segments.py 文件源码

def segment_spline_smoothing(series, series_std_dev=None):
    if series_std_dev is None:
        series_std_dev = series
    segments = segment_by_std_dev(series_std_dev)
    points = segment_points(series, segments)
    spline = InterpolatedUnivariateSpline(points.index, points.values, k=3)
    return pandas.Series(data=spline(series.index), index=series.index)