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

Algorithm

Brown’s Double Exponential Smoothing

References

• NIST/SEMATECH e-Handbook of Statistical Methods

  http://www.itl.nist.gov/div898/handbook