Variable-length curve averaging

curve_averaging.py

"""Variable-length curve averaging"""

# Author: Mathieu Blondel <mathieu@mblondel.org>
# License: BSD 3 clause

import numpy as np
from scipy.interpolate import interp1d


def curves_mean_std(X, Y, kind="linear"):
    all_x = np.sort(np.unique(np.concatenate(X)))
    funcs = [interp1d(x, y, bounds_error=False, kind=kind) \
                for x, y in zip(X, Y)]
    Y = np.array([f(all_x) for f in funcs])
    return all_x, Y.mean(axis=0), Y.std(axis=0)


if __name__ == '__main__':
    import pylab as pl

    # Curve1 (50 points)
    x1 = np.sort(np.random.random(50) * 10)
    y1 = np.exp(-x1)

    # Curve2 (45 points)
    x2 = np.sort(np.random.random(45) * 10)
    y2 = np.exp(-2 * x2)

    # Curve3 (55 points)
    x3 = np.sort(np.random.random(55) * 10)
    y3 = np.exp(-0.5 * x3)

    # Averaging
    x, y_mean, y_std = curves_mean_std([x1, x2, x3],
                                       [y1, y2, y3],
                                       kind="linear")

    # Plot
    pl.plot(x1, y1, label="func 1")
    pl.plot(x2, y2, label="func 2")
    pl.plot(x3, y3, label="func 3")
    pl.plot(x, y_mean, label="mean")

    pl.legend(loc="upper right")

    pl.show()