#!/usr/bin/env python3
"``naginterface.library.tsa.inhom_iema`` Python Example."
# NAG Copyright 2017-2019.
# pylint: disable=invalid-name
from naginterfaces.library import tsa
[docs]def main():
"""
Example for :func:`naginterfaces.library.tsa.inhom_iema`.
Iterated exponential moving average for a univariate inhomogeneous time
series.
>>> main()
naginterfaces.library.tsa.inhom_iema Python Example Results.
IEMA for an inhomogeneous time series.
Time IEMA
______________
7.500 0.531
8.200 0.544
18.100 0.754
22.800 0.406
25.800 0.232
26.800 0.217
31.100 0.357
38.400 0.630
45.900 0.263
48.200 0.241
48.900 0.279
57.900 0.713
58.500 0.717
63.900 0.385
65.200 0.346
66.600 0.330
67.400 0.315
69.300 0.409
69.900 0.459
73.000 0.377
75.600 0.411
77.000 0.536
84.700 0.632
86.800 0.538
88.000 0.444
88.500 0.401
91.000 0.331
93.000 0.495
93.700 0.585
94.000 0.612
"""
print('naginterfaces.library.tsa.inhom_iema Python Example Results.')
print('IEMA for an inhomogeneous time series.')
# The observations and times:
iema = [
0.6, 0.6, 0.8, 0.1, 0.2, 0.2, 0.5, 0.7, 0.1, 0.4, 0.7, 0.8,
0.3, 0.2, 0.5, 0.2, 0.3, 0.8, 0.6, 0.1, 0.7, 0.9, 0.6, 0.3,
0.1, 0.1, 0.4, 1.0, 1.0, 0.1,
]
t = [
7.5, 8.2, 18.1, 22.8, 25.8, 26.8, 31.1, 38.4, 45.9, 48.2, 48.9,
57.9, 58.5, 63.9, 65.2, 66.6, 67.4, 69.3, 69.9, 73.0, 75.6,
77.0, 84.7, 86.8, 88.0, 88.5, 91.0, 93.0, 93.7, 94.0,
]
# The decay parameter:
tau = 2.
# The starting parameters:
sinit = [5., 0.5, 0.5, 0.5]
# The interpolation type:
inter = [3, 2]
iema = tsa.inhom_iema(iema, t, tau, inter, sinit=sinit).iema
header_str = " Time IEMA"
print(header_str)
print('_'*(len(header_str)+1))
for i, t_i in enumerate(t):
print('{:6.3f} {:6.3f}'.format(t_i, iema[i]))
if __name__ == '__main__':
import doctest
import sys
sys.exit(
doctest.testmod(
None, verbose=True, report=False,
optionflags=doctest.REPORT_NDIFF,
).failed
)
