savgolay: Perform Savitzgy-Golay smoothing on Time Series Data

In rpatrec: Recognising Visual Charting Patterns in Time Series Data

Description

Use this function to smooth your time series data using local polynomial regression, as first pouplarised by Savitzky and Golay (1964).

Usage

savgolay(input, width = 4, degree = 2)

Arguments

input	Input Vector with Time Series Data
width	Width of the filter (to each side of the centre)
degree	Highest degree polynomial

Details

For an overview of the package capabilities, click here rpatrec. See the report for detailed references

Value

Vector containing smoothed time series data.

Examples

savgolay(input=c(1,6,2,46,23,1,2,13,23,35,23,-2,3,23))
## Not run: 
#create a standard HS pattern:
a <- generator()
#add noise to this patterns
b <- noise(a,'white',10)
#smooth to regain the signal
c <- savgolay(b,8,2)

## End(Not run)

rpatrec documentation built on May 1, 2019, 11:17 p.m.