# EVOLVE-BLOCK-START """ Real-Time Adaptive Signal Processing Algorithm for Non-Stationary Time Series This algorithm implements a sliding window approach to filter volatile, non-stationary time series data while minimizing noise and preserving signal dynamics. """ import numpy as np from scipy import signal from collections import deque def adaptive_filter(x, window_size=20): """ Adaptive signal processing algorithm using sliding window approach. Args: x: Input signal (1D array of real-valued samples) window_size: Size of the sliding window (W samples) Returns: y: Filtered output signal with length = len(x) - window_size + 1 """ if len(x) < window_size: raise ValueError(f"Input signal length ({len(x)}) must be >= window_size ({window_size})") # Initialize output array output_length = len(x) - window_size + 1 y = np.zeros(output_length) # Simple moving average as baseline for i in range(output_length): window = x[i : i + window_size] # Basic moving average filter y[i] = np.mean(window) return y def enhanced_filter_with_trend_preservation(x, window_size=20): """ Enhanced version with trend preservation using weighted moving average. Args: x: Input signal (1D array of real-valued samples) window_size: Size of the sliding window Returns: y: Filtered output signal """ if len(x) < window_size: raise ValueError(f"Input signal length ({len(x)}) must be >= window_size ({window_size})") output_length = len(x) - window_size + 1 y = np.zeros(output_length) # Create weights that emphasize recent samples weights = np.exp(np.linspace(-2, 0, window_size)) weights = weights / np.sum(weights) for i in range(output_length): window = x[i : i + window_size] # Weighted moving average with exponential weights y[i] = np.sum(window * weights) return y def process_signal(input_signal, window_size=20, algorithm_type="enhanced"): """ Main signal processing function that applies the selected algorithm. Args: input_signal: Input time series data window_size: Window size for processing algorithm_type: Type of algorithm to use ("basic" or "enhanced") Returns: Filtered signal """ if algorithm_type == "enhanced": return enhanced_filter_with_trend_preservation(input_signal, window_size) else: return adaptive_filter(input_signal, window_size) # EVOLVE-BLOCK-END def generate_test_signal(length=1000, noise_level=0.3, seed=42): """ Generate synthetic test signal with known characteristics. Args: length: Length of the signal noise_level: Standard deviation of noise to add seed: Random seed for reproducibility Returns: Tuple of (noisy_signal, clean_signal) """ np.random.seed(seed) t = np.linspace(0, 10, length) # Create a complex signal with multiple components clean_signal = ( 2 * np.sin(2 * np.pi * 0.5 * t) # Low frequency component + 1.5 * np.sin(2 * np.pi * 2 * t) # Medium frequency component + 0.5 * np.sin(2 * np.pi * 5 * t) # Higher frequency component + 0.8 * np.exp(-t / 5) * np.sin(2 * np.pi * 1.5 * t) # Decaying oscillation ) # Add non-stationary behavior trend = 0.1 * t * np.sin(0.2 * t) # Slowly varying trend clean_signal += trend # Add random walk component for non-stationarity random_walk = np.cumsum(np.random.randn(length) * 0.05) clean_signal += random_walk # Add noise noise = np.random.normal(0, noise_level, length) noisy_signal = clean_signal + noise return noisy_signal, clean_signal def run_signal_processing(signal_length=1000, noise_level=0.3, window_size=20): """ Run the signal processing algorithm on a test signal. Returns: Dictionary containing results and metrics """ # Generate test signal noisy_signal, clean_signal = generate_test_signal(signal_length, noise_level) # Process the signal filtered_signal = process_signal(noisy_signal, window_size, "enhanced") # Calculate basic metrics if len(filtered_signal) > 0: # Align signals for comparison (account for processing delay) delay = window_size - 1 aligned_clean = clean_signal[delay:] aligned_noisy = noisy_signal[delay:] # Ensure same length min_length = min(len(filtered_signal), len(aligned_clean)) filtered_signal = filtered_signal[:min_length] aligned_clean = aligned_clean[:min_length] aligned_noisy = aligned_noisy[:min_length] # Calculate correlation with clean signal correlation = np.corrcoef(filtered_signal, aligned_clean)[0, 1] if min_length > 1 else 0 # Calculate noise reduction noise_before = np.var(aligned_noisy - aligned_clean) noise_after = np.var(filtered_signal - aligned_clean) noise_reduction = (noise_before - noise_after) / noise_before if noise_before > 0 else 0 return { "filtered_signal": filtered_signal, "clean_signal": aligned_clean, "noisy_signal": aligned_noisy, "correlation": correlation, "noise_reduction": noise_reduction, "signal_length": min_length, } else: return { "filtered_signal": [], "clean_signal": [], "noisy_signal": [], "correlation": 0, "noise_reduction": 0, "signal_length": 0, } if __name__ == "__main__": # Test the algorithm results = run_signal_processing() print(f"Signal processing completed!") print(f"Correlation with clean signal: {results['correlation']:.3f}") print(f"Noise reduction: {results['noise_reduction']:.3f}") print(f"Processed signal length: {results['signal_length']}")