zhaozhibin / robustetf Goto Github PK
View Code? Open in Web Editor NEWSources codes of the paper titled "Robust Enhanced Trend Filtering with Unknown Noise".
License: MIT License
robustetf's Issues
Fast RobustETF
Could be possible to get your modified "Fast" version of RobustETF package, theoretically described in your paper: "Fast robust enhanced trend filter: A promising tool for automatically extracting high precision friction coefficient under unknown noise"?
Even after very detailed reading of your paper, I am still really not able to re-implement your "Fast" algorithm to the usable MATLAB code.
The overall performance of the RobustETF is excellent, except computation speed. My data signal streams contains ~1e4-5 samples, so I'm desperately looking for any possible speedup.
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