Finding strat point when signal become perodic - matlab

I am trying to find the Mean of three cycles after the signal become periodic and reach to steady state. I have a signal that is not periodic at the beginning but after some time it became periodic. I want to find the Mean of the next three cycles which each cycle has five points.
Now I did that by opening the plot and find the point where the signal become periodic then I enter that point to MATLAB, then I got the results. The program working fine but I have a big problem. I have 500,000 data records and its impossible to open each one and find the starting point where the signal become periodic. Is there any way that I can find starting point without opening the plot because each case has a different starting point where the signal become periodic?
I used below code now
close all,clear variables,clear all;
clc;
prompt = 'Enter Strating Point?';
N= input(prompt);
Result=mean(mean(1,N:N+4)+mean(1,N+5:N+9)+mean(1,N+10:N+14));
I attached sample of data, Column one is the signal and column two is the time.
https://www.dropbox.com/sh/27lebrp1lwnmm3l/AABIhN1tzUSJQjjED954Yvyka?dl=0
Thank you!

Full edit:
%inputs: time and y (the response), both same length vectors
ppc = 5; % points per cycle
A = zeros(ppc,1);
for i = 1:ppc
A(i) = mean(y(i:ppc:length(y)));
end
[~,b] = min(A);
possidx = (length(time)+b-ppc):-ppc:b; %idx of lowest points
lowlist = fliplr(y(possidx));% lowest points
for i = 2:length(lowlist) %start from behind
se = std(lowlist(1:i))/sqrt(i); %calculate SE for all current points
if se > 0.05 %depending on your filed you might wanna change it to a lower value
periodstart = time(possidx(i-1)); %lowest point of first period
break
end
end
What it does: the first loop finds which group of points is always at the bottom. So adjust ppc to 10 if you have 10 points per cycle. The points per cycle don't have to be exactly the same for each cycle if you have a lot of them, it should still be reasonably accurate.
Then we add from behind one by one these lowest points and calculate the standard error. Once it is greater than 0.05 we are outside of the periods.
I felt so free to use standard error because that is something i know and that makes sense in this situation. I set the threshold to 0.05 because it's standard in many fields, alter it if it is different in your field.

Related

Vectorizing code - How to reduce MATLAB computational time

I have this piece of code
N=10^4;
for i = 1:N
[E,X,T] = fffun(); % Stochastic simulation. Returns every time three different vectors (whose length is 10^3).
X_(i,:)=X;
T_(i,:)=T;
GRID=[GRID T];
end
GRID=unique(GRID);
% Second part
for i=1:N
for j=1:(kmax)
f=find(GRID==T_(i,j) | GRID==T_(i,j+1));
s=f(1);
e=f(2)-1;
counter(X_(i,j), s:e)=counter(X_(i,j), s:e)+1;
end
end
The code performs N different simulations of a stochastic process (which consists of 10^3 events, occurring at discrete moments (T vector) that depends on the specific simulation.
Now (second part) I want to know, as a function of time istant, how many simulations are in a particular state (X assumes value between 1 and 10). The idea I had: create a grid vector with all the moments at which something happens in any simulation. Then, looping over the simulations, loop over the timesteps in which something happens and incrementing all the counter indeces that corresponds to this particular slice of time.
However this second part is very heavy (I mean days of processing on a standard quad-core CPU). And it shouldn't.
Are there any ideas (maybe about comparing vectors in a more efficient way) to cut the CPU time?
This is a standalone 'second_part'
N=5000;
counter=zeros(11,length(GRID));
for i=1:N
disp(['Counting sim #' num2str(i)]);
for j=1:(kmax)
f=find(GRID==T_(i,j) | GRID==T_(i,j+1),2);
s=f(1);
e=f(2)-1;
counter(X_(i,j), s:e)=counter(X_(i,j), s:e)+1;
end
end
counter=counter/N;
stop=find(GRID==Tmin);
stop=stop-1;
plot(counter(:,(stop-500):stop)')
with associated dummy data ( filedropper.com/data_38 ). In the real context the matrix has 2x rows and 10x columns.
Here is what I understand:
T_ is a matrix of time steps from N simulations.
X_ is a matrix of simulation state at T_ in those simulations.
so if you do:
[ut,~,ic]= unique(T_(:));
you get ic which is a vector of indices for all unique elements in T_. Then you can write:
counter = accumarray([ic X_(:)],1);
and get counter with no. of rows as your unique timesteps, and no. of columns as the unique states in X_ (which are all, and must be, integers). Now you can say that for each timestep ut(k) the number of time that the simulation was in state m is counter(k,m).
In your data, the only combination of m and k that has a value greater than 1 is (1,1).
Edit:
From the comments below, I understand that you record all state changes, and the time steps when they occur. Then every time a simulation change a state you want to collect all the states from all simulations and count how many states are from each type.
The main problem here is that your time is continuous, so basically each element in T_ is unique, and you have over a million time steps to loop over. Fully vectorizing such a process will need about 80GB of memory which will probably stuck your computer.
So I looked for a combination of vectorizing and looping through the time steps. We start by finding all unique intervals, and preallocating counter:
ut = unique(T_(:));
stt = 11; % no. of states
counter = zeros(stt,numel(ut));r = 1:size(T_,1);
r = 1:size(T_,1); % we will need that also later
Then we loop over all element in ut, and each time look for the relevant timestep in T_ in all simulations in a vectorized way. And finally we use histcounts to count all the states:
for k = 1:numel(ut)
temp = T_<=ut(k); % mark all time steps before ut(k)
s = cumsum(temp,2); % count the columns
col_ind = s(:,end); % fins the column index for each simulation
% convert the coulmns to linear indices:
linind = sub2ind(size(T_),r,col_ind.');
% count the states:
counter(:,k) = histcounts(X_(linind),1:stt+1);
end
This takes about 4 seconds at my computer for 1000 simulations, so it adds to a little more than one hour for the whole process. Not very quick...
You can try also one or two of the tweaks below to squeeze run time a little bit more:
As you can read here, accumarray seems to work faster in small arrays then histcouns. So may want to switch to it.
Also, computing linear indices directly is a quicker method than sub2ind, so you may want to try that.
implementing these suggestions in the loop above, we get:
R = size(T_,1);
r = (1:R).';
for k = 1:K
temp = T_<=ut(k); % mark all time steps before ut(k)
s = cumsum(temp,2); % count the columns
col_ind = s(:,end); % fins the column index for each simulation
% convert the coulmns to linear indices:
linind = R*(col_ind-1)+r;
% count the states:
counter(:,k) = accumarray(X_(linind),1,[stt 1]);
end
In my computer switching to accumarray and or removing sub2ind gain a slight improvement but it was not consistent (using timeit for testing on 100 or 1K elements in ut), so you better test it yourself. However, this still remains very long.
One thing that you may want to consider is trying to discretize your timesteps, so you will have much less unique elements to loop over. In your data about 8% of the time intervals a smaller than 1. If you can assume that this is short enough to be treated as one time step, then you could round your T_ and get only ~12.5K unique elements, which take about a minute to loop over. You can do the same for 0.1 intervals (which are less than 1% of the time intervals), and get 122K elements to loop over, what will take about 8 hours...
Of course, all the timing above are rough estimates using the same algorithm. If you do choose to round the times there may be even better ways to solve this.

Trying to produce exponential traffic

I'm trying to simulate an optical network algorithm in MATLAB for a homework project. Most of it is already done, but I have an issue with the diagrams I'm getting.
In the simulation I'm generating exponential traffic, however, for low lambda values (0.1) I'm getting very high packet drop rates (99%). I wrote a sample here which is very close to the testbench I'm running on my simulator.
% Run the simulation 10 times, with different lambda values
l = [1 2 3 4 5 6 7 8 9 10];
for i=l(1):l(end)
X = rand();
% In the 'real' simulation the following line defines the time
% when the next packet generation event will occur. Suppose that
% i is the current time
t_poiss = i + ceil((-log(X)/(i/10)));
distr(i)=t_poiss;
end
figure, plot(distr)
axis square
grid on;
title('Exponential test:')
The resulting image is
The diagram I'm getting in this sample is IDENTICAL to the diagram I'm getting for the drop rate/λ. So I would like to ask if I'm doing something wrong or if I miss something? Is this the right thing to expect?
So the problem is coming from might be a numerical problem. Since you are generating a random number for X, the number might be incredibly small - say, close to zero. If you have a number close to zero numerically, log(X) is going to be HUGE. So your calculation of t_poiss will be huge. I would suggest doing something like X = rand() + 1 to make sure that X is never close to zero.

recording 'bursts' of samples at 300 samples per sec

I am recording voltage changes over a small circuit- this records mouse feeding. When the mouse is eating, the circuit voltage changes, I convert that into ones and zeroes, all is well.
BUT- I want to calculate the number and duration of 'bursts' of feeding- that is, instances of circuit closing that occur within 250 ms (75 samples) of one another. If the gap between closings is larger than 250ms I want to count it as a new 'burst'
I guess I am looking for help in asking matlab to compare the sample number of each 1 in the digital file with the sample number of the next 1 down- if the difference is more than 75, call the first 1 the end of one bout and the second one the start of another bout, classifying the difference as a gap, but if it is NOT, keep the sample number of the first 1 and compare it against the next and next and next until there is a 75-sample difference
I can compare each 1 to the next 1 down:
n=1; m=2;
for i = 1:length(bouts4)-1
if bouts4(i+1) - bouts4(i) >= 75 %250 msec gap at a sample rate of 300
boutend4(n) = bouts4(i);
boutstart4(m)= bouts4(i+1);
m = m+1;
n = n+1;
end
I don't really want to iterate through i for both variables though...
any ideas??
-DB
You can try the following code
time_diff = diff(bouts4);
new_feeding = time_diff > 75;
boutend4 = bouts4(new_feeding);
boutstart4 = [0; bouts4(find(new_feeding) + 1)];
That's actually not too bad. We can actually make this completely vectorized. First, let's start with two signals:
A version of your voltages untouched
A version of your voltages that is shifted in time by 1 step (i.e. it starts at time index = 2).
Now the basic algorithm is really:
Go through each element and see if the difference is above a threshold (in your case 75).
Enumerate the locations of each one in separate arrays
Now onto the code!
%// Make those signals
bout4a = bouts4(1:end-1);
bout4b = bouts4(2:end);
%// Ensure column vectors - you'll see why soon
bout4a = bout4a(:);
bout4b = bout4b(:);
% // Step #1
loc = find(bouts4b - bouts4a >= 75);
% // Step #2
boutend4 = [bouts4(loc); 0];
boutstart4 = [0; bouts4(loc + 1)];
Aside:
Thanks to tail.b.lo, you can also use diff. It basically performs that difference operation with the copying of those vectors like I did before. diff basically works the same way. However, I decided not to use it so you can see how exactly your code that you wrote translates over in a vectorized way. Only way to learn, right?
Back to it!
Let's step through this slowly. The first two lines of code make those signals I was talking about. An original one (up to length(bouts) - 1) and another one that is the same length but shifted over by one time index. Next, we use find to find those time slots where the time index was >= 75. After, we use these locations to access the bouts array. The ending array accesses the original array while the starting array accesses the same locations but moved over by one time index.
The reason why we need to make these two signals column vector is the way I am appending information to the starting vector. I am not sure whether your data comes in rows or columns, so to make this completely independent of orientation, I'm going to make sure that your data is in columns. This is because if I try to append a 0, if I do it to a row vector I have to use a space to denote that I'm going to the next column. If I do it for a column vector, I have to use a semi-colon to go to the next row. To completely avoid checking to see whether it's a row or column vector, I'm going to make sure that it's a column vector no matter what.
By looking at your code m=2. This means that when you start writing into this array, the first location is 0. As such, I've artificially placed a 0 at the beginning of this array and followed that up with the rest of the values.
Hope this helps!

Match Two Sets of Measurement Data With Different Logging Start Times and End Times

Problem
I have two arrays (Xa and Xb) that contain measurements of the same physical signal, but they are taken at different sample rates. Lastly, physical logging of Xa data starts at a different time, than that of Xb. The logging of data also stops at different time.
i.e.
(The following is just a summary of important statements, not code.)
sampleRatea > sampleRateb % Resolution of Xa is greater than that of Xb
t0a ~= t0b % Start times are not equal
t1a ~= t1b % End times are not equal
Objective
Find the necessary shift in indices that will best line up these sets of data.
Approach
Use fmincon to find the index that minimizes the mean squared error (MSE) between versions Xa and Xb that are edited to have the same sample rate (perhaps using the interpolation function).
I have tried to do this but it always seems that I have too many degrees of freedom. Is there anyone who can shed some light on a process that might facilitate this process?
Assuming you have two samples with constant frequencies, the problem reduces to something quite simple:
Find scale, location such that:
Xa , at timestamps corresponding to its index, makes the best match with Xb at timstamps corresponding to location + scale * its index.
If you agree with this you can see that only two degrees of freedom are left, if you know the ratio of sample rates it even reduces to just 1 degree of freedom.
I believe that now the hard part is done, but some work still remains:
Judge how good two samples with timestamps and values match
Find the optimal combination of your location and scale parameter
Note that, assuming you complete these 2 steps properly, the solution should be optimal for finding the optimal timestamps. As you are looking for a shift in (integer) indices, translating these timestamps back to indices may not be result in the real optimum but it should be pretty close.
Here is a quick-and-dirty solution that should be enough to get you started. Given your input signals Xa and Xb sampled at sampleRatea and sampleRateb respectively:
g = gcd(sampleRatea,sampleRateb);
Ya = interp(Xa,sampleRateb/g);
Yb = interp(Xb,sampleRatea/g);
Yfs = sampleRatea*sampleRateb/g;
[acor,lag] = xcorr(Ya,Yb);
time_shift = lag(acor == max(acor))/Yfs;
The variable time_shift will tell you the time elapsed between the start of A and the start of B. If B starts first, the result will be negative.
If your sampling rates are relatively prime, this will be horribly inefficient. If one is an integer multiple of the other, or they have a relatively large GCD, it will be much better.

Pruning data for better viewing on loglog graph - Matlab

just wondering if anyone has any ideas about an issue I'm having.
I have a fair amount of data that needs to be displayed on one graph. Two theoretical lines that are bold and solid are displayed on top, then 10 experimental data sets that converge to these lines are graphed, each using a different identifier (eg the + or o or a square etc). These graphs are on a log scale that goes up to 1e6. The first few decades of the graph (< 1e3) look fine, but as all the datasets converge (> 1e3) it's really difficult to see what data is what.
There's over 1000 data points points per decade which I can prune linearly to an extent, but if I do this too much the lower end of the graph will suffer in resolution.
What I'd like to do is prune logarithmically, strongest at the high end, working back to 0. My question is: how can I get a logarithmically scaled index vector rather than a linear one?
My initial assumption was that as my data is lenear I could just use a linear index to prune, which lead to something like this (but for all decades):
//%grab indicies per decade
ind12 = find(y >= 1e1 & y <= 1e2);
indlow = find(y < 1e2);
indhigh = find(y > 1e4);
ind23 = find(y >+ 1e2 & y <= 1e3);
ind34 = find(y >+ 1e3 & y <= 1e4);
//%We want ind12 indexes in this decade, find spacing
tot23 = round(length(ind23)/length(ind12));
tot34 = round(length(ind34)/length(ind12));
//%grab ones to keep
ind23keep = ind23(1):tot23:ind23(end);
ind34keep = ind34(1):tot34:ind34(end);
indnew = [indlow' ind23keep ind34keep indhigh'];
loglog(x(indnew), y(indnew));
But this causes the prune to behave in a jumpy fashion obviously. Each decade has the number of points that I'd like, but as it's a linear distribution, the points tend to be clumped at the high end of the decade on the log scale.
Any ideas on how I can do this?
I think the easiest way to do this would be to use the LOGSPACE function to generate a set of indices into your data. For example, to create a set of 100 points logarithmically spaced from 1 to N (the number of points in your data), you can try the following:
indnew = round(logspace(0,log10(N),100)); %# Create the log-spaced index
indnew = unique(indnew); %# Remove duplicate indices
loglog(x(indnew),y(indnew)); %# Plot the indexed data
Creating a logarithmically-spaced index like this will result in fewer values being chosen from the end of the vector relative to the start, thus pruning values more severely towards the end of the vector and improving the appearance of the log plot. It would therefore be most effective with vectors that are sorted in ascending order.
The way I understand the problem is that your x-values are linearly spaced, so that if you plot them logarithmically, there are way more data points in 'higher' decades, so that markers lie extremely close to one another. For example, if x goes from 1 to 1000, there are 10 points in the first decade 90 in the second, and 900 in the third. You want to have, say, 3 points per decade instead.
I see two ways to solve the problem. The easier one is to use differently colored lines instead of different markers. Thus, you don't sacrifice any data points, and you can still distinguish everything.
The second solution is to create an unevenly spaced index. Here's how you can do that.
%# create some data
x = 1:1000;
y = 2.^x;
%# plot the graph and see the dots 'coalesce' very quickly
figure,loglog(x,y,'.')
%# for the example, I use a step size of 0.7, which is `log(1)`
xx = 0.7:0.7:log(x(end)); %# this is where I want the data to be plotted
%# find the indices where we want to plot by finding the closest `log(x)'-values
%# run unique to avoid multiples of the same index
indnew = unique(interp1(log(x),1:length(x),xx,'nearest'));
%# plot with fewer points
figure,loglog(x(indnew),y(indnew),'.')