filters.py 文件源码

def kernel(self, series, sigma=3):
        # fix the weight of data
        # http://www.nehalemlabs.net/prototype/blog/2014/04/12/
        #    how-to-fix-scipys-interpolating-spline-default-behavior/
        series = np.asarray(series)
        b = gaussian(25, sigma)
        averages = filters.convolve1d(series, b/b.sum())
        variances = filters.convolve1d(np.power(series-averages, 2), b/b.sum())
        variances[variances == 0] = 1
        return averages, variances