smooth_signal.py

def smooth_signal(x,window_len=10,window='flat'):

    """smooth the data using a window with requested size.
    
    This method is based on the convolution of a scaled window with the signal.
    The signal is prepared by introducing reflected copies of the signal 
    (with the window size) in both ends so that transient parts are minimized
    in the begining and end part of the output signal.
    The code taken from: https://scipy-cookbook.readthedocs.io/items/SignalSmooth.html
    
    input:
        x: the input signal 
        window_len: the dimension of the smoothing window; should be an odd integer
        window: the type of window from 'flat', 'hanning', 'hamming', 'bartlett', 'blackman'
                'flat' window will produce a moving average smoothing.

    output:
        the smoothed signal        
    """
    
    import numpy as np

    if x.ndim != 1:
        raise(ValueError, "smooth only accepts 1 dimension arrays.")

    if x.size < window_len:
        raise(ValueError, "Input vector needs to be bigger than window size.")

    if window_len<3:
        return x

    if not window in ['flat', 'hanning', 'hamming', 'bartlett', 'blackman']:
        raise(ValueError, "Window is one of 'flat', 'hanning', 'hamming', 'bartlett', 'blackman'")

    s=np.r_[x[window_len-1:0:-1],x,x[-2:-window_len-1:-1]]

    if window == 'flat': # Moving average
        w=np.ones(window_len,'d')
    else:
        w=eval('np.'+window+'(window_len)')

    y=np.convolve(w/w.sum(),s,mode='valid')

    return y[(int(window_len/2)-1):-int(window_len/2)]