matplotlib example wavelets (snippet)

Python matplotlib example 'wavelets'

Modules used in program:

• import pywt
• import os
• import seaborn as sns
• import matplotlib.pyplot as plt
• import matplotlib.dates as mdates
• import numpy as np
• import pandas as pd

python wavelets

Python matplotlib example: wavelets

# Como implementar o pywt
import pandas as pd
import numpy as np
from matplotlib.finance import candlestick_ohlc
import matplotlib.dates as mdates
import matplotlib.pyplot as plt
%matplotlib inline
import seaborn as sns
import os
import pywt
#
diretorio= os.getcwd()
diretorio
data=pd.read_csv(diretorio+"/btc.csv",sep=";",index_col="datetime")
print(data.shape)
data.tail(3)
(ca, cd)= pywt.dwt(data.close, 'haar')
cat = pywt.threshold(ca, np.std(ca), mode="soft")
cdt = pywt.threshold(cd, np.std(cd), mode="soft")
tx = pywt.idwt(cat, cdt, "haar")
data.close.shape, ca.shape, cd.shape, cat.shape, cdt.shape, tx.shape
plt.figure(figsize=(14, 4))
plt.subplot(1, 3, 1)
plt.plot(data.close, '-',lw=1)
plt.title('signal')
plt.subplot(1,3,2)
plt.plot(ca,'-',lw=1)
plt.title('noise')
plt.subplot(1,3,3)
plt.plot(tx,'--',lw=1)
plt.title('denoised')

Python links

• Learn Python: https://pythonbasics.org/
• Python Tutorial: https://pythonprogramminglanguage.com