JavaScript 动态寻峰算法

见图，需要从一堆数组中寻找波峰。

// javascript port of: https://stackoverflow.com/questions/22583391/peak-signal-detection-in-realtime-timeseries-data/48895639#48895639

function sum(a) {
  return a.reduce((acc, val) => acc + val);
}

function mean(a) {
  return sum(a) / a.length;
}

function stddev(arr) {
  const arr_mean = mean(arr);
  const r = function (acc, val) {
    return acc + (val - arr_mean) * (val - arr_mean);
  };
  return Math.sqrt(arr.reduce(r, 0.0) / arr.length);
}

function smoothed_z_score(y, params) {
  var p = params || {};
  // init cooefficients
  const lag = p.lag || 5;
  const threshold = p.threshold || 3.5;
  const influence = p.influece || 0.5;

  if (y === undefined || y.length < lag + 2) {
    throw ` ## y data array to short(${y.length}) for given lag of ${lag}`;
  }
  //console.log(`lag, threshold, influence: ${lag}, ${threshold}, ${influence}`)

  // init variables
  var signals = Array(y.length).fill(0);
  var filteredY = y.slice(0);
  const lead_in = y.slice(0, lag);
  //console.log("1: " + lead_in.toString())

  var avgFilter = [];
  avgFilter[lag - 1] = mean(lead_in);
  var stdFilter = [];
  stdFilter[lag - 1] = stddev(lead_in);
  //console.log("2: " + stdFilter.toString())

  for (var i = lag; i < y.length; i++) {
    //console.log(`${y[i]}, ${avgFilter[i-1]}, ${threshold}, ${stdFilter[i-1]}`)
    if (Math.abs(y[i] - avgFilter[i - 1]) > threshold * stdFilter[i - 1]) {
      if (y[i] > avgFilter[i - 1]) {
        signals[i] = +1; // positive signal
      } else {
        signals[i] = -1; // negative signal
      }
      // make influence lower
      filteredY[i] = influence * y[i] + (1 - influence) * filteredY[i - 1];
    } else {
      signals[i] = 0; // no signal
      filteredY[i] = y[i];
    }

    // adjust the filters
    const y_lag = filteredY.slice(i - lag, i);
    avgFilter[i] = mean(y_lag);
    stdFilter[i] = stddev(y_lag);
  }

  return signals;
}

module.exports = smoothed_z_score;

后记

答案是在 stackoverflow 上找到的，非常精彩的回答：peak-signal-detection-in-realtime-timeseries-data