Created
November 14, 2015 19:47
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# from thunder/rdds/timeseries.py | |
# found at https://github.com/thunder-project/thunder/blob/b15ba0a38642312d597a98643cf3514e2d46b69d/thunder/rdds/timeseries.py | |
def normalize(self, baseline='percentile', window=None, perc=20): | |
""" | |
Normalize each time series by subtracting and dividing by a baseline. | |
Baseline can be derived from a global mean or percentile, | |
or a smoothed percentile estimated within a rolling window. | |
Parameters | |
---------- | |
baseline : str, optional, default = 'percentile' | |
Quantity to use as the baseline, options are 'mean', 'percentile', 'window', or 'window-fast' | |
window : int, optional, default = 6 | |
Size of window for baseline estimation, for 'window' and 'window-fast' baseline only | |
perc : int, optional, default = 20 | |
Percentile value to use, for 'percentile', 'window', or 'window-fast' baseline only | |
""" | |
checkParams(baseline, ['mean', 'percentile', 'window', 'window-fast']) | |
method = baseline.lower() | |
from warnings import warn | |
if not (method == 'window' or method == 'window-fast') and window is not None: | |
warn('Setting window without using method "window" has no effect') | |
if method == 'mean': | |
baseFunc = mean | |
if method == 'percentile': | |
baseFunc = lambda x: percentile(x, perc) | |
if method == 'window': | |
if window & 0x1: | |
left, right = (ceil(window/2), ceil(window/2) + 1) | |
else: | |
left, right = (window/2, window/2) | |
n = len(self.index) | |
baseFunc = lambda x: asarray([percentile(x[max(ix-left, 0):min(ix+right+1, n)], perc) | |
for ix in arange(0, n)]) | |
if method == 'window-fast': | |
from scipy.ndimage.filters import percentile_filter | |
baseFunc = lambda x: percentile_filter(x.astype(float64), perc, window, mode='nearest') | |
def get(y): | |
b = baseFunc(y) | |
return (y - b) / (b + 0.1) | |
return self.applyValues(get, keepIndex=True) |
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