Data Denoising with Brown’s Double Exponential Smoothing

Causal Step

This step applies the Brown’s Double Exponential Smoothing algorithm to denoise the input time series data.

Input Parameters

  1. One-dimensional time series data
  2. A real data smoothing parameter between 0 and 1

Output Parameters

  1. Denoised time series data

Workflow

../../../../_images/workflow2.svg

Algorithm

Brown’s Double Exponential Smoothing