Changeset 6706 for branches/HeuristicLab.DataImporter/HeuristicLab.DataImporter.Command/ChangeValues

Timestamp:

09/05/11 13:59:23 (13 years ago)

Author:

gkronber

Message:

#1623 extended Savitzky-Golay filter command to support the calculation of smoothed derivatives of time series.

Location:

branches/HeuristicLab.DataImporter

Files:

• . (modified) (1 prop)
• HeuristicLab.DataImporter.Command/ChangeValues/FilterSavitzkyGolayCommand.cs (modified) (6 diffs)

branches/HeuristicLab.DataImporter

@@ -1 +1 @@
 *.suo
+_ReSharper.HeuristicLab.DataImporter

@@ -1 +1 @@
 *.suo
+_ReSharper.HeuristicLab.DataImporter

branches/HeuristicLab.DataImporter/HeuristicLab.DataImporter.Command/ChangeValues/FilterSavitzkyGolayCommand.cs

@@ -45 +45 @@
     public int Order { get; set; }
 
+    public int OrderOfDerivative { get; set; }
+
     private FilterSavitzkyGolayCommand()
       : base(null, string.Empty, null) {
@@ -56 +58 @@
       this.WindowRight = 16;
       this.Order = 2;
+      this.OrderOfDerivative = 0;
     }
 
@@ -77 +80 @@
           column = (DoubleColumn)ColumnGroup.GetColumn(col);
           oldColumns.Add(col, column);
-          ColumnGroup.ReplaceColumn(col, CalcNewColumn(column, this.WindowLeft, this.WindowRight, this.Order));
+          ColumnGroup.ReplaceColumn(col, CalcNewColumn(column, this.WindowLeft, this.WindowRight, this.OrderOfDerivative, this.Order));
         }
       }
@@ -97 +100 @@
     }
 
-    private DoubleColumn CalcNewColumn(DoubleColumn oldColumn, int windowLeft, int windowRight, int order) {
+    private DoubleColumn CalcNewColumn(DoubleColumn oldColumn, int windowLeft, int windowRight, int derivativeOrder, int order) {
       double[] c;
-      SavitzkyGolay(Math.Abs(windowLeft), Math.Abs(windowRight), order, out c);
+      SavitzkyGolay(Math.Abs(windowLeft), Math.Abs(windowRight), derivativeOrder, order, out c);
 
       DoubleColumn newCol = (DoubleColumn)oldColumn.CreateCopyOfColumnWithoutValues();
@@ -117 +120 @@
     /// <param name="nl">number of samples to the left</param>
     /// <param name="nr">number of samples to the right</param>
-    /// <param name="m">order of the polynomial to fit</param>
+    /// <param name="ld">order of derivative (smoothing=0)</param>
+    /// <param name="order">order of the polynomial to fit</param>
     /// <param name="c">resulting coefficients for convolution, in correct order (t-nl, ... t-1, t+0, t+1, ... t+nr)</param>
-    private void SavitzkyGolay(int nl, int nr, int order, out double[] c) {
+    private void SavitzkyGolay(int nl, int nr, int ld, int order, out double[] c) {
       int np = nl + nr + 1;
-      int ld = 0;
-      int m = order;
 
       int j, k, imj, ipj, kk, mm;
       double fac = 0;
       double sum = 0;
-      if (np < nl + nr + 1 || nl < 0 || nr < 0 || ld > m || nl + nr < m) throw new ArgumentException();
+      if (nl < 0 || nr < 0 || ld > order || nl + nr < order) throw new ArgumentException();
 
-      int[] indx = new int[m + 1];
-      double[,] a = new double[m + 1, m + 1];
-      double[] b = new double[m + 1];
+      double[,] a = new double[order + 1, order + 1];
+      double[] b = new double[order + 1];
       c = new double[np];
 
-      for (ipj = 0; ipj <= (m << 1); ipj++) {
+      for (ipj = 0; ipj <= (order << 1); ipj++) {
         sum = (ipj > 0 ? 0.0 : 1.0);
         for (k = 1; k <= nr; k++) sum += Math.Pow((double)k, (double)ipj);
         for (k = 1; k <= nl; k++) sum += Math.Pow((double)-k, (double)ipj);
-        mm = Math.Min(ipj, 2 * m - ipj);
+        mm = Math.Min(ipj, 2 * order - ipj);
         for (imj = -mm; imj <= mm; imj += 2)
           a[(ipj + imj) / 2, (ipj - imj) / 2] = sum;
       }
-      for (j = 0; j < m + 1; j++) b[j] = 0;
+      for (j = 0; j < order + 1; j++) b[j] = 0;
       b[ld] = 1.0;
       alglib.densesolverreport rep;
@@ -153 +154 @@
         sum = x[0];
         fac = 1.0;
-        for (mm = 1; mm <= m; mm++) sum += x[mm] * (fac *= k);
+        for (mm = 1; mm <= order; mm++) sum += x[mm] * (fac *= k);
         kk = k + nl;
         c[kk] = sum;

@@ -1 +1 @@
 *.suo
+_ReSharper.HeuristicLab.DataImporter