File size: 41,299 Bytes
857c2e9 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 | import numpy as np
import matplotlib.pyplot as plt
from scipy import signal
from typing import Tuple, List, Optional, Dict
import warnings
from scipy import stats
from enum import Enum
def adaptive_peak_valley_detection(
data: np.ndarray,
assist_peaks: np.ndarray=None,
window_size: Optional[int] = None,
min_distance: Optional[int] = None,
prominence_threshold: float = 0.1,
max_iterations: int = 10,
verbose: bool = False,
outlier_sensitivity=1.5,
min_amplitude_ratio=0.1
) -> Dict[str, np.ndarray]:
"""
自适应峰谷检测函数,使用滚动窗口方法并通过多轮迭代优化
Parameters:
-----------
data : np.ndarray
输入时间序列数据
window_size : int, optional
滚动窗口大小,如果为None则自动计算
min_distance : int, optional
峰谷间最小距离,如果为None则自动计算
prominence_threshold : float
突出度阈值比例
max_iterations : int
最大迭代次数
verbose : bool
是否输出详细信息
Returns:
--------
dict : 包含peaks, valleys, segments, window_size, iterations等信息
"""
if len(data) < 3:
raise ValueError("Data length must be >= 3")
data = np.array(data)
n = len(data)
# 自适应窗口大小计算
if window_size is None:
window_size = _calculate_adaptive_window_size(data)
# 自适应最小距离计算
if min_distance is None:
min_distance = max(1, window_size // 3)
if verbose:
print(f"Data length: {n}")
print(f"Adaptive window size: {window_size}")
print(f"Min distance: {min_distance}")
# 第一轮:基于滚动窗口的初始检测
if assist_peaks:
initial_peaks=assist_peaks
initial_valleys=[int((assist_peaks[k]+assist_peaks[k-1])/2)for k in range(1,len(assist_peaks))]
else:
initial_peaks, initial_valleys = _rolling_window_detection(
data, window_size, min_distance, prominence_threshold
)
if verbose:
print(f"Initial detection - Peaks: {len(initial_peaks)}, Valleys: {len(initial_valleys)}")
# 多轮迭代优化
peaks, valleys, iterations = _iterative_peak_valley_optimization(
data, initial_peaks, initial_valleys, max_iterations, verbose,outlier_method='iqr',outlier_sensitivity=outlier_sensitivity,min_amplitude_ratio=min_amplitude_ratio
)
# 生成序列分段
segments = _generate_segments(peaks, valleys, n)
# 计算统计信息
stats = _calculate_statistics(data, peaks, valleys)
return {
'peaks': peaks,
'valleys': valleys,
'segments': segments,
'window_size': window_size,
'min_distance': min_distance,
'iterations': iterations,
'stats': stats
}
def _calculate_adaptive_window_size(data: np.ndarray) -> int:
"""Adaptive window size calculation based on first-order difference periodicity"""
n = len(data)
if n < 10:
return 3
# Calculate first-order difference
diff_data = np.diff(data)
diff_n = len(diff_data)
try:
# Method 1: Autocorrelation of first-order difference
diff_centered = diff_data - np.mean(diff_data)
autocorr = np.correlate(diff_centered, diff_centered, mode='full')
autocorr = autocorr[autocorr.size // 2:]
# Normalize autocorrelation
if autocorr[0] > 0:
autocorr = autocorr / autocorr[0]
# Find first significant peak (excluding lag 0)
# Look for peaks with minimum height and distance
min_lag = max(2, diff_n // 50) # Minimum lag to consider
max_lag = min(diff_n // 3, 100) # Maximum lag to consider
if max_lag > min_lag:
search_autocorr = autocorr[min_lag:max_lag]
peaks_auto, properties = signal.find_peaks(
search_autocorr,
height=0.1, # Minimum correlation
distance=max(1, min_lag // 2)
)
if len(peaks_auto) > 0:
# First significant peak indicates period
period = peaks_auto[0] + min_lag
window_size = min(max(period // 2, 5), n // 4)
else:
# Fallback: find first local maximum
for i in range(1, min(50, len(search_autocorr) - 1)):
if (search_autocorr[i] > search_autocorr[i-1] and
search_autocorr[i] > search_autocorr[i+1] and
search_autocorr[i] > 0.05):
period = i + min_lag
window_size = min(max(period // 2, 5), n // 4)
break
else:
window_size = min(max(int(np.sqrt(n)), 5), n // 4)
else:
window_size = min(max(int(np.sqrt(n)), 5), n // 4)
except Exception as e:
# Fallback method: FFT-based period detection on difference
try:
# Remove DC component
diff_fft = np.fft.fft(diff_data - np.mean(diff_data))
freqs = np.fft.fftfreq(diff_n)
# Find dominant frequency (excluding DC)
power_spectrum = np.abs(diff_fft[1:diff_n//2])
if len(power_spectrum) > 0:
dominant_freq_idx = np.argmax(power_spectrum) + 1
dominant_freq = freqs[dominant_freq_idx]
if dominant_freq > 0:
period = int(1 / dominant_freq)
window_size = min(max(period // 2, 5), n // 4)
else:
window_size = min(max(int(np.sqrt(n)), 5), n // 4)
else:
window_size = min(max(int(np.sqrt(n)), 5), n // 4)
except:
window_size = min(max(int(np.sqrt(n)), 5), n // 4)
# Method 2: Statistical approach on difference
try:
# Find significant changes in first-order difference
diff_abs = np.abs(diff_data)
threshold = np.mean(diff_abs) + 0.5 * np.std(diff_abs)
change_points = np.where(diff_abs > threshold)[0]
if len(change_points) > 2:
# Calculate average distance between change points
distances = np.diff(change_points)
if len(distances) > 0:
avg_distance = np.median(distances) # Use median for robustness
window_size_v2 = min(max(int(avg_distance), 5), n // 4)
# Combine with autocorrelation result
window_size = int((window_size + window_size_v2) / 2)
except:
pass
# Ensure window size is odd and within reasonable bounds
window_size = max(3, min(window_size, n // 3))
if window_size % 2 == 0:
window_size += 1
return window_size
def _rolling_window_detection(
data: np.ndarray,
window_size: int,
min_distance: int,
prominence_threshold: float
) -> Tuple[np.ndarray, np.ndarray]:
"""基于滚动窗口的初始峰谷检测"""
n = len(data)
half_window = window_size // 2
peaks = []
valleys = []
# 计算全局统计用于突出度判断
global_std = np.std(data)
threshold = global_std * prominence_threshold
for i in range(half_window, n - half_window):
# 提取窗口数据
window_start = max(0, i - half_window)
window_end = min(n, i + half_window + 1)
window_data = data[window_start:window_end]
window_indices = np.arange(window_start, window_end)
current_value = data[i]
window_max = np.max(window_data)
window_min = np.min(window_data)
# 检测峰值
if (current_value == window_max and
current_value - window_min > threshold and
(len(peaks) == 0 or i - peaks[-1] >= min_distance)):
peaks.append(i)
# 检测谷值
elif (current_value == window_min and
window_max - current_value > threshold and
(len(valleys) == 0 or i - valleys[-1] >= min_distance)):
valleys.append(i)
return np.array(peaks), np.array(valleys)
def _iterative_peak_valley_optimization(
data: np.ndarray,
initial_peaks: np.ndarray,
initial_valleys: np.ndarray,
max_iterations: int,
verbose: bool,
outlier_method: str = 'iqr',
outlier_sensitivity: float = 1.5,
min_amplitude_ratio: float = 0.1
) -> Tuple[np.ndarray, np.ndarray, int]:
"""
多轮迭代优化峰谷检测结果,并在结束后进行基于差值分布的后处理
Parameters:
-----------
data : np.ndarray
输入时间序列数据
initial_peaks : np.ndarray
初始峰值索引
initial_valleys : np.ndarray
初始谷值索引
max_iterations : int
最大迭代次数
verbose : bool
是否输出详细信息
outlier_method : str
离群点检测方法 ['iqr', 'zscore', 'percentile', 'mad', 'dbscan']
outlier_sensitivity : float
离群点检测灵敏度参数
min_amplitude_ratio : float
最小振幅比例(相对于数据标准差)
Returns:
--------
Tuple[np.ndarray, np.ndarray, int] : 峰值索引, 谷值索引, 迭代次数
"""
peaks = initial_peaks.copy()
valleys = initial_valleys.copy()
# 原有的迭代优化过程
for iteration in range(max_iterations):
old_peaks = peaks.copy()
old_valleys = valleys.copy()
# 合并所有关键点并排序
all_points = []
for p in peaks:
all_points.append((p, 'peak', data[p]))
for v in valleys:
all_points.append((v, 'valley', data[v]))
all_points.sort(key=lambda x: x[0])
if len(all_points) < 2:
break
# 优化规则1: 确保峰谷交替
optimized_points = _enforce_alternating_pattern(all_points, data)
# 优化规则2: 确保峰是两谷间最高点,谷是两峰间最低点
optimized_points = _optimize_local_extrema(optimized_points, data)
# 分离峰谷
new_peaks = []
new_valleys = []
for point in optimized_points:
if point[1] == 'peak':
new_peaks.append(point[0])
else:
new_valleys.append(point[0])
peaks = np.array(new_peaks)
valleys = np.array(new_valleys)
if verbose:
print(f"Iteration {iteration + 1}: Peaks {len(peaks)}, Valleys {len(valleys)}")
# Check convergence
if (np.array_equal(peaks, old_peaks) and
np.array_equal(valleys, old_valleys)):
if verbose:
print(f"Converged after {iteration + 1} iterations")
break
# 新增:基于峰谷差值分布的后处理
if verbose:
print("Starting post-processing based on peak-valley amplitude distribution...")
peaks, valleys = _postprocess_amplitude_filtering(
data, peaks, valleys, outlier_method, outlier_sensitivity,
min_amplitude_ratio, verbose
)
return peaks, valleys, iteration + 1
def _postprocess_amplitude_filtering(
data: np.ndarray,
peaks: np.ndarray,
valleys: np.ndarray,
outlier_method: str,
outlier_sensitivity: float,
min_amplitude_ratio: float,
verbose: bool
) -> Tuple[np.ndarray, np.ndarray]:
"""
基于峰谷差值分布进行后处理,过滤掉差值过小的峰谷对
"""
if len(peaks) == 0 or len(valleys) == 0:
return peaks, valleys
# 1. 计算相邻峰谷之间的差值
peak_valley_pairs, amplitudes = _calculate_peak_valley_amplitudes(data, peaks, valleys)
if len(amplitudes) == 0:
return peaks, valleys
if verbose:
print(f"Found {len(amplitudes)} peak-valley pairs")
print(f"Amplitude statistics: mean={np.mean(amplitudes):.3f}, std={np.std(amplitudes):.3f}")
print(f"Amplitude range: [{np.min(amplitudes):.3f}, {np.max(amplitudes):.3f}]")
# 2. 检测差值过小的离群点
outlier_indices = _detect_amplitude_outliers(
amplitudes, outlier_method, outlier_sensitivity, verbose
)
# 3. 应用最小振幅比例过滤
data_std = np.std(data)
min_amplitude = min_amplitude_ratio * data_std
small_amplitude_indices = np.where(amplitudes < min_amplitude)[0]
# 合并两种过滤方法的结果
all_outlier_indices = np.unique(np.concatenate([outlier_indices, small_amplitude_indices]))
if verbose and len(all_outlier_indices) > 0:
print(f"Detected {len(outlier_indices)} statistical outliers")
print(f"Detected {len(small_amplitude_indices)} small amplitude pairs (< {min_amplitude:.3f})")
print(f"Total pairs to filter: {len(all_outlier_indices)}")
# 4. 根据离群点删除相应的峰谷点
if len(all_outlier_indices) > 0:
peaks, valleys = _remove_outlier_peak_valley_pairs(
data, peaks, valleys, peak_valley_pairs, all_outlier_indices, verbose
)
# 5. 确保最终结果满足峰谷相间且谷是峰间最低值的要求
peaks, valleys = _final_peak_valley_validation(data, peaks, valleys, verbose)
return peaks, valleys
def _calculate_peak_valley_amplitudes(
data: np.ndarray,
peaks: np.ndarray,
valleys: np.ndarray
) -> Tuple[List[Tuple], np.ndarray]:
"""
计算相邻峰谷之间的差值(振幅)
Returns:
--------
peak_valley_pairs : List[Tuple]
每个元素为 (peak_idx, valley_idx, amplitude, pair_type)
pair_type: 'peak_to_valley' 或 'valley_to_peak'
amplitudes : np.ndarray
所有振幅值的数组
"""
# 合并峰谷点并排序
all_extrema = []
for p in peaks:
all_extrema.append((p, 'peak', data[p]))
for v in valleys:
all_extrema.append((v, 'valley', data[v]))
all_extrema.sort(key=lambda x: x[0])
peak_valley_pairs = []
amplitudes = []
# 计算相邻极值点之间的振幅
for i in range(len(all_extrema) - 1):
current = all_extrema[i]
next_point = all_extrema[i + 1]
# 只计算峰谷相邻的情况
if current[1] != next_point[1]:
amplitude = abs(current[2] - next_point[2])
pair_type = f"{current[1]}_to_{next_point[1]}"
peak_valley_pairs.append((
current[0] if current[1] == 'peak' else next_point[0], # peak_idx
current[0] if current[1] == 'valley' else next_point[0], # valley_idx
amplitude,
pair_type
))
amplitudes.append(amplitude)
return peak_valley_pairs, np.array(amplitudes)
def _detect_amplitude_outliers(
amplitudes: np.ndarray,
method: str,
sensitivity: float,
verbose: bool
) -> np.ndarray:
"""
检测振幅中的离群点(差值过小的点)
Parameters:
-----------
amplitudes : np.ndarray
振幅数组
method : str
检测方法 ['iqr', 'zscore', 'percentile', 'mad', 'dbscan']
sensitivity : float
灵敏度参数
verbose : bool
是否输出详细信息
Returns:
--------
np.ndarray : 离群点的索引
"""
if len(amplitudes) < 3:
return np.array([])
outlier_indices = []
if method == 'iqr':
# IQR方法:检测下四分位数以下的异常小值
q1 = np.percentile(amplitudes, 25)
q3 = np.percentile(amplitudes, 75)
iqr = q3 - q1
lower_bound = q1 - sensitivity * iqr
outlier_indices = np.where(amplitudes < lower_bound)[0]
if verbose:
print(f"IQR method: Q1={q1:.3f}, Q3={q3:.3f}, IQR={iqr:.3f}")
print(f"Lower bound: {lower_bound:.3f}")
elif method == 'zscore':
# Z-score方法:检测标准化后绝对值过大的点(但这里我们关注小值)
z_scores = np.abs(stats.zscore(amplitudes))
mean_amp = np.mean(amplitudes)
# 找出既是统计离群点又是小于均值的点
small_values = amplitudes < mean_amp
statistical_outliers = z_scores > sensitivity
outlier_indices = np.where(small_values & statistical_outliers)[0]
if verbose:
print(f"Z-score method: mean={mean_amp:.3f}, threshold={sensitivity}")
elif method == 'percentile':
# 百分位数方法:直接取最小的sensitivity比例的点
threshold_percentile = sensitivity * 100 if sensitivity <= 1 else sensitivity
threshold_value = np.percentile(amplitudes, threshold_percentile)
outlier_indices = np.where(amplitudes <= threshold_value)[0]
if verbose:
print(f"Percentile method: {threshold_percentile:.1f}th percentile = {threshold_value:.3f}")
elif method == 'mad':
# MAD (Median Absolute Deviation) 方法
median_amp = np.median(amplitudes)
mad = np.median(np.abs(amplitudes - median_amp))
if mad > 0:
modified_z_scores = 0.6745 * (amplitudes - median_amp) / mad
# 找出负的modified z-scores中绝对值较大的(即明显小于中位数的)
outlier_indices = np.where(modified_z_scores < -sensitivity)[0]
else:
outlier_indices = np.array([])
if verbose:
print(f"MAD method: median={median_amp:.3f}, MAD={mad:.3f}")
elif method == 'dbscan':
# DBSCAN聚类方法(需要sklearn)
try:
from sklearn.cluster import DBSCAN
# 将振幅作为一维特征进行聚类
X = amplitudes.reshape(-1, 1)
# 调整eps参数基于sensitivity
eps = sensitivity * np.std(amplitudes)
min_samples = max(2, len(amplitudes) // 10)
dbscan = DBSCAN(eps=eps, min_samples=min_samples)
labels = dbscan.fit_predict(X)
# 找出被标记为噪声的点(label = -1)和小振幅的聚类
noise_points = np.where(labels == -1)[0]
# 在非噪声点中,找出平均值最小的聚类
unique_labels = np.unique(labels[labels != -1])
if len(unique_labels) > 1:
cluster_means = []
for label in unique_labels:
cluster_indices = np.where(labels == label)[0]
cluster_mean = np.mean(amplitudes[cluster_indices])
cluster_means.append((label, cluster_mean))
# 找出平均振幅最小的聚类
min_cluster_label = min(cluster_means, key=lambda x: x[1])[0]
min_cluster_indices = np.where(labels == min_cluster_label)[0]
outlier_indices = np.concatenate([noise_points, min_cluster_indices])
else:
outlier_indices = noise_points
if verbose:
print(f"DBSCAN method: eps={eps:.3f}, min_samples={min_samples}")
print(f"Found {len(unique_labels)} clusters and {len(noise_points)} noise points")
except ImportError:
if verbose:
print("DBSCAN method requires sklearn, falling back to IQR method")
return _detect_amplitude_outliers(amplitudes, 'iqr', sensitivity, verbose)
else:
raise ValueError(f"Unknown outlier detection method: {method}")
if verbose and len(outlier_indices) > 0:
outlier_amplitudes = amplitudes[outlier_indices]
print(f"Detected {len(outlier_indices)} outliers with amplitudes: {outlier_amplitudes}")
return np.array(outlier_indices)
def _remove_outlier_peak_valley_pairs(
data: np.ndarray,
peaks: np.ndarray,
valleys: np.ndarray,
peak_valley_pairs: List[Tuple],
outlier_indices: np.ndarray,
verbose: bool
) -> Tuple[np.ndarray, np.ndarray]:
"""
根据离群点索引删除相应的峰谷点
"""
points_to_remove = set()
for idx in outlier_indices:
if idx < len(peak_valley_pairs):
pair = peak_valley_pairs[idx]
peak_idx, valley_idx = pair[0], pair[1]
# 优先删除谷点,如果谷点被多个峰共享,则可能需要合并峰
points_to_remove.add(('valley', valley_idx))
if verbose:
print(f"Marking for removal - Peak: {peak_idx}, Valley: {valley_idx}, "
f"Amplitude: {pair[2]:.3f}")
# 删除标记的谷点
valleys_to_keep = []
for v in valleys:
if ('valley', v) not in points_to_remove:
valleys_to_keep.append(v)
new_valleys = np.array(valleys_to_keep)
# 处理峰点:如果相邻的峰之间的谷被删除了,需要合并峰点(保留更高的)
new_peaks = _merge_adjacent_peaks(data, peaks, new_valleys, verbose)
if verbose:
print(f"After outlier removal: Peaks {len(peaks)} -> {len(new_peaks)}, "
f"Valleys {len(valleys)} -> {len(new_valleys)}")
return new_peaks, new_valleys
def _merge_adjacent_peaks(
data: np.ndarray,
peaks: np.ndarray,
valleys: np.ndarray,
verbose: bool
) -> np.ndarray:
"""
合并相邻的峰点(当它们之间没有谷点时)
"""
if len(peaks) <= 1:
return peaks
# 创建所有极值点的排序列表
all_points = []
for p in peaks:
all_points.append((p, 'peak'))
for v in valleys:
all_points.append((v, 'valley'))
all_points.sort(key=lambda x: x[0])
# 找出相邻的峰点并合并
merged_peaks = []
i = 0
while i < len(all_points):
if all_points[i][1] == 'peak':
# 收集连续的峰点
consecutive_peaks = [all_points[i][0]]
j = i + 1
while j < len(all_points) and all_points[j][1] == 'peak':
consecutive_peaks.append(all_points[j][0])
j += 1
# 在连续的峰点中保留最高的
if len(consecutive_peaks) > 1:
peak_values = [data[p] for p in consecutive_peaks]
best_peak_idx = consecutive_peaks[np.argmax(peak_values)]
merged_peaks.append(best_peak_idx)
if verbose:
print(f"Merged {len(consecutive_peaks)} consecutive peaks, "
f"kept peak at index {best_peak_idx} with value {data[best_peak_idx]:.3f}")
else:
merged_peaks.append(consecutive_peaks[0])
i = j
else:
i += 1
return np.array(merged_peaks)
def _final_peak_valley_validation(
data: np.ndarray,
peaks: np.ndarray,
valleys: np.ndarray,
verbose: bool
) -> Tuple[np.ndarray, np.ndarray]:
"""
最终验证:确保峰谷相间且谷是峰间的最低值
"""
if len(peaks) == 0 or len(valleys) == 0:
return peaks, valleys
# 创建交替的峰谷序列
all_points = []
for p in peaks:
all_points.append((p, 'peak'))
for v in valleys:
all_points.append((v, 'valley'))
all_points.sort(key=lambda x: x[0])
# 确保峰谷交替
validated_points = []
if len(all_points) > 0:
validated_points.append(all_points[0])
for i in range(1, len(all_points)):
current = all_points[i]
prev = validated_points[-1]
if current[1] != prev[1]: # 类型不同,保留
validated_points.append(current)
else: # 类型相同,保留更极端的
if current[1] == 'peak':
if data[current[0]] > data[prev[0]]:
validated_points[-1] = current
else: # valley
if data[current[0]] < data[prev[0]]:
validated_points[-1] = current
# 分离最终的峰谷
final_peaks = []
final_valleys = []
for point in validated_points:
if point[1] == 'peak':
final_peaks.append(point[0])
else:
final_valleys.append(point[0])
# 验证谷是峰间的最低值
final_valleys = _validate_valleys_between_peaks(data, final_peaks, final_valleys, verbose)
if verbose:
print(f"Final validation: Peaks {len(peaks)} -> {len(final_peaks)}, "
f"Valleys {len(valleys)} -> {len(final_valleys)}")
return np.array(final_peaks), np.array(final_valleys)
def _validate_valleys_between_peaks(
data: np.ndarray,
peaks: np.ndarray,
valleys: np.ndarray,
verbose: bool
) -> np.ndarray:
"""
验证每个谷点确实是相邻峰点之间的最低点
"""
if len(peaks) < 2 or len(valleys) == 0:
return valleys
validated_valleys = []
peaks_sorted = np.sort(peaks)
for i in range(len(peaks_sorted) - 1):
left_peak = peaks_sorted[i]
right_peak = peaks_sorted[i + 1]
# 找出在这两个峰之间的谷点
between_valleys = [v for v in valleys if left_peak < v < right_peak]
if len(between_valleys) == 0:
# 如果没有谷点,在这个区间找最低点
search_start = left_peak + 1
search_end = right_peak
if search_start < search_end:
segment = data[search_start:search_end]
min_idx = np.argmin(segment) + search_start
validated_valleys.append(min_idx)
if verbose:
print(f"Added missing valley at index {min_idx} between peaks {left_peak} and {right_peak}")
elif len(between_valleys) == 1:
# 验证这个谷点是否真的是最低的
valley_idx = between_valleys[0]
search_start = left_peak + 1
search_end = right_peak
if search_start < search_end:
segment = data[search_start:search_end]
true_min_idx = np.argmin(segment) + search_start
if true_min_idx == valley_idx:
validated_valleys.append(valley_idx)
else:
validated_valleys.append(true_min_idx)
if verbose:
print(f"Corrected valley position from {valley_idx} to {true_min_idx}")
else:
validated_valleys.append(valley_idx)
else:
# 多个谷点,保留最低的
valley_values = [data[v] for v in between_valleys]
best_valley = between_valleys[np.argmin(valley_values)]
validated_valleys.append(best_valley)
if verbose:
print(f"Multiple valleys between peaks {left_peak} and {right_peak}, "
f"kept valley at {best_valley}")
return np.array(validated_valleys)
# 需要同时导入的辅助函数(保持原有实现)
def _enforce_alternating_pattern(all_points: List, data: np.ndarray) -> List:
"""确保峰谷交替出现"""
if len(all_points) < 2:
return all_points
optimized = [all_points[0]]
for i in range(1, len(all_points)):
current = all_points[i]
prev = optimized[-1]
# 如果类型相同,保留值更极端的点
if current[1] == prev[1]:
if current[1] == 'peak':
# 保留更高的峰
if current[2] > prev[2]:
optimized[-1] = current
else:
# 保留更低的谷
if current[2] < prev[2]:
optimized[-1] = current
else:
optimized.append(current)
return optimized
def _optimize_local_extrema(points: List, data: np.ndarray) -> List:
"""优化局部极值点位置"""
if len(points) < 3:
return points
optimized = [points[0]]
for i in range(1, len(points) - 1):
current = points[i]
prev_idx = optimized[-1][0]
next_idx = points[i + 1][0]
# 在相邻点之间寻找真正的极值
search_start = max(prev_idx + 1, current[0] - 5)
search_end = min(next_idx, current[0] + 6)
if search_start >= search_end:
optimized.append(current)
continue
search_range = range(search_start, search_end)
search_data = data[search_start:search_end]
if current[1] == 'peak':
# 寻找最高点
max_idx = np.argmax(search_data)
actual_idx = search_start + max_idx
optimized.append((actual_idx, 'peak', data[actual_idx]))
else:
# 寻找最低点
min_idx = np.argmin(search_data)
actual_idx = search_start + min_idx
optimized.append((actual_idx, 'valley', data[actual_idx]))
optimized.append(points[-1])
def _enforce_alternating_pattern(all_points: List, data: np.ndarray) -> List:
"""确保峰谷交替出现"""
if len(all_points) < 2:
return all_points
optimized = [all_points[0]]
for i in range(1, len(all_points)):
current = all_points[i]
prev = optimized[-1]
# 如果类型相同,保留值更极端的点
if current[1] == prev[1]:
if current[1] == 'peak':
# 保留更高的峰
if current[2] > prev[2]:
optimized[-1] = current
else:
# 保留更低的谷
if current[2] < prev[2]:
optimized[-1] = current
else:
optimized.append(current)
return optimized
def _optimize_local_extrema(points: List, data: np.ndarray) -> List:
"""优化局部极值点位置"""
if len(points) < 3:
return points
optimized = [points[0]]
for i in range(1, len(points) - 1):
current = points[i]
prev_idx = optimized[-1][0]
next_idx = points[i + 1][0]
# 在相邻点之间寻找真正的极值
search_start = max(prev_idx + 1, current[0] - 5)
search_end = min(next_idx, current[0] + 6)
if search_start >= search_end:
optimized.append(current)
continue
search_range = range(search_start, search_end)
search_data = data[search_start:search_end]
if current[1] == 'peak':
# 寻找最高点
max_idx = np.argmax(search_data)
actual_idx = search_start + max_idx
optimized.append((actual_idx, 'peak', data[actual_idx]))
else:
# 寻找最低点
min_idx = np.argmin(search_data)
actual_idx = search_start + min_idx
optimized.append((actual_idx, 'valley', data[actual_idx]))
optimized.append(points[-1])
return optimized
def _generate_segments(peaks: np.ndarray, valleys: np.ndarray, data_length: int) -> List[Tuple[int, int]]:
"""生成序列分段"""
all_points = []
for p in peaks:
all_points.append(p)
for v in valleys:
all_points.append(v)
all_points = sorted(all_points)
segments = []
start = 0
for point in all_points:
if point > start:
segments.append((start, point))
start = point
# 添加最后一段
if start < data_length - 1:
segments.append((start, data_length - 1))
return segments
def _calculate_statistics(data: np.ndarray, peaks: np.ndarray, valleys: np.ndarray) -> Dict:
"""计算统计信息"""
stats = {
'peak_count': len(peaks),
'valley_count': len(valleys),
'peak_values': data[peaks] if len(peaks) > 0 else np.array([]),
'valley_values': data[valleys] if len(valleys) > 0 else np.array([]),
}
if len(peaks) > 0:
stats['avg_peak_value'] = np.mean(data[peaks])
stats['max_peak_value'] = np.max(data[peaks])
stats['min_peak_value'] = np.min(data[peaks])
if len(valleys) > 0:
stats['avg_valley_value'] = np.mean(data[valleys])
stats['max_valley_value'] = np.max(data[valleys])
stats['min_valley_value'] = np.min(data[valleys])
# 计算平均间距
if len(peaks) > 1:
stats['avg_peak_distance'] = np.mean(np.diff(peaks))
if len(valleys) > 1:
stats['avg_valley_distance'] = np.mean(np.diff(valleys))
return stats
def plot_results(data: np.ndarray, result: Dict, title: str = "Peak Valley Detection", save_path: str = None):
"""Plot detection results"""
plt.figure(figsize=(15, 8))
# Main plot
plt.subplot(2, 1, 1)
plt.plot(data, 'b-', linewidth=1.5, label='Original Data', alpha=0.7)
peaks = result['peaks']
valleys = result['valleys']
if len(peaks) > 0:
# Ensure peaks are valid indices
valid_peaks = peaks[peaks < len(data)]
if len(valid_peaks) > 0:
plt.plot(valid_peaks, [data[k] for k in valid_peaks], 'ro',
markersize=8, label=f'Peaks ({len(valid_peaks)})')
if len(valleys) > 0:
# Ensure valleys are valid indices
valid_valleys = valleys[valleys < len(data)]
if len(valid_valleys) > 0:
plt.plot(valid_valleys, [data[k] for k in valid_valleys], 'go',
markersize=8, label=f'Valleys ({len(valid_valleys)})')
plt.title(f'{title} (Window: {result["window_size"]}, Iterations: {result["iterations"]})')
plt.xlabel('Time')
plt.ylabel('Value')
plt.legend()
plt.grid(True, alpha=0.3)
# Segmentation plot
plt.subplot(2, 1, 2)
segments = result['segments']
colors = plt.cm.Set3(np.linspace(0, 1, max(len(segments), 1)))
for i, (start, end) in enumerate(segments):
# Ensure segment indices are valid
start = max(0, min(start, len(data) - 1))
end = max(start, min(end, len(data) - 1))
if start < end:
plt.plot(range(start, end + 1), data[start:end + 1],
color=colors[i % len(colors)], linewidth=2, label=f'Segment {i+1}')
elif start == end:
plt.plot([start], [data[start]], 'o',
color=colors[i % len(colors)], markersize=6, label=f'Segment {i+1}')
plt.title('Sequence Segmentation')
plt.xlabel('Time')
plt.ylabel('Value')
if len(segments) <= 10: # Only show legend if not too many segments
plt.legend(bbox_to_anchor=(1.05, 1), loc='upper left')
plt.grid(True, alpha=0.3)
plt.tight_layout()
if save_path:
plt.savefig(save_path, dpi=300, bbox_inches='tight')
print(f"Plot saved to: {save_path}")
else:
plt.show()
def demo():
"""Demo function"""
value_list=[0.0, 0.2, -0.02, -0.04, 0.141, -0.059, 0.301, 0.7, 1.137, 1.769, 2.418, 2.906, 3.333, 3.623, 4.567, 4.644, 6.15, 6.638, 7.777, 11.19, 12.895, 13.853, 13.853, 12.854, 11.599, 9.813, 8.298, 7.454, 6.159, 7.491, 6.714, 5.707, 5.707, 7.027, 3.624, 1.831, 2.283, 3.162, 0.799, 1.593, 1.593, 8.6, 12.31, 15.73, 19.388, 21.564, 18.333, 15.311, 11.856, 9.317, 0.811, -12.818, -13.81, -14.243, -14.563, -14.792, -14.562, -14.241, -13.762, -13.102, -13.532, -13.804, -14.032, -14.26, -14.031, -13.803, -13.576, -13.803, -13.621, -13.621, -13.393, -13.824, -14.553, -14.301, -14.004, -14.232, -13.82, -13.502, -8.576, -9.444, -9.444, -9.576, -9.598, -9.861, -9.751, -9.795, -9.114, -9.55, -9.769, -9.55, -10.054, -9.724, -9.987, -9.833, -10.053, -10.273, -10.559, -10.958, -11.179, -10.89, -10.669, -10.447, -10.204, -10.204, -9.984, -9.588, -8.843, -8.56, -7.561, -6.464, -6.464, -6.464, -5.846, -5.571, -5.149, -4.749, -4.267, -4.059, -3.851, -3.955, -3.726, -3.498, -3.291, -3.084, -2.837, -1.52, -1.317, -0.811, -0.226, 0.295, 1.312, 1.707, 2.788, 3.877, 11.278, 10.444, 10.444, 9.119, 9.119, 9.119, 12.045, 15.475, 18.079, 16.653, 13.92, 16.571, 14.335, 11.217, -0.414, -0.414, -0.856, -0.614, -0.412, 0.13, 0.829, 0.829, 0.829, 0.829, 0.829, 0.829, 0.829, 0.829, 0.829, 0.829, 1.682, 1.682, 1.682, 1.996, 2.408, 2.896, 3.129, 3.323, 3.516, 3.709, 3.921, 3.729, 3.921, 4.229, 4.803, 5.565, 6.415, 7.519, 8.352, 8.352, 8.352, 8.755, 8.755, 8.755, 8.755, 9.813, 10.787, 10.413, 10.95, 11.342, 11.324, 11.271, 11.129, 10.987, 10.88, 10.506, 10.148, 10.615, 11.187, 11.844, 12.373, 13.022, 13.613, 13.959, 14.303, 15.108, 20.66, 20.041, 20.041, 20.041, 20.041, 21.321, 23.713, 25.559, 28.015, 26.691, 25.166, 23.894, 25.066, 15.429, 15.598, 15.784, 15.616, 15.548, 15.227, 15.058, 14.888, 14.718, 14.547, 14.718, 14.889, 15.093, 14.923, 14.753, 14.923, 15.093, 15.263, 15.839, 15.671, 15.84, 15.671, 15.469, 15.638, 15.638, 16.195, 16.379, 16.195, 16.195, 16.38, 16.58, 17.031, 17.529, 18.106, 18.319, 18.531, 18.759, 18.971, 19.116, 19.246, 20.215, 20.215, 20.534, 20.979, 21.358, 22.79, 23.577, 22.813, 23.338, 23.645, 23.645, 24.316, 24.316, 25.83, 25.83, 25.83, 25.83, 28.708, 30.889, 32.161, 31.089, 29.642, 24.351, 25.319, 26.231, 22.837, 22.39, 22.033, 21.814, 22.002, 22.189, 22.454, 22.624, 22.795, 23.011, 22.564, 22.502, 22.719, 23.121, 23.213, 23.398, 23.612, 23.887, 24.496, 24.813, 25.565, 26.801, 32.159, 33.76, 33.839, 33.839, 33.839, 34.713, 35.796, 37.402, 36.513, 35.675, 36.009, 36.534, 36.762, 37.003, 37.683, 38.032, 38.032, 38.317, 38.662, 39.448, 36.614, 36.322, 38.907, 38.907, 38.907, 38.907, 38.907, 40.435, 42.496, 43.347, 42.35, 40.816, 31.737, 30.932, 18.983, 18.691, 18.529, 18.675, 18.919, 19.519, 19.68, 19.889, 20.049, 20.417, 20.035, 20.195, 20.419, 20.848, 21.133, 21.465, 22.124, 23.028, 23.643, 24.544, 23.397, 23.673, 24.498, 24.498, 23.622, 23.622, 23.622, 24.92, 26.302, 26.921, 26.029, 26.429, 26.576, 26.884, 27.25, 27.686, 27.325, 27.063, 28.449, 29.179, 30.085, 30.728, 31.31, 31.942, 31.942, 37.033, 38.683, 41.307, 40.391, 39.318, 38.505, 32.454, 22.12, 21.948, 21.792, 22.027, 22.183, 22.494, 22.727, 22.835, 22.989, 23.143, 23.297, 23.481, 23.221, 23.236, 23.236, 23.482, 23.91, 24.215, 24.381, 25.243, 27.202, 30.871, 30.871, 30.871, 30.871, 33.111, 35.465, 35.904, 36.058, 36.314, 36.569, 36.759, 37.062, 37.314, 37.527, 37.765, 38.648, 39.029, 39.565, 40.303, 41.186, 41.516, 42.007, 42.575, 45.63, 45.63, 45.63, 45.63, 46.304, 47.958, 48.864, 47.596, 46.631, 45.425, 35.842, 35.649, 35.495, 35.714, 35.984, 36.151, 36.546, 36.851, 37.104, 37.506, 37.719, 38.217, 38.353, 38.772, 39.886, 40.536, 40.785, 42.68, 45.007, 45.007, 46.041, 47.164, 47.597, 47.859, 48.099, 48.317, 48.544, 48.822, 49.016, 49.129, 49.332, 49.444, 49.626, 50.24, 50.688, 51.507, 51.72, 53.506, 53.218, 53.218, 53.218, 53.218, 55.791, 57.506, 58.305, 57.288, 56.545, 55.78, 49.501, 49.662, 49.562, 49.662, 49.481, 49.582, 49.683, 49.864, 49.995, 50.275, 50.662, 50.899, 50.998, 50.89, 51.528, 51.722, 51.877, 51.982, 52.117, 52.117, 52.222, 52.71, 53.059, 53.059, 53.407, 53.407, 53.407, 53.407, 55.317, 55.407, 55.041, 54.933, 54.735, 54.554, 54.772, 54.916, 55.025, 54.935, 55.034, 55.807, 55.63, 55.453, 55.453, 55.631, 55.8, 56.489, 55.985, 55.069, 55.438, 57.167, 57.167, 57.167, 57.886, 58.493, 59.854, 60.633, 59.924, 58.858, 51.535, 51.642, 51.477, 51.293, 51.117, 50.961, 50.863, 50.863, 50.529, 50.638, 50.391, 50.54, 50.441, 50.342, 50.332, 50.332, 50.332, 50.332, 50.332]
data=value_list
print("=" * 50)
print("Adaptive Peak Valley Detection Demo")
print("=" * 50)
# Run detection
result = adaptive_peak_valley_detection(
data,
window_size=None, # Adaptive window size
verbose=True,
min_distance=10,
prominence_threshold=0.01,
)
print(f"\nDetection Results:")
print(f"Peak count: {result['stats']['peak_count']}")
print(f"Valley count: {result['stats']['valley_count']}")
print(f"Segment count: {len(result['segments'])}")
if result['stats']['peak_count'] > 0:
print(f"Average peak value: {result['stats']['avg_peak_value']:.2f}")
print(f"Average peak distance: {result['stats'].get('avg_peak_distance', 0):.1f}")
if result['stats']['valley_count'] > 0:
print(f"Average valley value: {result['stats']['avg_valley_value']:.2f}")
print(f"Average valley distance: {result['stats'].get('avg_valley_distance', 0):.1f}")
# Plot results
plot_results(data, result, save_path='demo_result.png') # Set save_path if needed
return result
if __name__ == "__main__":
demo() |