Skip to content

Instantly share code, notes, and snippets.

Daniel Legorreta dlegor

Block or report user

Report or block dlegor

Hide content and notifications from this user.

Learn more about blocking users

Contact Support about this user’s behavior.

Learn more about reporting abuse

Report abuse
View GitHub Profile
@dlegor
dlegor / ThresholdingAlgo2.py
Created Mar 7, 2019
Python implementation of smoothed z-score algorithm version 2, from http://stackoverflow.com/a/22640362/6029703
View ThresholdingAlgo2.py
from numba.decorators import jit
import numpy as np
#The original version is here: https://gist.github.com/ximeg/587011a65d05f067a29ce9c22894d1d2
#I made small changes and used numba to do it faster.
@jit
def thresholding_algo2(y, lag, threshold, influence):
signals = np.zeros(len(y))
filteredY = np.array(y)
You can’t perform that action at this time.