import numpy as NP """ A module which implements the continuous wavelet transform --------------------------------------------------------- Code released under the BSD 3-clause licence. Copyright (c) 2012, R W Fearick, University of Cape Town All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: * Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. * Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. * Neither the name of the University of Cape Town nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. --------------------------------------------------------- Wavelet classes: Morlet MorletReal MexicanHat Paul2 : Paul order 2 Paul4 : Paul order 4 DOG1 : 1st Derivative Of Gaussian DOG4 : 4th Derivative Of Gaussian Haar : Unnormalised version of continuous Haar transform HaarW : Normalised Haar Usage e.g. wavelet=Morlet(data, largestscale=2, notes=0, order=2, scaling="log") data: Numeric array of data (float), with length ndata. Optimum length is a power of 2 (for FFT) Worst-case length is a prime largestscale: largest scale as inverse fraction of length scale = len(data)/largestscale smallest scale should be >= 2 for meaningful data notes: number of scale intervals per octave if notes == 0, scales are on a linear increment order: order of wavelet for wavelets with variable order [Paul, DOG, ..] scaling: "linear" or "log" scaling of the wavelet scale. Note that feature width in the scale direction is constant on a log scale. Attributes of instance: wavelet.cwt: 2-d array of Wavelet coefficients, (nscales,ndata) wavelet.nscale: Number of scale intervals wavelet.scales: Array of scale values Note that meaning of the scale will depend on the family wavelet.fourierwl: Factor to multiply scale by to get scale of equivalent FFT Using this factor, different wavelet families will have comparable scales References: A practical guide to wavelet analysis C Torrance and GP Compo Bull Amer Meteor Soc Vol 79 No 1 61-78 (1998) naming below vaguely follows this. updates: (24/2/07): Fix Morlet so can get MorletReal by cutting out H (10/04/08): Numeric -> numpy (25/07/08): log and lin scale increment in same direction! swap indices in 2-d coeffiecient matrix explicit scaling of scale axis """ class Cwt: """ Base class for continuous wavelet transforms Implements cwt via the Fourier transform Used by subclass which provides the method wf(self,s_omega) wf is the Fourier transform of the wavelet function. Returns an instance. """ fourierwl=1.00 def _log2(self, x): # utility function to return (integer) log2 return int( NP.log(float(x))/ NP.log(2.0)+0.0001 ) def __init__(self, data, largestscale=1, notes=0, order=2, scaling='linear'): """ Continuous wavelet transform of data data: data in array to transform, length must be power of 2 notes: number of scale intervals per octave largestscale: largest scale as inverse fraction of length of data array scale = len(data)/largestscale smallest scale should be >= 2 for meaningful data order: Order of wavelet basis function for some families scaling: Linear or log """ ndata = len(data) self.order=order self.scale=largestscale self._setscales(ndata,largestscale,notes,scaling) self.cwt= NP.zeros((self.nscale,ndata), NP.complex64) omega= NP.array(range(0,ndata/2)+range(-ndata/2,0))*(2.0*NP.pi/ndata) datahat=NP.fft.fft(data) self.fftdata=datahat #self.psihat0=self.wf(omega*self.scales[3*self.nscale/4]) # loop over scales and compute wvelet coeffiecients at each scale # using the fft to do the convolution for scaleindex in range(self.nscale): currentscale=self.scales[scaleindex] self.currentscale=currentscale # for internal use s_omega = omega*currentscale psihat=self.wf(s_omega) psihat = psihat * NP.sqrt(2.0*NP.pi*currentscale) convhat = psihat * datahat W = NP.fft.ifft(convhat) self.cwt[scaleindex,0:ndata] = W return def _setscales(self,ndata,largestscale,notes,scaling): """ if notes non-zero, returns a log scale based on notes per ocave else a linear scale (25/07/08): fix notes!=0 case so smallest scale at [0] """ if scaling=="log": if notes<=0: notes=1 # adjust nscale so smallest scale is 2 noctave=self._log2( ndata/largestscale/2 ) self.nscale=notes*noctave self.scales=NP.zeros(self.nscale,float) for j in range(self.nscale): self.scales[j] = ndata/(self.scale*(2.0**(float(self.nscale-1-j)/notes))) elif scaling=="linear": nmax=ndata/largestscale/2 self.scales=NP.arange(float(2),float(nmax)) self.nscale=len(self.scales) else: raise ValueError, "scaling must be linear or log" return def getdata(self): """ returns wavelet coefficient array """ return self.cwt def getcoefficients(self): return self.cwt def getpower(self): """ returns square of wavelet coefficient array """ return (self.cwt* NP.conjugate(self.cwt)).real def getscales(self): """ returns array containing scales used in transform """ return self.scales def getnscale(self): """ return number of scales """ return self.nscale # wavelet classes class Morlet(Cwt): """ Morlet wavelet """ _omega0=5.0 fourierwl=4* NP.pi/(_omega0+ NP.sqrt(2.0+_omega0**2)) def wf(self, s_omega): H= NP.ones(len(s_omega)) n=len(s_omega) for i in range(len(s_omega)): if s_omega[i] < 0.0: H[i]=0.0 # !!!! note : was s_omega/8 before 17/6/03 xhat=0.75112554*( NP.exp(-(s_omega-self._omega0)**2/2.0))*H return xhat class MorletReal(Cwt): """ Real Morlet wavelet """ _omega0=5.0 fourierwl=4* NP.pi/(_omega0+ NP.sqrt(2.0+_omega0**2)) def wf(self, s_omega): H= NP.ones(len(s_omega)) n=len(s_omega) for i in range(len(s_omega)): if s_omega[i] < 0.0: H[i]=0.0 # !!!! note : was s_omega/8 before 17/6/03 xhat=0.75112554*( NP.exp(-(s_omega-self._omega0)**2/2.0)+ NP.exp(-(s_omega+self._omega0)**2/2.0)- NP.exp(-(self._omega0)**2/2.0)+ NP.exp(-(self._omega0)**2/2.0)) return xhat class Paul4(Cwt): """ Paul m=4 wavelet """ fourierwl=4* NP.pi/(2.*4+1.) def wf(self, s_omega): n=len(s_omega) xhat= NP.zeros(n) xhat[0:n/2]=0.11268723*s_omega[0:n/2]**4* NP.exp(-s_omega[0:n/2]) #return 0.11268723*s_omega**2*exp(-s_omega)*H return xhat class Paul2(Cwt): """ Paul m=2 wavelet """ fourierwl=4* NP.pi/(2.*2+1.) def wf(self, s_omega): n=len(s_omega) xhat= NP.zeros(n) xhat[0:n/2]=1.1547005*s_omega[0:n/2]**2* NP.exp(-s_omega[0:n/2]) #return 0.11268723*s_omega**2*exp(-s_omega)*H return xhat class Paul(Cwt): """ Paul order m wavelet """ def wf(self, s_omega): Cwt.fourierwl=4* NP.pi/(2.*self.order+1.) m=self.order n=len(s_omega) normfactor=float(m) for i in range(1,2*m): normfactor=normfactor*i normfactor=2.0**m/ NP.sqrt(normfactor) xhat= NP.zeros(n) xhat[0:n/2]=normfactor*s_omega[0:n/2]**m* NP.exp(-s_omega[0:n/2]) #return 0.11268723*s_omega**2*exp(-s_omega)*H return xhat class MexicanHat(Cwt): """ 2nd Derivative Gaussian (mexican hat) wavelet """ fourierwl=2.0* NP.pi/ NP.sqrt(2.5) def wf(self, s_omega): # should this number be 1/sqrt(3/4) (no pi)? #s_omega = s_omega/self.fourierwl #print max(s_omega) a=s_omega**2 b=s_omega**2/2 return a* NP.exp(-b)/1.1529702 #return s_omega**2*exp(-s_omega**2/2.0)/1.1529702 class DOG4(Cwt): """ 4th Derivative Gaussian wavelet see also T&C errata for - sign but reconstruction seems to work best with +! """ fourierwl=2.0* NP.pi/ NP.sqrt(4.5) def wf(self, s_omega): return s_omega**4* NP.exp(-s_omega**2/2.0)/3.4105319 class DOG1(Cwt): """ 1st Derivative Gaussian wavelet but reconstruction seems to work best with +! """ fourierwl=2.0* NP.pi/ NP.sqrt(1.5) def wf(self, s_omega): dog1= NP.zeros(len(s_omega),complex64) dog1.imag=s_omega* NP.exp(-s_omega**2/2.0)/sqrt(pi) return dog1 class DOG(Cwt): """ Derivative Gaussian wavelet of order m but reconstruction seems to work best with +! """ def wf(self, s_omega): try: from scipy.special import gamma except ImportError: print "Requires scipy gamma function" raise ImportError Cwt.fourierwl=2* NP.pi/ NP.sqrt(self.order+0.5) m=self.order dog=1.0J**m*s_omega**m* NP.exp(-s_omega**2/2)/ NP.sqrt(gamma(self.order+0.5)) return dog class Haar(Cwt): """ Continuous version of Haar wavelet """ # note: not orthogonal! # note: s_omega/4 matches Lecroix scale defn. # s_omega/2 matches orthogonal Haar # 2/8/05 constants adjusted to match artem eim fourierwl=1.0#1.83129 #2.0 def wf(self, s_omega): haar= NP.zeros(len(s_omega),complex64) om = s_omega[:]/self.currentscale om[0]=1.0 #prevent divide error #haar.imag=4.0*sin(s_omega/2)**2/om haar.imag=4.0* NP.sin(s_omega/4)**2/om return haar class HaarW(Cwt): """ Continuous version of Haar wavelet (norm) """ # note: not orthogonal! # note: s_omega/4 matches Lecroix scale defn. # s_omega/2 matches orthogonal Haar # normalised to unit power fourierwl=1.83129*1.2 #2.0 def wf(self, s_omega): haar= NP.zeros(len(s_omega),complex64) om = s_omega[:]#/self.currentscale om[0]=1.0 #prevent divide error #haar.imag=4.0*sin(s_omega/2)**2/om haar.imag=4.0* NP.sin(s_omega/2)**2/om return haar if __name__=="__main__": import numpy as np import pylab as mpl wavelet=Morlet maxscale=4 notes=16 scaling="log" #or "linear" #scaling="linear" plotpower2d=True # set up some data Ns=1024 #limits of analysis Nlo=0 Nhi=Ns # sinusoids of two periods, 128 and 32. x=np.arange(0.0,1.0*Ns,1.0) A=np.sin(2.0*np.pi*x/128.0) B=np.sin(2.0*np.pi*x/32.0) A[512:768]+=B[0:256] # Wavelet transform the data cw=wavelet(A,maxscale,notes,scaling=scaling) scales=cw.getscales() cwt=cw.getdata() # power spectrum pwr=cw.getpower() scalespec=np.sum(pwr,axis=1)/scales # calculate scale spectrum # scales y=cw.fourierwl*scales x=np.arange(Nlo*1.0,Nhi*1.0,1.0) fig=mpl.figure(1) # 2-d coefficient plot ax=mpl.axes([0.4,0.1,0.55,0.4]) mpl.xlabel('Time [s]') plotcwt=np.clip(np.fabs(cwt.real), 0., 1000.) if plotpower2d: plotcwt=pwr im=mpl.imshow(plotcwt,cmap=mpl.cm.jet,extent=[x[0],x[-1],y[-1],y[0]],aspect='auto') #colorbar() if scaling=="log": ax.set_yscale('log') mpl.ylim(y[0],y[-1]) ax.xaxis.set_ticks(np.arange(Nlo*1.0,(Nhi+1)*1.0,100.0)) ax.yaxis.set_ticklabels(["",""]) theposition=mpl.gca().get_position() # data plot ax2=mpl.axes([0.4,0.54,0.55,0.3]) mpl.ylabel('Data') pos=ax.get_position() mpl.plot(x,A,'b-') mpl.xlim(Nlo*1.0,Nhi*1.0) ax2.xaxis.set_ticklabels(["",""]) mpl.text(0.5,0.9,"Wavelet example with extra panes", fontsize=14,bbox=dict(facecolor='green',alpha=0.2), transform = fig.transFigure,horizontalalignment='center') # projected power spectrum ax3=mpl.axes([0.08,0.1,0.29,0.4]) mpl.xlabel('Power') mpl.ylabel('Period [s]') vara=1.0 if scaling=="log": mpl.loglog(scalespec/vara+0.01,y,'b-') else: mpl.semilogx(scalespec/vara+0.01,y,'b-') mpl.ylim(y[0],y[-1]) mpl.xlim(1000.0,0.01) mpl.show()