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Denoising Time-Series Data
pip install muffler
import muffler
import numpy as np
# Generate some noisy data
t = np.linspace(0, 1, 100)
clean_signal = np.sin(2 * np.pi * t)
# Add some noise
std = 1.0
conditional_noise = np.sqrt(np.abs(clean))
random_noise = np.random.normal(0, std, t.shape)
noisy_signal = clean + random_noise * conditional_noise
# Denoise the data
window_size = 100
stride = 25
denoised_signal = muffler.denoise_linear_regression(noisy_signal, window_size, stride)
# Compute the error
error = np.mean(np.sqrt(np.mean((clean_signal - denoised_signal) ** 2, axis=1)))
print(f"Error: {error:.2e}")
You can also use the streamlit app to see how the denoising works. To run the app, you need to install Rust and Maturin for compiling the code. Then, you need to create a Python (3.9 or greater) virtual environment and install the dependencies:
python -m venv .venv
source .venv/bin/activate
pip install --upgrade pip
maturin develop --release --extras=dev
Finally, you can run the app:
streamlit run examples/app.py
This project is licensed under the MIT License - see the LICENSE file for details.
TODO: Add citation
FAQs
Denoising time-series data.
We found that muffler demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 1 open source maintainer collaborating on the project.
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