新的Scipy v0.11提供了一个用于频谱分析的软件包。不幸的是,文档很少,并没有很多可用的例子。使用scipy.signal.spectral.lombscargle发现周期
作为一个婴儿的例子,我试图做一个正弦波的时期发现。不幸的是,它预测的时间段为1
,而不是预期的2pi
。有任何想法吗?
# imports the numerical array and scientific computing packages
import numpy as np
import scipy as sp
from scipy.signal import spectral
# generates 100 evenly spaced points between 1 and 1000
time = np.linspace(1, 1000, 100)
# computes the sine value of each of those points
mags = np.sin(time)
# scales the sine values so that the mean is 0 and the variance is 1 (the documentation specifies that this must be done)
scaled_mags = (mags-mags.mean())/mags.std()
# generates 1000 frequencies between 0.01 and 1
freqs = np.linspace(0.01, 1, 1000)
# computes the Lomb Scargle Periodogram of the time and scaled magnitudes using each frequency as a guess
periodogram = spectral.lombscargle(time, scaled_mags, freqs)
# returns the inverse of the frequence (i.e. the period) of the largest periodogram value
1/freqs[np.argmax(periodogram)]
这将返回1
代替2pi ~= 1/0.6366
预产期。有任何想法吗?
注意:不要'从scipy.signal进口lombscargle',不'从scipy.signal进口spectral' - - 请参阅http://docs.scipy.org/doc/scipy/reference/api.html#api-definition –