How to uniformly resample a non-uniform signal using SciPy?

Question

I have an (x, y) signal with non-uniform sample rate in x. (The sample rate is roughly proportional to 1/x). I attempted to uniformly re-sample it using scipy.signal's resample function. From what I understand from the documentation, I could pass it the following arguments:

scipy.resample(array_of_y_values, number_of_sample_points, array_of_x_values)

and it would return the array of

[[resampled_y_values],[new_sample_points]]

I'd expect it to return an uniformly sampled data with a roughly identical form of the original, with the same minimal and maximalx value. But it doesn't:

# nu_data = [[x1, x2, ..., xn], [y1, y2, ..., yn]] 
# with x values in ascending order

length = len(nu_data[0])
resampled = sg.resample(nu_data[1], length, nu_data[0])

uniform_data = np.array([resampled[1], resampled[0]])

plt.plot(nu_data[0], nu_data[1], uniform_data[0], uniform_data[1])
plt.show()

blue: nu_data, orange: uniform_data

It doesn't look unaltered, and the x scale have been resized too. If I try to fix the range: construct the desired uniform x values myself and use them instead, the distortion remains:

length = len(nu_data[0])
resampled = sg.resample(nu_data[1], length, nu_data[0])
delta = (nu_data[0,-1] - nu_data[0,0]) / length
new_samplepoints = np.arange(nu_data[0,0], nu_data[0,-1], delta)
uniform_data = np.array([new_samplepoints, resampled[0]])

plt.plot(nu_data[0], nu_data[1], uniform_data[0], uniform_data[1])
plt.show()

What is the proper way to re-sample my data uniformly, if not this?

Answer 1

Please look at this rough solution:

import matplotlib.pyplot as plt
from scipy import interpolate
import numpy as np

x = np.array([0.001, 0.002, 0.005, 0.01, 0.02, 0.05, 0.1, 0.2, 0.5, 1, 2, 5, 10, 20])
y = np.exp(-x/3.0)
flinear = interpolate.interp1d(x, y)
fcubic = interpolate.interp1d(x, y, kind='cubic')

xnew = np.arange(0.001, 20, 1)
ylinear = flinear(xnew)
ycubic = fcubic(xnew)
plt.plot(x, y, 'X', xnew, ylinear, 'x', xnew, ycubic, 'o')
plt.show()

That is a bit updated example from scipy page. If you execute it, you should see something like this:

Blue crosses are initial function, your signal with non uniform sampling distribution. And there are two results - orange x - representing linear interpolation, and green dots - cubic interpolation. Question is which option you prefer? Personally I don't like both of them, that is why I usually took 4 points and interpolate between them, then another points... to have cubic interpolation without that strange ups. That is much more work, and also I can't see doing it with scipy, so it will be slow. That is why I've asked about size of the data.