00mjk / smoothing.jl

A package to smooth time series data in Julia. Currently v1.0 only includes binomial smoothing.

Smoothing.jl

A package to smooth time series data in Julia.
Currently v1.0 only includes binomial smoothing.

Takes a 1d data array and smooths the data with a 2Nₚ+1 binomial filter. This is computed using the method outlined in :

Binomial smoothing filter: A way to avoid some pitfalls of least‐squares polynomial smoothing
in Review of Scientific Instruments 54, 1034 (1983); https://doi.org/10.1063/1.1137498

The filter preserves the values starting and ending values of the initial data set.

Example (you can easily manually verify my_data's smoothing is correct.)

Usage:

julia> using Smoothing
julia> my_data = [1.0, 2.0, 3.0, 4.0, 5.0]
julia> Smoothing.binomial(my_data, 1)

5-element Vector{Float64}:
 1.0
 2.0
 3.0
 4.0
 5.0