Book Image

IPython Interactive Computing and Visualization Cookbook - Second Edition

By : Cyrille Rossant
Book Image

IPython Interactive Computing and Visualization Cookbook - Second Edition

By: Cyrille Rossant

Overview of this book

Python is one of the leading open source platforms for data science and numerical computing. IPython and the associated Jupyter Notebook offer efficient interfaces to Python for data analysis and interactive visualization, and they constitute an ideal gateway to the platform. IPython Interactive Computing and Visualization Cookbook, Second Edition contains many ready-to-use, focused recipes for high-performance scientific computing and data analysis, from the latest IPython/Jupyter features to the most advanced tricks, to help you write better and faster code. You will apply these state-of-the-art methods to various real-world examples, illustrating topics in applied mathematics, scientific modeling, and machine learning. The first part of the book covers programming techniques: code quality and reproducibility, code optimization, high-performance computing through just-in-time compilation, parallel computing, and graphics card programming. The second part tackles data science, statistics, machine learning, signal and image processing, dynamical systems, and pure and applied mathematics.
Table of Contents (19 chapters)
IPython Interactive Computing and Visualization CookbookSecond Edition
Contributors
Preface
Index

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
  2. We load the NASDAQ data (obtained from https://finance.yahoo.com/quote/%5EIXIC/history?period1=631148400&period2=1510786800&interval=1d&filter=history&frequency=1d) with pandas:

    >>> nasdaq_df = pd...