Re: How does one get data out of a TemporalData object?
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- Subject: [mg131209] Re: How does one get data out of a TemporalData object?
- From: Joe Gwinn <joegwinn at comcast.net>
- Date: Mon, 17 Jun 2013 06:29:12 -0400 (EDT)
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In article <kpjvbv$9mc$1 at smc.vnet.net>, Andy Ross <andyr at wolfram.com> wrote: Andy, > TemporalData has a number of properties for extracting the parts you > need. To get the paths with time stamps use TemporalData[...]["Paths"]. > To get the states use TemporalData[...]["States"]. > > I recommend looking at the details section of the documentation for > TemporalData to see the full list of properties and read through the > examples on that page to see how each is used. I had looked over the documentation, and nothing jumped out. I looked at every mention of TemporalData, and found nothing that seemed suitable. But I didn't try States, so I just did. It yields a list of alternating 1 and 2 values, which isn't a complete answer to the problem, as the time values are missing. If one just uses Fourier[], one will get some kind of Periodogram, which is not what is sought. Let me give a code example: \[ScriptCapitalP] = ContinuousMarkovProcess[{1, 0}, ({ {-3, 3}, {1, -1} })]; data=RandomFunction[\[ScriptCapitalP],{0,20}] Fourier[data] This yields a complaint: Fourier::fftl: (((((("\"Argument \!\(\*TagBox[\nRowBox[{\\\"TemporalData\\\", \\\"[\\\", PanelBox[" 1) ", FrameMargins->Small], \\\"]\\\"}], InterpretTemplate[TemporalData[Automatic, {{{1, 2, 1, 2, 1, 2, 1, 2, 1, 2, 1, 2, 1, 2, 1, 2, 1, 2, 1, 2, 1, 2, 1}}, {{{0``15.954589770191005, 0.01520207123587128013320057817736596917`14.129940038322594, 0.95824522046395536932862513249273766604`15.644199356725549, 1.53128564596308252148382664967984035205`15.736304825316484, 2.28962713530000690099771260582537312886`15.797207858258304, 3.28670141416927664988333023187555326092`15.839226787640209, 3.38168097695521799981621844019305806672`15.842081650549387, 4.0716904019295301685379386805431332727`15.859211783981653, 5.25370702200219072713176547011226038622`15.878918089214274, 5.91828379716574832280816964564910319058`15.88678718369098, 6.12633788645240157414249230434964341735`15.888924305967711, 6.19666658844600659408879868858704605186`15.889616516866917, 9.58526332575202981025003709494096121015`15.911492152203763, 9.8441361181069966832633195553354003832`15.912572420088354, 14.33613695082054447978910756738149487066`15.925305933162454, 14.96549983870748084202749476200455050281`15.926498477053611, 15.17014786638371663403108748271496533041`15.92686559286194, 15.36161929373388768828517022927544623659`15.927200484830422, 15.67573549317739061376647722217804251544`15.927732699101226, 15.8362986262877527919959498312816012794`15.927996832624787, 16.94396941821241069345266065715083372759`15.929686408696478, 17.04737697478590359190098510749722701209`15.929833245160726, 22.73457835309395939446096043959096018021`15.93589515332067}}}, 1, {") Discrete) ", 1}, {") Continuous) ", 1}, 1, {}}]& ], Editable->False, SelectWithContents->True, Selectable->True]\) is not a non-empty list or rectangular array of numeric quantities.\"") Now, note that the following appears to work: plot1 = ListLinePlot[data, InterpolationOrder -> 0, PlotRange -> {1, 2.1}, Ticks -> {Automatic, {1, 2, 3}}, Filling -> Bottom] But when I do this: datainter = Interpolation[Normal[data] // First, InterpolationOrder -> 0] plot2 = Plot[datainter[t], {t, 0, 20}, PlotRange -> All, Filling -> Bottom] I get a different answer, and other paths yield yet other answers. What I'm looking for is for instance a function that can be called from Table[] to yield a list of equispaced samples suitable for Fourier[]. The locations and interval between samples may vary as needed to keep Fourier happy - list length will be an exact power of two, and there may be zero padding added. Thanks, Joe Gwinn > Andy Ross > Wolfram Research > > On 6/15/2013 3:25 AM, Joe Gwinn wrote: > > I would like to generate some random signals for use in exploring > > signal-processing algorithms. > > > > For use as synthetic signals for the algorithm to chew upon, I'd like > > to use ContinuousMarkovProcess and TelegraphProcess with > > RandomFunction. With these, I can do statistics and plot things > > freely. > > > > What I cannot quite get is a time series ready for such indignities as > > Fourier[]. > > > > Now I can manually disassemble the data structure, but I don't find a > > list of equispaced samples, I get a transition list, which is not the > > same thing. > > > > Interpolation[Normal[temporal data object] // First, InterpolationOrder > > -> 0] almost works, but the fine details are smeared over, even though > > InterpolationOrder -> 0 works in ListLinePlot et al without apparent > > smearing. > > > > What am I missing? It seems like Probability and Statistics has become > > a walled city within Mathematica. I'm hoping to find a door in the wall, > > rather than be forced to build by own little city one brick at a time. > > > > Joe Gwinn > > > >
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- Re: How does one get data out of a TemporalData object?
- From: Andy Ross <andyr@wolfram.com>
- Re: How does one get data out of a TemporalData object?
- References:
- How does one get data out of a TemporalData object?
- From: Joe Gwinn <joegwinn@comcast.net>
- How does one get data out of a TemporalData object?