Python/Scipy Kolmogorov-Zurbenko filter? -


i'm looking python-based kolmogorov-zurbenko filter receives time-series input , filters based on window size , number of iterations , haven't found seems work. has had better luck i?

thanks!

i have been looking same issue. actual kz filter easy in pandas:

import pandas pd def kz(series, window, iterations):     """kz filter implementation     series pandas series     window filter window m in units of data (m = 2q+1)     iterations number of times moving average evaluated     """     z = series.copy()     in range(iterations):         z = pd.rolling_mean(z, window=window, min_periods=1, center=true)     return z 

what cannot realized knowledge adaptive version of kologorov zurbenko filter (kza). @ least require rolling_mean method allows specification of different window lengths left , right of center. c code @ https://cran.r-project.org/web/packages/kza/index.html looks simple , straightforward, requires loops , therefore quite slow if implemented in python directly.


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