/// <summary>
/// Normalize a signal using standard score.
/// </summary>
/// <param name="source">Input stream</param>
/// <param name="window">Normalization window</param>
/// <returns>Normalized signal</returns>
public static IStreamable <Empty, Signal> Normalize(
this IStreamable <Empty, Signal> source,
long window
)
{
return(source
.AttachAggregate(
s => s.Select(e => e.val),
w => w.JoinedAggregate(
w.Average(e => e),
w.StandardDeviation(e => e),
(avg, std) => new { avg, std }
),
(signal, agg) =>
new Signal(signal.ts, (float)((signal.val - agg.avg) / agg.std)),
window, window, window - 1
)
);
}
/// <summary>
/// Peak detection query.
/// </summary>
/// <param name="source">Input stream</param>
/// <param name="period">Period of input stream</param>
/// <param name="window">Mean window</param>
/// <param name="factor">Scaling factor</param>
/// <returns>Peaks in the signal stream</returns>
public static IStreamable <Empty, Signal> Peaks(
this IStreamable <Empty, Signal> source,
long period,
float factor,
long window = 400
)
{
return(source
.AttachAggregate(
s => s.Select(e => e.val),
w => w.Average(e => e * factor),
(signal, avg) => new { signal, avg },
2 * window, 1, window
)
.Where(e => e.signal.val > e.avg)
.Select(e => e.signal)
.StitchAggregate(w => w.TopK(e => e.val, 1))
.Select(e => e.First().Payload)
.AlterEventDuration(period)
);
}
/// <summary>
/// Fill missing values with mean of historic values.
/// </summary>
/// <param name="source">Input stream</param>
/// <param name="window">Mean window</param>
/// <param name="period">Period of input signal stream</param>
/// <param name="gap_tol">Gap tolerance</param>
/// <param name="offset">Offset</param>
/// <returns>Signal after missing values filled with `val`</returns>
public static IStreamable <Empty, Signal> FillMean(
this IStreamable <Empty, Signal> source,
long window,
long period,
long gap_tol,
long offset = 0
)
{
return(source
.AttachAggregate(s => s, w => w.Average(e => e.val),
(signal, avg) => new { signal, avg, sqd = (signal.val - avg) * (signal.val - avg) },
window, window, window - 1)
.AlterEventDuration(period)
.Chop(offset, period, gap_tol)
.Select((vs, s) => new { s.signal, s.avg, new_ts = vs })
.Select(e =>
(e.signal.ts == e.new_ts)
? e.signal
: new Signal(e.new_ts, e.avg))
.AlterEventDuration(period)
);
}