Janto Dreijer wrote:
On Oct 13, 7:37 pm, Ethan Furman <et...@stoneleaf.us> wrote:

Janto Dreijer wrote:

I'm looking for code that will calculate the running median of a
sequence, efficiently. (I'm trying to subtract the running median from
a signal to correct for gradual drift).

My naive attempt (taking the median of a sliding window) is
unfortunately too slow as my sliding windows are quite large (~1k) and
so are my sequences (~50k). On my PC it takes about 18 seconds per
sequence. 17 of those seconds is spent in sorting the sliding windows.

I've googled around and it looks like there are some recent journal
articles on it, but no code. Any suggestions?

Thanks
Janto

You might look athttp://pypi.python.org/pypi/blist/0.9.4

~Ethan~


Very nice! I assume you mean I can use it to quickly insert items into
the sliding window?

Thanks
Janto

I'm afraid I can't help any further. Going from your post, I thought a quicker list implementation might be useful, but beyond that I have no knowledge to share.

Who said ignorance is bliss?  *hangs head*

~Ethan~
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