anbowell/whittaker-eilers

A sparse matrix implementation of Whittaker-Eilers smoothing and interpolation

Hi there 👋

I'm Andrew, a developer from the UK with a love for mathematical programming.

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• 📈 Whittaker Smoother: A Rust implmentation of the Whittaker-Eilers smoother with Python bindings.
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whittaker-eilers's Issues

Question about usage

Thanks for this package -- I am trying it out as a replacement for LOWESS, and it seems promising.

I've written this function as a wrapper to work with a pandas Series:

    from whittaker_eilers import WhittakerSmoother

    def make_whittaker_eilers(series):
        """Compute a smooth line.

        series: pd.Series

        returns: pd.Series
        """
        y = series.values
        x = series.index.values

        whittaker_smoother = WhittakerSmoother(
            lmbda=1e4, order=3, data_length=len(y), x_input=x
        )

        smooth = whittaker_smoother.smooth(y)

        return pd.Series(smooth, index=x)

One of the datasets I'm working with has unevenly spaced points, so I'm providing the x values as x_input.

But now I would like to evaluate the smooth function at equally spaced points -- I was expecting a parameter like x_output to indicate where the function should be evaluated, but it looks like it doesn't exist.

Is there another way to do this?

document of unevenly spaced whittaker

Dear @AnBowell,

Thanks for your awesome package.
Could you give some reference or equation of unevenly spaced whittaker?

python: ImportError: cannot import name 'Whittaker' from 'whittaker_eilers'

Hi,

I am trying to use this package. The error I am getting is as follows.
Traceback (most recent call last):
File "/home/pranav/epat/stockbot/regression_strategy_test.py", line 9, in
from whittaker_eilers import Whittaker
ImportError: cannot import name 'Whittaker' from 'whittaker_eilers' (/home/pranav/.virtualenvs/regressiontest/lib/python3.11/site-packages/whittaker_eilers/init.py)

My code is below.

from whittaker_eilers import Whittaker
whittaker_smoother = WhittakerSmoother(lmbda=20,order=2,data_length=len(df["close"]))
	smoothed_prices = whittaker_smoother.smooth(df["close"])


```What am I doing wrong?

a few observations

This is excellent!

I have a few observations:

The Python docstring for the main class, for some reason, is not displayed in the contextual help in VSCode in a Jupyter Notebook. It does show in the popup help. This must be some subtle formatting issue, not sure.

The lmbda parameter name should be re-done. It's not worth saving one keystroke there. Just call it lambda.

It might be perhaps helpful to set default values for lambda and order. I'm not sure here, but it seems like it could benefit the ease of utilization.

Thank you for the excellent package.