Data Denoising with Single Exponential Smoothing

Causal Step

This step smooths noisy time series data by assigning exponentially decreasing weights over time to each individual value.

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

Single Exponential Smoothing

References

• K.D. Kammeyer and K. Kroschel, Digitale Signalverarbeitung, 5th ed. Stuttgart: Teubner, 2002.