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Python Data Analysis, Second Edition
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Filtering is a type of signal processing, which involves removing or suppressing a part of the signal. After applying FFT, we can filter high or low frequencies, or we can try to remove the white noise. White noise is a random signal with a constant power spectrum and as such doesn't contain any useful information. The scipy.signal
package has a number of utilities for filtering. In this example, we will demonstrate a small sample of these routines:
The median filter calculates the median in a rolling window (see http://en.wikipedia.org/wiki/Median_filter). It's implemented by the medfilt()
function, which has an optional window size parameter.
The Wiener filter removes noise using statistics (see http://en.wikipedia.org/wiki/Wiener_filter). For a filter g(t)
and signal s(t)
, the output is calculated with the convolution (g * [s + n])(t)
. It's implemented by the wiener()
function. This function also has an optional window size parameter.
The detrend filter removes a trend. This can...