#65 Smoothing the noise in real-world data

#Smoothing the noise in real-world data
#This window rolls over the data and is used to compute the average over that window.
import matplotlib.pyplot as plt
import numpy as np
import os
os.chdir(r'D:\projects\wordpress\ex65') 
def moving_average(interval, window_size):
    #Compute convoluted window for given size
    window = np.ones(int(window_size)) / float(window_size)
    return np.convolve(interval, window, 'same')
t = np.linspace(-4, 4, 100)
y = np.sin(t) + np.random.randn(len(t))*0.1
plt.plot(t, y, "k.")
# compute moving average
y_av = moving_average(y, 10)
plt.plot(t, y_av,"r")
#xlim(0,1000)
plt.xlabel("Time")
plt.ylabel("Value")
plt.grid(True)
plt.savefig('ex65.png', dpi=300)
plt.show()