com.numericalmethod.suanshu.signalprocessing.filter
Class MovingAverageByExtension

java.lang.Object
  com.numericalmethod.suanshu.signalprocessing.filter.MovingAverageByExtension

All Implemented Interfaces:

Filter

public class MovingAverageByExtension
extends java.lang.Object
implements Filter

This implements a Moving Average filter with these properties

both past and future observations are used in smoothing the head is prepended with the first element in the inputs the tail is appended with the last element in the inputs

Note that both past as well as future values are used in generating the outputs. Thus, be cautious to use this in a forecasting model.

When the filter length is even, more of the filter is forward in time than backward.

Constructor Summary

MovingAverageByExtension(double[] filter)
Create a MovingAverageByExtension filter.

Method Summary

double[]

filtering(double[] Xt) Get the filtered signals.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MovingAverageByExtension

public MovingAverageByExtension(double[] filter)

Create a MovingAverageByExtension filter.

Parameters:

filter - the filter coefficients in reverse time order

Method Detail

filtering

public double[] filtering(double[] Xt)

Description copied from interface: Filter

Get the filtered signals.

Specified by:

filtering in interface Filter

Parameters:

Xt - the input signals

Returns:

the filtered signals