Book Image

Python Data Analysis

By : Ivan Idris
Book Image

Python Data Analysis

By: Ivan Idris

Overview of this book

Table of Contents (22 chapters)
Python Data Analysis
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
Key Concepts
Online Resources
Index

Filtering


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...