Package | Description |
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dev.nm.dsp.univariate.operation.system.doubles |
Modifier and Type | Class and Description |
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class |
MovingAverage
This applies a linear filter to a univariate time series using the moving average estimation.
|
class |
MovingAverageByExtension
This implements a moving average filter with these properties:
1) both past and future observations are used in smoothing;
2) the head is prepended with the first element in the inputs (x_t = x_1 for t < 1);
3) the tail is appended with the last element in the inputs (x_t = x_n for t > n).
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