Data Denoising with Weighted Forward Moving Average¶
This step denoises data similarly to the pre-processing step based on the Forward Moving Average algorithm, but additionally gives a weighting factor to each value within the filter width. Note that the applied algorithm doesn’t need the timestamp information for the denoising procedure.
- One-dimensional time series data
- Filter width
- Weights for values in the filter width
- Denoised time series data