Eliminating outliers / best fit for "spiky" data in Python - python-2.7

Fairly new to processing data like this; I have two curves that I'm not sure how to process, but I know what I'd like to have as an outcome. The original plots of two datasets are shown below (left); the rough fit that I think I would like to have for them is shown to below (right) with the overlayed fit in red.
First example:
The sudden drops in amplitude are an artifact on how the data was taken. This means it's inherently unpredictable, and I would ideally like to find a method that is robust to this behavior.
In the first case, I could try to eliminate the sharp drops in amplitude by using a threshold, but that would not help me in the second case:
,
where I still get strong oscillation, but the minima are no longer at 0.
Edit: After writing a short script to use #JamesPhillips suggestion, fitting results are shown below; can confirm this is what I was looking for, and works better/faster than other fitting algorithms.
and

A possible algothm: filter the data something like this...
Start with the smallest X-valued point shown on the graph, iterating from smallest X value to largest X value. For each point:
1) If the next point's Y value is greater than or equal to this point's Y value, include it.
2) If the next point's value is less that [cutoff] percent of this point's Y value, exclude it.
3) Go to next point.
Run the filter and test different values for [cutoff], each time graphing the result to see if the value of [cutoff] meets your requirements. You may need an additional filter condition or two, but that should be a good start to filtering the data as you describe.

Related

Set points outside plot to lower and upper limit

Maybe this question exists already, but I could not find it.
I am making plots in Python. I don't want to set my axes range such that all points are included - there are some really high or really low values, and all I care about in those points is that they exist - that is, they need to be in the plot, but not on their actual value - rather, somewhere on the top of the canvas.
So i found something that helps a bit in achieving what i want to do in this question Link
So basically this thing works:
xmax=0.18
plt.(np.minimum(x,xmax),y)
But when I tried something like this then it didn't work.
xmin=0.8
xmax=0.18
plt.(np.minimum(x, xmin,xmax),y)
How can i solve this?
To force the points above a threshold to a maximum level you may use np.minimum(x,xmax).
To force the points below a threshold to a minimum level you may use np.maximum(x,xmin).
To do both you may combine the two commands
xlimited = np.minimum(np.maximum(x,xmin),xmax)
Note that to have the points restricted in the vertical direction you would do this to the y values of course.

How to cluster a group of near points to single point?

I'm using ORB in openCV3 C++ to detect some features in image and get back the real coordinates. But I'm having some points that are very very near to each other which I don't need I just need one of them.
X=[0.493953,0.490301,0.540664,0.575473,0.423641,0.49213,0.366055,0.395635,0.488464,0.486621,0.49213,0.358992,0.397844,0.575473,0.397844,0.425734,0.576992,0.580014,0.425734,-0.810798];
Y=[0.141909,0.154724,-0.03982,0.260174,-0.0699365,0.140797,0.121944,0.31197,0.13856,0.153795,0.137043,0.0239328,0.310085,0.256748,0.312835,-0.0683147,0.255281,0.253498,-0.0629622,-0.932006];
I need to group the near points from the x and their corresponding in Y in a new array so that it will be:
X_new=[-0.810798, 0.358992, 0.395635, 0.423641, 0.486621, 0.540664, 0.576992]
y_new=[-0.932006,0.0239328, 0.31197, -0.0699365, 0.153795, -0.03982, 0.255281]
I tried first to sort the data from x and run nested loops and if condition based on the distance between the x coordinates, but I didn't get the output as needed.
As I said in the comments, a nicer idea will be to use k means clustering. Although, you may not get the exact same points as you mentioned in your question, yet those will be a good approximation of what you desire to achieve. Hope it helps.

Integrate RANSAC to compute essential matrix

I have calculated the essential matrix using the 5 point algorithm. I'm not sure how to integrate it with ransac so it gives me a better outcome.
Here is the source code. https://github.com/lunzhang/openar/blob/master/src/utils/5point/computeEssential.js
Currently, I was thinking about computing the essential matrix for 5 random points then convert the essential matrix to fundamental and see the error threshold using this equation x'Fx = 0. But then I'm not sure, what to do after.
How do I know which points to set as outliners? If the errors too big, do I set them as outliners right away? Could it be possible that one point could produce different essential matrices depending on what the other 4 points are?
Well, here is a short explanation, in pseudo-code, of how you can integrate this with ransac. Basically, all Ransac does is compute your model (here the Essential) using a subset of the data, and then sees if the rest of data "is happy" with that result. It keeps the result for which a highest portion of the dataset "is happy".
highest_number_of_happy_points=-1;
best_estimated_essential_matrix=Identity;
for iter=1 to max_iter_number:
n_pts=get_n_random_pts(P);//get a subset of n points from the set of points P. You can use 5, but you can also use more.
E=compute_essential(n_pts);
number_of_happy_points=0;
for pt in P:
//we want to know if pt is happy with the computed E
err=cost_function(pt,E);//for example x^TFx as you propose, or X^TEX with the essential.
if(err<some_threshold):
number_of_happy_points+=1;
if(number_of_happy_points>highest_number_of_happy_points):
highest_number_of_happy_points=number_of_happy_points;
best_estimated_essential_matrix=E;
This should do the trick. Usually, you set some_threshold experimentally to a low value. There are of course more sophisticated Ransacs, you can easily find them by googling.
Your idea of using x^TFx is fine in my opinion.
Once this Ransac completes, you will have best_estimated_essential_matrix. The outliers are those that have a x^TFx value that is greater than your optional threshold.
To answer your final question, yes, a point could produce a different matrix given 4 different points, because their spatial configuration is different (you can have degenerate situations). In an ideal settings this wouldn't be the case, but we always have noise, matching errors and so on, so what happens in the end is that the equations you obtain with 5 points wont produce the exact same results as for 5 other points.
Hope this helps.

'Stable' multi-dimensional scaling algorithm

I have a wireless mesh network of nodes, each of which is capable of reporting its 'distance' to its neighbors, measured in (simplified) signal strength to them. The nodes are geographically in 3d space but because of radio interference, the distance between nodes need not be trigonometrically (trigonomically?) consistent. I.e., given nodes A, B and C, the distance between A and B might be 10, between A and C also 10, yet between B and C 100.
What I want to do is visualize the logical network layout in terms of connectness of nodes, i.e. include the logical distance between nodes in the visual.
So far my research has shown the multidimensional scaling (MDS) is designed for exactly this sort of thing. Given that my data can be directly expressed as a 2d distance matrix, it's even a simpler form of the more general MDS.
Now, there seem to be many MDS algorithms, see e.g. http://homepage.tudelft.nl/19j49/Matlab_Toolbox_for_Dimensionality_Reduction.html and http://tapkee.lisitsyn.me/ . I need to do this in C++ and I'm hoping I can use a ready-made component, i.e. not have to re-implement an algo from a paper. So, I thought this: https://sites.google.com/site/simpmatrix/ would be the ticket. And it works, but:
The layout is not stable, i.e. every time the algorithm is re-run, the position of the nodes changes (see differences between image 1 and 2 below - this is from having been run twice, without any further changes). This is due to the initialization matrix (which contains the initial location of each node, which the algorithm then iteratively corrects) that is passed to this algorithm - I pass an empty one and then the implementation derives a random one. In general, the layout does approach the layout I expected from the given input data. Furthermore, between different runs, the direction of nodes (clockwise or counterclockwise) can change. See image 3 below.
The 'solution' I thought was obvious, was to pass a stable default initialization matrix. But when I put all nodes initially in the same place, they're not moved at all; when I put them on one axis (node 0 at 0,0 ; node 1 at 1,0 ; node 2 at 2,0 etc.), they are moved along that axis only. (see image 4 below). The relative distances between them are OK, though.
So it seems like this algorithm only changes distance between nodes, but doesn't change their location.
Thanks for reading this far - my questions are (I'd be happy to get just one or a few of them answered as each of them might give me a clue as to what direction to continue in):
Where can I find more information on the properties of each of the many MDS algorithms?
Is there an algorithm that derives the complete location of each node in a network, without having to pass an initial position for each node?
Is there a solid way to estimate the location of each point so that the algorithm can then correctly scale the distance between them? I have no geographic location of each of these nodes, that is the whole point of this exercise.
Are there any algorithms to keep the 'angle' at which the network is derived constant between runs?
If all else fails, my next option is going to be to use the algorithm I mentioned above, increase the number of iterations to keep the variability between runs at around a few pixels (I'd have to experiment with how many iterations that would take), then 'rotate' each node around node 0 to, for example, align nodes 0 and 1 on a horizontal line from left to right; that way, I would 'correct' the location of the points after their relative distances have been determined by the MDS algorithm. I would have to correct for the order of connected nodes (clockwise or counterclockwise) around each node as well. This might become hairy quite quickly.
Obviously I'd prefer a stable algorithmic solution - increasing iterations to smooth out the randomness is not very reliable.
Thanks.
EDIT: I was referred to cs.stackexchange.com and some comments have been made there; for algorithmic suggestions, please see https://cs.stackexchange.com/questions/18439/stable-multi-dimensional-scaling-algorithm .
Image 1 - with random initialization matrix:
Image 2 - after running with same input data, rotated when compared to 1:
Image 3 - same as previous 2, but nodes 1-3 are in another direction:
Image 4 - with the initial layout of the nodes on one line, their position on the y axis isn't changed:
Most scaling algorithms effectively set "springs" between nodes, where the resting length of the spring is the desired length of the edge. They then attempt to minimize the energy of the system of springs. When you initialize all the nodes on top of each other though, the amount of energy released when any one node is moved is the same in every direction. So the gradient of energy with respect to each node's position is zero, so the algorithm leaves the node where it is. Similarly if you start them all in a straight line, the gradient is always along that line, so the nodes are only ever moved along it.
(That's a flawed explanation in many respects, but it works for an intuition)
Try initializing the nodes to lie on the unit circle, on a grid or in any other fashion such that they aren't all co-linear. Assuming the library algorithm's update scheme is deterministic, that should give you reproducible visualizations and avoid degeneracy conditions.
If the library is non-deterministic, either find another library which is deterministic, or open up the source code and replace the randomness generator with a PRNG initialized with a fixed seed. I'd recommend the former option though, as other, more advanced libraries should allow you to set edges you want to "ignore" too.
I have read the codes of the "SimpleMatrix" MDS library and found that it use a random permutation matrix to decide the order of points. After fix the permutation order (just use srand(12345) instead of srand(time(0))), the result of the same data is unchanged.
Obviously there's no exact solution in general to this problem; with just 4 nodes ABCD and distances AB=BC=AC=AD=BD=1 CD=10 you cannot clearly draw a suitable 2D diagram (and not even a 3D one).
What those algorithms do is just placing springs between the nodes and then simulate a repulsion/attraction (depending on if the spring is shorter or longer than prescribed distance) probably also adding spatial friction to avoid resonance and explosion.
To keep a "stable" diagram just build a solution and then only update the distances, re-using the current position from previous solution as starting point. Picking two fixed nodes and aligning them seems a good idea to prevent a slow drift but I'd say that spring forces never end up creating a rotational momentum and thus I'd expect that just scaling and centering the solution should be enough anyway.

Shape-matching of plots using non-linear least squares

What would b the best way to implement a simple shape-matching algorithm to match a plot interpolated from just 8 points (x, y) against a database of similar plots (> 12 000 entries), each plot having >100 nodes. The database has 6 categories of plots (signals measured under 6 different conditions), and the main aim is to find the right category (so for every category there's around 2000 plots to compare against).
The 8-node plot would represent actual data from measurement, but for now I am simulating this by selecting a random plot from the database, then 8 points from it, then smearing it using gaussian random number generator.
What would be the best way to implement non-linear least-squares to compare the shape of the 8-node plot against each plot from the database? Are there any c++ libraries you know of that could help with this?
Is it necessary to find the actual formula (f(x)) of the 8-node plot to use it with least squares, or will it be sufficient to use interpolation in requested points, such as interpolation from the gsl library?
You can certainly use least squares without knowing the actual formula. If all of your plots are measured at the same x value, then this is easy -- you simply compute the sum in the normal way:
where y_i is a point in your 8-node plot, sigma_i is the error on the point and Y(x_i) is the value of the plot from the database at the same x position as y_i. You can see why this is trivial if all your plots are measured at the same x value.
If they're not, you can get Y(x_i) either by fitting the plot from the database with some function (if you know it) or by interpolating between the points (if you don't know it). The simplest interpolation is just to connect the points with straight lines and find the value of the straight lines at the x_i that you want. Other interpolations might do better.
In my field, we use ROOT for these kind of things. However, scipy has a great collections of functions, and it might be easier to get started with -- if you don't mind using Python.
One major problem you could have would be that the two plots are not independent. Wikipedia suggests McNemar's test in this case.
Another problem you could have is that you don't have much information in your test plot, so your results will be affected greatly by statistical fluctuations. In other words, if you only have 8 test points and two plots match, how will you know if the underlying functions are really the same, or if the 8 points simply jumped around (inside their error bars) in such a way that it looks like the plot from the database -- purely by chance! ... I'm afraid you won't really know. So the plots that test well will include false positives (low purity), and some of the plots that don't happen to test well were probably actually good matches (low efficiency).
To solve that, you would need to either use a test plot with more points or else bring in other information. If you can throw away plots from the database that you know can't match for other reasons, that will help a lot.