51 lines
2 KiB
Python
51 lines
2 KiB
Python
import numpy as np
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def compareTimeSeries(reference, sample, rtol=1e-5, atol=1e-12):
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"""
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Compare two 2D arrays of time series data. Each data set should contain
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the time in the first column and data series to be compared in successive
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columns.
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The times in each data set do not need to be the same: The data from the
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second data set will be interpolated onto the times in the first data set
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before being compared. This means that the time range of the "sample" data
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set should be at least as long as the "reference" data set.
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After interpolation, each data point must satisfy either the relative
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error tolerance specified by `rtol` or the absolute error tolerance
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specified by `atol`.
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If the comparison succeeds, this function returns `None`. If the comparison
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fails, a formatted report of the differing elements is returned.
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"""
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if isinstance(reference, str):
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reference = np.genfromtxt(reference, delimiter=',').T
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else:
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reference = np.asarray(reference).T
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sample = np.asarray(sample).T
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assert reference.shape[0] == sample.shape[0]
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nVars = reference.shape[0]
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nTimes = reference.shape[1]
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bad = []
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template = '{0:9.4e} {1: 3d} {2:14.8e} {3:14.8e} {4:9.3e} {5:9.3e}'
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for i in range(1, nVars):
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comp = np.interp(reference[0], sample[0], sample[i])
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for j in range(nTimes):
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a = comp[j]
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b = reference[i,j]
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abserr = abs(a-b)
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relerr = 2 * abs(a-b) / (abs(a) + abs(b) + atol)
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if abserr > atol and relerr > rtol:
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bad.append(template.format(reference[0][j], i, a, b, abserr, relerr))
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if bad:
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header = ['Failed time series comparisons:',
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' time component reference test value abs. err. rel. err',
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'---------- --- -------------- -------------- --------- ---------']
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return '\n'.join(header + bad)
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else:
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return None
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