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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