As per the title I am trying to model a parachutist's decent in Python 3.
I need to use an Euler method for a kinematic body. The graph plotting speed shows no signs of tending to a terminal velocity, so I'm clearly doing something very wrong!
For fault finding I have printed the list of t and speed values to the screen. Here is the code, for a function that returns lists of the values, then plots them.
def Euler_n2l(y_ini,v_yini):
delta_t=float(input("Type time interval size (in s): "))
t_n=0
t_list=[0]
y_list=[]
v_list=[v_yini]
#Calculating k from the specified parameters for: drag coefficient, cross-sectional area and air density.
k=(userC*rho0*ca)/2
while (y_ini>0): #Ending the simulation when the ground is reached
t_n += delta_t
v_yini -= delta_t*(9.81+((k/m)*(v_yini)**2))
y_ini += delta_t*v_yini
t_list.append(t_n)
y_list.append(y_ini)
v_list.append(v_yini)
if y_ini < 0:
del t_list[-2:]
del y_list[-1]
del v_list[-2:]
return t_list,y_list,v_list
ca=0.96 #Approximation for an average human cross sectional area=1.6*0.6 m^2
userC=float(input("Type a value for the drag coefficient, C_d. Sensible values are from ~1.0 - 1.3: "))
rho0=1.2 #Value given the instruction for ambient temperature and pressure
m=80 #approx weight of a man in Kg
output=Euler_n2l(39000,0)
t_list,y_list,v_list=output
plt.plot(t_list,v_list)
plt.xlabel("$Time (s)$", size=12)
plt.ylabel("$Speed (m/s)$", size=12)
plt.show()
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Python developers
I am working on spectroscopy in a university. My experimental 1-D data sometimes shows "cosmic ray", 3-pixel ultra-high intensity, which is not what I want to analyze. So I want to remove this kind of weird peaks.
Does anybody know how to fix this issue in Python 3?
Thanks in advance!!
A simple solution could be to use the algorithm proposed by Whitaker and Hayes, in which they use modified z scores on the derivative of the spectrum. This medium post explains how it works and its implementation in python https://towardsdatascience.com/removing-spikes-from-raman-spectra-8a9fdda0ac22 .
The idea is to calculate the modified z scores of the spectra derivatives and apply a threshold to detect the cosmic spikes. Afterwards, a fixer is applied to remove the spike points and replace it by the mean values of the surrounding pixels.
# definition of a function to calculate the modified z score.
def modified_z_score(intensity):
median_int = np.median(intensity)
mad_int = np.median([np.abs(intensity - median_int)])
modified_z_scores = 0.6745 * (intensity - median_int) / mad_int
return modified_z_scores
# Once the spike detection works, the spectrum can be fixed by calculating the average of the previous and the next point to the spike. y is the intensity values of a spectrum, m is the window which we will use to calculate the mean.
def fixer(y,m):
threshold = 7 # binarization threshold.
spikes = abs(np.array(modified_z_score(np.diff(y)))) > threshold
y_out = y.copy() # So we don't overwrite y
for i in np.arange(len(spikes)):
if spikes[i] != 0: # If we have an spike in position i
w = np.arange(i-m,i+1+m) # we select 2 m + 1 points around our spike
w2 = w[spikes[w] == 0] # From such interval, we choose the ones which are not spikes
y_out[i] = np.mean(y[w2]) # and we average the value
return y_out
The answer depends a on what your data looks like: If you have access to two-dimensional CCD readouts that the one-dimensional spectra were created from, then you can use the lacosmic module to get rid of the cosmic rays there. If you have only one-dimensional spectra, but multiple spectra from the same source, then a quick ad-hoc fix is to make a rough normalisation of the spectra and remove those pixels that are several times brighter than the corresponding pixels in the other spectra. If you have only one one-dimensional spectrum from each source, then a less reliable option is to remove all pixels that are much brighter than their neighbours. (Depending on the shape of your cosmics, you may even want to remove the nearest 5 pixels or something, to catch the wings of the cosmic ray peak as well).
I have text file (x_train) from sensor data such as accelerometers:
# (patient number, time in ms, normalization of X Y and Z,
# kurtosis, skewness, pitch, roll and yaw, label) respectively.
1,15,-0.248010047716,0.00378335508419,-0.0152548459993,-86.3738760481,0.872322164158,-3.51314800063,0
1,31,-0.248010047716,0.00378335508419,-0.0152548459993,-86.3738760481,0.872322164158,-3.51314800063,0
1,46,-0.267422664673,0.0051143782875,-0.0191247001961,-85.7662354031,1.0928406847,-4.08015176908,0
1,62,-0.267422664673,0.0051143782875,-0.0191247001961,-85.7662354031,1.0928406847,-4.08015176908,0
And i am working on a deep learning model RNN-LSTM with keras
I am trying to detect if a patient is in a FOG (freezing of gait) stage or not
In the figure below is the chunks that i want to determine from the accelerometer signal file.
and this is the x-axis, y-axis and z-axis
The issue I am having now is that I can't figure out how to get those chunks programatically.
And also what I basically want is to know how often a patient have FOG or walking during a certain time window. (Window size around 3 seconds).
this is what i have tried
def rwindows(a, window):
shape = a.shape[0] - window + 1, window, a.shape[-1]
strides = (a.strides[0],) + a.strides
windows = np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)
return np.squeeze(windows)
s=x_train.reshape(-1,6)
print(rwindows(s,3))
and i need to obtain the difference between signals in the case of fog and walking
I am trying to find user distances from beacon positions using trilateration. I am having a mean squared error function that I am trying to minimize using non-linear least squares but I am not getting correct results. Any help is appreciated. The code is below.
def mse(self, user_pos, positions, distances):
mse = 0.0
for pos, dist in zip(positions, distances):
distance = great_circle((user_pos[0], user_pos[1]), (pos[0], pos[1])).meters
mse += math.pow(distance - dist, 2.0)
return mse/len(positions)
def least_squares_func(self, positions, distances):
# Returns users coordinates
return least_squares(self.mse, [0,0], args=(positions, distances)).x
Starting position in least_squares is [0,0] but after changing it I am not getting much different results.
Input example:
positions = [(5.0, -6.0), (13.0, -15.0), (21.0, -3.0)]
distances = [8.06, 13.97, 23.32]
great_circle is used for GPS where we deal with an oblate spheroid for beacons you must used simple Euclidean metric to calculate the distance between the user and each beacons.
I have a histogram of sorted random numbers and a Gaussian overlay. The histogram represents observed values per bin (applying this base case to a much larger dataset) and the Gaussian is an attempt to fit the data. Clearly, this Gaussian does not represent the best fit to the histogram. The code below is the formula for a Gaussian.
normc, mu, sigma = 30.845, 50.5, 7 # normalization constant, avg, stdev
gauss = lambda x: normc * exp( (-1) * (x - mu)**2 / ( 2 * (sigma **2) ) )
I calculated the expectation values per bin (area under the curve) and calculated the number of observed values per bin. There are several methods to find the 'best' fit. I am concerned with the best fit possible by minimizing Chi-Squared. In this formula for Chi-Squared, the expectation value is the area under the curve per bin and the observed value is the number of occurrences of sorted data values per bin. So I want to fluctuate normc, mu, and sigma near their given values to find the right combination of normc, mu, and sigma that produce the smallest Chi-Square, as these will be the parameters I can plug into the code above to overlay the best fit Gaussian on my histogram. I am trying to use the scipy module to minimize my Chi-Square as done in this example. Since I need to fluctuate parameters, I will use the function gauss (defined above) to plot the Gaussian overlay, and will define a new function to find the minimum Chi-Squared.
def gaussmin(var,data):
# var[0] = normc
# var[1] = mu
# var[2] = sigma
# data is the sorted random numbers, represents unbinned observed values
for index in range(len(data)):
return var[0] * exp( (-1) * (data[index] - var[1])**2 / ( 2 * (var[2] **2) ) )
# I realize this will return a new value for each index of data, any guidelines to fix?
After this, I am stuck. How can I fluctuate the parameters to find the normc, mu, sigma that produced the best fit? My last attempt at a solution is below:
var = [normc, mu, sigma]
result = opt.minimize(chi2, [normc,mu,sigma])
# chi2 is the chisquare value obtained via scipy
# chisquare input (a,b)
# where a is number of occurences per bin, b is expected value per bin
# b is dependent upon normc, mu, sigma
print(result)
# data is a list, can I keep it as a constant and only fluctuate parameters in var?
There are plenty of examples online for scalar functions but I cannot find any for variable functions.
PS - I can post my full code so far but it's bit lengthy. If you would like to see it, just ask and I can post it here or provide a googledrive link.
A Gaussian distribution is completely characterized by its mean and variance (or std deviation). Under the hypothesis that your data are normally distributed, the best fit will be obtained by using x-bar as the mean and s-squared as the variance. But before doing so, I'd check whether normality is plausible using, e.g., a q-q plot.
When we train a ctr(click through rate) model, sometimes we need calcute the real ctr from the history data, like this
#(click)
ctr = ----------------
#(impressions)
We know that, if the number of impressions is too small, the calculted ctr is not real. So we always set a threshold to filter out the large enough impressions.
But we know that the higher impressions, the higher confidence for the ctr. Then my question is that: Is there a impressions-normalized statistic method to calculate the ctr?
Thanks!
You probably need a representation of confidence interval for your estimated ctr. Wilson score interval is a good one to try.
You need below stats to calculate the confidence score:
\hat p is the observed ctr (fraction of #clicked vs #impressions)
n is the total number of impressions
zα/2 is the (1-α/2) quantile of the standard normal distribution
A simple implementation in python is shown below, I use z(1-α/2)=1.96 which corresponds to a 95% confidence interval. I attached 3 test results at the end of the code.
# clicks # impressions # conf interval
2 10 (0.07, 0.45)
20 100 (0.14, 0.27)
200 1000 (0.18, 0.22)
Now you can set up some threshold to use the calculated confidence interval.
from math import sqrt
def confidence(clicks, impressions):
n = impressions
if n == 0: return 0
z = 1.96 #1.96 -> 95% confidence
phat = float(clicks) / n
denorm = 1. + (z*z/n)
enum1 = phat + z*z/(2*n)
enum2 = z * sqrt(phat*(1-phat)/n + z*z/(4*n*n))
return (enum1-enum2)/denorm, (enum1+enum2)/denorm
def wilson(clicks, impressions):
if impressions == 0:
return 0
else:
return confidence(clicks, impressions)
if __name__ == '__main__':
print wilson(2,10)
print wilson(20,100)
print wilson(200,1000)
"""
--------------------
results:
(0.07048879557839793, 0.4518041980521754)
(0.14384999046998084, 0.27112660859398174)
(0.1805388068716823, 0.22099327100894336)
"""
If you treat this as a binomial parameter, you can do Bayesian estimation. If your prior on ctr is uniform (a Beta distribution with parameters (1,1)) then your posterior is Beta(1+#click, 1+#impressions-#click). Your posterior mean is #click+1 / #impressions+2 if you want a single summary statistic of this posterior, but you probably don't, and here's why:
I don't know what your method for determining whether ctr is high enough, but let's say you're interested in everything with ctr > 0.9. You can then use the cumulative density function of the beta distribution to look at what proportion of probability mass is over the 0.9 threshold (this will just be 1 - the cdf at 0.9). In this way, your threshold will naturally incorporate uncertainty about the estimate because of limited sample size.
There are many ways to calculate this confidence interval. An alternative to the Wilson Score is the Clopper-Perrson interval, which I found useful in spreadsheets.
Upper Bound Equation
Lower Bound Equation
Where
B() is the the Inverse Beta Distribution
alpha is the confidence level error (e.g for 95% confidence-level, alpha is 5%)
n is the number of samples (e.g. impressions)
x is the number of successes (e.g. clicks)
In Excel an implementation for B() is provided by the BETA.INV formula.
There is no equivalent formula for B() in Google Sheets, but a Google Apps Script custom function can be adapted from the JavaScript Statistical Library (e.g search github for jstat)