File size: 531 Bytes
39b4c8c |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 |
import numpy as np
import scipy.sparse
def detrend(X, detLambda=10):
# Smoothness prior approach as in the paper appendix:
# "An advanced detrending method with application to HRV analysis"
# by Tarvainen, Ranta-aho and Karjaalainen
t = X.shape[0]
l = t/detLambda #lambda
I = np.identity(t)
D2 = scipy.sparse.diags([1, -2, 1], [0,1,2],shape=(t-2,t)).toarray() # this works better than spdiags in python
detrendedX = (I-np.linalg.inv(I+l**2*(np.transpose(D2).dot(D2)))).dot(X)
return detrendedX
|