fix: correct bias in Hilbert trans when padding

xarray-contrib · Jul 10, 2023 · c0183df · c0183df
1 parent 00ac5b3
commit c0183df
Showing 1 changed file with 6 additions and 2 deletions.
diff --git a/xeofs/utils/xarray_utils.py b/xeofs/utils/xarray_utils.py
@@ -135,8 +135,8 @@ def hilbert_transform(data: DataArray, dim, padding='exp', decay_factor=.2) -> D
  return xr.apply_ufunc(
  _hilbert_transform_with_padding,
  data,
- input_core_dims=[['sample']],
- output_core_dims=[['sample']],
+ input_core_dims=[['sample', 'feature']],
+ output_core_dims=[['sample', 'feature']],
  kwargs={'padding': padding, 'decay_factor': decay_factor},
  dask='parallelized',
  dask_gufunc_kwargs={'allow_rechunk': True}
@@ -204,6 +204,10 @@ def _hilbert_transform_with_padding(y, padding='exp', decay_factor=.2):
  if padding == 'exp':
  y = y[n_samples:2*n_samples]
 
+ # Padding can introduce a shift in the mean of the imaginary part
+ # of the Hilbert transform. Correct for this shift.
+ y = y - y.mean(axis=0)
+
  return y
 
 def _pad_exp(y, decay_factor=.2):