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IPython Interactive Computing and Visualization Cookbook - Second Edition
book

IPython Interactive Computing and Visualization Cookbook - Second Edition

by Cyrille Rossant
January 2018
Beginner to intermediate
548 pages
12h 11m
English
Packt Publishing
Content preview from IPython Interactive Computing and Visualization Cookbook - Second Edition

Applying a linear filter to a digital signal

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.

How to do it...

  1. Let's import the packages:
    >>> 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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Publisher Resources

ISBN: 9781785888632