January 2018
Beginner to intermediate
548 pages
12h 11m
English
Linear filters play a fundamental role in signal processing. With a linear filter, one can extract meaningful information from a digital signal.
In this recipe, we will show two examples using stock market data (the NASDAQ stock exchange). First, we will smooth out a very noisy signal with a low-pass filter to extract its slow variations. We will also apply a high-pass filter to the original time series to extract the fast variations. These are just two common examples among a wide variety of applications of linear filters.
>>> import numpy as np import scipy as sp import scipy.signal as sg import pandas as pd import matplotlib.pyplot as plt %matplotlib inline ...
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