Open jbouzanquet opened 11 years ago
Yes. We should consider them. These are doing something different in terms of how they transform the data, however. These behave by taking a noisy signal and returning a less noisy signal, so the original data points are replaced. The current filter is designed to 'cherry pick' the data by selecting points that are less noise-like. No real problem with either method, tho.
Something that also came to mind is if we use a binomial filter with the weights reflected across the axes 1/4 way from the center. Basically the far edges count more. I'm not sure I'm thinking through that right, particularly with my headache right now. I'm trying to come up with a way to eliminate the spikes. See the spreadsheets I made from generated data that still have some of the spikes remaining.
No... the binomial puts more emphasis on the local points.
Think about it this way:
The results should be a LOT closer to the actual signal than the noisy ones we have. The whole running-average or binomial methods are ways of stripping the high-frequency noise components out of the data signal.
I was just reading an article on climate change, and one of the graphs in the article intrigued me. They show a curve rather like we want to produce for our "filtered" or "smoothed" data, but use what they call a binomial filter. Google produces a page with a simple description of this filter. The binomial filter appears to be a moving average weighted by binomial coefficients. Is it worth trying it instead of the moving average?