-
Notifications
You must be signed in to change notification settings - Fork 1
/
Copy pathCFrelement.cpp
241 lines (217 loc) · 6.91 KB
/
CFrelement.cpp
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
#include "CFrelement.h"
using namespace std;
int fremenSort(const void* i,const void* j)
{
if (((SFrelement*)i)->amplitude < ((SFrelement*)j)->amplitude) return +1;
return -1;
}
CFrelement::CFrelement(int idi)
{
id = idi;
//initialization of the frequency set
storedGain = 0.0;
predictGain = 0.5;
order = 0;
firstTime = -1;
lastTime = -1;
measurements = 0;
type = TT_FREMEN;
}
void CFrelement::init(int iMaxPeriod,int elements,int numClasses)
{
maxPeriod = iMaxPeriod;
numElements = maxPeriod/3600/2;
numClasses = 0;
storedFrelements = new SFrelement[numElements];
predictFrelements = new SFrelement[numElements];
for (int i=0;i<numElements;i++) storedFrelements[i].amplitude = storedFrelements[i].phase = 0;
for (int i=0;i<numElements;i++) storedFrelements[i].period = (maxPeriod)/(i+1);
}
CFrelement::~CFrelement()
{
delete[] storedFrelements;
delete[] predictFrelements;
}
// adds new state observations at given times
int CFrelement::add(uint32_t time,float state)
{
if (measurements == 0)
{
for (int i = 0;i<numElements;i++){
storedFrelements[i].realStates = 0;
storedFrelements[i].imagStates = 0;
storedFrelements[i].realBalance = 0;
storedFrelements[i].imagBalance = 0;
}
firstTime = time;
}else{
if (time - lastTime < shortestTime) shortestTime = time-lastTime;
}
lastTime = time;
//update the gains accordingly
storedGain = (storedGain*measurements+state)/(measurements+1);
float angle = 0;
//recalculate the spectral components
for (int i = 0;i<numElements;i++)
{
angle = 2*M_PI*(float)time/storedFrelements[i].period;
storedFrelements[i].realStates += state*cos(angle);
storedFrelements[i].imagStates += state*sin(angle);
storedFrelements[i].realBalance += cos(angle);
storedFrelements[i].imagBalance += sin(angle);
}
measurements++;
return 0;
}
/*not required in incremental version*/
void CFrelement::update(int modelOrder,unsigned int* times,float* signal,int length)
{
//establish amplitudes and phase shifts
float re,im;
//int duration = lastTime - firstTime;
predictGain = storedGain;
for (int i = 0;i<numElements;i++)
{
re = storedFrelements[i].realStates-storedGain*storedFrelements[i].realBalance;
im = storedFrelements[i].imagStates-storedGain*storedFrelements[i].imagBalance;
//if (1.5*storedFrelements[i].period <= duration && storedFrelements[i].period > shortestTime*2) storedFrelements[i].amplitude = sqrt(re*re+im*im)/measurements; else storedFrelements[i].amplitude = 0;
storedFrelements[i].amplitude = sqrt(re*re+im*im)/measurements;
if (storedFrelements[i].amplitude < FREMEN_AMPLITUDE_THRESHOLD) storedFrelements[i].amplitude = 0;
storedFrelements[i].phase = atan2(im,re);
}
//sort the spectral component
qsort(storedFrelements,numElements,sizeof(SFrelement),fremenSort);
if (modelOrder > numElements) modelOrder = numElements;
order = modelOrder;
for (int i = 0;i<order;i++) predictFrelements[i] = storedFrelements[i];
/*if given this info, the model tries to determine optimal model order to prevent overfit*/
if (times != NULL && signal != NULL && length > 0){
int bestOrder = 0;
for (int o = 0;o<=modelOrder;o++){
float error = 0;
float minError = length*10;
order = 0;
for (int i = 0;i<length;i++)
{
order = o;
error += fabs(estimate(times[i])-signal[i]);
}
if (error < minError)
{
minError = error;
bestOrder = o;
}
}
order = bestOrder;
}
}
/*text representation of the fremen model*/
void CFrelement::print(bool verbose)
{
std::cout << "Model: " << id << " Prior: " << predictGain << " Size: " << measurements << " ";
if (verbose){
for (int i = 0;i<order;i++){
std::cout << "Frelement " << i << " " << predictFrelements[i].amplitude << " " << predictFrelements[i].phase << " " << predictFrelements[i].period << " ";
}
}
std::cout << endl;
}
float CFrelement::estimate(uint32_t time)
{
float saturation = 0.01;
float estimate = predictGain;
for (int i = 0;i<order;i++) estimate+=2*predictFrelements[i].amplitude*cos(time/predictFrelements[i].period*2*M_PI-predictFrelements[i].phase);
if (estimate > 1.0-saturation) estimate = 1.0-saturation;
if (estimate < 0.0+saturation) estimate = 0.0+saturation;
return estimate;
}
float CFrelement::predict(uint32_t time)
{
float saturation = 0.01;
float estimate = predictGain;
for (int i = 0;i<order;i++) estimate+=2*predictFrelements[i].amplitude*cos(time/predictFrelements[i].period*2*M_PI-predictFrelements[i].phase);
if (estimate > 1.0-saturation) estimate = 1.0-saturation;
if (estimate < 0.0+saturation) estimate = 0.0+saturation;
return estimate;
}
int CFrelement::save(const char* name,bool lossy)
{
FILE* file = fopen(name,"w");
double array[10000];
int len = exportToArray(array,10000);
fwrite(array,sizeof(double),len,file);
fclose(file);
return 0;
}
int CFrelement::importFromArray(double* array,int len)
{
int pos = 0;
type = (ETemporalType)array[pos++];
if (type != TT_FREMEN) std::cout << "Error loading the model, type mismatch." << std::endl;
order = array[pos++];
id = array[pos++];
storedGain = array[pos++];
predictGain = array[pos++];
numElements = array[pos++];
measurements = array[pos++];
shortestTime = array[pos++];
memcpy(&firstTime,&array[pos++],sizeof(double));
memcpy(&lastTime,&array[pos++],sizeof(double));
for (int i = 0;i<numElements;i++){
storedFrelements[i].realStates = array[pos++];
storedFrelements[i].imagStates = array[pos++];
storedFrelements[i].realBalance = array[pos++];
storedFrelements[i].imagBalance = array[pos++];
storedFrelements[i].period = array[pos++];
}
update(order);
return 0;
}
int CFrelement::exportToArray(double* array,int maxLen)
{
int pos = 0;
array[pos++] = type;
array[pos++] = order;
array[pos++] = id;
array[pos++] = storedGain;
array[pos++] = predictGain;
array[pos++] = numElements;
array[pos++] = measurements;
array[pos++] = shortestTime;
memcpy(&array[pos++],&firstTime,sizeof(double));
memcpy(&array[pos++],&lastTime,sizeof(double));
for (int i = 0;i<numElements;i++){
array[pos++] = storedFrelements[i].realStates;
array[pos++] = storedFrelements[i].imagStates;
array[pos++] = storedFrelements[i].realBalance;
array[pos++] = storedFrelements[i].imagBalance;
array[pos++] = storedFrelements[i].period;
}
return pos;
}
int CFrelement::load(const char* name)
{
FILE* file = fopen(name,"r");
double* array = new double [MAX_TEMPORAL_MODEL_SIZE];
int len = fread(array,sizeof(double),MAX_TEMPORAL_MODEL_SIZE,file);
importFromArray(array,len);
delete [] array;
fclose(file);
return 0;
}
int CFrelement::save(FILE* file,bool lossy)
{
int frk = numElements;
fwrite(&frk,sizeof(uint32_t),1,file);
fwrite(&storedGain,sizeof(float),1,file);
fwrite(storedFrelements,sizeof(SFrelement),numElements,file);
return 0;
}
int CFrelement::load(FILE* file)
{
int frk = numElements;
fwrite(&frk,sizeof(uint32_t),1,file);
fwrite(&storedGain,sizeof(float),1,file);
fwrite(storedFrelements,sizeof(SFrelement),numElements,file);
return 0;
}