4 ms·
In short - is this a moving average with window range automatically tuned for optimum detail to smoothness ratio?
by polskibus 9y ago
In short - is this a moving average with window range automatically tuned for optimum detail to smoothness ratio?
- deleted 9y ago[deleted]
- aashu_dwivedi 9y agoYes.
- hcrisp 9y agoA moving window average is a poor digital filter in the frequency domain [0]. You can get better results with more control on which frequencies are removed by implementing a FIR or IIR (especially Butterworth) digital filter. [0] https://ptolemy.eecs.berkeley.edu/eecs20/week12/freqResponseRA.html https://ptolemy.eecs.berkeley.edu/eecs20/week12/freqResponse...
- alexbeloi 9y agoYes, optimizes window size for moving average Optimal detail is measure by: * minimizing variance of 1-step difference (point-to-point fluctuation) * maintaining kurtosis (outliers not lost) +optimizations to reduce search space
- hammock 9y agoComments are saying yes- but is it once you find the optimal window size, you fix it? Or does the window size vary over the data? Because if the latte wouldn't that be disingenuous to outliers and such?