{-# LANGUAGE BangPatterns #-} {-# LANGUAGE DeriveGeneric #-} {-# LANGUAGE GADTs #-} {-# LANGUAGE LambdaCase #-} {-# LANGUAGE RankNTypes #-} {-# LANGUAGE RecordWildCards #-} {-# LANGUAGE ScopedTypeVariables #-} {-# LANGUAGE TypeApplications #-} {-# LANGUAGE TypeInType #-} {-# LANGUAGE TypeOperators #-} {-# OPTIONS_GHC -fplugin GHC.TypeLits.KnownNat.Solver #-} {-# OPTIONS_GHC -fplugin GHC.TypeLits.Normalise #-} module Numeric.EMD.Internal.Sift ( EMDOpts(..), defaultEO , BoundaryHandler(..) , SiftCondition(..), SiftProjection(..), defaultSC , scEnergyDiff , SplineEnd(..) -- * Internal , sift, SiftResult(..) , envelopes ) where import Control.Applicative import Control.Monad import Control.Monad.Trans.State import Data.Default.Class import Data.Finite import Data.Void import GHC.Generics (Generic) import GHC.TypeNats import Numeric.EMD.Internal.Extrema import Numeric.EMD.Internal.Pipe import Numeric.EMD.Internal.Spline import qualified Data.Binary as Bi import qualified Data.Map as M import qualified Data.Vector.Generic as VG import qualified Data.Vector.Generic.Sized as SVG -- | Options for EMD composition. data EMDOpts a = EO { eoSiftCondition :: SiftCondition a -- ^ stop condition for sifting , eoSplineEnd :: SplineEnd a -- ^ end conditions for envelope splines , eoBoundaryHandler :: Maybe BoundaryHandler -- ^ process for handling boundary } deriving (Show, Eq, Ord, Generic) -- | @since 0.1.3.0 instance Bi.Binary a => Bi.Binary (EMDOpts a) -- | Default 'EMDOpts' defaultEO :: Fractional a => EMDOpts a defaultEO = EO { eoSiftCondition = defaultSC , eoSplineEnd = SENatural , eoBoundaryHandler = Just BHSymmetric } -- | @since 0.1.3.0 instance Fractional a => Default (EMDOpts a) where def = defaultEO -- | Boundary conditions for splines. data BoundaryHandler -- | Clamp envelope at end points (Matlab implementation) = BHClamp -- | Extend boundaries symmetrically | BHSymmetric deriving (Show, Eq, Ord, Generic) -- | @since 0.1.3.0 instance Bi.Binary BoundaryHandler -- | Stop conditions for sifting process -- -- Data type is lazy in its fields, so this infinite data type: -- -- @ -- nTimes n = SCTimes n `SCOr` nTimes (n + 1) -- @ -- -- will be treated identically as: -- -- @ -- nTimes = SCTimes -- @ data SiftCondition a -- | Stop using standard SD method = SCStdDev !a -- | When the difference between successive items reaches a given threshold -- \(\tau\) -- -- \[ -- \frac{\left(f(t-1) - f(t)\right)^2}{f^2(t-1)} < \tau -- \] -- -- @since 0.1.10.0 | SCCauchy SiftProjection !a -- | When the value reaches a given threshold \(\tau\) -- -- \[ -- f(t) < \tau -- \] -- -- @since 0.1.10.0 | SCProj SiftProjection !a -- | S-condition criteria. -- -- The S-number is the length of current streak where number of extrema -- or zero crossings all differ at most by one. -- -- Stop sifting when the S-number reaches a given amount. -- -- @since 0.1.10.0 | SCSCond !Int -- | Stop after a fixed number of sifting iterations | SCTimes !Int -- | One or the other | SCOr (SiftCondition a) (SiftCondition a) -- | Stop when both conditions are met | SCAnd (SiftCondition a) (SiftCondition a) deriving (Show, Eq, Ord, Generic) -- | A projection of sifting data. Used as a part of 'SiftCondition' to -- describe 'SCCauchy' and 'SCProj'. -- -- @since 0.1.10.0 data SiftProjection -- | The root mean square of the envelope means = SPEnvMeanSum -- | The "energy difference" quotient (Cheng, Yu, Yang 2005) | SPEnergyDiff deriving (Show, Eq, Ord, Generic) instance Bi.Binary SiftProjection -- | @since 0.1.3.0 instance Bi.Binary a => Bi.Binary (SiftCondition a) -- | @since 0.1.3.0 instance Fractional a => Default (SiftCondition a) where def = defaultSC -- | Default 'SiftCondition' defaultSC :: Fractional a => SiftCondition a defaultSC = SCStdDev 0.3 `SCOr` SCTimes 50 -- R package uses SCTimes 20, Matlab uses no limit -- | Cheng, Yu, Yang suggest pairing together an energy difference -- threshold with a threshold for mean envelope RMS. This is a convenience -- function to construct that pairing. scEnergyDiff :: a -- ^ Threshold for Energy Difference -> a -- ^ Threshold for mean envelope RMS -> SiftCondition a scEnergyDiff s t = SCProj SPEnergyDiff s `SCAnd` SCProj SPEnvMeanSum t -- | The result of a sifting operation. Each sift either yields -- a residual, or a new IMF. data SiftResult v n a = SRResidual !(SVG.Vector v n a) | SRIMF !(SVG.Vector v n a) !Int -- ^ number of sifting iterations -- | Result of a single sift data SingleSift v n a = SingleSift { ssRes :: !(SVG.Vector v n a) , ssMinEnv :: !(SVG.Vector v n a) , ssMaxEnv :: !(SVG.Vector v n a) } type Sifter v n m a = Pipe (SingleSift v n a) Void Void m () siftTimes :: Int -> Sifter v n m a siftTimes n = dropP (n - 1) >> void awaitSurely siftProj :: (SingleSift v n a -> Bool) -> Sifter v n m a siftProj p = go where go = do v <- awaitSurely unless (p v) go siftPairs :: (SingleSift v n a -> SingleSift v n a -> Bool) -> Sifter v n m a siftPairs p = go =<< awaitSurely where go s = do s' <- awaitSurely unless (p s s') (go s') siftStdDev :: forall v n m a. (VG.Vector v a, Fractional a, Ord a) => a -> Sifter v n m a siftStdDev t = siftPairs $ \(SingleSift v _ _) (SingleSift v' _ _) -> SVG.sum (SVG.zipWith (\x x' -> (x-x')^(2::Int) / (x^(2::Int) + eps)) v v') <= t where eps = 0.0000001 siftCauchy :: (Fractional b, Ord b) => (SingleSift v n a -> b) -> b -> Sifter v n m a siftCauchy p t = siftPairs $ \s s' -> let ps = p s ps' = p s' δ = ps' - ps in ((δ * δ) / (ps * ps)) <= t siftSCond :: (VG.Vector v a, KnownNat n, Fractional a, Ord a) => Int -> Sifter v (n + 1) m a siftSCond n = go [] where go cxs = do v <- awaitSurely let cx = crossCount $ ssRes v done = all ((<= 1) . abs . subtract cx) cxs unless done $ go (take (n - 1) (cx : cxs)) crossCount xs = M.size mins + M.size maxs + crosses where (mins, maxs) = extrema xs crosses = fst . flip execState (0, Nothing) . flip SVG.mapM_ xs $ \x -> modify $ \(!i, !y) -> let xPos = x > 0 i' = case y of Nothing -> i Just y' | xPos == y' -> i | otherwise -> i + 1 in (i', Just xPos) siftOr :: Monad m => Sifter v n m a -> Sifter v n m a -> Sifter v n m a siftOr p q = getZipSink $ ZipSink p <|> ZipSink q siftAnd :: Monad m => Sifter v n m a -> Sifter v n m a -> Sifter v n m a siftAnd p q = getZipSink $ ZipSink p *> ZipSink q toSifter :: (VG.Vector v a, KnownNat n, Monad m, Floating a, Ord a) => SVG.Vector v (n + 1) a -> SiftCondition a -> Sifter v (n + 1) m a toSifter v0 = go where go = \case SCStdDev x -> siftStdDev x SCCauchy p x -> siftCauchy (toProj p v0) x SCProj p x -> siftProj ((<= x) . toProj p v0) SCSCond n -> siftSCond n SCTimes i -> siftTimes i SCOr p q -> siftOr (go p) (go q) SCAnd p q -> siftAnd (go p) (go q) toProj :: (VG.Vector v a, Floating a) => SiftProjection -> SVG.Vector v n a -> SingleSift v n a -> a toProj = \case SPEnvMeanSum -> \_ SingleSift{..} -> sqrt . squareMag $ SVG.zipWith (\x y -> (x + y) / 2) ssMinEnv ssMaxEnv SPEnergyDiff -> \v0 -> let eX = squareMag v0 in \SingleSift{..} -> let eTot = squareMag ssRes - squareMag (SVG.zipWith (-) v0 ssRes) in abs $ eX - eTot where squareMag = SVG.foldl' (\s x -> s + x*x) 0 -- | Iterated sifting process, used to produce either an IMF or a residual. sift :: forall v n a. (VG.Vector v a, KnownNat n, Floating a, Ord a) => EMDOpts a -> SVG.Vector v (n + 1) a -> SiftResult v (n + 1) a sift EO{..} v0 = case execStateT (runPipe sifterPipe) (0, v0) of Left v -> SRResidual v Right (!i, !v) -> SRIMF v i where sifterPipe = repeatM go .| toSifter v0 eoSiftCondition go = StateT $ \(!i, !v) -> case sift' eoSplineEnd eoBoundaryHandler v of Nothing -> Left v Just ss@SingleSift{..} -> Right (ss, (i + 1, ssRes)) -- | Single sift sift' :: (VG.Vector v a, KnownNat n, Fractional a, Ord a) => SplineEnd a -> Maybe BoundaryHandler -> SVG.Vector v (n + 1) a -> Maybe (SingleSift v (n + 1) a) sift' se bh v = do (mins, maxs) <- envelopes se bh v pure SingleSift { ssRes = SVG.zipWith3 (\x mi ma -> x - (mi + ma)/2) v mins maxs , ssMinEnv = mins , ssMaxEnv = maxs } -- | Returns cubic splines of local minimums and maximums. Returns -- 'Nothing' if there are not enough local minimum or maximums to create -- the splines. envelopes :: (VG.Vector v a, KnownNat n, Fractional a, Ord a) => SplineEnd a -> Maybe BoundaryHandler -> SVG.Vector v (n + 1) a -> Maybe (SVG.Vector v (n + 1) a, SVG.Vector v (n + 1) a) envelopes se bh xs = do when (bh == Just BHClamp) $ do guard (M.size mins > 1) guard (M.size maxs > 1) (,) <$> splineAgainst se emin mins <*> splineAgainst se emax maxs where -- minMax = M.fromList [(minBound, SVG.head xs), (maxBound, SVG.last xs)] (mins,maxs) = extrema xs (emin,emax) = case bh of Nothing -> mempty Just bh' -> extendExtrema xs bh' (mins,maxs) -- | isJust bh = (mins `M.union` minMax, maxs `M.union` minMax) -- | otherwise = (mins, maxs) extendExtrema :: forall v n a. (VG.Vector v a, KnownNat n) => SVG.Vector v (n + 1) a -> BoundaryHandler -> (M.Map (Finite (n + 1)) a, M.Map (Finite (n + 1)) a) -> (M.Map Int a, M.Map Int a) -- (M.Map (Finite (n + 1)) a, M.Map (Finite (n + 1)) a) extendExtrema xs = \case BHClamp -> const (firstLast, firstLast) BHSymmetric -> \(mins, maxs) -> let addFirst = case (flippedMin, flippedMax) of (Nothing , Nothing ) -> mempty -- first point is local maximum (Just (_,mn) , Nothing ) -> (mn , firstPoint) -- first point is local minimum (Nothing , Just (_,mx) ) -> (firstPoint, mx ) (Just (mni,mn), Just (mxi,mx)) | mni < mxi -> (mn , firstPoint) | otherwise -> (firstPoint, mx ) where flippedMin = flip fmap (M.lookupMin mins) $ \(minIx, minVal) -> (minIx, M.singleton (negate (fromIntegral minIx)) minVal) flippedMax = flip fmap (M.lookupMin maxs) $ \(maxIx, maxVal) -> (maxIx, M.singleton (negate (fromIntegral maxIx)) maxVal) addLast = case (flippedMin, flippedMax) of (Nothing , Nothing ) -> mempty -- last point is local maximum (Just (_,mn) , Nothing ) -> (mn , lastPoint ) -- last point is local minimum (Nothing , Just (_,mx) ) -> (lastPoint , mx ) (Just (mni,mn), Just (mxi,mx)) | mni > mxi -> (mn , lastPoint ) | otherwise -> (lastPoint , mx ) where flippedMin = flip fmap (M.lookupMax mins) $ \(minIx, minVal) -> (minIx, M.singleton (extendSym (fromIntegral minIx)) minVal) flippedMax = flip fmap (M.lookupMax maxs) $ \(maxIx, maxVal) -> (maxIx, M.singleton (extendSym (fromIntegral maxIx)) maxVal) in addFirst `mappend` addLast where lastIx = fromIntegral $ maxBound @(Finite n) firstPoint = M.singleton 0 (SVG.head xs) lastPoint = M.singleton lastIx (SVG.last xs) firstLast = firstPoint `mappend` lastPoint extendSym i = 2 * lastIx - i -- | Build a splined vector against a map of control points. splineAgainst :: (VG.Vector v a, KnownNat n, Fractional a, Ord a) => SplineEnd a -> M.Map Int a -- ^ extensions -> M.Map (Finite n) a -> Maybe (SVG.Vector v n a) splineAgainst se ext = fmap go . makeSpline se . mappend (M.mapKeysMonotonic fromIntegral ext) . M.mapKeysMonotonic fromIntegral where go spline = SVG.generate (sampleSpline spline . fromIntegral)