msmbuilder.preprocessing.Butterworth

class msmbuilder.preprocessing.Butterworth(width=5, order=3, analog=True)

Smooth time-series data using a low-pass, zero-delay Butterworth filter.

Parameters:

width : int, optional, default=5

This acts very similar to the window size in a moving average smoother. In this implementation, the frequency of the low-pass filter is taken to be two over this width, so it’s like “half the period” of the sinusiod where the filter starts to kick in. Must be an integer greater than one.

order : int, optional, default=3

The order of the filter. A small odd number is recommended. Higher order filters cutoff more quickly, but have worse numerical properties.

References

[1]	“FiltFilt”. Scipy Cookbook. SciPy. <http://www.scipy.org/Cookbook/FiltFilt>.

Methods

fit(X[, y])	Fit Preprocessing to X.
fit_transform(sequences[, y])	Fit the model and apply preprocessing
get_params([deep])	Get parameters for this estimator.
partial_fit(sequence[, y])	Fit Preprocessing to X.
partial_transform(sequence)	Apply preprocessing to single sequence
set_params(**params)	Set the parameters of this estimator.
summarize()	Return some diagnostic summary statistics about this Markov model
transform(sequences)	Apply preprocessing to sequences

__init__(width=5, order=3, analog=True)

Initialize self. See help(type(self)) for accurate signature.

Methods

__init__([width, order, analog])	Initialize self.
fit(X[, y])	Fit Preprocessing to X.
fit_transform(sequences[, y])	Fit the model and apply preprocessing
get_params([deep])	Get parameters for this estimator.
partial_fit(sequence[, y])	Fit Preprocessing to X.
partial_transform(sequence)	Apply preprocessing to single sequence
set_params(**params)	Set the parameters of this estimator.
summarize()	Return some diagnostic summary statistics about this Markov model
transform(sequences)	Apply preprocessing to sequences

fit(X, y=None)

Fit Preprocessing to X.

Parameters:

sequence : array-like, [sequence_length, n_features]

A multivariate timeseries.

y : None

Ignored

Returns:

self

fit_transform(sequences, y=None)

Fit the model and apply preprocessing

Parameters:

sequences: list of array-like, each of shape (n_samples_i, n_features)

Training data, where n_samples_i in the number of samples in sequence i and n_features is the number of features.

y : None

Ignored

Returns:

sequence_new : list of array-like, each of shape (n_samples_i, n_components)

get_params(deep=True)

Get parameters for this estimator.

Parameters:

deep : boolean, optional

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

params : mapping of string to any

Parameter names mapped to their values.

partial_fit(sequence, y=None)

Fit Preprocessing to X. Parameters ———- sequence : array-like, [sequence_length, n_features]

A multivariate timeseries.

y : None

Ignored

self

partial_transform(sequence)

Apply preprocessing to single sequence

Parameters:

sequence: array like, shape (n_samples, n_features)

A single sequence to transform

Returns:

out : array like, shape (n_samples, n_features)

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as pipelines). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Returns:

self

summarize()

Return some diagnostic summary statistics about this Markov model

transform(sequences)

Apply preprocessing to sequences

Parameters:

sequences: list of array-like, each of shape (n_samples_i, n_features)

Sequence data to transform, where n_samples_i in the number of samples in sequence i and n_features is the number of features.

Returns:

sequence_new : list of array-like, each of shape (n_samples_i, n_components)