START SMALL: Before resorting to calling the police, the usual first steps are to connect directly with your neighbour by phone or text, or (if personal contact won't endanger your own safety) to knock on the door and make a polite request. It is best to see if you can find respectful communication around common ground, and perhaps make some mutual agreements around when or how loud—or share the fact that you work all day and need a restful sleep in the evening. It is worth trying to start here.
GET IT IN WRITING: Do not be afraid to put the agreement in writing so you are all on the same page. If you are making efforts to communicate with them, and the noise still continues, it’s probably a good idea to start a paper trail. Start making notes or a log of the times of the noises and how often it is happening. It’s an annoying task, but if you have to go to the next level, you’ll need all of the evidence that you can gather.