A package to smooth time series data in Julia.
Currently v1.0 only includes binomial smoothing.
Takes a 1d data array and smooths the data with a 2Nₚ+1 binomial filter.
This is computed using the method outlined in :
Binomial smoothing filter: A way to avoid some pitfalls of least‐squares
polynomial smoothing
in Review of Scientific Instruments 54, 1034 (1983);
https://doi.org/10.1063/1.1137498
The filter preserves the values starting and ending values of the initial data set.
Usage:
julia> using Smoothing
julia> my_data = [1.0, 2.0, 3.0, 4.0, 5.0]
julia> Smoothing.binomial(my_data, 1)
5-element Vector{Float64}:
1.0
2.0
3.0
4.0
5.0