001/** 002 * Copyright (c) 2011, The University of Southampton and the individual contributors. 003 * All rights reserved. 004 * 005 * Redistribution and use in source and binary forms, with or without modification, 006 * are permitted provided that the following conditions are met: 007 * 008 * * Redistributions of source code must retain the above copyright notice, 009 * this list of conditions and the following disclaimer. 010 * 011 * * Redistributions in binary form must reproduce the above copyright notice, 012 * this list of conditions and the following disclaimer in the documentation 013 * and/or other materials provided with the distribution. 014 * 015 * * Neither the name of the University of Southampton nor the names of its 016 * contributors may be used to endorse or promote products derived from this 017 * software without specific prior written permission. 018 * 019 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND 020 * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED 021 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE 022 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR 023 * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES 024 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; 025 * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON 026 * ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 027 * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 028 * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 029 */ 030package org.openimaj.ml.timeseries.processor; 031 032import org.openimaj.ml.timeseries.processor.interpolation.LinearInterpolationProcessor; 033import org.openimaj.ml.timeseries.series.DoubleTimeSeries; 034 035/** 036 * Calculates a moving average over a specified window in the past such that 037 * 038 * data[t_n] = sum^{m}_{i=1}{data[t_{n-i}} 039 * 040 * This processor returns a value for each time in the underlying time series. 041 * For sensible results, consider interpolating a consistent time span using an 042 * {@link LinearInterpolationProcessor} followed by this processor. 043 * 044 * @author Sina Samangooei (ss@ecs.soton.ac.uk) 045 * 046 */ 047public class GaussianTimeSeriesProcessor implements TimeSeriesProcessor<double[], Double, DoubleTimeSeries> 048{ 049 private double[] kernel; 050 /** 051 * The default number of sigmas at which the Gaussian function is truncated 052 * when building a kernel 053 */ 054 public static final double DEFAULT_GAUSS_TRUNCATE = 4.0d; 055 056 /** 057 * @param sigma 058 * the sigma of the guassian function 059 */ 060 public GaussianTimeSeriesProcessor(double sigma) { 061 this.kernel = makeKernel(sigma, DEFAULT_GAUSS_TRUNCATE); 062 } 063 064 /** 065 * Construct a zero-mean Gaussian with the specified standard deviation. 066 * 067 * @param sigma 068 * the standard deviation of the Gaussian 069 * @param truncate 070 * the number of sigmas from the centre at which to truncate the 071 * Gaussian 072 * @return an array representing a Gaussian function 073 */ 074 public static double[] makeKernel(double sigma, double truncate) { 075 if (sigma == 0) 076 return new double[] { 1f }; 077 // The kernel is truncated at truncate sigmas from center. 078 int ksize = (int) (2.0f * truncate * sigma + 1.0f); 079 // ksize = Math.max(1, ksize); // size must be at least 3 080 if (ksize % 2 == 0) 081 ksize++; // size must be odd 082 083 final double[] kernel = new double[ksize]; 084 085 // build kernel 086 float sum = 0.0f; 087 for (int i = 0; i < ksize; i++) { 088 final float x = i - ksize / 2; 089 kernel[i] = (float) Math.exp(-x * x / (2.0 * sigma * sigma)); 090 sum += kernel[i]; 091 } 092 093 // normalise area to 1 094 for (int i = 0; i < ksize; i++) { 095 kernel[i] /= sum; 096 } 097 098 return kernel; 099 } 100 101 /** 102 * Convolve a double array 103 * 104 * @param data 105 * the image to convolve. 106 * @param kernel 107 * the convolution kernel. 108 */ 109 public static void convolveHorizontal(double[] data, double[] kernel) { 110 final int halfsize = kernel.length / 2; 111 112 final double buffer[] = new double[data.length + kernel.length]; 113 114 for (int i = 0; i < halfsize; i++) 115 buffer[i] = data[0]; 116 for (int i = 0; i < data.length; i++) 117 buffer[halfsize + i] = data[i]; 118 119 for (int i = 0; i < halfsize; i++) 120 buffer[halfsize + data.length + i] = data[data.length - 1]; 121 122 // convolveBuffer(buffer, kernel); 123 final int l = buffer.length - kernel.length; 124 for (int i = 0; i < l; i++) { 125 float sum = 0.0f; 126 127 for (int j = 0, jj = kernel.length - 1; j < kernel.length; j++, jj--) 128 sum += buffer[i + j] * kernel[jj]; 129 130 buffer[i] = sum; 131 } 132 // end convolveBuffer(buffer, kernel); 133 134 for (int c = 0; c < data.length; c++) 135 data[c] = buffer[c]; 136 } 137 138 @Override 139 public void process(DoubleTimeSeries series) { 140 convolveHorizontal(series.getData(), this.kernel); 141 } 142}