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  128.   <h1>Source code for d2o.analyze.fourier</h1><div class="highlight"><pre>
    129. 

  129. <span></span><span class="c1"># -*- encoding: utf-8 -*-</span>
    130. 

  130. <span class="c1">#</span>
    131. 

  131. <span class="c1"># Copyright (c) 2016 Chronos AS</span>
    132. 

  132. <span class="c1">#</span>
    133. 

  133. <span class="c1"># Authors: Fredrik Stormo, Stefan Remman</span>
    134. 

  134. <span class="c1"># Contact: kjetil.karlsen@chronosit.no</span>
    135. 

  135. 

  136. <span class="kn">import</span> <span class="nn">numpy</span> <span class="kn">as</span> <span class="nn">np</span>
    137. 

  137. <span class="kn">import</span> <span class="nn">pandas</span> <span class="kn">as</span> <span class="nn">pd</span>
    138. 

  138. 

  139. <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">&quot;ALL&quot;</span><span class="p">):</span>
    140. 

  140.   <span class="sd">&quot;&quot;&quot;</span>
    141. 

  141. <span class="sd">  Does a fast fourier transform on the columns in a dataframe. All columns</span>
    142. 

  142. <span class="sd">  need to contain floats except index column.</span>
    143. 

  143. 

  144. <span class="sd">  Parameters</span>
    145. 

  145. <span class="sd">  ----------</span>
    146. 

  146. <span class="sd">  dataFrame : pd.DataFrame</span>
    147. 

  147. 

  148. <span class="sd">  keys : string or list, default &quot;ALL&quot;.</span>
    149. 

  149. <span class="sd">    What keys to itterate over in DataFrame.</span>
    150. 

  150. 

  151. <span class="sd">  Returns</span>
    152. 

  152. <span class="sd">  -------</span>
    153. 

  153. <span class="sd">  fftDF : pd.DataFrame</span>
    154. 

  154. <span class="sd">    Data Frame containing the absolute value of the fourier transformation of</span>
    155. 

  155. <span class="sd">    the columns in dataFrame.</span>
    156. 

  156. <span class="sd">  &quot;&quot;&quot;</span>
    157. 

  157.   <span class="n">fftDF</span> <span class="o">=</span> <span class="p">{}</span>
    158. 

  158.   <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>
    159. 

  159.   <span class="k">if</span> <span class="n">keys</span> <span class="o">==</span> <span class="s2">&quot;ALL&quot;</span><span class="p">:</span>
    160. 

  160.     <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>
    161. 

  161.   <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>
    162. 

  162.     <span class="n">keys</span> <span class="o">=</span> <span class="p">[</span><span class="n">keys</span><span class="p">]</span>
    163. 

  163.   <span class="k">for</span> <span class="n">key</span> <span class="ow">in</span> <span class="n">keys</span><span class="p">:</span>
    164. 

  164.     <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>
    165. 

  165.     <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>
    166. 

  166. 

  167.   <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>
    168. 

  168. 

  169. 

  170. <span class="c1">#import of putils need to be worked out diffrently in the test block. does not work now.</span>
    171. 

  171. <span class="k">if</span> <span class="n">__name__</span> <span class="o">==</span> <span class="s2">&quot;__main__&quot;</span><span class="p">:</span>
    172. 

  172.   <span class="kn">import</span> <span class="nn">matplotlib.pyplot</span> <span class="kn">as</span> <span class="nn">plt</span>
    173. 

  173. 

  174.   <span class="c1">#import sys</span>
    175. 

  175.   <span class="c1">#sys.path.append(&quot;~/Documents/chronos/clib/utils&quot;)</span>
    176. 

  176.   <span class="c1">#import putils</span>
    177. 

  177.   <span class="c1">#import imp</span>
    178. 

  178.   <span class="c1">#imp.load_source(&quot;putils&quot;, &quot;~/Documents/chronos/clib/utils/putils&quot;)</span>
    179. 

  179.   <span class="c1">#import d2o.utils.putils as putils</span>
    180. 

  180. 

  181.   <span class="n">hotel</span> <span class="o">=</span> <span class="s2">&quot;HotelBristol&quot;</span>
    182. 

  182.   <span class="n">path</span> <span class="o">=</span> <span class="s2">&quot;~/Documents/chronos/d2o-datasett/&quot;</span> <span class="o">+</span> <span class="n">hotel</span> <span class="o">+</span> <span class="s2">&quot;.csv&quot;</span>
    183. 

  183. 

  184.   <span class="c1">#testFrame = pd.read_csv(&quot;~/Documents/chronos/d2o-datasett/BritanniaHotel.csv&quot;, sep=&quot;;&quot;)</span>
    185. 

  185.   <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">&quot;;&quot;</span><span class="p">,</span> <span class="n">index_col</span><span class="o">=</span><span class="s2">&quot;Date&quot;</span><span class="p">)</span>
    186. 

  186. 

  187. <span class="c1">#  print testFrame.columns.values.tolist()</span>
    188. 

  188. 

  189. <span class="c1">#  testFrameMav = putils.add_mav(testFrame, 10)</span>
    190. 

  190.   <span class="n">testFrameMav</span> <span class="o">=</span> <span class="n">testFrame</span>
    191. 

  191. 

  192. <span class="c1">#  figure = plt.figure()</span>
    193. 

  193. <span class="c1">#  ax = figure.add_subplot(1, 1 ,1)</span>
    194. 

  194. <span class="c1">##  ax.plot(testFrameMav[&quot;Total_RV_MAV(10)&quot;][365:400].values)</span>
    195. 

  195. <span class="c1">#  ax.plot(testFrameMav[&quot;Total_RV&quot;][365:400].values)</span>
    196. 

  196. <span class="c1">#  figure.show()</span>
    197. 

  197. <span class="c1">#</span>
    198. 

  198. <span class="c1">#  raw_input(&quot;enter: &quot;)</span>
    199. 

  199. <span class="c1">#</span>
    200. 

  200. 

  201.   <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>
    202. 

  202.   <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>
    203. 

  203. <span class="c1">#  print length, index</span>
    204. 

  204.   <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>
    205. 

  205. <span class="c1">#  print testFrameMav</span>
    206. 

  206.   <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">&quot;Total_RV&quot;</span><span class="p">,</span> <span class="s2">&quot;Total_RN&quot;</span><span class="p">])</span>
    207. 

  207.   <span class="k">print</span> <span class="n">otherFrame</span>
    208. 

  208. 

  209.   <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>
    210. 

  210.   <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>
    211. 

  211.   <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>
    212. 

  212.   <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">&quot;Total_RV&quot;</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">&quot;Total_RV&quot;</span><span class="p">)</span>
    213. 

  213. <span class="c1">#  ax.plot(otherFrame[&quot;Total_RV_MAV(10)&quot;][:-otherFrame.shape[0]/2], label=&quot;MAV&quot;)</span>
    214. 

  214.   <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>
    215. 

  215.   <span class="n">ax</span><span class="o">.</span><span class="n">legend</span><span class="p">()</span>
    216. 

  216. 

  217.   <span class="n">fig</span><span class="o">.</span><span class="n">show</span><span class="p">()</span>
    218. 

  218. 

  219.   <span class="c1">#testFrame.plot()</span>
    220. 

  220. 

  221.   <span class="nb">raw_input</span><span class="p">(</span><span class="s2">&quot;something&quot;</span><span class="p">)</span>
    222. 

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