VSB Power Line Blog - Katz FD

katz_fd.py

def katz_fd(x):
  x = np.array(x)
  # Get the difference between consecutive elements of x
  dists = np.abs(np.ediff1d(x))
  # Get the sum of all the differences
  l1 = dists.sum()
  # Divide each value of dists (diff. b/w consec. elements) with its mean value and take the log10
  ln = np.log10(np.divide(l1, dists.mean()))
  # Get the difference between the first value of the sequence with all the elements of the sequence
  aux_d = x - x[0]
  # Get the absolute maximum difference of the 1st value of seq. with all elements of seq.
  d = np.max(np.abs(aux_d[1:]))
  return np.divide(ln, np.add(ln, np.log10(np.divide(d, l1))))