In [1]:

    

from _corr import ccor


    

    




Generating LALR tables






    




---------------------------------------------------------------------------
SystemError                               Traceback (most recent call last)
<ipython-input-1-676030bade8b> in <module>()
----> 1 from _corr import ccor

/Users/yuhantang/CS207/TimeSeries/procs/_corr.py in <module>()
      6 import sys
      7 #sys.path.append("/Users/yuhantang/CS207/TimeSeries/procs")
----> 8 from .interface import *
      9 
     10 def createfromlist(l):

SystemError: Parent module '' not loaded, cannot perform relative import

In [3]:

    

import sys
sys.path.append("/Users/yuhantang/CS207/TimeSeries/procs")


    

In [4]:

    

from _corr import ccor


    

    




---------------------------------------------------------------------------
SystemError                               Traceback (most recent call last)
<ipython-input-4-676030bade8b> in <module>()
----> 1 from _corr import ccor

/Users/yuhantang/CS207/TimeSeries/procs/_corr.py in <module>()
      6 import sys
      7 #sys.path.append("/Users/yuhantang/CS207/TimeSeries/procs")
----> 8 from .interface import *
      9 
     10 def createfromlist(l):

SystemError: Parent module '' not loaded, cannot perform relative import

In [38]:

    

from interface import *
from timeseries import TimeSeries as ts
import numpy as np
import time


    

In [25]:

    

from procs import _corr


    

In [53]:

    

ts1 = ts(range(0,128),range(0,128))
ts2 = ts(np.random.randint(0,10000,size = 128),np.random.randint(0,10000,size = 128))


    

In [70]:

    

len(ts2.values())


    

    
Out[70]:





128

In [68]:

    

start = time.time()
for i in range(10000):
    _corr.ccor(ts1,ts2)
print('Test Time is %.2f'%(time.time() - start))


    

    




Test Time is 5.25

In [66]:

    

import numpy.fft as nfft
def ccor(ts1, ts2):
    "given two standardized time series, compute their cross-correlation using FFT"
    #your code here
    #print(type(ts1))
    #print(type(ts1.values()))
    f1 = nfft.fft(ts1.values())
    f2 = nfft.fft(ts2.values())
    #print(f1)

    ccor_value = nfft.ifft(f1 * np.conj(f2)).real
    return 1/len(ts1) * ccor_value


    

In [71]:

    

start = time.time()
for i in range(100000):
    ccor(ts1, ts2)
print('Test Time is %.2f'%(time.time() - start))


    

    




Test Time is 3.00

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