How to smooth a curve in the right way?

Lets assume we have a dataset which might be given approximately by import numpy as np x = np.linspace(0,2*np.pi,100) y = np.sin(x) + np.random.random(100) * 0.2 Therefore we have a variation of 20% of the dataset. My first idea was to use the UnivariateSpline function of scipy, but the problem is that this does not … Read more

Peak signal detection in realtime timeseries data

Update: The best performing algorithm so far is this one. This question explores robust algorithms for detecting sudden peaks in real-time timeseries data. Consider the following example data: Example of this data is in Matlab format (but this question is not about the language but about the algorithm): p = [1 1 1.1 1 0.9 … Read more