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If this is what you want to do, use the GNU Library General +Public License instead of this License. diff --git a/README.md b/README.md new file mode 100644 --- /dev/null +++ b/README.md @@ -0,0 +1,14 @@ +Introduction +============ + +This project is a Haskell implementation of the bursts detection +algorithm proposed by Zhang [1]. + +This project concains C and Haskell generic implementations. For much +more optimized one that can run on FPGA you can refer to +http://parsci.com/ + +References +========== + +[1] Zhang, X. (2006). Fast Algorithms for Burst Detection. Thesis. New York University. diff --git a/Setup.hs b/Setup.hs new file mode 100644 --- /dev/null +++ b/Setup.hs @@ -0,0 +1,2 @@ +import Distribution.Simple +main = defaultMain diff --git a/benchmark/Main.hs b/benchmark/Main.hs new file mode 100644 --- /dev/null +++ b/benchmark/Main.hs @@ -0,0 +1,33 @@ +{-# LANGUAGE BangPatterns #-} +-- | +-- Copyright : (C) 2013 Parallel Scientific Labs, LLC. +-- License : GPLv2 +-- +-- Burst prototype based on the work of Jonathan Jouty. +-- +module Main + where + +import Math.Bursts + +import Criterion.Main +import Criterion.Measurement +import Control.Monad ( void ) +import Control.Exception ( evaluate ) +import Text.Printf + + +main = do + defaultMain + [ bgroup "burst" + [ bench "depth 18" $ nf go 18 + ] + ] + let samples = 20 + d <- time_ $ void . evaluate $ go samples + printf "Samples per second: %14.4f\n" $ (fromIntegral samples)/d + printf "Nanoseconds per sample: %.4f\n" $ d/(fromIntegral samples)*1e9 + where + go n = sbtBurstAnalysisMany ([0..n]) w + w :: Window Int + w = initialWindow 4096 10 100 defaultAggregate diff --git a/burst-detection.cabal b/burst-detection.cabal new file mode 100644 --- /dev/null +++ b/burst-detection.cabal @@ -0,0 +1,47 @@ +name: burst-detection +version: 1.0 +synopsis: Burst detection algorithms +description: Library implements burst detection algorithms that follows + . + Zhang, X. (2006). Fast Algorithms for Burst Detection. Thesis. New York University. + +homepage: http://parsci.com/ +license: GPL-2 +license-file: LICENSE +author: serguey.zefirov@parsci.com +maintainer: alexander.vershilov@parsci.com +copyright: (c) 2013 Parallel Scientific Labs, LLC +category: Math +build-type: Simple +extra-source-files: README.md +cabal-version: >=1.10 + +source-repository head + type: git + location: git://github.com/ps-labs/burst-detection.git + +library + exposed-modules: Math.Bursts + build-depends: base >=4.6 && <4.7, + deepseq >=1.3 && <1.4 + ghc-options: -O2 + hs-source-dirs: src + default-language: Haskell2010 + +test-suite simple-tests + build-depends: base >=4.6 && <4.7, + burst-detection + type: exitcode-stdio-1.0 + main-is: Main.hs + hs-source-dirs: tests + default-language: Haskell2010 + +benchmark c-bench + build-depends: base >= 4.6 && <4.7, + criterion >= 0.8 && <0.9, + burst-detection + type: exitcode-stdio-1.0 + ghc-options: -O2 + main-is: Main.hs + hs-source-dirs: benchmark + default-language: Haskell2010 diff --git a/src/Math/Bursts.hs b/src/Math/Bursts.hs new file mode 100644 --- /dev/null +++ b/src/Math/Bursts.hs @@ -0,0 +1,132 @@ +-- | +-- Copyright : (C) 2013 Parallel Scientific Labs, LLC. +-- License : GPLv2 + +{-# LANGUAGE BangPatterns #-} + +module Math.Bursts + ( -- * Data Structures + Range(..) + , Window + , initialWindow + , defaultAggregate + -- * Analysis + , sbtBurstAnalysis + , sbtBurstAnalysisMany + ) where + +import Control.Monad +import Control.DeepSeq +import Data.Bits +import Data.List (foldl') + +-- |Representation of ranges. +data Range = Range + { rangeStart, rangeEnd, rangeMagn :: !Int + } + deriving (Eq, Ord, Show) + +instance NFData Range where + rnf (Range a b c) = a `seq` b `seq` c `seq` () + +-- |Join two ranges that are close to each other. +-- The first range is one with smaller rangeStart. The second range is one with biggest rangeEnd. +joinCloseRanges :: Range -> Range -> Range +joinCloseRanges (Range newStart _ m1) (Range _ newEnd m2) = Range newStart newEnd (max m1 m2) + +-- |The window structure. +data Window a = Window + { windowSamples :: [a] -- ^ Samples + , windowAverage :: a -- ^ Average to compute threshold. + , windowThreeSigma1000 :: a + -- ^ Three sigma (n*sigma, actually), multiplied by 1000. Again, it is needed to compute a threshold. + , windowThresholdAggreg :: a -> a -> (a, a) -- ^ Threshold aggregation function. + } + +instance NFData a => NFData (Window a) where + rnf (Window a b c _) = a `seq` b `seq` c `seq` () + +-- |Initial empty window. +initialWindow :: Num a => Int -> a -> a -> (a -> a -> (a,a))-> Window a +initialWindow len avg ts1000 aggreg + | (len .&. (len-1)) /= 0 = error $ "length "++show len++" is not power of two." + | otherwise = Window (replicate len 0) avg ts1000 aggreg + +defaultAggregate :: (Integral a, Num a) => a -> a -> (a,a) +defaultAggregate average threeSigma1000 = + (average*2, div (threeSigma1000*1414+500) 1000) + +-- |Shifted Binary Tree burst analysis. +-- Returns Maybe Range. Just range indicates a burst detected. +-- Also returns a new window structure. +sbtBurstAnalysis :: (Ord a, Num a, Integral a, Show a) => a -> Window a -> (Window a, Maybe Range) +sbtBurstAnalysis sample window@(Window samples initialAvg initialThreeSigma1000 aggreg) = (newWindow, foundRange) + where + !foundRange = analyze 1 (2*initialAvg) (nextThreeSigma initialThreeSigma1000) samplesWithRanges + newSamples = sample : init samples + !newWindow = window { windowSamples = newSamples } + samplesRanges = map (\i -> Range i i 1) [0..] + nextThreeSigma ts1000 = div (ts1000*1404+500) 1000 + computeThreshold avg ts1000 = avg + div (ts1000 + 500) 1000 + initialThreshold = computeThreshold initialAvg initialThreeSigma1000 + samplesWithRanges = zipWith (\s r -> (False, s >= initialThreshold, s, r)) newSamples samplesRanges + extractRange mbRange [] = fmap snd mbRange + extractRange Nothing ((any, burst, _, r) : brss) + | burst = extractRange (Just (True, r)) brss + | any = extractRange (Just (False, r)) brss + | otherwise = extractRange Nothing brss + extractRange (Just (prevB, prevR)) ((any, burst, _, r) : brss) + | prevB && not burst = Just prevR + | prevB && burst = extractRange (Just (True, joinCloseRanges prevR r)) brss + | burst = extractRange (Just (True, r)) brss + | otherwise = Just prevR + analyze magn average threeSigma1000 samplesWithRanges + | length samplesWithRanges >= 4 = -- trace ("averaged samples "++show averagedSamples) $ trace ("samplesWithRanges "++show samplesWithRanges) $ + analyze (2*magn) nextAvg nextThreeSigma1000 averaged + | otherwise = -- trace ("final samplesWithRanges "++show samplesWithRanges) $ + extractRange Nothing samplesWithRanges + where + (nextAvg, nextThreeSigma1000) = aggreg average threeSigma1000 + thisThreshold = computeThreshold average threeSigma1000 + avg ((any1, b1,s1,r1):bsrs@((any2, b2,s2,r2):_)) = + (any1 || any2 || b1 || b2, thisB, z, avgR) + : avg bsrs + where + avgR + | b1 && b2 && thisB = (\r -> r { rangeMagn = magn}) $ joinCloseRanges r1 r2 + | b1 = r1 + | b2 = r2 + | any1 = r1 + | any2 = r2 + | otherwise = joinCloseRanges r1 r2 + thisB = z >= thisThreshold + z = s1 + s2 + avg _ = [] + combineRanges False ((any1,b1,s1,r1):bsrs@((any2,b2,s2,r2):_)) + = headSample : combineRanges True bsrs + where + headSample + | b1 && b2 = (True, True, s1, joinCloseRanges r1 r2) + | b1 = (True, True, s1, r1) + | b2 = (True, True, s1, r2) + | otherwise = (any1 || any2, False, s1, if any2 then r2 else r1) + combineRanges True ((any1,b1,s1,r1):((any2,b2,s2,r2):bsrs)) + = combineRanges False (headSample : bsrs) + where + headSample + | b1 && b2 = (True, True, s2, joinCloseRanges r1 r2) + | b1 = (True, True, s2, r1) + | b2 = (True, True, s2, r2) + | otherwise = (any1 || any2, False, s2, if any2 then r2 else r1) + combineRanges _ rs = rs + averagedSamples = avg samplesWithRanges + averaged = combineRanges False averagedSamples +{-# INLINABLE sbtBurstAnalysis #-} +{-# SPECIALIZE sbtBurstAnalysis :: Int -> Window Int -> (Window Int, Maybe Range) #-} + +sbtBurstAnalysisMany :: (Ord a, Num a, Integral a, Show a) => [a] -> Window a -> (Window a, Maybe Range) +sbtBurstAnalysisMany samples window = foldl' analyzeSample (window, Nothing) samples + where + analyzeSample (!window, _) sample = sbtBurstAnalysis sample window +{-# INLINABLE sbtBurstAnalysisMany #-} +{-# SPECIALIZE sbtBurstAnalysisMany :: [Int] -> Window Int -> (Window Int, Maybe Range) #-} diff --git a/tests/Main.hs b/tests/Main.hs new file mode 100644 --- /dev/null +++ b/tests/Main.hs @@ -0,0 +1,9 @@ +module Main + where + +import Math.Bursts + +main = undefined + +t1 len x xcount zcount = sbtBurstAnalysisMany (replicate xcount x ++ replicate zcount 0) (initialWindow len 100 20000 defaultAggregate) +t2 len xs zcount = sbtBurstAnalysisMany (xs ++ replicate zcount 0) (initialWindow len 100 20000 defaultAggregate)