[Numpy-discussion] Overlapping time series

RayS rays at blue-cove.com
Tue Feb 11 08:57:25 EST 2014


> > On 11.02.2014 14:08, Daniele Nicolodi wrote:
> >> Hello,
> >>
> >> I have two time series (2xN dimensional arrays) recorded on the same
> >> time basis, but each with it's own dead times (and start and end
> >> recording times).  I would like to obtain two time series containing
> >> only the time overlapping segments of the data.
> >>
> >> Does numpy or scipy offer something that may help in this?
> >>
> >> I can imagine strategies about how to approach the problem, but none
> >> that would be efficient.  Ideas?

What is the gate/tach, ie pointer to start/stop?
I work with both tachometers and EKGs and do similar windowing, 
usually just using gates as slices so as not to make copies.
I also found this interesting and bookmarked it 
http://www.johnvinyard.com/blog/?p=268 which you might like.
Just to be clear, you have 2 2D arrays and want a 4x(N-m) shape, like 
mixing two stereo tracks?

 >>> a1 = np.arange(0,20).reshape((2,-1))
 >>> a2 = np.arange(5,25).reshape((2,-1))
 >>> np.concatenate((a1,a2))
array([[ 0,  1,  2,  3,  4,  5,  6,  7,  8,  9],
        [10, 11, 12, 13, 14, 15, 16, 17, 18, 19],
        [ 5,  6,  7,  8,  9, 10, 11, 12, 13, 14],
        [15, 16, 17, 18, 19, 20, 21, 22, 23, 24]])
 >>> st1 = 2
 >>> end1 = 7
 >>> st2 = 1
 >>> end2 = 6
 >>> np.concatenate((a1[:,st1:end1],a2[:,st2:end2]))
array([[ 2,  3,  4,  5,  6],
        [12, 13, 14, 15, 16],
        [ 6,  7,  8,  9, 10],
        [16, 17, 18, 19, 20]])


- Ray
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