mauede at alice.it
2009-May-07 08:43 UTC
[R] Gaussian local detrending and smoothing within a moving time window
Is there an R function implementing a Gaussian local detrending and smoothing within a moving time window ? I used ksmooth over the entire time series. Plotting the data before and after this operation shows that the signal is actuslly smoother but the tend is still there. I wonder whether ksmooth can be adapted on a sliding window, iteratively providing overlapping signal segments like: x[(n+r):(m+r)] where n < m; r =1,2,3,.... so the sliding window width is m-n However, I do not know how the bandwidth and the window with are going to be related. Thank you for any comment and/or suggestion. Maura tutti i telefonini TIM! [[alternative HTML version deleted]]