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def modified_kz_filter(original_series, p, k): # length of the window of KZ filter (m=2k+1) m = 2 * k + 1 # Performing p iterations for iter in range(p): filtered_series = [0] * len(original_series) # k-1 for the head part for i in range(k): filtered_series[i] = np.sum(original_series[:2*i ]) / (2 * i + 1) # k to length(X)-k-1 for the middle part for i in range(k, len(original_series) - k): filtered_series[i] = np.sum(original_series[i - k:i + k + 1]) / m # length(X)-k to length(X)-1 for the tail part for i in range(len(original_series) - k , len(original_series)): filtered_series[i] = np.sum(original_series[i - (len(original_series) - i):len(original_series)]) / (2 * (len(original_series) - i) + 1) return filtered_series
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