Scipy implementation of Savitzky-Golay filter
问题 I was looking at the scipy cookbook implementation of the Savitzky-Golay algorithm: #!python def savitzky_golay(y, window_size, order, deriv=0, rate=1): r"""Smooth (and optionally differentiate) data with a Savitzky-Golay filter. The Savitzky-Golay filter removes high frequency noise from data. 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. Parameters ---------- y : array