Alexander Nenninger AlexanderNenninger

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Working from home

Still trying to figure out how all of this works.

AlexanderNenninger / ThresholdingAlgo2.py

Created June 21, 2022 07:15 — forked from dlegor/ThresholdingAlgo2.py

Python implementation of smoothed z-score algorithm version 2, from http://stackoverflow.com/a/22640362/6029703

	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)