https://github.com/aboisvert/high-pass-filter

High-pass filter example
https://github.com/aboisvert/high-pass-filter

Last synced: 20 days ago
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High-pass filter example

• Host: GitHub
• URL: https://github.com/aboisvert/high-pass-filter
• Owner: aboisvert
• Created: 2010-12-21T07:01:12.000Z (about 14 years ago)
• Default Branch: master
• Last Pushed: 2010-12-21T19:20:44.000Z (about 14 years ago)
• Last Synced: 2024-10-28T17:20:14.061Z (2 months ago)
• Language: Scala
• Homepage: http://en.wikipedia.org/wiki/High-pass_filter
• Size: 121 KB
• Stars: 3
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README

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README

        

Question

========

@DRMacIver

Dear lazyweb. I have this series: https://gist.github.com/747274 I'd like to detect sudden drops and ignore gradual drops. Suggestions?

http://twitter.com/#!/DRMacIver/status/16453980490043393

Solution

========

High-pass filter

http://en.wikipedia.org/wiki/High-pass_filter

Usage

=====

% ./high-pass-filter.sh [series] [alpha] [beta]

where,

 [series] - time series

 [alpha]  - frequency cutoff.

 [beta]   - amplitude cutoff.

Larger alpha means higher frequency cutoff (more noise); larger beta means

higher amplitude cutoff (less noise).

Sample

======

% ./high-pass-filter.sh series.txt 0.8 0.05

(Need Scala 2.8.x and gnuplot 4.x on your PATH)