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online-ml / river

🌊 Online machine learning in Python
https://riverml.xyz
BSD 3-Clause "New" or "Revised" License
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Savitzky-Golay filter #1424

Open MaxHalford opened 8 months ago

MaxHalford commented 8 months ago

See Wikipedia. The winners of the Kaggle Ashrae competition used it. I checked and it can be computed online. scipy has a function to obtain the convolution coefficients.

It seems that there is a direct connection between the Savitzky-Golay filter and LOESS regression.

eugene-kamenev commented 6 months ago

Found interesting paper on this topic: Why and How Savitzky–Golay Filters Should Be Replaced Source codes for filters are available under Supplementary Materials section.