Skip to content

Powerspectrum estimator add threshold #442

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
elavallee wants to merge 2 commits into
base: main
Choose a base branch
from
Open

Powerspectrum estimator add threshold #442

Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
de9c13f
Adding a new feature to PowerSpectrum estimator
elavallee Dec 27, 2025
1c9f575
Functional fixes to the PowerSpectrum threshold
elavallee Dec 27, 2025
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
20 changes: 15 additions & 5 deletions src/outcome_spaces/power_spectrum.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -2,10 +2,11 @@ export PowerSpectrum
import FFTW

"""
PowerSpectrum() <: OutcomeSpace
PowerSpectrum(δ = 0.0) <: OutcomeSpace

An [`OutcomeSpace`](@ref) based on the power spectrum of a timeseries (amplitude square of
its Fourier transform).
its Fourier transform). There is an optional threshold, δ, that can be used to set amplitude
square of the timeseries' Fourier transform below δ's value to zero.

If used with [`probabilities`](@ref), then the spectrum normalized to sum = 1
is returned as probabilities.
Expand All @@ -22,14 +23,23 @@ The outcome space `Ω` for `PowerSpectrum` is the set of frequencies in Fourier
should be multiplied with the sampling rate of the signal, which is assumed to be `1`.
Input `x` is needed for a well-defined [`outcome_space`](@ref).
"""
struct PowerSpectrum <: OutcomeSpace end
struct PowerSpectrum{T<:Real} <: OutcomeSpace
δ::T

function probabilities_and_outcomes(::PowerSpectrum, x)
function PowerSpectrum(δ::T = 0.0) where {T}
new{T}(δ)
end
end

function probabilities_and_outcomes(P::PowerSpectrum, x)
if !(x isa AbstractVector{<:Real})
throw(ArgumentError("`PowerSpectrum` only works for timeseries input!"))
end
δ = getfield.(Ref(P), (:δ))
Copy link
Member

@Datseris Datseris Jan 9, 2026

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Suggested change
δ = getfield.(Ref(P), (:δ))

f = FFTW.rfft(x)
probs = Probabilities(abs2.(f))
amp_squared = abs2.(f)
amp_squared[0.0 .< amp_squared .< δ] .= 0.0
Copy link
Member

@Datseris Datseris Jan 9, 2026

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Suggested change
amp_squared[0.0 .< amp_squared .< δ] .= 0.0
if P.δ > 0
amp_squared[amp_squared .< P.δ] .= 0.0
end

probs = Probabilities(amp_squared)
outs = FFTW.rfftfreq(length(x))
p = Probabilities(probs, outs)
return p, outcomes(p)
Expand Down
Loading