Copyright | (c) Justin Le 2015 |
---|---|
License | MIT |
Maintainer | justin@jle.im |
Stability | unstable |
Portability | portable |
Safe Haskell | None |
Language | Haskell2010 |
Various Auto
s describing relationships following common processes,
like sumFrom
, whose output is the cumulative sum of the input.
Also has some Auto
constructors inspired from digital signal
processing signal transformation systems and statistical models.
Note that all of these can be turned into an equivalent version acting
on blip streams, with perBlip
:
sumFrom
n ::Num
a =>Auto
m a aperBlip
(sumFrom
n) ::Num
a =>Auto
m (Blip
a) (Blip
a)
- sumFrom :: (Serialize a, Num a) => a -> Auto m a a
- sumFrom_ :: Num a => a -> Auto m a a
- sumFromD :: (Serialize a, Num a) => a -> Auto m a a
- sumFromD_ :: Num a => a -> Auto m a a
- productFrom :: (Serialize a, Num a) => a -> Auto m a a
- productFrom_ :: Num a => a -> Auto m a a
- deltas :: (Serialize a, Num a) => Interval m a a
- deltas_ :: Num a => Interval m a a
- movingAverage :: (Num a, Serialize a) => [a] -> [a] -> Auto m a a
- movingAverage_ :: Num a => [a] -> [a] -> Auto m a a
- impulseResponse :: (Num a, Serialize a) => [a] -> Auto m a a
- impulseResponse_ :: Num a => [a] -> Auto m a a
- autoRegression :: (Num b, Serialize b) => [b] -> [b] -> Auto m a b
- autoRegression_ :: Num b => [b] -> [b] -> Auto m a b
- arma :: (Num a, Serialize a) => [a] -> [a] -> [a] -> [a] -> Auto m a a
- arma_ :: Num a => [a] -> [a] -> [a] -> [a] -> Auto m a a
- mappender :: (Serialize a, Monoid a) => Auto m a a
- mappender_ :: Monoid a => Auto m a a
- mappendFrom :: (Serialize a, Semigroup a) => a -> Auto m a a
- mappendFrom_ :: Semigroup a => a -> Auto m a a
Numerical
The stream of outputs is the cumulative/running sum of the inputs so far, starting with an initial count.
The first output takes into account the first input. See sumFromD
for
a version where the first output is the initial count itself.
sumFrom x0 = accum (+) x0
The non-resuming/non-serializing version of sumFrom
.
Like sumFrom
, except the first output is the starting count.
>>>
let a = sumFromD 5
>>>
let (y1, a') = stepAuto' a 10
>>>
y1
5>>>
let (y2, _ ) = stepAuto' a' 3
>>>
y2
10
>>>
streamAuto' (sumFrom 0) [1..10]
[1,3,6,10,15,21,28,36,45,55]>>>
streamAuto' (sumFromD 0) [1..10]
[0,1,3,6,10,15,21,28,36,45]
It's sumFrom
, but "delayed".
Useful for recursive bindings, where you need at least one value to be able to produce its "first output" without depending on anything else.
sumFromD x0 = sumFrom x0 . delay 0
sumFromD x0 = delay x0 . sumFrom x0
The non-resuming/non-serializing version of sumFromD
.
The output is the running/cumulative product of all of the inputs so far, starting from an initial product.
productFrom x0 = accum (*) x0
The non-resuming/non-serializing version of productFrom
.
deltas :: (Serialize a, Num a) => Interval m a a Source #
The output is the the difference between the input and the previously received input.
First result is a Nothing
, so you can use <|!>
or fromInterval
or
fromMaybe
to get a "default first value".
>>>
streamAuto' deltas [1,6,3,5,8]
>>>
[Nothing, Just 5, Just (-3), Just 2, Just 3]
Usage with <|!>
:
>>>
let a = deltas <|!> pure 100
>>>
streamAuto' (deltas <|!> pure 100) [1,6,3,5,8]
[100, 5, -3, 2, 3]
Usage with fromMaybe
:
>>>
streamAuto' (fromMaybe 100 <$> deltas) [1,6,3,5,8]
[100, 5, -3, 2, 3]
Numerical signal transformations/systems
:: (Num a, Serialize a) | |
=> [a] | weights to apply to previous inputs, from most recent |
-> [a] | starting history/initial conditions |
-> Auto m a a |
The output is the sum of the past inputs, multiplied by a moving window of weights.
For example, if the last received inputs are [1,2,3,4]
(from most
recent to oldest), and the window of weights is [2,0.5,4]
, then the
output will be 1*2 + 0.5*2 + 4*3
, or 15
. (The weights are assumed
to be zero past the end of the weight window)
The immediately received input is counted as a part of the history.
Mathematically,
y_n = w_0 * x_(n-0) + w_1 + x_(n-1) + w_2 * x_(n-1) + ...
, for all
w
s in the weight window, where the first item is w_0
. y_n
is the
n
th output, and x_n
is the n
th input.
Note that this serializes the history of the input...or at least the history as far back as the entire window of weights. (A weight list of five items will serialize the past five received items) If your weight window is very long (or infinite), then serializing is a bad idea!
The second parameter is a list of a "starting history", or initial
conditions, to be used when the actual input history isn't long enough.
If you want all your initial conditions/starting history to be 0
, just
pass in []
.
Minus serialization, you can implement sumFrom
as:
sumFrom n = movingAverage (repeat 1) [n]
And you can implement a version of deltas
as:
deltas = movingAverage [1,-1] []
It behaves the same, except the first step outputs the initially received value. So it's realy a bit like
(movingAverage [1,-1] []) == (deltas |! id)
Where for the first step, the actual input is used instead of the delta.
Name comes from the statistical model.
:: Num a | |
=> [a] | weights to apply to previous inputs, from most recent |
-> [a] | starting history/initial conditions |
-> Auto m a a |
The non-serializing/non-resuming version of movingAverage
.
Any linear time independent stream transformation can be encoded by
the response of the transformation when given [1,0,0,0...]
, or 1
:
. So, given an LTI repeat
0Auto
, if you feed it 1 :
, the output is what is called an "impulse response function".repeat
0
For any LTI Auto
, we can reconstruct the behavior of the original
Auto
given its impulse response. Give impulseResponse
an impulse
response, and it will recreate/reconstruct the original Auto
.
>>>
let getImpulseResponse a = streamAuto' a (1 : repeat 0)
>>>
let sumFromImpulseResponse = getImpulseResponse (sumFrom 0)
>>>
streamAuto' (sumFrom 0) [1..10]
[1,3,6,10,15,21,28,36,45,55]>>>
streamAuto' (impulseResponse sumFromImpulseResponse) [1..10]
[1,3,6,10,15,21,28,36,45,55]
Use this function to create an LTI system when you know its impulse response.
>>>
take 10 . streamAuto' (impulseResponse (map (2**) [0,-1..])) $ repeat 1
[1.0,1.5,1.75,1.875,1.9375,1.96875,1.984375,1.9921875,1.99609375,1.998046875]
All impulse response after the end of the given list is assumed to be zero.
Mathematically,
y_n = h_0 * x_(n-0) + h_1 + x_(n-1) + h_2 * x_(n-1) + ...
, for all
h_n
in the input response, where the first item is h_0
.
Note that when this is serialized, it must serialize a number of input
elements equal to the length of the impulse response list...so if you give
an infinite impulse response, you might want to use impulseResponse_
,
or not serialize.
By the way,
.impulseResponse
ir == movingAverage
ir []
The non-serializing/non-resuming version of impulseResponse
.
:: (Num b, Serialize b) | |
=> [b] | weights to apply to previous outputs, from most recent |
-> [b] | starting history/initial conditions |
-> Auto m a b |
The output is the sum of the past outputs, multiplied by a moving window of weights. Ignores all input.
For example, if the last outputs are [1,2,3,4]
(from most recent to
oldest), and the window of weights is [2,0.5,4]
, then the output will
be 1*2 + 0.5*2 + 4*3
, or 15
. (The weights are assumed to be zero
past the end of the weight window)
Mathematically, y_n = w_1 * y_(n-1) + w_2 * y_(n-2) + ...
, for all w
in the weight window, where the first item is w_1
.
Note that this serializes the history of the outputs...or at least the history as far back as the entire window of weights. (A weight list of five items will serialize the past five outputted items) If your weight window is very long (or infinite), then serializing is a bad idea!
The second parameter is a list of a "starting history", or initial
conditions, to be used when the actual output history isn't long enough.
If you want all your initial conditions/starting history to be 0
, just
pass in []
.
You can use this to implement any linear recurrence relationship, like he fibonacci sequence:
>>>
evalAutoN' 10 (autoRegression [1,1] [1,1]) ()
[2,3,5,8,13,21,34,55,89,144]>>>
evalAutoN' 10 (fromList [1,1] --> autoRegression [1,1] [1,1]) ()
[1,1,2,3,5,8,13,21,34,55]
Which is 1 times the previous value, plus one times the value before that.
You can create a series that doubles by having it be just twice the previous value:
>>>
evalAutoN' 10 (autoRegression [2] [1]) ()
[2,,4,8,16,32,64,128,256,512,1024]
Name comes from the statistical model.
:: Num b | |
=> [b] | weights to apply to previous outputs, from most recent |
-> [b] | starting history/initial conditions |
-> Auto m a b |
The non-serializing/non-resuming version of autoRegression
.
:: (Num a, Serialize a) | |
=> [a] | weights for the "auto-regression" components |
-> [a] | weights for the "moving average" components |
-> [a] | an "initial history" of outputs, recents first |
-> [a] | an "initial history" of inputs, recents first |
-> Auto m a a |
A combination of autoRegression
and movingAverage
. Inspired by
the statistical model.
Mathematically:
y_n = wm_0 * x_(n-0) + wm_1 * x_(n-1) + wm_2 * x_(n-2) + ... + wa_1 * y_(n-1) + wa_2 * y_(n-1) + ...
Where wm_n
s are all of the "moving average" weights, where the first
weight is wm_0
, and wa_n
s are all of the "autoregression" weights,
where the first weight is wa_1
.
:: Num a | |
=> [a] | weights for the "auto-regression" components |
-> [a] | weights for the "moving average" components |
-> [a] | an "initial history" of outputs, recents first |
-> [a] | an "initial history" of inputs, recents first |
-> Auto m a a |
The non-serializing/non-resuming version of arma
.
Monoidal/Semigroup
mappender :: (Serialize a, Monoid a) => Auto m a a Source #
The output is the running/cumulative mconcat
of all of the input
seen so far, starting with mempty
.
>>>
streamauto' mappender . map Last $ [Just 4, Nothing, Just 2, Just 3]
[Last (Just 4), Last (Just 4), Last (Just 2), Last (Just 3)]>>>
streamAuto' mappender ["hello","world","good","bye"]
["hello","helloworld","helloworldgood","helloworldgoodbye"]
mappender = accum mappend mempty
The output is the running <>
-sum (mappend
for Semigroup
) of all
of the input values so far, starting with a given starting value.
Basically like mappender
, but with a starting value.
>>>
streamAuto' (mappendFrom (Max 0)) [Max 4, Max (-2), Max 3, Max 10]
[Max 4, Max 4, Max 4, Max 10]
mappendFrom m0 = accum (<>) m0