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test_cross_correlation.py
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test_cross_correlation.py
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# -*- coding: utf-8 -*-
"""
The cross correlation test suite.
"""
import ctypes as C # NOQA
import numpy as np
import os
import warnings
import pytest
from obspy import UTCDateTime, read, Trace
from obspy.core.util import AttribDict
from obspy.core.util.libnames import _load_cdll
from obspy.signal.cross_correlation import (
correlate, correlate_template, correlate_stream_template,
correlation_detector,
xcorr_pick_correction, xcorr_3c, xcorr_max,
_xcorr_padzeros, _xcorr_slice, _find_peaks)
from obspy.signal.trigger import coincidence_trigger
class TestCrossCorrelation:
"""
Cross correlation test case
"""
@pytest.fixture(scope='class')
def state(self):
"""Return test state."""
out = AttribDict()
out.path = os.path.join(os.path.dirname(__file__), 'data')
out.path_images = os.path.join(os.path.dirname(__file__), 'images')
out.a = np.sin(np.linspace(0, 10, 101))
out.b = 5 * np.roll(out.a, 5)
out.c = 5 * np.roll(out.a[:81], 5)
return out
def test_correlate_normalize_true_false(self):
a = read()[0].data[500:]
b = a[10:]
shift = 100
cc1 = correlate(a, b, shift, normalize='naive')
cc2 = correlate(a, b, shift, normalize=True)
cc3 = correlate(a, b, shift, normalize=None)
cc4 = correlate(a, b, shift, normalize=False)
np.testing.assert_allclose(cc1, cc2, rtol=1e-6)
np.testing.assert_allclose(cc3, cc4, rtol=1e-6)
def test_srl_xcorr(self):
"""
Tests if example in ObsPy paper submitted to the Electronic
Seismologist section of SRL is still working. The test shouldn't be
changed because the reference gets wrong.
"""
np.random.seed(815)
data1 = np.random.randn(1000).astype(np.float32)
data2 = data1.copy()
window_len = 100
corp = np.empty(2 * window_len + 1, dtype=np.float64)
lib = _load_cdll("signal")
#
shift = C.c_int()
coe_p = C.c_double()
res = lib.X_corr(data1.ctypes.data_as(C.c_void_p),
data2.ctypes.data_as(C.c_void_p),
corp.ctypes.data_as(C.c_void_p),
window_len, len(data1), len(data2),
C.byref(shift), C.byref(coe_p))
assert 0 == res
assert round(abs(0.0-shift.value), 7) == 0
assert round(abs(1.0-coe_p.value), 7) == 0
def test_xcorr_vs_old_implementation(self, state):
"""
Test against output of xcorr from ObsPy<1.1
"""
# Results of xcorr(self.a, self.b, 15, full_xcorr=True)
# for ObsPy==1.0.2:
# -5, 0.9651607597888241
x = [0.53555336, 0.60748967, 0.67493495, 0.73707491, 0.79313226,
0.84237607, 0.88413089, 0.91778536, 0.94280034, 0.95871645,
0.96516076, 0.96363672, 0.95043933, 0.92590109, 0.89047807,
0.84474328, 0.78377236, 0.71629895, 0.64316805, 0.56526677,
0.48351386, 0.39884904, 0.31222231, 0.22458339, 0.13687123,
0.05000401, -0.03513057, -0.11768441, -0.19685756, -0.27190599,
-0.34214866]
corr_fun = correlate(state.a, state.b, shift=15)
shift, corr = xcorr_max(corr_fun)
np.testing.assert_allclose(corr_fun, x)
assert round(abs(corr-0.96516076), 7) == 0
assert shift == -5
def test_correlate_different_length_of_signals(self, state):
# Signals are aligned around the middle
cc = correlate(state.a, state.c, 50)
shift, _ = xcorr_max(cc)
assert shift == -5 - (len(state.a) - len(state.c)) // 2
def test_correlate(self):
# simple test
a, b = [0, 1], [20, 10]
cc = correlate(a, b, 1, demean=False, normalize=False)
shift, value = xcorr_max(cc)
assert shift == 1
assert round(abs(value-20.), 7) == 0
np.testing.assert_allclose(cc, [0., 10., 20.], atol=1e-14)
# test symetry and different length of a and b
a, b = [0, 1, 2], [20, 10]
cc1 = correlate(a, b, 1, demean=False, normalize=False, method='fft')
cc2 = correlate(a, b, 1, demean=False, normalize=False,
method='direct')
cc3 = correlate(b, a, 1, demean=False, normalize=False, method='fft')
cc4 = correlate(b, a, 1, demean=False, normalize=False,
method='direct')
shift1, _ = xcorr_max(cc1)
shift2, _ = xcorr_max(cc2)
shift3, _ = xcorr_max(cc3)
shift4, _ = xcorr_max(cc4)
assert shift1 == 0.5
assert shift2 == 0.5
assert shift3 == -0.5
assert shift4 == -0.5
np.testing.assert_allclose(cc1, cc2)
np.testing.assert_allclose(cc3, cc4)
np.testing.assert_allclose(cc1, cc3[::-1])
# test sysmetry for method='direct' and len(a) - len(b) - 2 * num > 0
a, b = [0, 1, 2, 3, 4, 5, 6, 7], [20, 10]
cc1 = correlate(a, b, 2, method='direct')
cc2 = correlate(b, a, 2, method='direct')
np.testing.assert_allclose(cc1, cc2[::-1])
def test_correlate_different_implementations(self, state):
"""
Test correct length and different implementations against each other
"""
xcorrs1 = []
xcorrs2 = []
for xcorr_func in (_xcorr_padzeros, _xcorr_slice):
for method in ('auto', 'fft', 'direct'):
x = xcorr_func(state.a, state.b, 40, method)
y = xcorr_func(state.a, state.b[:-1], 40, method)
assert (len(state.a) - len(state.b)) % 2 == 0
assert len(x) == 2 * 40 + 1
assert len(y) == 2 * 40
xcorrs1.append(x)
xcorrs2.append(y)
for x_other in xcorrs1[1:]:
np.testing.assert_allclose(x_other, xcorrs1[0])
for x_other in xcorrs2[1:]:
np.testing.assert_allclose(x_other, xcorrs2[0])
def test_correlate_extreme_shifts_for_freq_xcorr(self):
"""
Also test shift=None
"""
a, b = [1, 2, 3], [1, 2, 3]
n = len(a) + len(b) - 1
cc1 = correlate(a, b, 2, method='fft')
cc2 = correlate(a, b, 3, method='fft')
cc3 = correlate(a, b, None, method='fft')
cc4 = correlate(a, b, None, method='direct')
assert len(cc1) == n
assert len(cc2) == 2 + n
assert len(cc3) == n
assert len(cc4) == n
a, b = [1, 2, 3], [1, 2]
n = len(a) + len(b) - 1
cc1 = correlate(a, b, 2, method='fft')
cc2 = correlate(a, b, 3, method='fft')
cc3 = correlate(a, b, None, method='fft')
cc4 = correlate(a, b, None, method='direct')
assert len(cc1) == n
assert len(cc2) == 2 + n
assert len(cc3) == n
assert len(cc4) == n
def test_xcorr_max(self):
shift, value = xcorr_max((1, 3, -5))
assert shift == 1
assert value == -5
shift, value = xcorr_max((3., -5.), abs_max=False)
assert shift == -0.5
assert value == 3.
def test_xcorr_3c(self):
st = read()
st2 = read()
for tr in st2:
tr.data = -5 * np.roll(tr.data, 50)
shift, value, x = xcorr_3c(st, st2, 200, full_xcorr=True)
assert shift == -50
assert round(abs(value--0.998), 3) == 0
def test_xcorr_pick_correction(self, state):
"""
Test cross correlation pick correction on a set of two small local
earthquakes.
"""
st1 = read(os.path.join(state.path,
'BW.UH1._.EHZ.D.2010.147.a.slist.gz'))
st2 = read(os.path.join(state.path,
'BW.UH1._.EHZ.D.2010.147.b.slist.gz'))
tr1 = st1.select(component="Z")[0]
tr2 = st2.select(component="Z")[0]
tr1_copy = tr1.copy()
tr2_copy = tr2.copy()
t1 = UTCDateTime("2010-05-27T16:24:33.315000Z")
t2 = UTCDateTime("2010-05-27T16:27:30.585000Z")
dt, coeff = xcorr_pick_correction(t1, tr1, t2, tr2, 0.05, 0.2, 0.1)
assert round(abs(dt--0.014459080288833711), 7) == 0
assert round(abs(coeff-0.91542878457939791), 7) == 0
dt, coeff = xcorr_pick_correction(t2, tr2, t1, tr1, 0.05, 0.2, 0.1)
assert round(abs(dt-0.014459080288833711), 7) == 0
assert round(abs(coeff-0.91542878457939791), 7) == 0
dt, coeff = xcorr_pick_correction(
t1, tr1, t2, tr2, 0.05, 0.2, 0.1, filter="bandpass",
filter_options={'freqmin': 1, 'freqmax': 10})
assert round(abs(dt--0.013025086360067755), 7) == 0
assert round(abs(coeff-0.98279277273758803), 7) == 0
assert tr1 == tr1_copy
assert tr2 == tr2_copy
def test_xcorr_pick_correction_images(self, state, image_path):
"""
Test cross correlation pick correction on a set of two small local
earthquakes.
"""
st1 = read(os.path.join(state.path,
'BW.UH1._.EHZ.D.2010.147.a.slist.gz'))
st2 = read(os.path.join(state.path,
'BW.UH1._.EHZ.D.2010.147.b.slist.gz'))
tr1 = st1.select(component="Z")[0]
tr2 = st2.select(component="Z")[0]
t1 = UTCDateTime("2010-05-27T16:24:33.315000Z")
t2 = UTCDateTime("2010-05-27T16:27:30.585000Z")
xcorr_pick_correction(
t1, tr1, t2, tr2, 0.05, 0.2, 0.1, plot=True, filename=image_path)
def test_correlate_template_eqcorrscan(self):
"""
Test for moving window correlations with "full" normalisation.
Comparison result is from EQcorrscan v.0.2.7, using the following:
from eqcorrscan.utils.correlate import get_array_xcorr
from obspy import read
data = read()[0].data
template = data[400:600]
data = data[380:620]
eqcorrscan_func = get_array_xcorr("fftw")
result = eqcorrscan_func(
stream=data, templates=template.reshape(1, len(template)),
pads=[0])[0][0]
"""
result = [
-2.24548906e-01, 7.10350871e-02, 2.68642932e-01, 2.75941312e-01,
1.66854098e-01, 1.66086946e-02, -1.29057273e-01, -1.96172655e-01,
-1.41613603e-01, -6.83271606e-03, 1.45768464e-01, 2.42143899e-01,
1.98310092e-01, 2.16377302e-04, -2.41576880e-01, -4.00586188e-01,
-4.32240069e-01, -2.88735539e-01, 1.26461715e-01, 7.09268868e-01,
9.99999940e-01, 7.22769439e-01, 1.75955653e-01, -2.46459037e-01,
-4.34027880e-01, -4.32590246e-01, -2.67131507e-01, -6.78363896e-04,
2.08171085e-01, 2.32197508e-01, 8.64804164e-02, -1.14158235e-01,
-2.53621429e-01, -2.62945205e-01, -1.40505865e-01, 3.35594788e-02,
1.77415669e-01, 2.72263527e-01, 2.81718552e-01, 1.38080209e-01,
-1.27307668e-01]
data = read()[0].data
template = data[400:600]
data = data[380:620]
cc = correlate_template(data, template)
np.testing.assert_allclose(cc, result, atol=1e-7)
shift, corr = xcorr_max(cc)
assert round(abs(corr-1.0), 7) == 0
assert shift == 0
def test_correlate_template_eqcorrscan_time(self):
"""
Test full normalization for method='direct'.
"""
result = [
-2.24548906e-01, 7.10350871e-02, 2.68642932e-01, 2.75941312e-01,
1.66854098e-01, 1.66086946e-02, -1.29057273e-01, -1.96172655e-01,
-1.41613603e-01, -6.83271606e-03, 1.45768464e-01, 2.42143899e-01,
1.98310092e-01, 2.16377302e-04, -2.41576880e-01, -4.00586188e-01,
-4.32240069e-01, -2.88735539e-01, 1.26461715e-01, 7.09268868e-01,
9.99999940e-01, 7.22769439e-01, 1.75955653e-01, -2.46459037e-01,
-4.34027880e-01, -4.32590246e-01, -2.67131507e-01, -6.78363896e-04,
2.08171085e-01, 2.32197508e-01, 8.64804164e-02, -1.14158235e-01,
-2.53621429e-01, -2.62945205e-01, -1.40505865e-01, 3.35594788e-02,
1.77415669e-01, 2.72263527e-01, 2.81718552e-01, 1.38080209e-01,
-1.27307668e-01]
data = read()[0].data
template = data[400:600]
data = data[380:620]
cc = correlate_template(data, template, method='direct')
np.testing.assert_allclose(cc, result, atol=1e-7)
shift, corr = xcorr_max(cc)
assert round(abs(corr-1.0), 7) == 0
assert shift == 0
def test_correlate_template_different_normalizations(self):
data = read()[0].data
template = data[400:600]
data = data[380:700]
max_index = 20
ct = correlate_template
full_xcorr = ct(data, template, demean=False)
naive_xcorr = ct(data, template, demean=False, normalize='naive')
nonorm_xcorr = ct(data, template, demean=False, normalize=None)
assert np.argmax(full_xcorr) == max_index
assert np.argmax(naive_xcorr) == max_index
assert np.argmax(nonorm_xcorr) == max_index
assert round(abs(full_xcorr[max_index]-1.0), 7) == 0
assert naive_xcorr[max_index] < full_xcorr[max_index]
np.testing.assert_allclose(nonorm_xcorr, np.correlate(data, template))
def test_correlate_template_correct_alignment_of_normalization(self):
data = read()[0].data
template = data[400:600]
data = data[380:620]
# test for all combinations of odd and even length input data
for i1, i2 in ((0, 0), (0, 1), (1, 1), (1, 0)):
for mode in ('valid', 'same', 'full'):
for demean in (True, False):
xcorr = correlate_template(data[i1:], template[i2:],
mode=mode, demean=demean)
assert round(abs(np.max(xcorr)-1), 7) == 0
def test_correlate_template_versus_correlate(self):
data = read()[0].data
template = data[400:600]
data = data[380:620]
xcorr1 = correlate_template(data, template, normalize='naive')
xcorr2 = correlate(data, template, 20)
np.testing.assert_equal(xcorr1, xcorr2)
def test_correlate_template_zeros_in_input(self):
template = np.zeros(10)
data = read()[0].data[380:420]
xcorr = correlate_template(data, template)
np.testing.assert_equal(xcorr, np.zeros(len(xcorr)))
template[:] = data[:10]
data[5:20] = 0
xcorr = correlate_template(data, template)
np.testing.assert_equal(xcorr[5:11], np.zeros(6))
data[:] = 0
xcorr = correlate_template(data, template)
np.testing.assert_equal(xcorr, np.zeros(len(xcorr)))
xcorr = correlate_template(data, template, normalize='naive')
np.testing.assert_equal(xcorr, np.zeros(len(xcorr)))
def test_correlate_template_different_amplitudes(self):
"""
Check that correlations are the same independent of template amplitudes
"""
data = np.random.randn(20000)
template = data[1000:1200]
template_large = template * 10e10
template_small = template * 10e-10
cc = correlate_template(data, template)
cc_large = correlate_template(data, template_large)
cc_small = correlate_template(data, template_small)
np.testing.assert_allclose(cc, cc_large)
np.testing.assert_allclose(cc, cc_small)
def test_correlate_template_nodemean_fastmatchedfilter(self):
"""
Compare non-demeaned result against FMF derived result.
FMF result obtained by the following:
import copy
import numpy as np
from fast_matched_filter import matched_filter
from obspy import read
data = read()[0].data
template = copy.deepcopy(data[400:600])
data = data[380:620]
result = matched_filter(
templates=template.reshape(1, 1, 1, len(template)),
moveouts=np.array(0).reshape(1, 1, 1),
weights=np.array(1).reshape(1, 1, 1),
data=data.reshape(1, 1, len(data)),
step=1, arch='cpu')[0]
.. note::
FastMatchedFilter doesn't use semver, but result generated by Calum
Chamberlain on 18 Jan 2018 using up-to-date code, with the patch
in https://github.com/beridel/fast_matched_filter/pull/12
"""
result = [
-1.48108244e-01, 4.71532270e-02, 1.82797655e-01,
1.92574233e-01, 1.18700281e-01, 1.18958903e-02,
-9.23405439e-02, -1.40047163e-01, -1.00863703e-01,
-4.86961426e-03, 1.04124829e-01, 1.72662303e-01,
1.41110823e-01, 1.53776666e-04, -1.71214968e-01,
-2.83201426e-01, -3.04899812e-01, -2.03215942e-01,
8.88349637e-02, 5.00749528e-01, 7.18140483e-01,
5.29728174e-01, 1.30591258e-01, -1.83402568e-01,
-3.22406143e-01, -3.20676118e-01, -1.98054180e-01,
-5.06028766e-04, 1.56253457e-01, 1.74580097e-01,
6.49696961e-02, -8.56237561e-02, -1.89858019e-01,
-1.96504310e-01, -1.04968190e-01, 2.51029599e-02,
1.32686019e-01, 2.03692451e-01, 2.11983219e-01,
0.00000000e+00, 0.00000000e+00]
data = read()[0].data
template = data[400:600]
data = data[380:620]
# FMF demeans template but does not locally demean data for
# normalization
template = template - template.mean()
cc = correlate_template(data, template, demean=False)
# FMF misses the last two elements?
np.testing.assert_allclose(cc[0:-2], result[0:-2], atol=1e-7)
shift, corr = xcorr_max(cc)
assert shift == 0
def test_integer_input_equals_float_input(self):
a = [-3, 0, 4]
b = [-3, 4]
c = np.array(a, dtype=float)
d = np.array(b, dtype=float)
for demean in (True, False):
for normalize in (None, 'naive'):
cc1 = correlate(a, b, 3, demean=demean, normalize=normalize,
method='direct')
cc2 = correlate(c, d, 3, demean=demean, normalize=normalize)
np.testing.assert_allclose(cc1, cc2)
for normalize in (None, 'naive', 'full'):
cc3 = correlate_template(a, b, demean=demean,
normalize=normalize, method='direct')
cc4 = correlate_template(c, d, demean=demean,
normalize=normalize)
np.testing.assert_allclose(cc3, cc4)
def test_correlate_stream_template_and_correlation_detector(self):
template = read().filter('highpass', freq=5).normalize()
pick = UTCDateTime('2009-08-24T00:20:07.73')
template.trim(pick, pick + 10)
n1 = len(template[0])
n2 = 100 * 3600 # 1 hour
dt = template[0].stats.delta
# shift one template Trace
template[1].stats.starttime += 5
stream = template.copy()
np.random.seed(42)
for tr, trt in zip(stream, template):
tr.stats.starttime += 24 * 3600
tr.data = np.random.random(n2) - 0.5 # noise
if tr.stats.channel[-1] == 'Z':
tr.data[n1:2 * n1] += 10 * trt.data
tr.data = tr.data[:-n1]
tr.data[5 * n1:6 * n1] += 100 * trt.data
tr.data[20 * n1:21 * n1] += 2 * trt.data
# make one template trace a bit shorter
template[2].data = template[2].data[:-n1 // 5]
# make two stream traces a bit shorter
stream[0].trim(5, None)
stream[1].trim(1, 20)
# second template
pick2 = stream[0].stats.starttime + 20 * n1 * dt
template2 = stream.slice(pick2 - 5, pick2 + 5)
# test cross correlation
stream_orig = stream.copy()
template_orig = template.copy()
ccs = correlate_stream_template(stream, template)
assert len(ccs) == len(stream)
assert stream[1].stats.starttime == ccs[0].stats.starttime
assert stream_orig == stream
assert template_orig == template
# test if traces with not matching seed ids are discarded
ccs = correlate_stream_template(stream[:2], template[1:])
assert len(ccs) == 1
assert stream_orig == stream
assert template_orig == template
# test template_time parameter
ccs1 = correlate_stream_template(stream, template)
template_time = template[0].stats.starttime + 100
ccs2 = correlate_stream_template(stream, template,
template_time=template_time)
assert len(ccs2) == len(ccs1)
delta = ccs2[0].stats.starttime - ccs1[0].stats.starttime
assert round(abs(delta-100), 7) == 0
# test if all three events found
detections, sims = correlation_detector(stream, template, 0.2, 30)
assert len(detections) == 3
dtime = pick + n1 * dt + 24 * 3600
assert round(abs(detections[0]['time']-dtime), 7) == 0
assert len(sims) == 1
assert stream_orig == stream
assert template_orig == template
# test if xcorr stream is suitable for coincidence_trigger
# result should be the same, return values related
ccs = correlate_stream_template(stream, template)
triggers = coincidence_trigger(None, 0.2, -1, ccs, 2,
max_trigger_length=30, details=True)
assert len(triggers) == 2
for d, t in zip(detections[1:], triggers):
assert round(abs(np.mean(t['cft_peaks'])-d['similarity']), 7) == 0
# test template_magnitudes
detections, _ = correlation_detector(stream, template, 0.2, 30,
template_magnitudes=1)
assert abs(detections[1]['amplitude_ratio']-100) < 1
assert abs(detections[1]['magnitude'] - (1 + 8 / 3)) < 0.01
assert abs(detections[2]['amplitude_ratio']-2) < 2
detections, _ = correlation_detector(stream, template, 0.2, 30,
template_magnitudes=True)
assert abs(detections[1]['amplitude_ratio']-100) < 1
assert 'magnitude' not in detections[1]
assert stream_orig == stream
assert template_orig == template
# test template names
detections, _ = correlation_detector(stream, template, 0.2, 30,
template_names='eq')
assert detections[0]['template_name'] == 'eq'
detections, _ = correlation_detector(stream, template, 0.2, 30,
template_names=['eq'], plot=True)
assert detections[0]['template_name'] == 'eq'
# test similarity parameter with additional constraints
# test details=True
def simf(ccs):
ccmatrix = np.array([tr.data for tr in ccs])
comp_thres = np.sum(ccmatrix > 0.2, axis=0) > 1
similarity = ccs[0].copy()
similarity.data = np.mean(ccmatrix, axis=0) * comp_thres
return similarity
detections, _ = correlation_detector(stream, template, 0.1, 30,
similarity_func=simf,
details=True)
assert len(detections) == 2
for d in detections:
mean_val = np.mean(list(d['cc_values'].values()))
assert round(abs(mean_val - d['similarity']), 7) == 0
# test if properties from find_peaks function are returned
detections, sims = correlation_detector(stream, template, 0.1, 30,
threshold=0.16, details=True,
similarity_func=simf)
try:
from scipy.signal import find_peaks # noqa
except ImportError:
assert len(detections) == 2
assert 'left_threshold' not in detections[0]
else:
assert len(detections) == 1
assert 'left_threshold' in detections[0]
# also check the _find_peaks function
distance = int(round(30 / sims[0].stats.delta))
indices = _find_peaks(sims[0].data, 0.1, distance, distance)
assert len(indices) == 2
# test distance parameter
detections, _ = correlation_detector(stream, template, 0.2, 500)
assert len(detections) == 1
# test more than one template
# just 2 detections for first template, because second template has
# a higher similarity for third detection
templates = (template, template2)
templatetime2 = pick2 - 10
template_times = (template[0].stats.starttime, templatetime2)
detections, _ = correlation_detector(stream, templates, (0.2, 0.3), 30,
plot=stream,
template_times=template_times,
template_magnitudes=(2, 5))
assert len(detections) > 0
assert 'template_id' in detections[0]
detections0 = [d for d in detections if d['template_id'] == 0]
assert len(detections0) == 2
assert len(detections) == 3
assert round(abs(detections[2]['similarity']-1), 7) == 0
assert round(abs(detections[2]['magnitude']-5), 7) == 0
assert detections[2]['time'] == templatetime2
# test if everything is correct if template2 and stream do not have
# any ids in common
templates = (template, template2[2:])
with warnings.catch_warnings():
warnings.simplefilter("ignore")
detections, sims = correlation_detector(
stream[:1], templates, 0.2, 30, plot=True,
template_times=templatetime2, template_magnitudes=2)
detections0 = [d for d in detections if d['template_id'] == 0]
assert len(detections0) == 3
assert len(detections) == 3
assert len(sims) == 2
assert isinstance(sims[0], Trace)
assert sims[1] is None