detect

Documentation

Index

• func AdaptiveKolmogorovZurbenko(xs []float64, m, k int) []float64
• func KolmogorovZurbenko(xs []float64, m, k int) []float64
• func MovingAverage(xs []float64, m int) []float64

Functions

func AdaptiveKolmogorovZurbenko

func AdaptiveKolmogorovZurbenko(xs []float64, m, k int) []float64

AdaptiveKolmogorovZurbenko performs an adaptive Kolmogorov-Zurbenko (KZA) filter of xs using an initial window size m and k iterations. m must be a positive odd integer. k must be positive.

See Zurbenko, et al. 1996: Detecting discontinuities in time series of upper air data: Demonstration of an adaptive filter technique. Journal of Climate, 9, 3548–3560.

func KolmogorovZurbenko

func KolmogorovZurbenko(xs []float64, m, k int) []float64

KolmogorovZurbenko performs a Kolmogorov-Zurbenko (KZ) filter of xs with window size m and k iterations. m must be a positive odd integer. k must be positive.

func MovingAverage

func MovingAverage(xs []float64, m int) []float64

MovingAverage performs a moving average (MA) filter of xs with window size m. m must be a positive odd integer.

Note that this is filter is often described in terms of the half length of the window (m-1)/2.