scipy Smoothing a signal Using a Savitzky–Golay filter

Example

Given a noisy signal:

import numpy as np
import matplotlib.pyplot as plt
np.random.seed(1)

x = np.linspace(0,2*np.pi,100)
y = np.sin(x) + np.random.random(100) * 0.2

plt.plot(x,y)
plt.show()

one can smooth it using a Savitzky–Golay filter using the scipy.signal.savgol_filter() method:

import scipy.signal
import numpy as np
import matplotlib.pyplot as plt
np.random.seed(1)

x = np.linspace(0,2*np.pi,100)
y = np.sin(x) + np.random.random(100) * 0.2
yhat = scipy.signal.savgol_filter(y, 51, 3) # window size 51, polynomial order 3

plt.plot(x,y)
plt.plot(x,yhat, color='red')
plt.show()