Data Denoising with Centered Moving Average

Non-Causal Step

The step applies the Centered Moving Average algorithm to denoise one-dimensional time series data. Note that the algorithm does not need the timestamp information to denoise the data.

Input Parameters

1. One-dimensional time series data
2. Filter width

Output Parameters

1. Denoised time series data

Workflow

Algorithm

Centered Moving Average

References

• D. Lorenz, T. Koehler, A comparison of denoising methods for one dimensional time series, DFG-Schwerpunktprogramm 1114, Preprint 74, 2005.

  http://www.math.uni-bremen.de/zetem/DFG-Schwerpunkt/preprints/orig/lorenz20051dreport.pdf