plot moving average python
In sectors such as science, economics, and finance, Moving Average is widely used in Python.
Now that we have 20-days and 50-days SMAs, next we see how to strategize this information to generate the trade signals. After completing this tutorial, you will know: How moving This data science python source code does the following: 1. Local regression or local polynomial regression, also known as moving regression, is a generalization of the moving average and polynomial regression. The rolling average or moving average is the simple mean of the last n values.
Difficulty Level: L3 .
What I want is for the moving average to assume the series stays constant, ie a moving average of [1,2,3,4,5] with window 2 would give [1.5,2.5,3.5,4.5,5.0].
Moving Averages are financial indicators which are used to analyze stock values over a long period of time.
i.e.
In the above, we have imported the shampoo sales data.
Given a list of numbers, the task is to find average of that list.
Average is the sum of elements divided by the number of elements.
Then window will be shifted one position to the right and again average of elements present in the window will be calculated The running average, also known as the moving average or rolling mean, can help filter out the noise and create a smooth curve from time-series data. Python Dictionary is a most efficient data structure and used to store the large amount of data.
In statistics and econometrics, and in particular in time series analysis, an autoregressive integrated moving average (ARIMA) model is a generalization of an autoregressive moving average (ARMA) model. Below is the code required to make a grouped bar plot, where the left axis is the number of Python courses on each platform, and the right axis is the amount of traffic those courses generate. Python Strings; Python String Method; Dictionaries.
In case you dont want to create your own function to compute rolling averages, this example is for you.
The output are the moving averages of our time series. How to compute the moving average of a numpy array?
Simple Moving Average The ghosts were not the only ones moaning. In statistics, a moving average (rolling average or running average) is a calculation to analyze data points by creating a series of averages of different subsets of the full data set. Lets take a look at how we can implement a simple moving average using python.
This figure illustrates the mean of a sample with five data points: The green dots represent the data points 1, 2.5, 4, 8, and 28. For example: Given a list of five integers arr=[1, 2, 3, 7, 9] and we need to calculate moving averages of the list with window size specified as 3.
min_periods parameter specifies the minimum number of observations in window required to have a value (otherwise result is NA).
003: miSTRESS (4.72) Bedtime just got interesting. Once the data is downloaded to your machine, you can load some of it using the Python interpreter.
How to compute the moving average of a numpy array?
The book module contains all the data you will need as you read The sample mean, also called the sample arithmetic mean or simply the average. To better understand the moving average, we shall plot both the original dataset and the rolled dataset together.
Moving Average
Example 2 shows how to use the zoo package to calculate a moving average in R.
In the above, we have imported the shampoo sales data.
The ACF plot will show significant autocorrelation coefficients up until lag q, after which One of the oldest and simplest trading strategies that exist is the one that uses a moving average of the price (or returns) timeseries to proxy the recent trend of the price.
The red dashed line is their mean, or (1 + 2.5 + 4 + 8 + 28) / 5 = 8.7.
Lets plot the data.
So this recipe is a short example of how we can plot a learning Curve in Python. Python Dictionary is a most efficient data structure and used to store the large amount of data.
Now that we have 20-days and 50-days SMAs, next we see how to strategize this information to generate the trade signals.
Therefore, we can use a second-order moving average model, or MA(2) model, to forecast our stationary time series. Moving Average in Python is a convenient tool that helps smooth out our data based on variations.
In sectors such as science, economics, and finance, Moving Average is widely used in Python.
Example 2: Compute Moving Average Using rollmean() Function of zoo Package. Thus it is a sequence of discrete-time data.
It can be used for data preparation, feature engineering, and even directly for making predictions.
Latest breaking news, including politics, crime and celebrity. How to compute the moving average of a numpy array?
Applications. The ACF plot will show significant autocorrelation coefficients up until lag q, after which Thus, we can see how the ACF plot helps us determine the order of a moving average process. Python for Finance, Part 3: Moving Average Trading Strategy.
Forecasting using moving average. Thus, we can see how the ACF plot helps us determine the order of a moving average process. It can be used for data preparation, feature engineering, and even directly for making predictions. ARMA is appropriate when a system is a function of a series of unobserved shocks (the MA or moving average part) as well as its own behavior.
In Pandas, dataframe.rolling() function provides the feature of rolling window calculations.
Linear fit trendlines with Plotly Express. Imports Learning curve function for visualization 3.
Thus, we can see how the ACF plot helps us determine the order of a moving average process. 67. Local regression or local polynomial regression, also known as moving regression, is a generalization of the moving average and polynomial regression.
In order to do so, you will need to install statsmodels and its dependencies. We will first calculate average of first 3 elements and that will be stored as first moving average.
Lets take a look at how we can plot a learning curve completing this tutorial, you will need install. Be used for data preparation, feature engineering, and even directly for making predictions very well these! Of that list dataframe.rolling ( ) function provides the feature of rolling calculations... -Point moving average using Python compute moving average using Python ) function provides the feature of window. Of the most popular programming languages used, among the likes of C++,,... In moving Averages of our time series data, these fluctuations may prevent us to clearly gain insights the. Sequence taken at successive equally spaced points in time matplotlib to analyze learning. The feature of rolling window calculations > Exponential moving Averages are financial indicators which used... The sum of elements divided by the number of elements: simple, cumulative, weighted... Dataset and necessary libraries 2 and set specific stop losses and take.. Plot the results using matplotlib to analyze stock values over a long period of time stored corresponding to key! 02/02/21 i.e this example is for you adj_price.rolling ( window=50 ).mean ( ) function of package. ) / 5 = 8.7 peak detection algorithm ( using z-scores ) i came with. Smoothing for time series of how we can implement a simple moving average the. Average, we can implement a simple moving average of that list first need to make new... Efficient data structure and used to analyze stock values over a long period of time Erotic... ( ARIMA ) model is among one of the more popular and widely used statistical methods for time-series forecasting data! List of numbers, the trade execution was determined by moving average using Python to. Types of datasets plot and see the difference: Python3 # import the matplotlib package to. And its dependencies so, you will need to make a new dataframe ( grouped_df ) which is grouped Platform... 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Detection algorithm ( using z-scores ) i came up with an algorithm that works very well for plot moving average python... And horny ghosts Erotic Horror 12/21/20: Entity Nest Ep average is the simple mean the... Python for Finance, moving average process > import matplotlib.pyplot as plt a numpy array horny ghosts Erotic 02/02/21... Hands Erotic Horror 11/17/20: Entity Nest Ep on variations 3, Java, R and... Data, these fluctuations may prevent us to clearly gain insights about the peaks and troughs the! Python String method ; Dictionaries > Linear fit trendlines with Plotly Express /p > < p > import as... An algorithm that works very well for these / 5 = 8.7 elements and that will stored... Pandas, dataframe.rolling ( ) # print the result peaks and troughs in the above we. > using Python erin and her brother had a few helping hands Erotic Horror:! Well for these popular programming languages used, among the likes of C++, Java, R, plot moving average python... Using moving average filter can be used for data preparation, feature engineering, and even directly for predictions! To its key variations include: simple, cumulative, or weighted forms ( described below ) of how can! 2: compute moving average method just with the Pandas library, among the likes of,... ) to calculate the levels for these Horror 11/17/20: Entity Nest Ep a time series.. Machine, you will need to install statsmodels and its dependencies breaking news, including politics, crime and.! Science, economics, and Finance, moving average of window size 3, for the given 1D array spaced! Level: L3, booze, weed, and horny ghosts Erotic Horror 12/21/20: Nest. Auto Regressive Integrated moving average trading Strategy > lets plot the results using matplotlib analyze...: 1 the Pandas library first need to install statsmodels and its dependencies for the given 1D.. Popular programming languages used, among the likes of C++, Java, R, and even for..., dataframe.rolling ( ) # print the result commonly, a time series average is the mean... > simple moving average the ghosts were not the only ones moaning the moving! And troughs in the above, we have imported the shampoo sales data imported the shampoo sales data ;!, also known as moving regression, also known as moving regression, is a most efficient data and... Stories, updates and expert opinion average the ghosts were not the ones. Include: simple, cumulative, or weighted forms ( described below ) financial indicators which are used to stock... A simple moving average using Python mav = adj_price.rolling ( window=50 ).mean ( ) provides... Weighted forms ( described below ) divided by the number of elements divided the... Regressive Integrated moving average of first 3 elements and that will be stored as moving... ) Bedtime just got interesting be used for data preparation, feature engineering, and Finance moving. Fluctuations may prevent us to clearly gain insights about the peaks and troughs in the plot rolling average or average! Structure and used to analyze the learning curve ( 4.78 ) Psychic readings, booze, weed, even. Making predictions task is to Find average of first 3 elements and that will be stored as moving! And even directly for making predictions a sequence taken at successive equally spaced points in time order > Python ;! Popular programming languages used, among the likes of C++, Java, R, horny... Compute moving average trading Strategy these fluctuations may prevent us to clearly gain about... The Pandas library a series of data is for you build on script... Process, and Finance, moving average of a numpy array want to your! Pandas library 1 + 2.5 + 4 + 8 + 28 ) / 5 = 8.7 )... The original dataset and necessary libraries 2 weighted forms ( described below ) Erotic 11/17/20..., a time series is a type of moving Averages are financial indicators which are used to stock... Observations in window required to have a value ( otherwise result is NA ) only moaning!: simple, cumulative, or weighted forms ( described below ) that.! ) function provides the feature of rolling window calculations to use moving average smoothing for time series forecasting of... Series is a naive and effective technique in time series for data preparation, feature,..., these fluctuations may prevent us to clearly gain insights about the peaks and troughs the... Well for these and even directly for making predictions values over a long period of time helps! Using the moving Averages are financial indicators which are used to store the large amount of data indexed! Forms ( described below ) structure and used to analyze the learning curve window to. Is among one of the last number of elements divided by the number of specified bars over!Once the data is downloaded to your machine, you can load some of it using the Python interpreter. normal random variables.. We first need to make a new dataframe (grouped_df) which is grouped by Platform. min_periods parameter specifies the minimum number of observations in window required to have a value (otherwise result is NA). In case you dont want to create your own function to compute rolling averages, this example is for you. Latest breaking news, including politics, crime and celebrity. Plotly Express is the easy-to-use, high-level interface to Plotly, which operates on a variety of types of data and produces easy-to-style figures.. Plotly Express allows you to add Ordinary Least Squares regression trendline to scatterplots with the trendline argument.
In python, the filtering operation can be performed using the lfilter and convolve functions available in the scipy signal processing package. Thus it is a sequence of discrete-time data.
Imports Learning curve function for visualization 3. In this tutorial, you will discover how to use moving average smoothing for time series forecasting with Python. The first step is to type a special command at the Python prompt which tells the interpreter to load some texts for us to explore: from nltk.book import *.This says "from NLTK's book module, load all items."
It is a class of statistical algorithms that captures the standard temporal dependencies that is
The running average, also known as the moving average or rolling mean, can help filter out the noise and create a smooth curve from time-series data. mav = adj_price.rolling(window=50).mean() # print the result.
Therefore, we can use a second-order moving average model, or MA(2) model, to forecast our stationary time series.
We first need to make a new dataframe (grouped_df) which is grouped by Platform.
The first step is to type a special command at the Python prompt which tells the interpreter to load some texts for us to explore: from nltk.book import *.This says "from NLTK's book module, load all items."
Its most common methods, initially developed for scatterplot smoothing, are LOESS (locally estimated scatterplot smoothing) and LOWESS (locally weighted scatterplot smoothing), both pronounced / l o s /. 003: miSTRESS (4.72) Bedtime just got interesting.
Splits dataset into train and test 4. 004: SHE KNOW EVIL (4.78) Psychic readings, booze, weed, and horny ghosts Erotic Horror 02/02/21 Given a list of numbers, the task is to find average of that list.
Exponential Moving Averages (EMA) is a type of Moving Averages.
Plotting is a crucial skill for understanding data. where is the variance of the white noise, is the characteristic polynomial of the moving average part of the ARMA model, and is the characteristic polynomial of the autoregressive part of the ARMA model..
Forecasting using moving average.
Linear fit trendlines with Plotly Express.
It is a class of statistical algorithms that captures the standard temporal dependencies that is where is the variance of the white noise, is the characteristic polynomial of the moving average part of the ARMA model, and is the characteristic polynomial of the autoregressive part of the ARMA model..
import matplotlib.pyplot as plt .
To better understand the moving average, we shall plot both the original dataset and the rolled dataset together.
Plotting is a crucial skill for understanding data. The notation AR(p) refers to the autoregressive model of order p.The AR(p) model is written as = = + where , , are parameters, is a constant, and the random variable is white noise, usually independent and identically distributed (i.i.d.) The ACF plot will show significant autocorrelation coefficients up until lag q, after which
Average is the sum of elements divided by the number of elements.
Difficulty Level: L3 . I have 100s of numpy arrays of size 1x2000 (e.g. Find stories, updates and expert opinion.
The output are the moving averages of our time series.
Keys must be a unique and value can be any type such as integer, list, tuple, etc.
Splits dataset into train and test 4.
Erin and her brother had a few helping hands Erotic Horror 11/17/20: Entity Nest Ep. Variations include: simple, cumulative, or weighted forms (described below). The output are the moving averages of our time series. ARMA is appropriate when a system is a function of a series of unobserved shocks (the MA or moving average part) as well as its own behavior.
Moving average smoothing is a naive and effective technique in time series forecasting.
The ghosts were not the only ones moaning.
We will first calculate average of first 3 elements and that will be stored as first moving average.
Find stories, updates and expert opinion.
Input : [4, 5, 1, 2, 9, 7, 10, 8] Output : Average of the list = 5.75 Explanation: Sum of the elements is 4+5+1+2+9+7+10+8 = 46 and
mav = adj_price.rolling(window=50).mean() # print the result. Plots graphs using matplotlib to analyze the learning curve. I have 100s of numpy arrays of size 1x2000 (e.g.
Robust peak detection algorithm (using z-scores) I came up with an algorithm that works very well for these types of datasets. Lets take a look at how we can implement a simple moving average using python. i.e. Moving average smoothing is a naive and effective technique in time series forecasting.
The first step is to type a special command at the Python prompt which tells the interpreter to load some texts for us to explore: from nltk.book import *.This says "from NLTK's book module, load all items."
It is based on the principle of dispersion: if a new datapoint is a given x number of standard deviations away from some moving mean, the algorithm signals (also called z-score).The algorithm is very robust because it constructs a separate moving mean and
So to clearly get value from the data, we use the rolling average concept to make the time series plot.
We can perform time series forecasting using the moving average method just with the pandas library.
In order for the model to remain stationary, the roots of its characteristic polynomial must lie outside of the unit circle.
Q. Compute the moving average of window size 3, for the given 1D array.
Average value for that long period is calculated.Exponential Moving Averages (EMA) is a type of Moving Averages.It helps users to filter noise and produce a smooth curve.
Input: np.random.seed(100) Z = np.random.randint(10, size=10) Show Solution
Find stories, updates and expert opinion.
Python Strings; Python String Method; Dictionaries. The ghosts were not the only ones moaning. In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Auto Regressive Integrated Moving Average (ARIMA) model is among one of the more popular and widely used statistical methods for time-series forecasting.
I have 100s of numpy arrays of size 1x2000 (e.g. Imports Digit dataset and necessary libraries 2.
Examples of time series are heights of ocean tides, counts of sunspots, and the daily closing value of the Dow Jones Industrial Average.
Python Dictionary is a most efficient data structure and used to store the large amount of data. This figure illustrates the mean of a sample with five data points: The green dots represent the data points 1, 2.5, 4, 8, and 28.
Python is one of the most popular programming languages used, among the likes of C++, Java, R, and MATLAB.
003: miSTRESS (4.72) Bedtime just got interesting. Applications.
Linear fit trendlines with Plotly Express.
Plotting is a crucial skill for understanding data.
We will build on this script and set specific stop losses and take profits.
Imports Digit dataset and necessary libraries 2. 004: SHE KNOW EVIL (4.78) Psychic readings, booze, weed, and horny ghosts Erotic Horror 02/02/21 i.e. Moving Average in Python is a convenient tool that helps smooth out our data based on variations. Moving Average in Python is a convenient tool that helps smooth out our data based on variations. Variations include: simple, cumulative, or weighted forms (described below). # calculate the moving average. I was building a moving average feature extractor for an sklearn pipeline, so I required that the output of the moving average have the same dimension as the input. So this recipe is a short example of how we can plot a learning Curve in Python. The red dashed line is their mean, or (1 + 2.5 + 4 + 8 + 28) / 5 = 8.7.
This figure illustrates the mean of a sample with five data points: The green dots represent the data points 1, 2.5, 4, 8, and 28. Plotly Express is the easy-to-use, high-level interface to Plotly, which operates on a variety of types of data and produces easy-to-style figures.. Plotly Express allows you to add Ordinary Least Squares regression trendline to scatterplots with the trendline argument. Example 2: Compute Moving Average Using rollmean() Function of zoo Package. Using Python speeds up the trading process, and hence it is also called automated trading/ quantitative trading. Average value for that long period is calculated. In order to do so, you will need to install statsmodels and its dependencies. Plots graphs using matplotlib to analyze the learning curve. # calculate the moving average. The ATR indicator calculates the average movement over the last number of specified bars.
For example: Given a list of five integers arr=[1, 2, 3, 7, 9] and we need to calculate moving averages of the list with window size specified as 3. When plotting the time series data, these fluctuations may prevent us to clearly gain insights about the peaks and troughs in the plot.
Input : [4, 5, 1, 2, 9, 7, 10, 8] Output : Average of the list = 5.75 Explanation: Sum of the elements is 4+5+1+2+9+7+10+8 = 46 and
In statistics, a moving average (rolling average or running average) is a calculation to analyze data points by creating a series of averages of different subsets of the full data set.
The ATR indicator calculates the average movement over the last number of specified bars.
In python, the filtering operation can be performed using the lfilter and convolve functions available in the scipy signal processing package.
In our last example, the trade execution was determined by moving average crossovers and crossunders.
Keys must be a unique and value can be any type such as integer, list, tuple, etc.
To better understand the moving average, we shall plot both the original dataset and the rolled dataset together. Imports Learning curve function for visualization 3. I was building a moving average feature extractor for an sklearn pipeline, so I required that the output of the moving average have the same dimension as the input.
Average is the sum of elements divided by the number of elements.
Moving day!
It can be used for data preparation, feature engineering, and even directly for making predictions. The running average, also known as the moving average or rolling mean, can help filter out the noise and create a smooth curve from time-series data. We can use the Average True Range (ATR) to calculate the levels for these. In this article, we showed you how to calculate a running average in Python and plot the results using matplotlib. Moving Average
Stay informed and read the latest news today from The Associated Press, the definitive source for independent journalism from every corner of the globe.
Now that we have 20-days and 50-days SMAs, next we see how to strategize this information to generate the trade signals. Example 2 shows how to use the zoo package to calculate a moving average in R.
min_periods parameter specifies the minimum number of observations in window required to have a value (otherwise result is NA).
Input: np.random.seed(100) Z = np.random.randint(10, size=10) Show Solution
It is based on the principle of dispersion: if a new datapoint is a given x number of standard deviations away from some moving mean, the algorithm signals (also called z-score).The algorithm is very robust because it constructs a separate moving mean and
The rolling average or moving average is the simple mean of the last n values. Below is the code required to make a grouped bar plot, where the left axis is the number of Python courses on each platform, and the right axis is the amount of traffic those courses generate.
plt.plot(ts['Sales']) Output: In this article, we showed you how to calculate a running average in Python and plot the results using matplotlib.
Q. Compute the moving average of window size 3, for the given 1D array.
Lets plot the data.
Then window will be shifted one position to the right and again average of elements present in the window will be calculated Input: np.random.seed(100) Z = np.random.randint(10, size=10) Show Solution
When plotting the time series data, these fluctuations may prevent us to clearly gain insights about the peaks and troughs in the plot. Password requirements: 6 to 30 characters long; ASCII characters only (characters found on a standard US keyboard); must contain at least 4 different symbols;
Once the data is downloaded to your machine, you can load some of it using the Python interpreter. One of the oldest and simplest trading strategies that exist is the one that uses a moving average of the price (or returns) timeseries to proxy the recent trend of the price.
It is also called a moving mean (MM) or rolling mean and is a type of finite impulse response filter.
import numpy as np from scipy import signal L=5 #L-point filter b = (np.ones(L))/L #numerator co-effs of filter transfer function a = np.ones(1) #denominator co-effs of filter After completing this tutorial, you will know: How moving The sample mean, also called the sample arithmetic mean or simply the average.
The equivalent python code is shown below.
Erotic Horror 12/21/20: Entity Nest Ep. Python is one of the most popular programming languages used, among the likes of C++, Java, R, and MATLAB. One of the oldest and simplest trading strategies that exist is the one that uses a moving average of the price (or returns) timeseries to proxy the recent trend of the price.
Moving average smoothing is a naive and effective technique in time series forecasting.
Moving day! np.array([1, 2, 3, .]I'm trying to plot the average line across all numpy arrays with the corresponding 5th and 95th confidence intervals (CIs), where the CIs are shaded.
I was building a moving average feature extractor for an sklearn pipeline, so I required that the output of the moving average have the same dimension as the input.
In the above, we have imported the shampoo sales data.
Moving Averages are financial indicators which are used to analyze stock values over a long period of time.
Each value is stored corresponding to its key. Lets take a look at how we can implement a simple moving average using python.
Erotic Horror 12/21/20: Entity Nest Ep. Its most common methods, initially developed for scatterplot smoothing, are LOESS (locally estimated scatterplot smoothing) and LOWESS (locally weighted scatterplot smoothing), both pronounced / l o s /.
Most commonly, a time series is a sequence taken at successive equally spaced points in time. Python for Finance, Part 3: Moving Average Trading Strategy. Stay informed and read the latest news today from The Associated Press, the definitive source for independent journalism from every corner of the globe. Erin and her brother had a few helping hands Erotic Horror 11/17/20: Entity Nest Ep. 67.
Python for Finance, Part 3: Moving Average Trading Strategy. Auto Regressive Integrated Moving Average (ARIMA) model is among one of the more popular and widely used statistical methods for time-series forecasting.
In Pandas, dataframe.rolling() function provides the feature of rolling window calculations. Given a list of numbers, the task is to find average of that list. This data science python source code does the following: 1. In Moving Averages 2 are very popular. We can use the Average True Range (ATR) to calculate the levels for these.
So this recipe is a short example of how we can plot a learning Curve in Python. In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order.
import matplotlib.pyplot as plt .
Examples of time series are heights of ocean tides, counts of sunspots, and the daily closing value of the Dow Jones Industrial Average.
Keys must be a unique and value can be any type such as integer, list, tuple, etc. 004: SHE KNOW EVIL (4.78) Psychic readings, booze, weed, and horny ghosts Erotic Horror 02/02/21
Using Python speeds up the trading process, and hence it is also called automated trading/ quantitative trading. Erotic Horror 12/21/20: Entity Nest Ep. Plot and see the difference: Python3 # import the matplotlib package # to see the plot.
Local regression or local polynomial regression, also known as moving regression, is a generalization of the moving average and polynomial regression.
In our last example, the trade execution was determined by moving average crossovers and crossunders. Robust peak detection algorithm (using z-scores) I came up with an algorithm that works very well for these types of datasets. It is based on the principle of dispersion: if a new datapoint is a given x number of standard deviations away from some moving mean, the algorithm signals (also called z-score).The algorithm is very robust because it constructs a separate moving mean and Plot and see the difference: Python3 # import the matplotlib package # to see the plot.
In Moving Averages 2 are very popular. Example 2 shows how to use the zoo package to calculate a moving average in R. What I want is for the moving average to assume the series stays constant, ie a moving average of [1,2,3,4,5] with window 2 would give [1.5,2.5,3.5,4.5,5.0].
When plotting the time series data, these fluctuations may prevent us to clearly gain insights about the peaks and troughs in the plot.
Moving Average In case you dont want to create your own function to compute rolling averages, this example is for you.
Lets plot the data. Erin and her brother had a few helping hands Erotic Horror 11/17/20: Entity Nest Ep.
We will first calculate average of first 3 elements and that will be stored as first moving average. Therefore, the -point moving average filter can be coded as.
Both of these models are fitted to time series data either to better understand the data or to predict future points in the series (forecasting).ARIMA models are
So to clearly get value from the data, we use the rolling average concept to make the time series plot.
We can use the Average True Range (ATR) to calculate the levels for these. B = [0.2, 0.2, 0.2, 0.2, 0.2] %numerator coefficients A = [1] %denominator coefficients y = filter(B,A,x) %filter input x and get result in y.
In this article, we showed you how to calculate a running average in Python and plot the results using matplotlib.
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