File size: 16,095 Bytes
6cf19f1
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
import warnings

import numpy as np
from scipy.linalg import eig
from scipy.special import comb
from scipy.signal import convolve

__all__ = ['daub', 'qmf', 'cascade', 'morlet', 'ricker', 'morlet2', 'cwt']


_msg="""scipy.signal.%s is deprecated in SciPy 1.12 and will be removed
in SciPy 1.15. We recommend using PyWavelets instead.
"""


def daub(p):
    """
    The coefficients for the FIR low-pass filter producing Daubechies wavelets.

    .. deprecated:: 1.12.0

        scipy.signal.daub is deprecated in SciPy 1.12 and will be removed
        in SciPy 1.15. We recommend using PyWavelets instead.

    p>=1 gives the order of the zero at f=1/2.
    There are 2p filter coefficients.

    Parameters
    ----------
    p : int
        Order of the zero at f=1/2, can have values from 1 to 34.

    Returns
    -------
    daub : ndarray
        Return

    """
    warnings.warn(_msg % 'daub', DeprecationWarning, stacklevel=2)

    sqrt = np.sqrt
    if p < 1:
        raise ValueError("p must be at least 1.")
    if p == 1:
        c = 1 / sqrt(2)
        return np.array([c, c])
    elif p == 2:
        f = sqrt(2) / 8
        c = sqrt(3)
        return f * np.array([1 + c, 3 + c, 3 - c, 1 - c])
    elif p == 3:
        tmp = 12 * sqrt(10)
        z1 = 1.5 + sqrt(15 + tmp) / 6 - 1j * (sqrt(15) + sqrt(tmp - 15)) / 6
        z1c = np.conj(z1)
        f = sqrt(2) / 8
        d0 = np.real((1 - z1) * (1 - z1c))
        a0 = np.real(z1 * z1c)
        a1 = 2 * np.real(z1)
        return f / d0 * np.array([a0, 3 * a0 - a1, 3 * a0 - 3 * a1 + 1,
                                  a0 - 3 * a1 + 3, 3 - a1, 1])
    elif p < 35:
        # construct polynomial and factor it
        if p < 35:
            P = [comb(p - 1 + k, k, exact=1) for k in range(p)][::-1]
            yj = np.roots(P)
        else:  # try different polynomial --- needs work
            P = [comb(p - 1 + k, k, exact=1) / 4.0**k
                 for k in range(p)][::-1]
            yj = np.roots(P) / 4
        # for each root, compute two z roots, select the one with |z|>1
        # Build up final polynomial
        c = np.poly1d([1, 1])**p
        q = np.poly1d([1])
        for k in range(p - 1):
            yval = yj[k]
            part = 2 * sqrt(yval * (yval - 1))
            const = 1 - 2 * yval
            z1 = const + part
            if (abs(z1)) < 1:
                z1 = const - part
            q = q * [1, -z1]

        q = c * np.real(q)
        # Normalize result
        q = q / np.sum(q) * sqrt(2)
        return q.c[::-1]
    else:
        raise ValueError("Polynomial factorization does not work "
                         "well for p too large.")


def qmf(hk):
    """
    Return high-pass qmf filter from low-pass

    .. deprecated:: 1.12.0

        scipy.signal.qmf is deprecated in SciPy 1.12 and will be removed
        in SciPy 1.15. We recommend using PyWavelets instead.

    Parameters
    ----------
    hk : array_like
        Coefficients of high-pass filter.

    Returns
    -------
    array_like
        High-pass filter coefficients.

    """
    warnings.warn(_msg % 'qmf', DeprecationWarning, stacklevel=2)

    N = len(hk) - 1
    asgn = [{0: 1, 1: -1}[k % 2] for k in range(N + 1)]
    return hk[::-1] * np.array(asgn)


def cascade(hk, J=7):
    """
    Return (x, phi, psi) at dyadic points ``K/2**J`` from filter coefficients.

    .. deprecated:: 1.12.0

        scipy.signal.cascade is deprecated in SciPy 1.12 and will be removed
        in SciPy 1.15. We recommend using PyWavelets instead.

    Parameters
    ----------
    hk : array_like
        Coefficients of low-pass filter.
    J : int, optional
        Values will be computed at grid points ``K/2**J``. Default is 7.

    Returns
    -------
    x : ndarray
        The dyadic points ``K/2**J`` for ``K=0...N * (2**J)-1`` where
        ``len(hk) = len(gk) = N+1``.
    phi : ndarray
        The scaling function ``phi(x)`` at `x`:
        ``phi(x) = sum(hk * phi(2x-k))``, where k is from 0 to N.
    psi : ndarray, optional
        The wavelet function ``psi(x)`` at `x`:
        ``phi(x) = sum(gk * phi(2x-k))``, where k is from 0 to N.
        `psi` is only returned if `gk` is not None.

    Notes
    -----
    The algorithm uses the vector cascade algorithm described by Strang and
    Nguyen in "Wavelets and Filter Banks".  It builds a dictionary of values
    and slices for quick reuse.  Then inserts vectors into final vector at the
    end.

    """
    warnings.warn(_msg % 'cascade', DeprecationWarning, stacklevel=2)

    N = len(hk) - 1

    if (J > 30 - np.log2(N + 1)):
        raise ValueError("Too many levels.")
    if (J < 1):
        raise ValueError("Too few levels.")

    # construct matrices needed
    nn, kk = np.ogrid[:N, :N]
    s2 = np.sqrt(2)
    # append a zero so that take works
    thk = np.r_[hk, 0]
    gk = qmf(hk)
    tgk = np.r_[gk, 0]

    indx1 = np.clip(2 * nn - kk, -1, N + 1)
    indx2 = np.clip(2 * nn - kk + 1, -1, N + 1)
    m = np.empty((2, 2, N, N), 'd')
    m[0, 0] = np.take(thk, indx1, 0)
    m[0, 1] = np.take(thk, indx2, 0)
    m[1, 0] = np.take(tgk, indx1, 0)
    m[1, 1] = np.take(tgk, indx2, 0)
    m *= s2

    # construct the grid of points
    x = np.arange(0, N * (1 << J), dtype=float) / (1 << J)
    phi = 0 * x

    psi = 0 * x

    # find phi0, and phi1
    lam, v = eig(m[0, 0])
    ind = np.argmin(np.absolute(lam - 1))
    # a dictionary with a binary representation of the
    #   evaluation points x < 1 -- i.e. position is 0.xxxx
    v = np.real(v[:, ind])
    # need scaling function to integrate to 1 so find
    #  eigenvector normalized to sum(v,axis=0)=1
    sm = np.sum(v)
    if sm < 0:  # need scaling function to integrate to 1
        v = -v
        sm = -sm
    bitdic = {'0': v / sm}
    bitdic['1'] = np.dot(m[0, 1], bitdic['0'])
    step = 1 << J
    phi[::step] = bitdic['0']
    phi[(1 << (J - 1))::step] = bitdic['1']
    psi[::step] = np.dot(m[1, 0], bitdic['0'])
    psi[(1 << (J - 1))::step] = np.dot(m[1, 1], bitdic['0'])
    # descend down the levels inserting more and more values
    #  into bitdic -- store the values in the correct location once we
    #  have computed them -- stored in the dictionary
    #  for quicker use later.
    prevkeys = ['1']
    for level in range(2, J + 1):
        newkeys = ['%d%s' % (xx, yy) for xx in [0, 1] for yy in prevkeys]
        fac = 1 << (J - level)
        for key in newkeys:
            # convert key to number
            num = 0
            for pos in range(level):
                if key[pos] == '1':
                    num += (1 << (level - 1 - pos))
            pastphi = bitdic[key[1:]]
            ii = int(key[0])
            temp = np.dot(m[0, ii], pastphi)
            bitdic[key] = temp
            phi[num * fac::step] = temp
            psi[num * fac::step] = np.dot(m[1, ii], pastphi)
        prevkeys = newkeys

    return x, phi, psi


def morlet(M, w=5.0, s=1.0, complete=True):
    """
    Complex Morlet wavelet.

    .. deprecated:: 1.12.0

        scipy.signal.morlet is deprecated in SciPy 1.12 and will be removed
        in SciPy 1.15. We recommend using PyWavelets instead.

    Parameters
    ----------
    M : int
        Length of the wavelet.
    w : float, optional
        Omega0. Default is 5
    s : float, optional
        Scaling factor, windowed from ``-s*2*pi`` to ``+s*2*pi``. Default is 1.
    complete : bool, optional
        Whether to use the complete or the standard version.

    Returns
    -------
    morlet : (M,) ndarray

    See Also
    --------
    morlet2 : Implementation of Morlet wavelet, compatible with `cwt`.
    scipy.signal.gausspulse

    Notes
    -----
    The standard version::

        pi**-0.25 * exp(1j*w*x) * exp(-0.5*(x**2))

    This commonly used wavelet is often referred to simply as the
    Morlet wavelet.  Note that this simplified version can cause
    admissibility problems at low values of `w`.

    The complete version::

        pi**-0.25 * (exp(1j*w*x) - exp(-0.5*(w**2))) * exp(-0.5*(x**2))

    This version has a correction
    term to improve admissibility. For `w` greater than 5, the
    correction term is negligible.

    Note that the energy of the return wavelet is not normalised
    according to `s`.

    The fundamental frequency of this wavelet in Hz is given
    by ``f = 2*s*w*r / M`` where `r` is the sampling rate.

    Note: This function was created before `cwt` and is not compatible
    with it.

    Examples
    --------
    >>> from scipy import signal
    >>> import matplotlib.pyplot as plt

    >>> M = 100
    >>> s = 4.0
    >>> w = 2.0
    >>> wavelet = signal.morlet(M, s, w)
    >>> plt.plot(wavelet.real, label="real")
    >>> plt.plot(wavelet.imag, label="imag")
    >>> plt.legend()
    >>> plt.show()

    """
    warnings.warn(_msg % 'morlet', DeprecationWarning, stacklevel=2)

    x = np.linspace(-s * 2 * np.pi, s * 2 * np.pi, M)
    output = np.exp(1j * w * x)

    if complete:
        output -= np.exp(-0.5 * (w**2))

    output *= np.exp(-0.5 * (x**2)) * np.pi**(-0.25)

    return output


def ricker(points, a):
    """
    Return a Ricker wavelet, also known as the "Mexican hat wavelet".

    .. deprecated:: 1.12.0

        scipy.signal.ricker is deprecated in SciPy 1.12 and will be removed
        in SciPy 1.15. We recommend using PyWavelets instead.

    It models the function:

        ``A * (1 - (x/a)**2) * exp(-0.5*(x/a)**2)``,

    where ``A = 2/(sqrt(3*a)*(pi**0.25))``.

    Parameters
    ----------
    points : int
        Number of points in `vector`.
        Will be centered around 0.
    a : scalar
        Width parameter of the wavelet.

    Returns
    -------
    vector : (N,) ndarray
        Array of length `points` in shape of ricker curve.

    Examples
    --------
    >>> from scipy import signal
    >>> import matplotlib.pyplot as plt

    >>> points = 100
    >>> a = 4.0
    >>> vec2 = signal.ricker(points, a)
    >>> print(len(vec2))
    100
    >>> plt.plot(vec2)
    >>> plt.show()

    """
    warnings.warn(_msg % 'ricker', DeprecationWarning, stacklevel=2)
    return _ricker(points, a)


def _ricker(points, a):
    A = 2 / (np.sqrt(3 * a) * (np.pi**0.25))
    wsq = a**2
    vec = np.arange(0, points) - (points - 1.0) / 2
    xsq = vec**2
    mod = (1 - xsq / wsq)
    gauss = np.exp(-xsq / (2 * wsq))
    total = A * mod * gauss
    return total


def morlet2(M, s, w=5):
    """
    Complex Morlet wavelet, designed to work with `cwt`.

    .. deprecated:: 1.12.0

        scipy.signal.morlet2 is deprecated in SciPy 1.12 and will be removed
        in SciPy 1.15. We recommend using PyWavelets instead.

    Returns the complete version of morlet wavelet, normalised
    according to `s`::

        exp(1j*w*x/s) * exp(-0.5*(x/s)**2) * pi**(-0.25) * sqrt(1/s)

    Parameters
    ----------
    M : int
        Length of the wavelet.
    s : float
        Width parameter of the wavelet.
    w : float, optional
        Omega0. Default is 5

    Returns
    -------
    morlet : (M,) ndarray

    See Also
    --------
    morlet : Implementation of Morlet wavelet, incompatible with `cwt`

    Notes
    -----

    .. versionadded:: 1.4.0

    This function was designed to work with `cwt`. Because `morlet2`
    returns an array of complex numbers, the `dtype` argument of `cwt`
    should be set to `complex128` for best results.

    Note the difference in implementation with `morlet`.
    The fundamental frequency of this wavelet in Hz is given by::

        f = w*fs / (2*s*np.pi)

    where ``fs`` is the sampling rate and `s` is the wavelet width parameter.
    Similarly we can get the wavelet width parameter at ``f``::

        s = w*fs / (2*f*np.pi)

    Examples
    --------
    >>> import numpy as np
    >>> from scipy import signal
    >>> import matplotlib.pyplot as plt

    >>> M = 100
    >>> s = 4.0
    >>> w = 2.0
    >>> wavelet = signal.morlet2(M, s, w)
    >>> plt.plot(abs(wavelet))
    >>> plt.show()

    This example shows basic use of `morlet2` with `cwt` in time-frequency
    analysis:

    >>> t, dt = np.linspace(0, 1, 200, retstep=True)
    >>> fs = 1/dt
    >>> w = 6.
    >>> sig = np.cos(2*np.pi*(50 + 10*t)*t) + np.sin(40*np.pi*t)
    >>> freq = np.linspace(1, fs/2, 100)
    >>> widths = w*fs / (2*freq*np.pi)
    >>> cwtm = signal.cwt(sig, signal.morlet2, widths, w=w)
    >>> plt.pcolormesh(t, freq, np.abs(cwtm), cmap='viridis', shading='gouraud')
    >>> plt.show()

    """
    warnings.warn(_msg % 'morlet2', DeprecationWarning, stacklevel=2)

    x = np.arange(0, M) - (M - 1.0) / 2
    x = x / s
    wavelet = np.exp(1j * w * x) * np.exp(-0.5 * x**2) * np.pi**(-0.25)
    output = np.sqrt(1/s) * wavelet
    return output


def cwt(data, wavelet, widths, dtype=None, **kwargs):
    """
    Continuous wavelet transform.

    .. deprecated:: 1.12.0

        scipy.signal.cwt is deprecated in SciPy 1.12 and will be removed
        in SciPy 1.15. We recommend using PyWavelets instead.

    Performs a continuous wavelet transform on `data`,
    using the `wavelet` function. A CWT performs a convolution
    with `data` using the `wavelet` function, which is characterized
    by a width parameter and length parameter. The `wavelet` function
    is allowed to be complex.

    Parameters
    ----------
    data : (N,) ndarray
        data on which to perform the transform.
    wavelet : function
        Wavelet function, which should take 2 arguments.
        The first argument is the number of points that the returned vector
        will have (len(wavelet(length,width)) == length).
        The second is a width parameter, defining the size of the wavelet
        (e.g. standard deviation of a gaussian). See `ricker`, which
        satisfies these requirements.
    widths : (M,) sequence
        Widths to use for transform.
    dtype : data-type, optional
        The desired data type of output. Defaults to ``float64`` if the
        output of `wavelet` is real and ``complex128`` if it is complex.

        .. versionadded:: 1.4.0

    kwargs
        Keyword arguments passed to wavelet function.

        .. versionadded:: 1.4.0

    Returns
    -------
    cwt: (M, N) ndarray
        Will have shape of (len(widths), len(data)).

    Notes
    -----

    .. versionadded:: 1.4.0

    For non-symmetric, complex-valued wavelets, the input signal is convolved
    with the time-reversed complex-conjugate of the wavelet data [1].

    ::

        length = min(10 * width[ii], len(data))
        cwt[ii,:] = signal.convolve(data, np.conj(wavelet(length, width[ii],
                                        **kwargs))[::-1], mode='same')

    References
    ----------
    .. [1] S. Mallat, "A Wavelet Tour of Signal Processing (3rd Edition)",
        Academic Press, 2009.

    Examples
    --------
    >>> import numpy as np
    >>> from scipy import signal
    >>> import matplotlib.pyplot as plt
    >>> t = np.linspace(-1, 1, 200, endpoint=False)
    >>> sig  = np.cos(2 * np.pi * 7 * t) + signal.gausspulse(t - 0.4, fc=2)
    >>> widths = np.arange(1, 31)
    >>> cwtmatr = signal.cwt(sig, signal.ricker, widths)

    .. note:: For cwt matrix plotting it is advisable to flip the y-axis

    >>> cwtmatr_yflip = np.flipud(cwtmatr)
    >>> plt.imshow(cwtmatr_yflip, extent=[-1, 1, 1, 31], cmap='PRGn', aspect='auto',
    ...            vmax=abs(cwtmatr).max(), vmin=-abs(cwtmatr).max())
    >>> plt.show()
    """
    warnings.warn(_msg % 'cwt', DeprecationWarning, stacklevel=2)
    return _cwt(data, wavelet, widths, dtype, **kwargs)


def _cwt(data, wavelet, widths, dtype=None, **kwargs):
    # Determine output type
    if dtype is None:
        if np.asarray(wavelet(1, widths[0], **kwargs)).dtype.char in 'FDG':
            dtype = np.complex128
        else:
            dtype = np.float64

    output = np.empty((len(widths), len(data)), dtype=dtype)
    for ind, width in enumerate(widths):
        N = np.min([10 * width, len(data)])
        wavelet_data = np.conj(wavelet(N, width, **kwargs)[::-1])
        output[ind] = convolve(data, wavelet_data, mode='same')
    return output