Data Denoising with Percentile FilterΒΆ

Non-Causal Step

The step applies the Percentile Filter 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
  3. A specified percentile of a certain number of data points around the considered data point

Output Parameters

  1. Denoised time series data




Top Percentile Filter