Daniel Legorreta dlegor

For a successful technology, reality must take precedence over public relations, since nature cannot be fooled. R. Feynman

dlegor / ThresholdingAlgo2.py

Created March 7, 2019 03:13

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)