java 寻找峰值峰谷,使用Matlab查找时间序列中的局部峰谷

I am using the following code to calculate peaks in a time series data across various assets. Peak is defined as any point in time series which is greater than its neighboring points. Based on the number of peaks I calculate a score in the code as shown below. The input_args is in this format and rc is size of input_args. This code works fine but takes a lot of time when I call it across assets for long time series. Is their a way to make this code more efficient. I am looking for a solution through which I can make a logical array to identify the points in time series which satisfy the condition of being a peak and then isolate them to calculate the score ?

Data:-

1

0.997

0.979

0.952

0.935

0.942

0.987

1.027

1.036

1.049

function [maxhill] = hill_calc(input_args,rc)

for i=2:rc(1)-1

if and(input_args(i)>input_args(i+1),input_args(i)>input_args(i-1))

output_args_hills(i-1) = 2*input_args(i)-input_args(i+1)-input_args(i-1);

else output_args_hills(i-1) = NaN;

end

end

maxhill = max(output_args_hills);

end

解决方案

You can compute the indices of the peaks easily as follows:

ind = 1+find((input_args(2:end-1)>input_args(1:end-2)) & ...

(input_args(2:end-1)>input_args(3:end)));

Example_

>> input_args = [1 2 5 4 7];

gives

ind =

3

meaning that only the third value is a peak.