Savitzky-Golay filter for Gts based on scipy.signal.medfilt. http://https://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.savgol_filter.html#scipy.signal.savgol_filter Additional information on Savitzky-Golay filter from https://scipy-cookbook.readthedocs.io/items/SavitzkyGolay.html
The Savitzky Golay filter is a particular type of low-pass filter, well adapted for data smoothing. For further information see: http://www.wire.tu-bs.de/OLDWEB/mameyer/cmr/savgol.pdf (or http://www.dalkescientific.com/writings/NBN/data/savitzky_golay.py for a pre-numpy implementation).
It has the advantage of preserving the original shape and features of the signal better than other types of filtering approaches, such as moving averages techniques.
The Savitzky-Golay is a type of low-pass filter, particularly suited for smoothing noisy data. The main idea behind this approach is to make for each point a least-square fit with a polynomial of high order over a odd-sized window centered at the point.
savitzky_golay(self, in_place=False, verbose=True, window_length=15, polyorder=3, deriv=0, delta=1.0, mode='interp', cval=0.0)¶
returns a filtered time series using scipy.signal.savgol_filter
See documentation for the filter parameters. http://https://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.savgol_filter.html#scipy.signal.savgol_filter
in_place – if True then replace the current time series
verbose – boolean, verbose mode
the filtered time series