numpy窗函数

绘制巴特利特窗

巴特利特窗是一种三角形平滑窗

import numpy as np
import matplotlib.pyplot as plt

window = np.bartlett(42)

plt.plot(window)
plt.show()

绘制布莱克曼窗

布莱克曼窗形式上是三项余弦值的加和

import numpy as np
import matplotlib.pyplot as plt
from matplotlib.dates import datestr2num

closes = np.loadtxt('AAPL.csv', delimiter=',', usecols=(6,), 
                    converters={1:datestr2num}, unpack=True)
N = 10
window = np.blackman(N)
smoothed = np.convolve(window/window.sum(), closes, mode="same")

plt.plot(smoothed[N:-N], lw=2, label="smoothed")
plt.plot(closes[N:-N], label="closes")
plt.legend(loc="best")
plt.show()

绘制汉明窗

汉明窗是一个加权的余弦函数

hamming函数唯一的参数是输出点的个数

import numpy as np
import matplotlib.pyplot as plt

window = np.hamming(142)
plt.plot(window)
plt.show()

绘制凯泽窗

凯泽窗是以贝塞尔函数定义的

第一个参数为输出点的个数, 第二个参数为贝塞尔函数中的参数值

import numpy as np
import matplotlib.pyplot as plt

window = np.kaiser(42, 14)
plt.plot(window)
plt.show()

import numpy as np
import matplotlib.pyplot as plt

window = np.kaiser(42, 4)
plt.plot(window)
plt.show()