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...
- 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 ...
Get IPython Interactive Computing and Visualization Cookbook - Second Edition now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
