"""</span>
- <span class="sd"> Does a fast fourier transform on the columns in a dataframe. All columns</span>
- <span class="sd"> need to contain floats except index column.</span>
- <span class="sd"> Parameters</span>
- <span class="sd"> ----------</span>
- <span class="sd"> dataFrame : pd.DataFrame</span>
- <span class="sd"> keys : string or list, default "ALL".</span>
- <span class="sd"> What keys to itterate over in DataFrame.</span>
- <span class="sd"> Returns</span>
- <span class="sd"> -------</span>
- <span class="sd"> fftDF : pd.DataFrame</span>
- <span class="sd"> Data Frame containing the absolute value of the fourier transformation of</span>
- <span class="sd"> the columns in dataFrame.</span>
- <span class="sd"> """</span>
- <span class="n">fftDF</span> <span class="o">=</span> <span class="p">{}</span>
- <span class="n">length</span> <span class="o">=</span> <span class="n">dataFrame</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
- <span class="k">if</span> <span class="n">keys</span> <span class="o">==</span> <span class="s2">"ALL"</span><span class="p">:</span>
- <span class="n">keys</span> <span class="o">=</span> <span class="n">dataFrame</span><span class="o">.</span><span class="n">columns</span><span class="o">.</span><span class="n">values</span><span class="o">.</span><span class="n">tolist</span><span class="p">()</span>
- <span class="k">elif</span> <span class="nb">type</span><span class="p">(</span><span class="n">keys</span><span class="p">)</span> <span class="o">==</span> <span class="nb">str</span><span class="p">:</span>
- <span class="n">keys</span> <span class="o">=</span> <span class="p">[</span><span class="n">keys</span><span class="p">]</span>
- <span class="k">for</span> <span class="n">key</span> <span class="ow">in</span> <span class="n">keys</span><span class="p">:</span>
- <span class="n">transformed</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">fft</span><span class="o">.</span><span class="n">fft</span><span class="p">(</span><span class="n">dataFrame</span><span class="p">[</span><span class="n">key</span><span class="p">]</span><span class="o">.</span><span class="n">values</span><span class="p">)[</span><span class="mi">0</span><span class="p">:</span><span class="n">length</span><span class="o">/</span><span class="mi">2</span><span class="p">]</span>
- <span class="n">fftDF</span><span class="p">[</span><span class="n">key</span><span class="p">]</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">abs</span><span class="p">(</span><span class="n">transformed</span><span class="p">)</span>
- <span class="k">return</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="o">.</span><span class="n">from_dict</span><span class="p">(</span><span class="n">fftDF</span><span class="p">)</span></div>
- <span class="c1">#import of putils need to be worked out diffrently in the test block. does not work now.</span>
- <span class="k">if</span> <span class="n">__name__</span> <span class="o">==</span> <span class="s2">"__main__"</span><span class="p">:</span>
- <span class="kn">import</span> <span class="nn">matplotlib.pyplot</span> <span class="kn">as</span> <span class="nn">plt</span>
- <span class="c1">#import sys</span>
- <span class="c1">#sys.path.append("~/Documents/chronos/clib/utils")</span>
- <span class="c1">#import putils</span>
- <span class="c1">#import imp</span>
- <span class="c1">#imp.load_source("putils", "~/Documents/chronos/clib/utils/putils")</span>
- <span class="c1">#import d2o.utils.putils as putils</span>
- <span class="n">hotel</span> <span class="o">=</span> <span class="s2">"HotelBristol"</span>
- <span class="n">path</span> <span class="o">=</span> <span class="s2">"~/Documents/chronos/d2o-datasett/"</span> <span class="o">+</span> <span class="n">hotel</span> <span class="o">+</span> <span class="s2">".csv"</span>
- <span class="c1">#testFrame = pd.read_csv("~/Documents/chronos/d2o-datasett/BritanniaHotel.csv", sep=";")</span>
- <span class="n">testFrame</span> <span class="o">=</span> <span class="n">pd</span><span class="o">.</span><span class="n">read_csv</span><span class="p">(</span><span class="n">path</span><span class="p">,</span> <span class="n">sep</span><span class="o">=</span><span class="s2">";"</span><span class="p">,</span> <span class="n">index_col</span><span class="o">=</span><span class="s2">"Date"</span><span class="p">)</span>
- <span class="c1"># print testFrame.columns.values.tolist()</span>
- <span class="c1"># testFrameMav = putils.add_mav(testFrame, 10)</span>
- <span class="n">testFrameMav</span> <span class="o">=</span> <span class="n">testFrame</span>
- <span class="c1"># figure = plt.figure()</span>
- <span class="c1"># ax = figure.add_subplot(1, 1 ,1)</span>
- <span class="c1">## ax.plot(testFrameMav["Total_RV_MAV(10)"][365:400].values)</span>
- <span class="c1"># ax.plot(testFrameMav["Total_RV"][365:400].values)</span>
- <span class="c1"># figure.show()</span>
- <span class="c1">#</span>
- <span class="c1"># raw_input("enter: ")</span>
- <span class="c1">#</span>
- <span class="n">length</span> <span class="o">=</span> <span class="n">testFrameMav</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
- <span class="n">index</span> <span class="o">=</span> <span class="n">length</span> <span class="o">-</span> <span class="mi">365</span><span class="o">*</span><span class="mi">2</span>
- <span class="c1"># print length, index</span>
- <span class="n">testFrameMav</span> <span class="o">=</span> <span class="n">testFrameMav</span><span class="o">.</span><span class="n">ix</span><span class="p">[</span><span class="n">index</span><span class="p">:]</span>
- <span class="c1"># print testFrameMav</span>
- <span class="n">otherFrame</span> <span class="o">=</span> <span class="n">fftdf</span><span class="p">(</span><span class="n">testFrameMav</span><span class="p">,</span> <span class="n">keys</span><span class="o">=</span><span class="p">[</span><span class="s2">"Total_RV"</span><span class="p">,</span> <span class="s2">"Total_RN"</span><span class="p">])</span>
- <span class="k">print</span> <span class="n">otherFrame</span>
- <span class="n">fig</span> <span class="o">=</span> <span class="n">plt</span><span class="o">.</span><span class="n">figure</span><span class="p">()</span>
- <span class="n">fig</span><span class="o">.</span><span class="n">suptitle</span><span class="p">(</span><span class="n">hotel</span><span class="p">,</span> <span class="n">fontsize</span><span class="o">=</span><span class="mi">20</span><span class="p">)</span>
- <span class="n">ax</span> <span class="o">=</span> <span class="n">fig</span><span class="o">.</span><span class="n">add_subplot</span><span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">)</span>
- <span class="n">ax</span><span class="o">.</span><span class="n">plot</span><span class="p">(</span><span class="n">otherFrame</span><span class="p">[</span><span class="s2">"Total_RV"</span><span class="p">][:</span><span class="o">-</span><span class="n">otherFrame</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">/</span><span class="mi">2</span><span class="p">],</span> <span class="n">label</span><span class="o">=</span><span class="s2">"Total_RV"</span><span class="p">)</span>
- <span class="c1"># ax.plot(otherFrame["Total_RV_MAV(10)"][:-otherFrame.shape[0]/2], label="MAV")</span>
- <span class="n">ax</span><span class="o">.</span><span class="n">grid</span><span class="p">(</span><span class="n">b</span><span class="o">=</span><span class="bp">True</span><span class="p">)</span>
- <span class="n">ax</span><span class="o">.</span><span class="n">legend</span><span class="p">()</span>
- <span class="n">fig</span><span class="o">.</span><span class="n">show</span><span class="p">()</span>
- <span class="c1">#testFrame.plot()</span>
- <span class="nb">raw_input</span><span class="p">(</span><span class="s2">"something"</span><span class="p">)</span>
- </pre></div>
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