Spatial filter for time-series data

• Implementation of An Empirical Evaluation of Denoising Techniques for Streaming Data
  • Box filter
  • Gaussian filter
  • Bilateral filter
  • Non local mean filter
• Only for off-line evaluation

Requirements

• python3
• numpy
• scipy

Basic usage

from tsfilt import (
    BoxFilter, GaussianFilter, BilateralFilter, IdenticalFilter, NonLocalMeanFilter
)

filt = BilateralFilter(win_size=5, sigma_d=0.1, sigma_i=0.3)
x_filt = filt.fit_transform(x)  # x: 1d array

see examples