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Filter Time Series data using NumPy and SciPy Signal processing

NumPy: Integration with SciPy Exercise-5 with Solution

Write a NumPy program to create a time series dataset and apply SciPy's signal processing functions to filter the data.

Sample Solution:

Python Code:

# Import necessary libraries
import numpy as np
from scipy import signal
import matplotlib.pyplot as plt

# Create a time series dataset using NumPy
np.random.seed(0)  # For reproducibility
time = np.linspace(0, 1, 500, endpoint=False)
data = np.sin(2 * np.pi * 7 * time) + np.random.randn(500) * 0.5

# Design a Butterworth filter using SciPy
b, a = signal.butter(4, 0.1)

# Apply the filter to the time series data
filtered_data = signal.filtfilt(b, a, data)

# Plot the original and filtered data
plt.plot(time, data, label='Original Data')
plt.plot(time, filtered_data, label='Filtered Data', linewidth=2)
plt.legend()
plt.show()

Output:

Filter Time Series Data

Explanation:

  • Import necessary libraries:
    • Import NumPy, SciPy's signal module, and Matplotlib for plotting.
  • Create a time series dataset using NumPy:
    • Generate time series data consisting of a sine wave with added noise.
  • Design a Butterworth filter using SciPy:
    • Use SciPy's butter function to design a low-pass Butterworth filter.
  • Apply the filter to the time series data:
    • Use SciPy's "filtfilt()" function to apply the filter, ensuring zero phase distortion.
  • Plot the original and filtered data:
    • Use Matplotlib to visualize both the original noisy data and the filtered data.

Python-Numpy Code Editor: