I have a range of dates and a measurement on each of those dates. I'd like to calculate an exponential moving average for each of the dates. Does anybody know how to do this? I'm new to python. It doesn't appear that averages are built into the standard python library, which strikes me as a little odd. Maybe I'm not looking in the r...
I have a continuous value for which I'd like to calculate an exponential moving average. Normally I'd just use the standard formula for this: Sn = Y + (1-)Sn-1 where Sn is the new average, is the alpha, Y is the sample, and Sn-1 is the previous average. Unfortunately, due to various issues I don't have a consistent sample time. I m...
What is the best method for selecting design properties for a digital filter in Matlab with the GUI sptool? More specifically, if I have a signal, how do I go about determining which filter values will yield the best solution. Example: For my signal A: One possible filter could have properties: Design Method: FIR, Window Window T...
I am porting code from Matlab to Python and am having trouble finding a replacement for the firls( ) routine. It is used for, least-squares linear-phase Finite Impulse Response (FIR) filter design. I looked at scipy.signal and nothing there looked like it would do the trick. Of course I was able to replace my remez and freqz algoriths...