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pylttb - downsampling of given series using Largest Triangle Three Buckets method.

Project description

License: MIT

pylttb is an efficient implementation of Largest Triangle Threebuckets algorithm.

The algorithm was described by Sveinn Steinarsson in his master thesis. More info and original implementation can be found at this page. The code in pylttb is based on this implementation but structures computations a bit differently to leverage numpy ‘s array arithmetics.

Usage example

Supposing you have arrays of x and y all you need to do to downsample them to given threshold is:

from pylttb import lttb

down_x, down_y = lttb(x, y, threshold)

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