Finding maxima in blocks of data, consecutively
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Problem Statement: I have a time series, x. I am interested in consecutive, temporal blocks of x where x > value. I also want to focus on blocks that are at least time "T" apart. Let x(*) indicate x at time index *. If:
x(m-K), x(m-K+1), x(m-K+2), ...x(m) > value
and, later at n > m + T (a greater time)
x(n-K), x(n-K+1), x(n-K+2), ...x(n) > value
I want to identify the maximal value within each block, while ignoring all temporally consecutive blocks that are less than T samples apart. I currently have a for loops-method that works, but it's clumsy and not great for the application I have in mind.
Application: I am trying to detect certain events, where x exceeds a detection statistic, but I only want events spaced "T" distance apart. Events closer than "T" are considered to be the same.
HELP? Thanks.
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