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"""
A number of utility functions, for example for dealing with
autocorrelation functions, Fourier transforms, and smoothing.
"""
import numpy as np
from scipy.signal import correlate
from numpy.typing import NDArray
import pandas as pd
def compute_acf(Z: NDArray[float], delta_t: float = 1.0, method='scipy'):
r"""
Computes the autocorrelation function (ACF) for a one-dimensional signal :math:`Z` in time as
.. math::
ACF(\tau) = \frac{\left < Z(t) Z^*(t+\tau) \right >}{\left < Z(t) Z^*(t) \right >}
Here, only the real part of the ACF is returned since if :math:`Z` is complex
the imaginary part should average out to zero for any stationary signal.
Parameters
----------
Z
complex time signal
delta_t
spacing in time between two consecutive values in :math:`Z`
method
implementation to use; possible values: `numpy` and `scipy` (default and usually faster)
"""
# keep only real part and normalize
acf = _compute_correlation_function(Z, Z, method)
acf = np.real(acf)
acf /= acf[0]
time_lags = delta_t * np.arange(0, len(acf), 1)
return time_lags, acf
def _compute_correlation_function(Z1, Z2, method='scipy'):
N = len(Z1)
assert len(Z1) == len(Z2)
if method == 'scipy':
cf = correlate(Z1, Z2, mode='full')[N - 1:] / np.arange(N, 0, -1)
elif method == 'numpy':
cf = np.correlate(Z1, Z2, mode='full')[N - 1:] / np.arange(N, 0, -1)
else:
raise ValueError('method must be either numpy or scipy')
return cf
# smoothing functions / FFT filters
# -------------------------------------
def gaussian_decay(t: NDArray[float], t_sigma: float):
r"""
Evaluates a gaussian distribution in time :math:`f(t)`, which can be applied to an ACF in time
to artificially damp it, i.e., forcing it to go to zero for long times.
.. math::
f(t) = \exp{\left [-\frac{1}{2} \left (\frac{t}{t_\mathrm{sigma}}\right )^2 \right ] }
Parameters
----------
t
time array
t_sigma
width (standard deviation of the gaussian) of the decay
"""
return np.exp(- 1 / 2 * (t / t_sigma) ** 2)
def fermi_dirac(t: NDArray[float], t_0: float, t_width: float):
r"""
Evaluates a Fermi-Dirac-like function in time :math:`f(t)`, which can be applied to an ACF in
time to artificially damp it, i.e., forcing it to go to zero for long times without affecting
the short-time correlations too much.
.. math::
f(t) = \frac{1}{\exp{[(t-t_0)/t_\mathrm{width}}] + 1}
Parameters
----------
t
time array
t_0
starting time for decay
t_width
width of the decay
"""
return 1.0 / (np.exp((t - t_0) / t_width) + 1)
def smoothing_function(data: NDArray[float], window_size: int, window_type: str = 'hamming'):
"""
Smoothing function for 1D arrays.
This functions employs pandas rolling window average
Parameters
----------
data
1D data array
window_size
The size of smoothing/smearing window
window_type
What type of window-shape to use, e.g. ``'blackman'``, ``'hamming'``, ``'boxcar'``
(see pandas and scipy documentaiton for more details)
"""
series = pd.Series(data)
new_data = series.rolling(window_size, win_type=window_type, center=True, min_periods=1).mean()
return np.array(new_data)
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