Copyright	(c) Justin Le 2018
License	BSD3
Maintainer	justin@jle.im
Stability	experimental
Portability	non-portable
Safe Haskell	None
Language	Haskell2010

Numeric.EMD.Unsized

Description

Interface of Numeric.EMD re-exported in a non-typesafe "unsized" form. Can be more convenient in certain situations, but Numeric.EMD is recommended and preferred.

Synopsis

emd :: (Vector v a, Fractional a, Ord a) => EMDOpts a -> v a -> Maybe (EMD v a)
emdTrace :: (Vector v a, Fractional a, Ord a, MonadIO m) => EMDOpts a -> v a -> m (Maybe (EMD v a))
emd' :: (Vector v a, Ord a, Fractional a, Applicative m) => (SiftResult v a -> m r) -> EMDOpts a -> v a -> m (Maybe (EMD v a))
data EMD v a = EMD {
- emdIMFs :: ![v a]
- emdResidual :: !(v a)
}
data EMDOpts a = EO {
- eoSiftCondition :: SiftCondition a
- eoSplineEnd :: SplineEnd
- eoClampEnvelope :: Bool
}
defaultEO :: Fractional a => EMDOpts a
data SiftCondition a
- = SCStdDev a
- | SCTimes Int
- | SCOr (SiftCondition a) (SiftCondition a)
- | SCAnd (SiftCondition a) (SiftCondition a)
defaultSC :: Fractional a => SiftCondition a
data SplineEnd
- = SENotAKnot
- | SENatural
sift :: (Vector v a, Fractional a, Ord a) => EMDOpts a -> v a -> Maybe (SiftResult v a)
data SiftResult v a
- = SRResidual !(v a)
- | SRIMF !(v a) !Int

Documentation

emd :: (Vector v a, Fractional a, Ord a) => EMDOpts a -> v a -> Maybe (EMD v a) Source #

EMD decomposition (Hilbert-Huang Transform) of a given time series with a given sifting stop condition.

Returns Nothing if given an empty vector.

See emd for a type-safe version with guaruntees on the output vector sizes.

emdTrace :: (Vector v a, Fractional a, Ord a, MonadIO m) => EMDOpts a -> v a -> m (Maybe (EMD v a)) Source #

emd, but tracing results to stdout as IMFs are found. Useful for debugging to see how long each step is taking.

Returns Nothing if given an empty vector.

emd' :: (Vector v a, Ord a, Fractional a, Applicative m) => (SiftResult v a -> m r) -> EMDOpts a -> v a -> m (Maybe (EMD v a)) Source #

emd with a callback for each found IMF.

Returns Nothing if given an empty vector.

data EMD v a Source #

An EMD v a is a Hilbert-Huang transform of a time series with items of type a stored in a vector v.

Constructors

EMD
Fields emdIMFs :: ![v a] emdResidual :: !(v a)

Instances

Show (v a) => Show (EMD v a) Source #
Instance details Defined in Numeric.EMD.Unsized Methods showsPrec :: Int -> EMD v a -> ShowS # show :: EMD v a -> String # showList :: [EMD v a] -> ShowS #

data EMDOpts a Source #

Options for EMD composition.

Constructors

EO
Fields eoSiftCondition :: SiftCondition a stop condition for sifting eoSplineEnd :: SplineEnd end conditions for envelope splines eoClampEnvelope :: Bool if `True`, use time series endpoints as part of min and max envelopes

Instances

Eq a => Eq (EMDOpts a) Source #
Instance details Defined in Numeric.EMD Methods (==) :: EMDOpts a -> EMDOpts a -> Bool # (/=) :: EMDOpts a -> EMDOpts a -> Bool #
Ord a => Ord (EMDOpts a) Source #
Instance details Defined in Numeric.EMD Methods compare :: EMDOpts a -> EMDOpts a -> Ordering # (<) :: EMDOpts a -> EMDOpts a -> Bool # (<=) :: EMDOpts a -> EMDOpts a -> Bool # (>) :: EMDOpts a -> EMDOpts a -> Bool # (>=) :: EMDOpts a -> EMDOpts a -> Bool # max :: EMDOpts a -> EMDOpts a -> EMDOpts a # min :: EMDOpts a -> EMDOpts a -> EMDOpts a #
Show a => Show (EMDOpts a) Source #
Instance details Defined in Numeric.EMD Methods showsPrec :: Int -> EMDOpts a -> ShowS # show :: EMDOpts a -> String # showList :: [EMDOpts a] -> ShowS #

defaultEO :: Fractional a => EMDOpts a Source #

Default EMDOpts

data SiftCondition a Source #

Stop conditions for sifting process

Constructors

SCStdDev a	Stop using standard SD method
SCTimes Int	Stop after a fixed number of iterations
SCOr (SiftCondition a) (SiftCondition a)	one or the other
SCAnd (SiftCondition a) (SiftCondition a)	both conditions met

Instances

Eq a => Eq (SiftCondition a) Source #
Instance details Defined in Numeric.EMD Methods (==) :: SiftCondition a -> SiftCondition a -> Bool # (/=) :: SiftCondition a -> SiftCondition a -> Bool #
Ord a => Ord (SiftCondition a) Source #
Instance details Defined in Numeric.EMD Methods compare :: SiftCondition a -> SiftCondition a -> Ordering # (<) :: SiftCondition a -> SiftCondition a -> Bool # (<=) :: SiftCondition a -> SiftCondition a -> Bool # (>) :: SiftCondition a -> SiftCondition a -> Bool # (>=) :: SiftCondition a -> SiftCondition a -> Bool # max :: SiftCondition a -> SiftCondition a -> SiftCondition a # min :: SiftCondition a -> SiftCondition a -> SiftCondition a #
Show a => Show (SiftCondition a) Source #
Instance details Defined in Numeric.EMD Methods showsPrec :: Int -> SiftCondition a -> ShowS # show :: SiftCondition a -> String # showList :: [SiftCondition a] -> ShowS #

defaultSC :: Fractional a => SiftCondition a Source #

Default SiftCondition

data SplineEnd Source #

End condition for spline

Constructors

SENotAKnot
SENatural

Instances

Eq SplineEnd Source #
Instance details Defined in Numeric.EMD.Internal.Spline Methods (==) :: SplineEnd -> SplineEnd -> Bool # (/=) :: SplineEnd -> SplineEnd -> Bool #
Ord SplineEnd Source #
Instance details Defined in Numeric.EMD.Internal.Spline Methods compare :: SplineEnd -> SplineEnd -> Ordering # (<) :: SplineEnd -> SplineEnd -> Bool # (<=) :: SplineEnd -> SplineEnd -> Bool # (>) :: SplineEnd -> SplineEnd -> Bool # (>=) :: SplineEnd -> SplineEnd -> Bool # max :: SplineEnd -> SplineEnd -> SplineEnd # min :: SplineEnd -> SplineEnd -> SplineEnd #
Show SplineEnd Source #
Instance details Defined in Numeric.EMD.Internal.Spline Methods showsPrec :: Int -> SplineEnd -> ShowS # show :: SplineEnd -> String # showList :: [SplineEnd] -> ShowS #

sift :: (Vector v a, Fractional a, Ord a) => EMDOpts a -> v a -> Maybe (SiftResult v a) Source #

Iterated sifting process, used to produce either an IMF or a residual.

Returns Nothing if given an empty vector.

data SiftResult v a Source #

The result of a sifting operation. Each sift either yields a residual, or a new IMF.

Constructors

SRResidual !(v a)
SRIMF !(v a) !Int	number of iterations