import numpy as np from typing import Dict, Any, Tuple, Optional from ..core import DecompResult from ..registry import MethodRegistry from .utils import dominant_frequency try: from PyEMD import CEEMDAN _HAS_CEEMDAN = True except ImportError: _HAS_CEEMDAN = False def estimate_imf_dom_freqs(imfs: np.ndarray, fs: float) -> np.ndarray: freqs = [] for imf in imfs: freqs.append(dominant_frequency(imf, fs)) return np.array(freqs, dtype=float) def assign_imfs_to_components( freqs: np.ndarray, primary_freq: Optional[float], config: Dict[str, Any], ) -> Tuple[np.ndarray, np.ndarray]: trend_threshold = float(config.get("trend_freq_max", 0.02)) if primary_freq: trend_threshold = config.get("trend_freq_max", primary_freq / 8.0) season_band_factor = float(config.get("season_band_factor", 2.0)) trend_mask = freqs <= max(trend_threshold, 1e-6) season_mask = np.zeros_like(freqs, dtype=bool) if primary_freq and primary_freq > 0: low = primary_freq / max(season_band_factor, 1.0) high = primary_freq * max(season_band_factor, 1.0) season_mask = (freqs >= low) & (freqs <= high) if not trend_mask.any(): trend_mask[np.argmin(freqs)] = True if not season_mask.any(): if primary_freq: idx = int(np.argmin(np.abs(freqs - primary_freq))) season_mask[idx] = True else: season_mask[~trend_mask] = True return trend_mask, season_mask @MethodRegistry.register("CEEMDAN") def ceemdan_decompose( y: np.ndarray, params: Dict[str, Any], ) -> DecompResult: if not _HAS_CEEMDAN: raise ImportError("PyEMD>=1.0 is required for CEEMDAN decomposition.") cfg = params.copy() ceemdan = CEEMDAN() if "trials" in cfg: ceemdan.trials = int(cfg["trials"]) if "noise_width" in cfg: ceemdan.noise_width = float(cfg["noise_width"]) imfs = ceemdan(y) imfs = np.asarray(imfs, dtype=float) if imfs.ndim == 1: imfs = imfs[np.newaxis, :] if imfs.size == 0: zeros = np.zeros_like(y) return DecompResult( trend=zeros, season=zeros, residual=y.copy(), meta={"method": "CEEMDAN", "imfs": []} ) fs = float(cfg.get("fs", 1.0)) freqs = estimate_imf_dom_freqs(imfs, fs) primary_period = cfg.get("primary_period") primary_freq = 1.0 / float(primary_period) if primary_period else None trend_mask, season_mask = assign_imfs_to_components(freqs, primary_freq, cfg) trend = imfs[trend_mask].sum(axis=0) if trend_mask.any() else np.zeros_like(y) season = imfs[season_mask].sum(axis=0) if season_mask.any() else np.zeros_like(y) residual = y - trend - season return DecompResult( trend=trend, season=season, residual=residual, meta={ "method": "CEEMDAN", "dominant_frequencies": freqs.tolist(), "trend_mask": trend_mask.tolist(), "season_mask": season_mask.tolist(), "primary_period": primary_period, } )