Savitzky-Golay平滑滤波的python

import numpy as np
import matplotlib.pyplot as plt
from scipy.signal import savgol_filter

data = np.exp(np.linspace(0,5,100)) * np.random.random(100)
zs=savgol_filter(data, 5, 3) # window size 5, polynomial order 3
plt.figure()
plt.plot(zs)
plt.plot(data)
plt.show()