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@KenHollandWHY
KenHollandWHY / lowess.py
Created June 1, 2016 02:05 — forked from agramfort/lowess.py
LOWESS : Locally weighted regression
"""
This module implements the Lowess function for nonparametric regression.
Functions:
lowess Fit a smooth nonparametric regression curve to a scatterplot.
For more information, see
William S. Cleveland: "Robust locally weighted regression and smoothing
scatterplots", Journal of the American Statistical Association, December 1979,
@KenHollandWHY
KenHollandWHY / fourex.py
Created May 24, 2016 03:02 — forked from tartakynov/fourex.py
Fourier Extrapolation in Python
import numpy as np
import pylab as pl
from numpy import fft
def fourierExtrapolation(x, n_predict):
n = x.size
n_harm = 10 # number of harmonics in model
t = np.arange(0, n)
p = np.polyfit(t, x, 1) # find linear trend in x
x_notrend = x - p[0] * t # detrended x