Questions tagged [smoothing]

I have a pitch tracker that can be quite unsmooth in its output (in Hz). A Savitzky-Golay filter has been good at smoothing but it looks like it adds a lot of multiplies on top of the already intensive O(N^2) multiplies from the autocorrelator doing…

I have some mortgage data and I am trying to detect when a borrower refinances. To do so, I use a moving average filter to smooth my data and then I run a Bai and Perron (1998) structural break test on the borrowers monthly payments. I am wondering…

I have a signal that it is like a Sinusoidal signal with many local maximum, I want to smooth this signal with almost connecting it's local maximum to each other.

I have a signal (in blue) that I would like to smooth out (in red, moving average). I would like to get red peaks to look more round than triangular and at the same time their width would become closer to the original ones. Do you know / can you…