rudimental deglitch

sloth/math/deglitch.py

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+"""Deglitch utility"""
+
+import numpy as np
+import pandas as pd
+
+def remove_spikes(x_data, y_spiky_data, threshold=3):
+    # convert data to pandas DataFrame
+    df = pd.DataFrame(y_spiky_data);
+    df['filtered'] = pd.rolling_median(df, window=3, center=True).fillna(method='bfill').fillna(method='ffill')
+    diff = df['filtered'].as_matrix()-y_spiky_data
+    mean = diff.mean()
+    sigma = (y_spiky_data-mean)**2
+    sigma = np.sqrt(sigma.sum()/float(len(sigma)))
+    ynew = np.where(abs(diff) > threshold * sigma, df['filtered'].as_matrix(), y_spiky_data)	
+    return ynew