Mathbox

Overview

A math toolbox without numpy and scipy.

Usage

1. pip install mathbox
2. Download from source code, export PYTHONPATH='/<path>/<to>/mathbox-py'. And then get into examples folder cd examples, install dependencies from requirements.txt (recommended in virtualenv) and run python xxx.py.

APIs

Time-series 1D real data

• Prerequisities

  All the signals must be well interpolated.

• Cross-correlation

  • max_corr(obj, candidates, num, lag_max)

    • obj - input: a list. The objective list whose correlated lists are concerned.
    • cadidates - input: list of lists.
    • num - input: a uint. Default is 1.
    • lag_max - input: a uint. Default is 20. The lag refers to how far the series are offset, and its sign determines which series is shifted.

    The function returns num pieces of list from candidates that are most correlated to the obj list. And the function will calculate the maximum correlation from -lag_max to +lag_max.

• Filters

  • moving_median(signal, window)
    • signal - input: a list.
    • window - input: an int and the odd is recommended.
  • moving_average(signal, window)
    • signal - input: a list.
    • window - input: an int.
  • f_lowpass_filter(signal, T, n=3, f_min)
    • signal - input: a list.
    • T - input: sample period time.
    • n - input: a unit. Get the n pieces of frequencies with the maximum amplitude.
    • f_min - input: cut-off frequency.

• Outliers detection

  • noise_outlier(noise, level)
    • noise - input: a list. Signal should obey normal distribution. So it's better to choose a white noise as input.
    • level - input: a unit. Default is 3 which means 3 sigma. Usually, it should be 1, 2, 3 or 6.

• Change points detection

  • e_divisive(signal,jump,pvalue=0.05,permutations=100)
    • signal - input: a list.
    • jump - input: a unit. Jump controls the minimum distance between change points.
    • pvalue - a float from 0~1.
    • permutations - a uint. Default is 100 which means 100 times permutation test will be done to check whether the change point is really a chnage point.

Utils