locally_constrained_magnitude_change.py

def local_difference(p, data, constrain_metric, change_metric, walk_length=10):
    """Identify difference from local smoothing
        p is an x declaration of dataset data
    """
    p = int(p)
    
    constrain_data = functools.reduce(getattr, 
                                        [data] + constrain_metric.split('.'))
    change_data = functools.reduce(getattr, 
                                        [data] + change_metric.split('.'))
    
    surrounds = int(np.floor(walk_length / 2))
    window = [p - surrounds, p + surrounds + 1]

    hindering = [x for x in change_data 
                 if x in range(*window) and x != p]
    padding_list = [-1 if h < p else 1 for h in hindering ]
    left_padding, right_padding = padding_list.count(-1), padding_list.count(1)
    window[0] -= left_padding
    window[1] += right_padding
    do_not_index = [(surrounds + left_padding) - (p - x) for x in hindering]
    
    data_window_adjusted = [v for i, v 
                            in enumerate(constrain_data[slice(*window)]) 
                            if i not in frozenset(do_not_index)]
    
    time = [i for i in xrange(len(data_window_adjusted))]
    filtered = lowess(data_window_adjusted, time)
    offset_index = data_window_adjusted.index(constrain_data[p])
    
    return abs(constrain_data[p] - filtered[offset_index, 1]), \
            filtered[:, 1], data_window_adjusted