001/**
002 * Copyright (c) 2011, The University of Southampton and the individual contributors.
003 * All rights reserved.
004 *
005 * Redistribution and use in source and binary forms, with or without modification,
006 * are permitted provided that the following conditions are met:
007 *
008 *   *  Redistributions of source code must retain the above copyright notice,
009 *      this list of conditions and the following disclaimer.
010 *
011 *   *  Redistributions in binary form must reproduce the above copyright notice,
012 *      this list of conditions and the following disclaimer in the documentation
013 *      and/or other materials provided with the distribution.
014 *
015 *   *  Neither the name of the University of Southampton nor the names of its
016 *      contributors may be used to endorse or promote products derived from this
017 *      software without specific prior written permission.
018 *
019 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
020 * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
021 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
022 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
023 * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
024 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
025 * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
026 * ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
027 * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
028 * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
029 */
030package org.openimaj.ml.timeseries.processor;
031
032import org.openimaj.ml.timeseries.processor.interpolation.LinearInterpolationProcessor;
033import org.openimaj.ml.timeseries.series.DoubleTimeSeries;
034
035/**
036 * Calculates a moving average over a specified window in the past such that  
037 * 
038 * data[t_n] = sum^{m}_{i=1}{data[t_{n-i}}
039 * 
040 * This processor returns a value for each time in the underlying time series. 
041 * For sensible results, consider interpolating a consistent time span using an {@link LinearInterpolationProcessor}
042 * followed by this processor.
043 * 
044 * @author Sina Samangooei (ss@ecs.soton.ac.uk)
045 *
046 */
047public class GaussianTimeSeriesProcessor implements TimeSeriesProcessor<double[],Double,DoubleTimeSeries>
048{
049        private double[] kernel;
050        /**
051         * The default number of sigmas at which the Gaussian function is truncated
052         * when building a kernel
053         */
054        public static final double DEFAULT_GAUSS_TRUNCATE = 4.0d;
055        /**
056         * @param sigma the sigma of the guassian function
057         */
058        public GaussianTimeSeriesProcessor(double sigma) {
059                this.kernel = makeKernel(sigma,DEFAULT_GAUSS_TRUNCATE);
060        }
061        
062        /**
063         * Construct a zero-mean Gaussian with the specified standard deviation.
064         * @param sigma the standard deviation of the Gaussian
065         * @param truncate the number of sigmas from the centre at which to
066         *                              truncate the Gaussian 
067         * @return an array representing a Gaussian function
068         */
069        public static double[] makeKernel(double sigma, double truncate) {
070                if(sigma == 0) return new double[]{1f};
071                //The kernel is truncated at truncate sigmas from center.
072                int ksize = (int) (2.0f * truncate * sigma + 1.0f);
073//              ksize = Math.max(1, ksize); // size must be at least 3
074                if( ksize % 2 == 0 ) ksize++;  // size must be odd
075
076                double [] kernel = new double[ksize];
077
078                //build kernel
079                float sum = 0.0f;
080                for(int i = 0; i < ksize; i++) {
081                        float x = i - ksize / 2;
082                        kernel[i] = (float) Math.exp( -x * x / (2.0 * sigma * sigma) );
083                        sum += kernel[i];
084                }
085
086                //normalise area to 1
087                for(int i = 0; i < ksize; i++) {
088                        kernel[i] /= sum;
089                }
090                
091                return kernel;
092        }
093        
094        /**
095         * Convolve a double array
096         * 
097         * @param data the image to convolve.
098         * @param kernel the convolution kernel.
099         */
100        public static void convolveHorizontal(double[] data, double [] kernel) {
101                int halfsize = kernel.length / 2;
102
103                double buffer[] = new double[data.length + kernel.length];              
104                
105                for(int i = 0; i < halfsize; i++)
106                        buffer[i] = data[0];
107                for(int i = 0; i < data.length; i++)
108                        buffer[halfsize + i] = data[i];
109                
110                for(int i = 0; i < halfsize; i++)
111                        buffer[halfsize + data.length + i] = data[data.length- 1];
112
113//              convolveBuffer(buffer, kernel);
114                int l =  buffer.length-kernel.length;
115                for(int i = 0; i < l; i++) {
116                        float sum = 0.0f;
117
118                        for(int j = 0, jj=kernel.length-1; j < kernel.length; j++, jj--)
119                                sum += buffer[i + j] * kernel[jj];
120
121                        buffer[i] = sum;
122                }
123//              end convolveBuffer(buffer, kernel);
124
125                for(int c=0; c<data.length; c++) data[c] = buffer[c];
126        }
127
128        @Override
129        public void process(DoubleTimeSeries series) {
130                convolveHorizontal(series.getData(),this.kernel);
131        }
132}