A filter, for signal processing, takes (real) input signal and transforms it to (real) output signal.
This applies a linear filter to a univariate time series using the moving average estimation.
This implements a moving average filter with these properties: 1) both past and future observations are used in smoothing; 2) the head is prepended with the first element in the inputs (x_t = x_1 for t < 1); 3) the tail is appended with the last element in the inputs (x_t = x_n for t > n).
the available types of moving average filtering
Copyright © 2010-2017 Numerical Method Incorporation Limited. All Rights Reserved.