savgol | Implements Savitzky-Golay filters | Widget library
kandi X-RAY | savgol Summary
kandi X-RAY | savgol Summary
Provides implementations of Savitzky-Golay smoothing (filtering). The gem is based on the scipy implementation (gives exactly the same result). A good explanation of the process may be found here on stackexchange.
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QUESTION
I wrote a function to apply a savitzky golay filter to each row in a data.table. The first column having measurement values is given as an argument and all later columns contain measurements values to be filtered too. The processed rows are updated in-place.
My function works, but is slow.
How could the function be changed in order to work more efficient and more data.table like?
MWE:
...ANSWER
Answered 2021-Jun-03 at 19:46Try:
QUESTION
I'm currently trying to render the same results in R
as in Python
but think I must be misunderstanding the Savitzky-Golay filter. I have the below Python
code:
ANSWER
Answered 2021-May-28 at 12:14The SciPy function savgol_filter
has several options for handling the ends of the input array; see the mode
parameter in the docstring.
It looks like the behavior of the R function savgol
corresponds to mode='constant'
in SciPy's savgol_filter
. Except for the first value (which is effectively 0 in both cases), this output of savgol_filter
matches the output of savgol
in R:
QUESTION
I use a script to work on a number of big .csv files one after another. However, since yesterday I get an error which I neither can explain nor resolve, though I haven't changed anything in the python script.
I have a simplified version of the script. It runs when I don't try to plot the data, remove the savgol filter or decrease the number of data points. In the as is version provided below, it stops in the second loop with this error:
** On entry to DLASCLS parameter number 4 had an illegal value
** On entry to DLASCLS parameter number 4 had an illegal value
Traceback (most recent call last):
File "simplified_problem.py", line 29, in
ysmooth = savgol_filter(y,51,5)
File "C:\Programs\Python\Python37\lib\site-packages\scipy\signal_savitzky_golay.py",
line 337, in savgol_filter
coeffs = savgol_coeffs(window_length, polyorder, deriv=deriv, delta=delta)
File "C:\Programs\Python\Python37\lib\site-packages\scipy\signal_savitzky_golay.py", line 139, in savgol_coeffs
coeffs, _, _, _ = lstsq(A, y)
File "C:\Programs\Python\Python37\lib\site-packages\scipy\linalg\basic.py", line 1218, in lstsq
raise LinAlgError("SVD did not converge in Linear Least Squares")
numpy.linalg.LinAlgError: SVD did not converge in Linear Least Squares
I suspect the error has nothing to do with the script itself, since it only appeared after a major window update (currently version 10.0.19041).
Has anybody an idea what exactly causes the problem and how it can be solved? Please let me know if any additional information is needed. Your help would be much appreciated.
...ANSWER
Answered 2020-Nov-30 at 08:37You can find the answer to your question here. You are right related to Windows Update, and ultimately related to OpenBlas, which is used by numpy to perform linear algebra computations. Sadly the "solutions" are not really satisfactory: you must either wait for Microsoft to fix it in the next (hopefully!) Windows update, or install numpy through conda, which is using Intel MKL as backend instead of OpenBlas.
QUESTION
I have the following time series data set:
...ANSWER
Answered 2020-Oct-07 at 13:16This actually worked:
QUESTION
I have a dataframe (an excerpt is shown below):
...ANSWER
Answered 2020-Jun-17 at 12:41From this answer here. They used shift
to compute the second derivative:
QUESTION
I'm trying to apply a savgol filter from SciPy to smooth my data. I've successfully applied the filter by selecting each column separately, defining a new y value and plotting it. However I wanted to apply the function in a more efficient way across a dataframe.
...ANSWER
Answered 2019-Sep-27 at 13:08In order to use the filter first create a function that takes a single argument - the column data. Then you can apply it to dataframe columns like this:
QUESTION
I have a Unix time series (x) with an associated signal value (y) which is generated every minute, dropping the first value and appending a new one. I am trying to smooth the resulting curve without loosing time accuracy with a specific emphasis on the final value of the smoothed curve which will be written to a database. I would like to be able to adjust the smoothing to a considerable degree.
I have studied (as mathematical layman, more or less) all options I could find and I could master. I came across Savitzki Golay which looked perfect until I realized it works well on past data but fails to produce a reliable final value if no future data is available for smoothing. I have tried many other methods which produced results but could not be adjusted like Savgol.
...ANSWER
Answered 2019-Sep-06 at 01:05This really depends on why you are smoothing the data. Every smoothing method will have side effects, such as letting some 'noise' through more than other. Research 'phase response of filtering'.
A common technique to avoid the problem of missing data at the end of a symmetric filter is to just forecast your data a few points ahead and use that. For example, if you are using a 5-term moving average filter you will be missing 2 data points when you go to calculate your end value.
To forecast these two points, you could use the auto_arima()
function from the pmdarima
module, or look at the fbprophet
module (which I find quite good for this kind of situation).
QUESTION
I'm new to Python and trying to automate finding optimum operating parameters of a savgol filter that feeds into PLS analysis. First, I had a prediction function calculate results and plot them.
To try and automate optimising, I have a for loop that goes over a range of numbers then feeds this number into t. I want the filter which then goes into the function. The aim is to find the smallest possible result after applying the function and return the arguments that gave rise to it.
I'm not sure how to do this. Also, I don't want the for loop to produce plot every single time. Do I just cut and paste the section of code that does this into the loop function?
...ANSWER
Answered 2019-Aug-10 at 07:47If I get your problem right, you want to loop through bunch of hyper parameters and return not just the minimum that their iterations yielded but also the parameters which yielded it.
If you want your arguments i.e derivative
& windowlength
to be returned , just try
QUESTION
Given I have an X and Y array such that:
...ANSWER
Answered 2019-May-28 at 00:20Here is a graphical fitter using your data and a simple equation, a Fourier series 1 Term with offset, that appears to give an automatic smooth fit.
QUESTION
I have a hypothetical y function of x and trying to find/fit a lognormal distribution curve that would shape over the data best. I am using curve_fit function and was able to fit normal distribution, but the curve does not look optimized.
Below are the give y and x data points where y = f(x).
...ANSWER
Answered 2017-Apr-06 at 00:58Note that if a lognormal curve is correct and you take logs of both variables, you should have a quadratic relationship; even if that's not a suitable scale for a final model (because of variance effects -- if your variance is near constant on the original scale it will overweight the small values) it should at least give a good starting point for a nonlinear fit.
Indeed aside from the first two points this looks fairly good:
-- a quadratic fit to the solid points would describe that data quite well and should give suitable starting values if you then want to do a nonlinear fit.
(If error in x is at all possible, the lack of fit at the lowest x may be as much issues with error in x as error in y)
Incidentally, that plot seems to hint that a gamma curve may fit a little better overall than a lognormal one (in particular if you don't want to reduce the impact of those first two points relative to points 4-6). A good initial fit for that can be had by regressing log(y) on x and log(x):
The scaled gamma density is g = c.x^(a-1) exp(-bx) ... taking logs, you get log(g) = log(c) + (a-1) log(x) - b x = b0 + b1 log(x) + b2 x ... so supplying log(x) and x to a linear regression routine will fit that. The same caveats about variance effects apply (so it might be best as a starting point for a nonlinear least squares fit if your relative error in y isn't nearly constant).
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