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lowess
2010 May 11
3
Smoothing Techniques - short stepwise functions with spikes
...more than one or two points. I
consider larger groups as relevant and want to keep them in. I
sometimes have less than 5 points for each step, and up to 50 at max.
Given these conditions would you suggest using one of the moving
averages (e.g. SMA, EMA, DEMA, ...) or the locally linear regression
(lowress) method. Are there any other options? Does anybody know a
good site that overviews all methods without going to much into
mathematical details but rather focusing on the requirements and
underlying assumptions of each method? Is there perhaps even a package
that runs and visualizes a comparison on...