how to calculate the integral with temporal data? - python

I would like to compute the integral of discrete signal segment Y (Y=[y1,y2,...y50]) and X is the following datetime64[ns] object:
x=['2018-01-24T13:41:25.057000000' '2018-01-24T13:41:25.069000000'
'2018-01-24T13:41:25.077000000' '2018-01-24T13:41:25.090000000'
'2018-01-24T13:41:25.097000000' '2018-01-24T13:41:25.111000000'
'2018-01-24T13:41:25.117000000' '2018-01-24T13:41:25.130000000'
'2018-01-24T13:41:25.138000000' '2018-01-24T13:41:25.150000000'
'2018-01-24T13:41:25.158000000' '2018-01-24T13:41:25.170000000'
'2018-01-24T13:41:25.178000000' '2018-01-24T13:41:25.199000000'
'2018-01-24T13:41:25.200000000' '2018-01-24T13:41:25.211000000'
'2018-01-24T13:41:25.218000000' '2018-01-24T13:41:25.231000000'
'2018-01-24T13:41:25.238000000' '2018-01-24T13:41:25.250000000'
'2018-01-24T13:41:25.258000000' '2018-01-24T13:41:25.269000000'
'2018-01-24T13:41:25.278000000' '2018-01-24T13:41:25.290000000'
'2018-01-24T13:41:25.298000000' '2018-01-24T13:41:25.311000000'
'2018-01-24T13:41:25.317000000' '2018-01-24T13:41:25.331000000'
'2018-01-24T13:41:25.338000000' '2018-01-24T13:41:25.350000000'
'2018-01-24T13:41:25.358000000' '2018-01-24T13:41:25.370000000'
'2018-01-24T13:41:25.378000000' '2018-01-24T13:41:25.390000000'
'2018-01-24T13:41:25.398000000' '2018-01-24T13:41:25.411000000'
'2018-01-24T13:41:25.418000000' '2018-01-24T13:41:25.430000000'
'2018-01-24T13:41:25.437000000' '2018-01-24T13:41:25.450000000'
'2018-01-24T13:41:25.469000000' '2018-01-24T13:41:25.469000000'
'2018-01-24T13:41:25.479000000' '2018-01-24T13:41:25.493000000'
'2018-01-24T13:41:25.502000000' '2018-01-24T13:41:25.510000000'
'2018-01-24T13:41:25.517000000' '2018-01-24T13:41:25.530000000'
'2018-01-24T13:41:25.537000000' '2018-01-24T13:41:25.550000000']
My attempt is using the following python code:
Case A, with the above x:
f_x_tot_acc = Y
x_n = x[-1]
x_0 = x[0]
h = (x_n - x_0) / (len(f_x_tot_acc) - 1)
print('trapz [' + str(integrate.trapz(f_x_tot_acc, dx=h)) + ']')
The Result is: trapz [6203255447 nanoseconds]
Case B,
x = range(0,50)
f_x_tot_acc = Y
x_n = x[-1]
x_0 = x[0]
h = (x_n - x_0) / (len(f_x_tot_acc) - 1)
print('trapz [' + str(integrate.trapz(f_x_tot_acc, dx=h)) + ']')
The Result is: trapz [616.5507767408332].
Which is the correct one?
Many Thanks in advance,
Best Regards,
Carlo

Related

Least Squares: I obtain convergence only changing '+' into a '-'

During the least squares computation:
x = N(-1) * At * Q(-1) * (yo -b)
Instead of doing:
Xnew = Xold + x[0]
Ynew = Yold + x[1]
In order to obtain the convergence I have to change the '+' into a '-':
Xnew = Xold - x[0]
Ynew = Yold - x[1]
Does anyone know the reason? I am doing something wrong?
Here is my Python Code:
import numpy as np
x_m = np.dot(np.linalg.pinv(N_matrix),A_matrix.T)
x_mat = np.dot(corr_m,np.linalg.pinv(Q_matrix))
x_matrix = np.dot(corr_mat,delta_y)
xnew.iloc[0,0] = xold.iloc[0,0] - x_matrix[0]
xnew.iloc[0,1] = xold.iloc[0,1] - x_matrix[1]

How can I resolve this binomial equation by coding?

I'm having a problem finding out how to discover the write function to solve this problem:
Write a function that will take as an input two numbers (l,m) and return as a tuple the coefficients (a,b,c) for the quadratic equation a x^2 + b x + c found from expanding (x + l) * (x + m).
def func(l,m):
a = 1
equation = (a * (x ** 2)) + (b * x) + c
coef = [a,b,c]
eq2 = (x + m) * (x + l)
coef1 = m + l
coef2 = m * l
if coef1 == coef[1] and coef2 == coef[2]:
return coef
func(2,2)
Just to make it clear:
Your problem states:
return as a tuple the coefficients (a,b,c) for the quadratic equation
a x^2 + b x + c found from expanding (x + l) * (x + m).
Let's find the equation by expanding:
(x + l) * (x + m) =
= x^2 + l*x + m*x + l*m =
= x^2 + (l+m)*x + l*m
Now, by coefficients comparison with a x^2 + b x + c, we get that:
a = 1
b = l + m
c = l * m
So your function can basically return (1, l + m, l * m) directly...
Now that we have your code, I can tell you you're not using Python functions right. You can't create an unknown variable as you can do in math (here you called x)
There are modules who allow such operation with different syntax such as SymPy.
If you don't want to use it and you want to solve it "by-hand" maybe for a school project you'll need to compute a, b and conly from l and m with formulas.
As mentionned Tomerikoo
a = 1
b = l + m
c = l * m

Using maximum likelihood to derive regression coefficients in Python

As a learning exercise for myself, I am trying to estimate the regression parameters using the MLE method in Python.
From what I have gathered, the log-likelihood function boils down to maximizing the following:
So I need to take partial derivatives with respect to the intercept and the slope, setting each to zero, and this should give me the coefficients.
I have been trying to approach this using sympy as follows:
from sympy import *
b = Symbol('b')# beta1
a = Symbol('a')# intercept
x = Symbol('x', integer=True)
y = Symbol('y', integer=True)
i = symbols('i', cls=Idx)
x_values = [2,3,2]
y_values = [1,2,3]
n = len(x_values)-1
function = summation((Indexed('y',i) - a+b*Indexed('x',i))**2, (i, 0, n))
partial_intercept = function.diff(a)
print(partial_intercept)
# 6*a - 2*b*x[0] - 2*b*x[1] - 2*b*x[2] - 2*y[0] - 2*y[1] - 2*y[2]
intercept_f = lambdify([x, y], partial_intercept)
inter = solve(intercept_f(x_values, y_values), a)
print(inter)
# [7*b/3 + 2]
I would have expected a single value for the slope, such that the 'b' variable is gone. However, I see that this wouldn't be possible given that the variable b is still there in my derivative equation.
Does anyone have any advice on where I am going wrong?
Thanks!
Edit : Fixed a typo in the codeblock
The expression 7*b/2 + 2 at the end tell you that we have to satisfies a = 7*b/2 + 2, it depends on the quantity of b.
You should solve for both a and b as a system simultaneously.
In the following code, I find the relationship that a and b has to satisfies and solve them simultaneously.
from sympy import *
b = Symbol('b')# beta1
a = Symbol('a')# intercept
x = Symbol('x', integer=True)
y = Symbol('y', integer=True)
i = symbols('i', cls=Idx)
x_values = [2,3,2]
y_values = [1,2,3]
n = len(x_values)-1
function = summation((Indexed('y',i) - a+b*Indexed('x',i))**2, (i, 0, n))
partial_intercept = function.diff(a)
print(partial_intercept)
# 6*a - 2*b*x[0] - 2*b*x[1] - 2*b*x[2] - 2*y[0] - 2*y[1] - 2*y[2]
intercept_f = lambdify([x, y], partial_intercept)
inter = solve(intercept_f(x_values, y_values), a)
print(inter)
#[7*b/3 + 2]
partial_gradient = function.diff(b)
print(partial_gradient)
# 6*a - 2*b*x[0] - 2*b*x[1] - 2*b*x[2] - 2*y[0] - 2*y[1] - 2*y[2]
intercept_f = lambdify([x, y], partial_gradient)
inter2 = solve(intercept_f(x_values, y_values), b)
print(inter2)
ans = solve([a-inter[0], b-inter2[0]])
print(ans)
Here are the outputs:
6*a - 2*b*x[0] - 2*b*x[1] - 2*b*x[2] - 2*y[0] - 2*y[1] - 2*y[2]
[7*b/3 + 2]
2*(-a + b*x[0] + y[0])*x[0] + 2*(-a + b*x[1] + y[1])*x[1] + 2*(-a + b*x[2] + y[2])*x[2]
[7*a/17 - 14/17]
{a: 2, b: 0}
a should be set to be 2 and b should be set to be 0.

Cannot get RK4 to solve for position of orbiting body in Python

I am trying to solve for the position of a body orbiting a much more massive body, using the idealization that the much more massive body doesn't move. I am trying to solve for the position in cartesian coordinates using 4th order Runge-Kutta in python.
Here is my code:
dt = .1
t = np.arange(0,10,dt)
vx = np.zeros(len(t))
vy = np.zeros(len(t))
x = np.zeros(len(t))
y = np.zeros(len(t))
vx[0] = 10 #initial x velocity
vy[0] = 10 #initial y velocity
x[0] = 10 #initial x position
y[0] = 0 #initial y position
M = 20
def fx(x,y,t): #x acceleration
return -G*M*x/((x**2+y**2)**(3/2))
def fy(x,y,t): #y acceleration
return -G*M*y/((x**2+y**2)**(3/2))
def rkx(x,y,t,dt): #runge-kutta for x
kx1 = dt * fx(x,y,t)
mx1 = dt * x
kx2 = dt * fx(x + .5*kx1, y + .5*kx1, t + .5*dt)
mx2 = dt * (x + kx1/2)
kx3 = dt * fx(x + .5*kx2, y + .5*kx2, t + .5*dt)
mx3 = dt * (x + kx2/2)
kx4 = dt * fx(x + kx3, y + x3, t + dt)
mx4 = dt * (x + kx3)
return (kx1 + 2*kx2 + 2*kx3 + kx4)/6
return (mx1 + 2*mx2 + 2*mx3 + mx4)/6
def rky(x,y,t,dt): #runge-kutta for y
ky1 = dt * fy(x,y,t)
my1 = dt * y
ky2 = dt * fy(x + .5*ky1, y + .5*ky1, t + .5*dt)
my2 = dt * (y + ky1/2)
ky3 = dt * fy(x + .5*ky2, y + .5*ky2, t + .5*dt)
my3 = dt * (y + ky2/2)
ky4 = dt * fy(x + ky3, y + ky3, t + dt)
my4 = dt * (y + ky3)
return (ky1 + 2*ky2 + 2*ky3 + ky4)/6
return (my1 + 2*my2 + 2*my3 + my4)/6
for n in range(1,len(t)): #solve using RK4 functions
vx[n] = vx[n-1] + fx(x[n-1],y[n-1],t[n-1])*dt
vy[n] = vy[n-1] + fy(x[n-1],y[n-1],t[n-1])*dt
x[n] = x[n-1] + vx[n-1]*dt
y[n] = y[n-1] + vy[n-1]*dt
Originally, no matter which way I tweaked the code, I was getting an error on my for loop, either "object of type 'float' has no len()" (I didn't understand what float python could be referring to), or "setting an array element with a sequence" (I also didn't understand what sequence it meant). I've managed to get rid of the errors, but my results are just wrong. I get vx and vy arrays of 10s, an x array of integers from 10. to 109., and a y array of integers from 0. to 99.
I suspect there are issues with fx(x,y,t) and fy(x,y,t) or with the way I have coded the runge-kutta functions to go with fx and fy, because I've used the same runge-kutta code for other functions and it works fine.
I greatly appreciate any help in figuring out why my code isn't working. Thank you.
Physics
The Newton law gives you a second order ODE u''=F(u) with u=[x,y]. Using v=[x',y'] you get the first order system
u' = v
v' = F(u)
which is 4-dimensional and has to be solved using a 4 dimensional state. The only reduction available is to use the Kepler laws which allow to reduce the system to a scalar order one ODE for the angle. But that is not the task here.
But to get the scales correct, for a circular orbit of radius R with angular velocity w one gets the identity w^2*R^3=G*M which implies that the speed along the orbit is w*R=sqrt(G*M/R) and period T=2*pi*sqrt(R^3/(G*M)). With the data given, R ~ 10, w ~ 1, thus G*M ~ 1000 for a close-to-circular orbit, so with M=20 this would require G between 50 and 200, with an orbital period of about 2*pi ~ 6. The time span of 10 could represent one half to about 2 or 3 orbits.
Euler method
You correctly implemented the Euler method to calculate values in the last loop of your code. That it may look un-physical can be because the Euler method continuously increases the orbit, as it moves to the outside of convex trajectories following the tangent. In your implementation this outward spiral can be seen for G=100.
This can be reduced in effect by choosing a smaller step size, such as dt=0.001.
You should select the integration time to be a good part of a full orbit to get a presentable result, with above parameters you get about 2 loops, which is good.
RK4 implementation
You made several errors. Somehow you lost the velocities, the position updates should be based on the velocities.
Then you should have halted at fx(x + .5*kx1, y + .5*kx1, t + .5*dt) to reconsider your approach as that is inconsistent with any naming convention. The consistent, correct variant is
fx(x + .5*kx1, y + .5*ky1, t + .5*dt)
which shows that you can not decouple the integration of a coupled system, as you need the y updates alongside the x updates. Further, the function values are the accelerations, thus update the velocities. The position updates use the velocities of the current state. Thus the step should start as
kx1 = dt * fx(x,y,t) # vx update
mx1 = dt * vx # x update
ky1 = dt * fy(x,y,t) # vy update
my1 = dt * vy # y update
kx2 = dt * fx(x + 0.5*mx1, y + 0.5*my1, t + 0.5*dt)
mx2 = dt * (vx + 0.5*kx1)
ky2 = dt * fy(x + 0.5*mx1, y + 0.5*my1, t + 0.5*dt)
my2 = dt * (vy + 0.5*ky1)
etc.
However, as you see, this already starts to become unwieldy. Assemble the state into a vector and use a vector valued function for the system equations
M, G = 20, 100
def orbitsys(u):
x,y,vx,vy = u
r = np.hypot(x,y)
f = G*M/r**3
return np.array([vx, vy, -f*x, -f*y]);
Then you can use a cook-book implementation of the Euler or Runge-Kutta step
def Eulerstep(f,u,dt): return u+dt*f(u)
def RK4step(f,u,dt):
k1 = dt*f(u)
k2 = dt*f(u+0.5*k1)
k3 = dt*f(u+0.5*k2)
k4 = dt*f(u+k3)
return u + (k1+2*k2+2*k3+k4)/6
and combine them into an integration loop
def Eulerintegrate(f, y0, tspan):
y = np.zeros([len(tspan),len(y0)])
y[0,:]=y0
for k in range(1, len(tspan)):
y[k,:] = Eulerstep(f, y[k-1], tspan[k]-tspan[k-1])
return y
def RK4integrate(f, y0, tspan):
y = np.zeros([len(tspan),len(y0)])
y[0,:]=y0
for k in range(1, len(tspan)):
y[k,:] = RK4step(f, y[k-1], tspan[k]-tspan[k-1])
return y
and invoke them with your given problem
dt = .1
t = np.arange(0,10,dt)
y0 = np.array([10, 0.0, 10, 10])
sol_euler = Eulerintegrate(orbitsys, y0, t)
x,y,vx,vy = sol_euler.T
plt.plot(x,y)
sol_RK4 = RK4integrate(orbitsys, y0, t)
x,y,vx,vy = sol_RK4.T
plt.plot(x,y)
You are not using rkx, rky functions anywhere!
There are two return at the end of function definition you should use
return [(kx1 + 2*kx2 + 2*kx3 + kx4)/6, (mx1 + 2*mx2 + 2*mx3 + mx4)/6] (as pointed out by #eapetcho). Also, your implementation of Runge-Kutta is not clear to me.
You have dv/dt so you solve for v and then update r accordingly.
for n in range(1,len(t)): #solve using RK4 functions
vx[n] = vx[n-1] + rkx(vx[n-1],vy[n-1],t[n-1])*dt
vy[n] = vy[n-1] + rky(vx[n-1],vy[n-1],t[n-1])*dt
x[n] = x[n-1] + vx[n-1]*dt
y[n] = y[n-1] + vy[n-1]*dt
Here is my version of the code
import numpy as np
#constants
G=1
M=1
h=0.1
#initiating variables
rt = np.arange(0,10,h)
vx = np.zeros(len(rt))
vy = np.zeros(len(rt))
rx = np.zeros(len(rt))
ry = np.zeros(len(rt))
#initial conditions
vx[0] = 10 #initial x velocity
vy[0] = 10 #initial y velocity
rx[0] = 10 #initial x position
ry[0] = 0 #initial y position
def fx(x,y): #x acceleration
return -G*M*x/((x**2+y**2)**(3/2))
def fy(x,y): #y acceleration
return -G*M*y/((x**2+y**2)**(3/2))
def rk4(xj, yj):
k0 = h*fx(xj, yj)
l0 = h*fx(xj, yj)
k1 = h*fx(xj + 0.5*k0 , yj + 0.5*l0)
l1 = h*fy(xj + 0.5*k0 , yj + 0.5*l0)
k2 = h*fx(xj + 0.5*k1 , yj + 0.5*l1)
l2 = h*fy(xj + 0.5*k1 , yj + 0.5*l1)
k3 = h*fx(xj + k2, yj + l2)
l3 = h*fy(xj + k2, yj + l2)
xj1 = xj + (1/6)*(k0 + 2*k1 + 2*k2 + k3)
yj1 = yj + (1/6)*(l0 + 2*l1 + 2*l2 + l3)
return (xj1, yj1)
for t in range(1,len(rt)):
nv = rk4(vx[t-1],vy[t-1])
[vx[t],vy[t]] = nv
rx[t] = rx[t-1] + vx[t-1]*h
ry[t] = ry[t-1] + vy[t-1]*h
I suspect there are issues with fx(x,y,t) and fy(x,y,t)
This is the case, I just checked my code for fx=3 and fy=y and I got a nice trajectory.
Here is the ry vs rx plot:

Numerical derivative of function wrt natural log of variable

The function that I am trying to evaluate is
d y / d ln(x)
where d is the derivative. However I have a set of data points for x and y with uncertainties. Now I think that this derivative can be evaluated by finding the slope of the data in log space however I'm not sure if that's the correct translation of this analytic formula to a discrete formulation.
The weighted least squares function below is correct and I want to know does the evaluation of the formula above correspond to the value of the slope, A, in the code? If not, how would I evaluate it?
import numpy as np
x = 0.5*np.array([
2900 + 3700,3700 + 3950,3950 + 4113,4113 + 4250,
4250 + 4400,4400 + 4500,4500 + 4600,4600 + 4700,
4700 + 4800,4800 + 4900,4900 + 5000,5000 + 5100,
5100 + 5200,5200 + 5300 ])
y = np.array([
0.14429,0.14408,0.14467,0.14500,
0.14653,0.14491,0.14396,0.14376,
0.14447,0.14461,0.14381,0.14301,
0.14361,0.14541])
yerr = np.array([
0.00230, 0.00143, 0.00089, 0.00088,
0.00087, 0.00093, 0.00085, 0.00073,
0.00086, 0.00076, 0.00081, 0.00081,
0.00089, 0.00077])
def wleastsq(x,y,w):
# weighted least squares
# y = Ax + B
d = sum(w)*sum(w*x*x) - sum(x*w)**2
B = (sum(w*x*x)*sum(w*y) - sum(w*x)*sum(w*x*y))/d
A = (sum(w)*sum(w*x*y) - sum(w*x)*sum(w*y))/d
# uncertainties
sigA = np.sqrt( sum(w*x*x)/d )
sigB = np.sqrt( sum(w)/d )
return A,B,[sigA,sigB]
A,B,sig = wleastsq( np.log(x),y,1./yerr )

Categories