| Interface | Description |
|---|---|
| Filter |
A filter, for signal processing, takes (real) input signal and transforms it to (real) output signal.
|
| Class | Description |
|---|---|
| MovingAverage |
This applies a linear filter to a univariate time series using the moving average estimation.
|
| MovingAverageByExtension |
This implements a moving average filter with these properties:
1) both past and future observations are used in smoothing;
2) the head is prepended with the first element in the inputs (x_t = x_1 for t < 1);
3) the tail is appended with the last element in the inputs (x_t = x_n for t > n).
|
| Enum | Description |
|---|---|
| MovingAverage.Side |
the types of moving average filtering available
|