Simplified HampelFilter

master
Per A Brodtkorb 9 years ago
parent e2323eab87
commit 6257bc6a96

@ -438,7 +438,7 @@ def smoothn(data, s=None, weight=None, robust=False, z0=None, tolz=1e-3,
W = W * IsFinite
if (W < 0).any():
raise ValueError('Weights must all be >=0')
else:
W = W / W.max()
isweighted = (W < 1).any() # Weighted or missing data?
@ -1217,25 +1217,13 @@ class HampelFilter(object):
self.adaptive = adaptive
self.fulloutput = fulloutput
def __call__(self, y, x=None):
Y = np.atleast_1d(y).ravel()
if x is None:
x = range(len(Y))
X = np.atleast_1d(x).ravel()
dx = self.dx
if dx is None:
dx = 3 * np.median(np.diff(X))
def _check(self, dx):
if not np.isscalar(dx):
raise ValueError('DX must be a scalar.')
elif dx < 0:
if dx < 0:
raise ValueError('DX must be larger than zero.')
YY = Y
S0 = np.nan * np.zeros(YY.shape)
Y0 = np.nan * np.zeros(YY.shape)
ADX = dx * np.ones(Y.shape)
@staticmethod
def localwindow(X, Y, DX, i):
mask = (X[i] - DX <= X) & (X <= X[i] + DX)
Y0 = np.median(Y[mask])
@ -1243,6 +1231,7 @@ class HampelFilter(object):
S0 = 1.4826 * np.median(np.abs(Y[mask] - Y0))
return Y0, S0
@staticmethod
def smgauss(X, V, DX):
Xj = X
Xk = np.atleast_2d(X).T
@ -1250,17 +1239,13 @@ class HampelFilter(object):
G = np.dot(Wjk, V) / np.sum(Wjk, axis=0)
return G
if len(X) > 1:
if self.adaptive is None:
for i in range(len(Y)):
Y0[i], S0[i] = localwindow(X, Y, dx, i)
else: # 'adaptive'
Y0Tmp = np.nan * np.zeros(YY.shape)
S0Tmp = np.nan * np.zeros(YY.shape)
def _adaptive(self, Y, X, dx):
localwindow = self.localwindow
Y0, S0, ADX = self._init(Y, dx)
Y0Tmp = np.nan * np.zeros(Y.shape)
S0Tmp = np.nan * np.zeros(Y.shape)
DXTmp = np.arange(1, len(S0) + 1) * dx
# Integer variation of Window Half Size
# Calculate Initial Guess of Optimal Parameters Y0, S0, ADX
for i in range(len(Y)):
j = 0
@ -1271,16 +1256,42 @@ class HampelFilter(object):
S0Rel = abs((S0Tmp[j - 1] - S0Tmp[j]) /
(S0Tmp[j - 1] + S0Tmp[j]) / 2)
j += 1
Y0[i] = Y0Tmp[j - 2]
S0[i] = S0Tmp[j - 2]
ADX[i] = DXTmp[j - 2] / dx
# Gaussian smoothing of relevant parameters
DX = 2 * np.median(np.diff(X))
ADX = smgauss(X, ADX, DX)
S0 = smgauss(X, S0, DX)
Y0 = smgauss(X, Y0, DX)
ADX = self.smgauss(X, ADX, DX)
S0 = self.smgauss(X, S0, DX)
Y0 = self.smgauss(X, Y0, DX)
return Y0, S0, ADX
def _init(self, Y, dx):
S0 = np.nan * np.zeros(Y.shape)
Y0 = np.nan * np.zeros(Y.shape)
ADX = dx * np.ones(Y.shape)
return Y0, S0, ADX
def __call__(self, y, x=None):
Y = np.atleast_1d(y).ravel()
if x is None:
x = range(len(Y))
X = np.atleast_1d(x).ravel()
dx = 3 * np.median(np.diff(X)) if self.dx is None else self.dx
self._check(dx)
if len(X) > 1:
if self.adaptive is None:
localwindow = self.localwindow
Y0, S0, ADX = self._init(Y, dx)
for i in range(len(Y)):
Y0[i], S0[i] = localwindow(X, Y, dx, i)
else: # 'adaptive'
Y0, S0, ADX = self._adaptive(Y, X, dx)
YY = Y.copy()
T = self.t
# Prepare Output
self.UB = Y0 + T * S0

Loading…
Cancel
Save