Perform various data analysis on SEC 13-F and obtain some insights of fund activities such as number of holdings, AUM, and change of holdings between two quarters.
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Data conditioning techniques for gravitational wave detector data. Use when preprocessing raw detector strain data before matched filtering, including high-pass filtering, resampling, removing filter wraparound artifacts, and estimating power spectral density (PSD). Works with PyCBC TimeSeries data.
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查看安装方法安装前可以查看交给 AI 代理的指令内容。
Data conditioning is essential before matched filtering. Raw gravitational wave detector data contains low-frequency noise, instrumental artifacts, and needs proper sampling rates for computational efficiency.
The conditioning pipeline typically involves:
Remove low-frequency noise and instrumental artifacts:
from pycbc.filter import highpass
# High-pass filter at 15 Hz (typical for LIGO/Virgo data)
strain_filtered = highpass(strain, 15.0)
# Common cutoff frequencies:
# 15 Hz: Standard for ground-based detectors
# 20 Hz: Higher cutoff, more aggressive noise removal
# 10 Hz: Lower cutoff, preserves more low-frequency content
Why 15 Hz? Ground-based detectors like LIGO/Virgo have significant low-frequency noise. High-pass filtering removes this noise while preserving the gravitational wave signal (typically >20 Hz for binary mergers).
Downsample the data to reduce computational cost:
from pycbc.filter import resample_to_delta_t
# Resample to 2048 Hz (common for matched filtering)
delta_t = 1.0 / 2048
strain_resampled = resample_to_delta_t(strain_filtered, delta_t)
# Or to 4096 Hz for higher resolution
delta_t = 1.0 / 4096
strain_resampled = resample_to_delta_t(strain_filtered, delta_t)
# Common sampling rates:
# 2048 Hz: Standard, computationally efficient
# 4096 Hz: Higher resolution, better for high-mass systems
Note: Resampling should happen AFTER high-pass filtering to avoid aliasing. The Nyquist frequency (half the sampling rate) must be above the signal frequency of interest.
Remove edge artifacts introduced by filtering:
# Crop 2 seconds from both ends to remove filter wraparound
conditioned = strain_resampled.crop(2, 2)
# The crop() method removes time from start and end:
# crop(start_seconds, end_seconds)
# Common values: 2-4 seconds on each end
# Verify the duration
print(f"Original duration: {strain_resampled.duration} s")
print(f"Cropped duration: {conditioned.duration} s")
Why crop? Digital filters introduce artifacts at the edges of the time series. These artifacts can cause false triggers in matched filtering.
Calculate the PSD needed for matched filtering:
from pycbc.psd import interpolate, inverse_spectrum_truncation
# Estimate PSD using Welch's method
# seg_len: segment length in seconds (typically 4 seconds)
psd = conditioned.psd(4)
# Interpolate PSD to match data frequency resolution
psd = interpolate(psd, conditioned.delta_f)
# Inverse spectrum truncation for numerical stability
# This limits the effective filter length
psd = inverse_spectrum_truncation(
psd,
int(4 * conditioned.sample_rate),
low_frequency_cutoff=15
)
# Check PSD properties
print(f"PSD length: {len(psd)}")
print(f"PSD delta_f: {psd.delta_f}")
print(f"PSD frequency range: {psd.sample_frequencies[0]:.2f} - {psd.sample_frequencies[-1]:.2f} Hz")
pip install pycbc
Problem: PSD estimation fails with "must contain at least one sample" error
Problem: Filter wraparound artifacts in matched filtering
Problem: Poor SNR due to low-frequency noise
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Perform various data analysis on SEC 13-F and obtain some insights of fund activities such as number of holdings, AUM, and change of holdings between two quarters.
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AC branch pi-model power flow equations (P/Q and |S|) with transformer tap ratio and phase shift, matching `acopf-math-model.md` and MATPOWER branch fields. Use when computing branch flows in either direction, aggregating bus injections for nodal balance, checking MVA (rateA) limits, computing branch loading %, or debugging sign/units issues in AC power flow.
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Redact text from PDF documents for blind review anonymization
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Use when checking simplified ADA-derived plan-view bathroom accessibility constraints such as turning space, door clear width, toilet centerline, grab bars, and lavatory knee/toe clearance.
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Analyze failed GitHub Action jobs for a pull request.
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Use when extracting plan-view architectural geometry from DXF files with semantic CAD layers, especially when outputs must normalize rooms, doors, fixtures, clearances, and grab bars into machine-checkable JSON.
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