I have red a lot about filtering time series but I really have difficulties to understand properly the scipy scipy.signal.filtfilt.
In particular its parameters a and b. For example how I should reproduce the following filter? Even with others libs if is easier.
Can anyone help me? I give you a starting point:
np.random.seed(123)
N = 100
rng = pd.date_range('2019-01-01', freq='min', periods=N)
df = pd.DataFrame(np.random.rand(N, 1), index=rng)
from Low pass Linear Filter in python
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