{ "cells": [ { "cell_type": "code", "execution_count": null, "metadata": { "execution": { "iopub.execute_input": "2024-03-04T09:40:28.904Z", "iopub.status.busy": "2024-03-04T09:40:28.896Z", "iopub.status.idle": "2024-03-04T09:40:28.978Z", "shell.execute_reply": "2024-03-04T09:40:28.967Z" } }, "outputs": [], "source": [ "import numpy as np" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "execution": { "iopub.execute_input": "2024-03-04T10:02:39.062Z", "iopub.status.busy": "2024-03-04T10:02:39.057Z", "iopub.status.idle": "2024-03-04T10:02:39.068Z", "shell.execute_reply": "2024-03-04T10:02:39.071Z" } }, "outputs": [], "source": [ "n_series = 32\n", "len_one_series = 5*2**20\n", "time_series = np.random.rand(n_series, len_one_series)\n", "gap = 16*2**10" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "execution": { "iopub.execute_input": "2024-03-04T10:02:41.027Z", "iopub.status.busy": "2024-03-04T10:02:41.020Z", "iopub.status.idle": "2024-03-04T10:02:41.036Z", "shell.execute_reply": "2024-03-04T10:02:41.040Z" }, "scrolled": true }, "outputs": [], "source": [ "print(f'Size of one time series: {int(time_series[0].nbytes/2**20)} M')\n", "print(f'Size of collection: {int(time_series.nbytes/2**20)} M')\n", "print(f'Gap size: {int(gap*8/2**10)} K')\n", "print(f'Gapped series size: {int(time_series[0, ::gap].nbytes/2**10)} K')" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "The following function implements an approximation of a power series of every `gap` value in our time series.\n", "\n", "If we define one time series of length `N` to be:\n", "\n", "$[x_0, x_1, x_2, ..., x_N]$,\n", "\n", "then the \"gapped\" series with `gap=g` is:\n", "\n", "$[x_0, x_g, x_{2g}, ..., x_{N/g}]$,\n", "\n", "where $N/g$ is the number of gaps.\n", "\n", "The approximation of the power series up to power `30` for our \"gapped\" series is defined as:\n", "\n", "$$\\mathbf{P} = \\sum_{p=0}^{30} \\sum_i x_i^{p} = \\sum_i x_i^0 + \\sum_i x_i^1 + \\sum_i x_i^2 + ... + \\sum_i x_i^{30} $$\n", "\n", "where $i \\in [0, g, 2g, ..., N/g]$" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "execution": { "iopub.execute_input": "2024-03-04T10:06:08.461Z", "iopub.status.busy": "2024-03-04T10:06:08.459Z", "iopub.status.idle": "2024-03-04T10:06:08.466Z", "shell.execute_reply": "2024-03-04T10:06:08.468Z" } }, "outputs": [], "source": [ "# compute an approximation of a power series for a collection of gapped timeseries\n", "def power(time_series, P, gap):\n", " for row in range(time_series.shape[0]):\n", " for pwr in range(30):\n", " P[row] += (time_series[row, ::gap]**pwr).sum()\n", " return P\n", " " ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Challenge\n", "- Can you improve on the above implementation of the `power` function?\n", "- Change the following `power_improved` function and see what you can do\n", "- **Remember**: you can't change any other cell in this notebook!" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "execution": { "iopub.execute_input": "2024-03-04T10:06:08.461Z", "iopub.status.busy": "2024-03-04T10:06:08.459Z", "iopub.status.idle": "2024-03-04T10:06:08.466Z", "shell.execute_reply": "2024-03-04T10:06:08.468Z" } }, "outputs": [], "source": [ "def power_improved(time_series, P, gap):\n", " for row in range(time_series.shape[0]):\n", " for pwr in range(30):\n", " P[row] += (time_series[row, ::gap]**pwr).sum()\n", " return P" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "# verify that they yield the same results\n", "P = np.zeros(n_series, dtype='float64')\n", "out1 = power(time_series, P, gap)\n", "P = np.zeros(n_series, dtype='float64')\n", "out2 = power_improved(time_series, P, gap)\n", "np.testing.assert_allclose(out1, out2)" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "execution": { "iopub.execute_input": "2024-03-04T10:06:14.959Z", "iopub.status.busy": "2024-03-04T10:06:14.956Z", "iopub.status.idle": "2024-03-04T10:06:17.437Z", "shell.execute_reply": "2024-03-04T10:06:17.443Z" } }, "outputs": [], "source": [ "P = np.zeros(n_series, dtype='float64')\n", "%timeit power(time_series, P, gap)" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "execution": { "iopub.execute_input": "2024-03-04T10:06:20.056Z", "iopub.status.busy": "2024-03-04T10:06:20.053Z", "iopub.status.idle": "2024-03-04T10:06:21.695Z", "shell.execute_reply": "2024-03-04T10:06:21.700Z" } }, "outputs": [], "source": [ "P = np.zeros(n_series, dtype='float64')\n", "%timeit power_improved(time_series, P, gap)" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "Python 3 (ipykernel)", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.13.5" }, "nteract": { "version": "0.28.0" } }, "nbformat": 4, "nbformat_minor": 2 }