added a numpy filter version (should be again faster)

mlair/helpers/filter.py

@@ -11,7 +11,7 @@ from matplotlib import pyplot as plt
 from scipy import signal
 import xarray as xr
 
-from mlair.helpers import to_list, TimeTrackingWrapper
+from mlair.helpers import to_list, TimeTrackingWrapper, TimeTracking
 
 
 class FIRFilter:
@@ -258,14 +258,19 @@ class ClimateFIRFilter:
         # combine historical data / observation [t0-length,t0] and climatological statistics [t0+1,t0+length]
         history = self._shift_data(data, range(-length, 1), time_dim, var_dim, new_dim)
         future = self._shift_data(apriori, range(1, length + 1), time_dim, var_dim, new_dim)
-        filter_input_data = history.combine_first(future)
+        filter_input_data = xr.concat([history.dropna(time_dim), future], dim=new_dim, join="left")
+        # filter_input_data = history.combine_first(future)
 
         time_axis = filter_input_data.coords["datetime"]
         # apply vectorized fir filter along the tmp dimension
-        filt = xr.apply_ufunc(fir_filter_vectorized, filter_input_data, time_axis,
-                              input_core_dims=[[new_dim], []], output_core_dims=[[new_dim]], vectorize=True,
         kwargs = {"fs": fs, "cutoff_high": cutoff_high, "order": order,
-                                      "causal": False, "padlen": int(min(padlen_factor, 1) * length)})
+                  "causal": False, "padlen": int(min(padlen_factor, 1) * length)}
+        with TimeTracking():
+            filt = fir_filter_numpy_vectorized(filter_input_data, var_dim, kwargs)
+        # with TimeTracking():
+        #     filt = xr.apply_ufunc(fir_filter_vectorized, filter_input_data, time_axis,
+        #                           input_core_dims=[[new_dim], []], output_core_dims=[[new_dim]], vectorize=True,
+        #                           kwargs=kwargs)
 
         # plot
         if self.plot_path is not None:
@@ -383,10 +388,20 @@ def fir_filter(data, fs, order=5, cutoff_low=None, cutoff_high=None, window="ham
     return filtered, h
 
 
-def fir_filter_vectorized(data, time_stamp, fs, order=5, cutoff_low=None, cutoff_high=None, window="hamming", h=None,
+def fir_filter_numpy_vectorized(filter_input_data, var_dim, kwargs):
+    filt_np = xr.DataArray(np.nan, coords=filter_input_data.coords)
+    for var in filter_input_data.coords[var_dim]:
+        a = np.apply_along_axis(fir_filter_vectorized, 2, filter_input_data.sel({var_dim: var}).values, **kwargs)
+        filt_np.loc[{var_dim: var}] = a
+    return filt_np
+
+
+def fir_filter_vectorized(data, time_stamp=None, fs=1, order=5, cutoff_low=None, cutoff_high=None, window="hamming",
+                          h=None,
                           causal=True,
                           padlen=None):
     """Expects numpy array."""
+    if time_stamp is not None:
         pd_date = pd.to_datetime(time_stamp)
         if pd_date.day == 1 and pd_date.month in [1, 7]:
             logging.info(time_stamp)