Interface | Description |
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Filter |
A filter, for signal processing, takes (real) input signal and transforms it to (real) output signal.
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Class | Description |
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MovingAverage |
This applies a linear filter to a univariate time series using the moving average estimation.
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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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Enum | Description |
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MovingAverage.Side |
the available types of moving average filtering
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