Filter
scalation.modeling.forecasting.Filter
The Filter trait provides basic time series capabilities for filters. A filter is used to pull out the important information from a time series. Commonly, this involves improving the signal-to-noise ratio, which is often accomplished by using a low-pass filter that remove high frequencies. Such filters are also called smoothers (the smoothed time series has less abrupt changes)
Value parameters
- y
-
the response vector (time series data)
Attributes
- Graph
-
- Supertypes
-
class Objecttrait Matchableclass Any
- Known subtypes
-
class SGFilterclass SimpleExpSmoothing
Members list
In this article