Data Denoising with Single Exponential SmoothingΒΆ

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




Single Exponential Smoothing


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