I'm developping a program which parses a file (365000 lines) in which I try to match some keywords after reading each line. This computation along with the update of my QProgressBar are made in another thread using QThread. Everything works fine except for the performance especially when I update the QProgressBar. I use a timer for the parsing and the result is just STUNNING. When I emit a signal to update the QProgressBar the program takes around 45 seconds but when I do not emit the signal for the QProgressBar update then the program takes around 0.40 sec =/
from PyQt5 import QtCore, QtWidgets, QtGui
import sys
import time
liste = ["failed", "exception"]
class ParseFileAsync(QtCore.QThread):
match = QtCore.pyqtSignal(str)
PBupdate = QtCore.pyqtSignal(int)
PBMax = QtCore.pyqtSignal(int)
def run(self):
cpt = 0
with open("test.txt", "r") as fichier:
fileLines = fichier.readlines()
lineNumber = len(fileLines)
self.PBMax.emit(lineNumber)
t0 = time.time()
for line in fileLines:
cpt+=1
self.PBupdate.emit(cpt)
for element in liste:
if element in line:
self.match.emit(line)
finalTime = time.time() - t0
print("over :", finalTime)
class Ui_MainWindow(QtWidgets.QMainWindow):
def __init__(self):
super().__init__()
self.setupUi(self)
self.thread = ParseFileAsync()
self.thread.match.connect(self.printError)
self.thread.PBupdate.connect(self.updateProgressBar)
self.thread.PBMax.connect(self.setMaximumProgressBar)
self.pushButton_GO.clicked.connect(self.startThread)
def printError(self, line):
self.textEdit.append(line)
def updateProgressBar(self, value):
self.progressBar.setValue(value)
def setMaximumProgressBar(self, value):
self.progressBar.setMaximum(value)
def startThread(self):
self.thread.start()
Console output:
over : 44.49321101765038 //QProgressBar updated
over : 0.3695987798147516 //QProgressBar not updated
Am I missing something or is that expected ?
EDIT :
I followed jpo38 and Matteo very good advices. I update the QProgressBar less frequently. The progression is still smooth and the performance is very good (around one second with this implementation). PSB :
class ParseFileAsync(QtCore.QThread):
match = QtCore.pyqtSignal(str)
PBupdate = QtCore.pyqtSignal(int)
PBMax = QtCore.pyqtSignal(int)
def run(self):
with open("test_long.log", "r") as fichier:
fileLines = fichier.readlines()
self.lineNumber = len(fileLines)
self.PBMax.emit(self.lineNumber)
if (self.lineNumber < 30):
self.parseFile(fileLines, False)
else:
self.parseFile(fileLines, True)
def parseFile(self, fileLines, isBig):
cpt = 0
if(isBig):
for line in fileLines:
cpt+=1
if(cpt % (int(self.lineNumber/30)) == 0):
self.PBupdate.emit(cpt)
for element in liste:
if element in line:
self.match.emit(line)
self.PBupdate.emit(self.lineNumber) #To avoid QProgressBar stopping at 99%
else:
for line in fileLines:
cpt+=1
self.PBupdate.emit(cpt)
for element in liste:
if element in line:
self.match.emit(line)
Updating a QProgressBar too often will definitely lead to performance issues. You should update the progress bar less often. You don't want/need to do that for every iteration...365000 times. When you read one line out of 365000, you progressed by 0.0002%, no need to update GUI for that...
Showing progression to user always has a cost...and we accept that because user prefers to wait a bit more and have progress information. However, showing progression must not multiply processing time by 100 as you experienced.
You can either emit the signal to update the progress bar only when progression significantly changed (for instance every time percentage value casted to a int changed, you can store a progression as int value to check that...or test if (line%(fileLines/100)==0) for instance...this will significantly decrease the cost of progress bar update).
Or you could start a QTimer to update the progress bar every 100ms for instance. Then you don't emit any signal from the for loop and just save the progression value to be used when timer times out.
If the file size is always 365000 lines, you can also decide to emit the signal every 1000 lines for instance (if line%1000==0). But the two earlier solutions are preferable because they will fix your performance issues whatever the file size is.
That's a classic problem, every experienced developer I know have a story about a supposedly long process where most of the time was actually taken by the progressbar update (most of these stories end up with removing the progress bar completely).
The point is that, very often, the "unit of work" you process (in your case the parsing of a line) is way smaller than the cost of a progress bar update - GUIs are fast compared to the user reflexes, but are still quite heavyweight when compared to, say, parsing a single line (especially if cross-thread machinery is involved).
In my experience, there are three common solutions:
if you notice that your process in general is "fast" you just drop the progressbar (or replace it with those unhelpful "forward and backwards" progress bars just to show that your program isn't hung if the program is some times fed with files way bigger than usual);
you just update it less frequently; you can emit your signal every 1/100 of your total progress; the advancement will be still smooth and you should not have performance problems (100 updates aren't going to take much time, although I guess they'll still dominate the time taken by your process if it normally takes 0.40 seconds) ;
you can decouple completely the progressbar update from the code that actually does the stuff. Instead of emitting a signal, update an integer class member with the current progress (which should be quite cheap); in the GUI thread use a timer to update the progressbar according to this member every - say - 0.5 seconds. You can even be smarter and avoid showing the progressbar completely if the process finishes before the first timer tick.
Related
I am trying to collect the participants' responses (i.e., the first key they press on the keyboard) and their reaction time (i.e., the time elapsed since the presentation of a picture and the response). I am using the KbQueueXXX functions in Psychtoolbox, but I am not sure if I am using them properly.
Thanks for your help.
Dear Psychtoolbox users,
I wrote a script to run a 2AFC task where participants must respond within a fixed deadline of 2 seconds. If participants respond earlier, then they move to the subsequent trial straight away. To collect their responses (i.e., the first key they pressed and their RT), I coded a custom function that incorporates KbQueueCheck(). I am now reviewing and debugging my script but I have some doubts about the KbQueueXXX functions. I would be grateful if you could give me some feedback.
Task script
In a mixture of code and pseudocode, here is what I am doing.
KbQueueCreate(KEYBOARD, KEYS_OF_INTEREST);
KbQueueStart(KEYBOARD);
% TRIALS' LOOP STARTS
for iTrial = 1:nTrials
KbQueueFlush(KEYBOARD);
% show stimulus and record its onset and offset times
respDeadline = stimulusOffset + 2;
collectResponse(KEYBOARD, respDeadline, stimulusOnset); % <- KbQueueCheck() here!
end
% TRIALS' LOOP ENDS
KbQueueStop(KEYBOARD);
KbQueueRelease(KEYBOARD);
Custom function
Below is my custom function collectResponse() where I embedded KbQueueCheck().
function [choice, rt, choiceTime, firstPress, keyCodes, pressed] = collectResponse(deviceIndex, untilTime, targetOnset)
%% LOOK FOR KEYPRESSES
pressed = false;
while pressed == false && GetSecs <= untilTime
[pressed, firstPress] = KbQueueCheck(deviceIndex);
end
%% PROCESS KEYPRESSES
if pressed == false % NO KEYS WERE PRESSED
keyCodes = NaN;
firstPress = NaN;
choiceTime = NaN;
choice = NaN;
rt = NaN;
else % ONE OR MORE KEYS WERE PRESSED
keyCodes = find(firstPress > 0); % all keypresses
choiceTime = min(firstPress(keyCodes)); % ts of first keypress
choice = find(firstPress == choiceTime); % first keypress
if length(choice) > 1
% handle simultaneous keypresses
choice = -999;
end
rt = choiceTime - targetOnset; % reaction time
end
end
My questions
I am not sure whether I am calling KbQueueXXX functions correctly and whether they are in the expected position.
Shall I keep KbQueueCreate()/KbQueueStart() and KbQueueStop()/KbQueueRelease() respectively before and after the trials’ loop?
Shall I rather just KbQueueStart(), KbQueueCheck(), and KbQueueStop() at each trial iteratively?
Is it OK to KbQueueFlush() at the beginning of each trial, before the presentation of a new stimulus?
Is my custom function collectResponse() fit for the purpose I described at the top of this post?
Thank you very much for your time, I look forward to knowing your thoughts.
Kind regards,
Valerio
OS: Windows 10
MATLAB: 9.10.0.1851785 (R2021a) Update 6
PTB: 3.0.18 - Flavor: beta - Corresponds to SVN Revision 13009
The original post can be found in the Psychtoolbox forum.
KbQueueXXX functions: which to use and where do they go in relation to the trials' loop?
So I'm trying to iterate over the list of partitions of something, say 1:n for some n between 13 and 21. The code that I ideally want to run looks something like this:
valid_num = #parallel (+) for p in partitions(1:n)
int(is_valid(p))
end
println(valid_num)
This would use the #parallel for to map-reduce my problem. For example, compare this to the example in the Julia documentation:
nheads = #parallel (+) for i=1:200000000
Int(rand(Bool))
end
However, if I try my adaptation of the loop, I get the following error:
ERROR: `getindex` has no method matching getindex(::SetPartitions{UnitRange{Int64}}, ::Int64)
in anonymous at no file:1433
in anonymous at multi.jl:1279
in run_work_thunk at multi.jl:621
in run_work_thunk at multi.jl:630
in anonymous at task.jl:6
which I think is because I am trying to iterate over something that is not of the form 1:n (EDIT: I think it's because you cannot call p[3] if p=partitions(1:n)).
I've tried using pmap to solve this, but because the number of partitions can get really big, really quickly (there are more than 2.5 million partitions of 1:13, and when I get to 1:21 things will be huge), constructing such a large array becomes an issue. I left it running over night and it still didn't finish.
Does anyone have any advice for how I can efficiently do this in Julia? I have access to a ~30 core computer and my task seems easily parallelizable, so I would be really grateful if anyone knows a good way to do this in Julia.
Thank you so much!
The below code gives 511, the number of partitions of size 2 of a set of 10.
using Iterators
s = [1,2,3,4,5,6,7,8,9,10]
is_valid(p) = length(p)==2
valid_num = #parallel (+) for i = 1:30
sum(map(is_valid, takenth(chain(1:29,drop(partitions(s), i-1)), 30)))
end
This solution combines the takenth, drop, and chain iterators to get the same effect as the take_every iterator below under PREVIOUS ANSWER. Note that in this solution, every process must compute every partition. However, because each process uses a different argument to drop, no two processes will ever call is_valid on the same partition.
Unless you want to do a lot of math to figure out how to actually skip partitions, there is no way to avoid computing partitions sequentially on at least one process. I think Simon's answer does this on one process and distributes the partitions. Mine asks each worker process to compute the partitions itself, which means the computation is being duplicated. However, it is being duplicated in parallel, which (if you actually have 30 processors) will not cost you time.
Here is a resource on how iterators over partitions are actually computed: http://www.informatik.uni-ulm.de/ni/Lehre/WS03/DMM/Software/partitions.pdf.
PREVIOUS ANSWER (More complicated than necessary)
I noticed Simon's answer while writing mine. Our solutions seem similar to me, except mine uses iterators to avoid storing partitions in memory. I'm not sure which would actually be faster for what size sets, but I figure it's good to have both options. Assuming it takes you significantly longer to compute is_valid than to compute the partitions themselves, you can do something like this:
s = [1,2,3,4]
is_valid(p) = length(p)==2
valid_num = #parallel (+) for i = 1:30
foldl((x,y)->(x + int(is_valid(y))), 0, take_every(partitions(s), i-1, 30))
end
which gives me 7, the number of partitions of size 2 for a set of 4. The take_every function returns an iterator that returns every 30th partition starting with the ith. Here is the code for that:
import Base: start, done, next
immutable TakeEvery{Itr}
itr::Itr
start::Any
value::Any
flag::Bool
skip::Int64
end
function take_every(itr, offset, skip)
value, state = Nothing, start(itr)
for i = 1:(offset+1)
if done(itr, state)
return TakeEvery(itr, state, value, false, skip)
end
value, state = next(itr, state)
end
if done(itr, state)
TakeEvery(itr, state, value, true, skip)
else
TakeEvery(itr, state, value, false, skip)
end
end
function start{Itr}(itr::TakeEvery{Itr})
itr.value, itr.start, itr.flag
end
function next{Itr}(itr::TakeEvery{Itr}, state)
value, state_, flag = state
for i=1:itr.skip
if done(itr.itr, state_)
return state[1], (value, state_, false)
end
value, state_ = next(itr.itr, state_)
end
if done(itr.itr, state_)
state[1], (value, state_, !flag)
else
state[1], (value, state_, false)
end
end
function done{Itr}(itr::TakeEvery{Itr}, state)
done(itr.itr, state[2]) && !state[3]
end
One approach would be to divide the problem up into pieces that are not too big to realize and then process the items within each piece in parallel, e.g. as follows:
function my_take(iter,state,n)
i = n
arr = Array[]
while !done(iter,state) && (i>0)
a,state = next(iter,state)
push!(arr,a)
i = i-1
end
return arr, state
end
function get_part(npart,npar)
valid_num = 0
p = partitions(1:npart)
s = start(p)
while !done(p,s)
arr,s = my_take(p,s,npar)
valid_num += #parallel (+) for a in arr
length(a)
end
end
return valid_num
end
valid_num = #time get_part(10,30)
I was going to use the take() method to realize up to npar items from the iterator but take() appears to be deprecated so I've included my own implementation which I've called my_take(). The getPart() function therefore uses my_take() to obtain up to npar partitions at a time and carry out a calculation on them. In this case, the calculation just adds up their lengths, because I don't have the code for the OP's is_valid() function. get_part() then returns the result.
Because the length() calculation isn't very time-consuming, this code is actually slower when run on parallel processors than it is on a single processor:
$ julia -p 1 parpart.jl
elapsed time: 10.708567515 seconds (373025568 bytes allocated, 6.79% gc time)
$ julia -p 2 parpart.jl
elapsed time: 15.70633439 seconds (548394872 bytes allocated, 9.14% gc time)
Alternatively, pmap() could be used on each piece of the problem instead of the parallel for loop.
With respect to the memory issue, realizing 30 items from partitions(1:10) took nearly 1 gigabyte of memory on my PC when I ran Julia with 4 worker processes so I expect realizing even a small subset of partitions(1:21) will require a great deal of memory. It may be desirable to estimate how much memory would be needed to see if it would be at all possible before trying such a computation.
With respect to the computation time, note that:
julia> length(partitions(1:10))
115975
julia> length(partitions(1:21))
474869816156751
... so even efficient parallel processing on 30 cores might not be enough to make the larger problem solvable in a reasonable time.
I have a large vector of vectors of strings:
There are around 50,000 vectors of strings,
each of which contains 2-15 strings of length 1-20 characters.
MyScoringOperation is a function which operates on a vector of strings (the datum) and returns an array of 10100 scores (as Float64s). It takes about 0.01 seconds to run MyScoringOperation (depending on the length of the datum)
function MyScoringOperation(state:State, datum::Vector{String})
...
score::Vector{Float64} #Size of score = 10000
I have what amounts to a nested loop.
The outer loop typically would runs for 500 iterations
data::Vector{Vector{String}} = loaddata()
for ii in 1:500
score_total = zeros(10100)
for datum in data
score_total+=MyScoringOperation(datum)
end
end
On one computer, on a small test case of 3000 (rather than 50,000) this takes 100-300 seconds per outer loop.
I have 3 powerful servers with Julia 3.9 installed (and can get 3 more easily, and then can get hundreds more at the next scale).
I have basic experience with #parallel, however it seems like it is spending a lot of time copying the constant (It more or less hang on the smaller testing case)
That looks like:
data::Vector{Vector{String}} = loaddata()
state = init_state()
for ii in 1:500
score_total = #parallel(+) for datum in data
MyScoringOperation(state, datum)
end
state = update(state, score_total)
end
My understanding of the way this implementation works with #parallel is that it:
For Each ii:
partitions data into a chuck for each worker
sends that chuck to each worker
works all process there chunks
main procedure sums the results as they arrive.
I would like to remove step 2,
so that instead of sending a chunk of data to each worker,
I just send a range of indexes to each worker, and they look it up from their own copy of data. or even better, only giving each only their own chunk, and having them reuse it each time (saving on a lot of RAM).
Profiling backs up my belief about the functioning of #parellel.
For a similarly scoped problem (with even smaller data),
the non-parallel version runs in 0.09seconds,
and the parallel runs in
And the profiler shows almost all the time is spent 185 seconds.
Profiler shows almost 100% of this is spend interacting with network IO.
This should get you started:
function get_chunks(data::Vector, nchunks::Int)
base_len, remainder = divrem(length(data),nchunks)
chunk_len = fill(base_len,nchunks)
chunk_len[1:remainder]+=1 #remained will always be less than nchunks
function _it()
for ii in 1:nchunks
chunk_start = sum(chunk_len[1:ii-1])+1
chunk_end = chunk_start + chunk_len[ii] -1
chunk = data[chunk_start: chunk_end]
produce(chunk)
end
end
Task(_it)
end
function r_chunk_data(data::Vector)
all_chuncks = get_chunks(data, nworkers()) |> collect;
remote_chunks = [put!(RemoteRef(pid)::RemoteRef, all_chuncks[ii]) for (ii,pid) in enumerate(workers())]
#Have to add the type annotation sas otherwise it thinks that, RemoteRef(pid) might return a RemoteValue
end
function fetch_reduce(red_acc::Function, rem_results::Vector{RemoteRef})
total = nothing
#TODO: consider strongly wrapping total in a lock, when in 0.4, so that it is garenteed safe
#sync for rr in rem_results
function gather(rr)
res=fetch(rr)
if total===nothing
total=res
else
total=red_acc(total,res)
end
end
#async gather(rr)
end
total
end
function prechunked_mapreduce(r_chunks::Vector{RemoteRef}, map_fun::Function, red_acc::Function)
rem_results = map(r_chunks) do rchunk
function do_mapred()
#assert r_chunk.where==myid()
#pipe r_chunk |> fetch |> map(map_fun,_) |> reduce(red_acc, _)
end
remotecall(r_chunk.where,do_mapred)
end
#pipe rem_results|> convert(Vector{RemoteRef},_) |> fetch_reduce(red_acc, _)
end
rchunk_data breaks the data into chunks, (defined by get_chunks method) and sends those chunks each to a different worker, where they are stored in RemoteRefs.
The RemoteRefs are references to memory on your other proccesses(and potentially computers), that
prechunked_map_reduce does a variation on a kind of map reduce to have each worker first run map_fun on each of it's chucks elements, then reduce over all the elements in its chuck using red_acc (a reduction accumulator function). Finally each worker returns there result which is then combined by reducing them all together using red_acc this time using the fetch_reduce so that we can add the first ones completed first.
fetch_reduce is a nonblocking fetch and reduce operation. I believe it has no raceconditions, though this maybe because of a implementation detail in #async and #sync. When julia 0.4 comes out, it is easy enough to put a lock in to make it obviously have no race conditions.
This code isn't really battle hardened. I don;t believe the
You also might want to look at making the chuck size tunable, so that you can seen more data to faster workers (if some have better network or faster cpus)
You need to reexpress your code as a map-reduce problem, which doesn't look too hard.
Testing that with:
data = [float([eye(100),eye(100)])[:] for _ in 1:3000] #480Mb
chunk_data(:data, data)
#time prechunked_mapreduce(:data, mean, (+))
Took ~0.03 seconds, when distributed across 8 workers (none of them on the same machine as the launcher)
vs running just locally:
#time reduce(+,map(mean,data))
took ~0.06 seconds.
it run corectly but it should have around 500 matches but it only has around 50 and I dont know why!
This is a probelm for my comsci class that I am having isues with
we had to make a function that checks a list for duplication I got that part but then we had to apply it to the birthday paradox( more info here http://en.wikipedia.org/wiki/Birthday_problem) thats where I am runing into problem because my teacher said that the total number of times should be around 500 or 50% but for me its only going around 50-70 times or 5%
duplicateNumber=0
import random
def has_duplicates(listToCheck):
for i in listToCheck:
x=listToCheck.index(i)
del listToCheck[x]
if i in listToCheck:
return True
else:
return False
listA=[1,2,3,4]
listB=[1,2,3,1]
#print has_duplicates(listA)
#print has_duplicates(listB)
for i in range(0,1000):
birthdayList=[]
for i in range(0,23):
birthday=random.randint(1,365)
birthdayList.append(birthday)
x= has_duplicates(birthdayList)
if x==True:
duplicateNumber+=1
else:
pass
print "after 1000 simulations with 23 students there were", duplicateNumber,"simulations with atleast one match. The approximate probibilatiy is", round(((duplicateNumber/1000)*100),3),"%"
This code gave me a result in line with what you were expecting:
import random
duplicateNumber=0
def has_duplicates(listToCheck):
number_set = set(listToCheck)
if len(number_set) is not len(listToCheck):
return True
else:
return False
for i in range(0,1000):
birthdayList=[]
for j in range(0,23):
birthday=random.randint(1,365)
birthdayList.append(birthday)
x = has_duplicates(birthdayList)
if x==True:
duplicateNumber+=1
print "after 1000 simulations with 23 students there were", duplicateNumber,"simulations with atleast one match. The approximate probibilatiy is", round(((duplicateNumber/1000.0)*100),3),"%"
The first change I made was tidying up the indices you were using in those nested for loops. You'll see I changed the second one to j, as they were previously bot i.
The big one, though, was to the has_duplicates function. The basic principle here is that creating a set out of the incoming list gets the unique values in the list. By comparing the number of items in the number_set to the number in listToCheck we can judge whether there are any duplicates or not.
Here is what you are looking for. As this is not standard practice (to just throw code at a new user), I apologize if this offends any other users. However, I believe showing the OP a correct way to write a program should be could all do us a favor if said user keeps the lack of documentation further on in his career.
Thus, please take a careful look at the code, and fill in the blanks. Look up the python doumentation (as dry as it is), and try to understand the things that you don't get right away. Even if you understand something just by the name, it would still be wise to see what is actually happening when some built-in method is being used.
Last, but not least, take a look at this code, and take a look at your code. Note the differences, and keep trying to write your code from scratch (without looking at mine), and if it messes up, see where you went wrong, and start over. This sort of practice is key if you wish to succeed later on in programming!
def same_birthdays():
import random
'''
This is a program that does ________. It is really important
that we tell readers of this code what it does, so that the
reader doesn't have to piece all of the puzzles together,
while the key is right there, in the mind of the programmer.
'''
count = 0
#Count is going to store the number of times that we have the same birthdays
timesToRun = 1000 #timesToRun should probably be in a parameter
#timesToRun is clearly defined in its name as well. Further elaboration
#on its purpose is not necessary.
for i in range(0,timesToRun):
birthdayList = []
for j in range(0,23):
random_birthday = random.randint(1,365)
birthdayList.append(random_birthday)
birthdayList = sorted(birthdayList) #sorting for easier matching
#If we really want to, we could provide a check in the above nester
#for loop to check right away if there is a duplicate.
#But again, we are here
for j in range(0, len(birthdayList)-1):
if (birthdayList[j] == birthdayList[j+1]):
count+=1
break #leaving this nested for-loop
return count
If you wish to find the percent, then get rid of the above return statement and add:
return (count/timesToRun)
Here's a solution that doesn't use set(). It also takes a different approach with the array so that each index represents a day of the year. I also removed the hasDuplicate() function.
import random
sim_total=0
birthdayList=[]
#initialize an array of 0's representing each calendar day
for i in range(365):
birthdayList.append(0)
for i in range(0,1000):
first_dup=True
for n in range(365):
birthdayList[n]=0
for b in range(0, 23):
r = random.randint(0,364)
birthdayList[r]+=1
if (birthdayList[r] > 1) and (first_dup==True):
sim_total+=1
first_dup=False
avg = float(sim_total) / 1000 * 100
print "after 1000 simulations with 23 students there were", sim_total,"simulations with atleast one duplicate. The approximate problibility is", round(avg,3),"%"
Update: I've provided a brief analysis of the three answers at the bottom of the question text and explained my choices.
My Question: What is the most efficient method of building a fixed interval dataset from a random interval dataset using stale data?
Some background: The above is a common problem in statistics. Frequently, one has a sequence of observations occurring at random times. Call it Input. But one wants a sequence of observations occurring say, every 5 minutes. Call it Output. One of the most common methods to build this dataset is using stale data, i.e. set each observation in Output equal to the most recently occurring observation in Input.
So, here is some code to build example datasets:
TInput = 100;
TOutput = 50;
InputTimeStamp = 730486 + cumsum(0.001 * rand(TInput, 1));
Input = [InputTimeStamp, randn(TInput, 1)];
OutputTimeStamp = 730486.002 + (0:0.001:TOutput * 0.001 - 0.001)';
Output = [OutputTimeStamp, NaN(TOutput, 1)];
Both datasets start at close to midnight at the turn of the millennium. However, the timestamps in Input occur at random intervals while the timestamps in Output occur at fixed intervals. For simplicity, I have ensured that the first observation in Input always occurs before the first observation in Output. Feel free to make this assumption in any answers.
Currently, I solve the problem like this:
sMax = size(Output, 1);
tMax = size(Input, 1);
s = 1;
t = 2;
%#Loop over input data
while t <= tMax
if Input(t, 1) > Output(s, 1)
%#If current obs in Input occurs after current obs in output then set current obs in output equal to previous obs in input
Output(s, 2:end) = Input(t-1, 2:end);
s = s + 1;
%#Check if we've filled out all observations in output
if s > sMax
break
end
%#This step is necessary in case we need to use the same input observation twice in a row
t = t - 1;
end
t = t + 1;
if t > tMax
%#If all remaining observations in output occur after last observation in input, then use last obs in input for all remaining obs in output
Output(s:end, 2:end) = Input(end, 2:end);
break
end
end
Surely there is a more efficient, or at least, more elegant way to solve this problem? As I mentioned, this is a common problem in statistics. Perhaps Matlab has some in-built function I'm not aware of? Any help would be much appreciated as I use this routine a LOT for some large datasets.
THE ANSWERS: Hi all, I've analyzed the three answers, and as they stand, Angainor's is the best.
ChthonicDaemon's answer, while clearly the easiest to implement, is really slow. This is true even when the conversion to a timeseries object is done outside of the speed test. I'm guessing the resample function has a lot of overhead at the moment. I am running 2011b, so it is possible Mathworks have improved it in the intervening time. Also, this method needs an additional line for the case where Output ends more than one observation after Input.
Rody's answer runs only slightly slower than Angainor's (unsurprising given they both employ the histc approach), however, it seems to have some problems. First, the method of assigning the last observation in Output is not robust to the last observation in Input occurring after the last observation in Output. This is an easy fix. But there is a second problem which I think stems from having InputTimeStamp as the first input to histc instead of the OutputTimeStamp adopted by Angainor. The problem emerges if you change OutputTimeStamp = 730486.002 + (0:0.001:TOutput * 0.001 - 0.001)'; to OutputTimeStamp = 730486.002 + (0:0.0001:TOutput * 0.0001 - 0.0001)'; when setting up the example inputs.
Angainor's appears robust to everything I threw at it, plus it was the fastest.
I did a lot of speed tests for different input specifications - the following numbers are fairly representative:
My naive loop: Elapsed time is 8.579535 seconds.
Angainor: Elapsed time is 0.661756 seconds.
Rody: Elapsed time is 0.913304 seconds.
ChthonicDaemon: Elapsed time is 22.916844 seconds.
I'm +1-ing Angainor's solution and marking the question solved.
This "stale data" approach is known as a zero order hold in signal and timeseries fields. Searching for this quickly brings up many solutions. If you have Matlab 2012b, this is all built in to the timeseries class by using the resample function, so you would simply do
TInput = 100;
TOutput = 50;
InputTimeStamp = 730486 + cumsum(0.001 * rand(TInput, 1));
InputData = randn(TInput, 1);
InputTimeSeries = timeseries(InputData, InputTimeStamp);
OutputTimeStamp = 730486.002 + (0:0.001:TOutput * 0.001 - 0.001);
OutputTimeSeries = resample(InputTimeSeries, OutputTimeStamp, 'zoh'); % zoh stands for zero order hold
Here is my take on the problem. histc is the way to go:
% find Output timestamps in Input bins
N = histc(Output(:,1), Input(:,1));
% find counts in the non-empty bins
counts = N(find(N));
% find Input signal value associated with every bin
val = Input(find(N),2);
% now, replicate every entry entry in val
% as many times as specified in counts
index = zeros(1,sum(counts));
index(cumsum([1 counts(1:end-1)'])) = 1;
index = cumsum(index);
val_rep = val(index)
% finish the signal with last entry from Input, as needed
val_rep(end+1:size(Output,1)) = Input(end,2);
% done
Output(:,2) = val_rep;
I checked against your procedure for a few different input models (I changed the number of Output timestamps) and the results are the same. However, I am still not sure I understood your problem, so if something is wrong here let me know.