Re: Moving average / smoothing data
- To: mathgroup at smc.vnet.net
- Subject: [mg64081] Re: [mg64063] Moving average / smoothing data
- From: "Carl K. Woll" <carlw at wolfram.com>
- Date: Tue, 31 Jan 2006 01:14:38 -0500 (EST)
- References: <200601300410.XAA29456@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Lea Rebanks wrote:
> Hi All,
>
> Given the following function & subsequent plot.
>
> tt={1.5*Sin[x]+0.5*Sin[20*x],1.5*Sin[x]};
> pp=Plot[Evaluate[tt],{x,0,20}];
>
>
> I am trying to get the best smoothing / moving average function closest
> to the underlying 1.5*sin[x]
>
> Has anyone got any suggestions? Please show coding in reply so I can
> plot & see result.
>
> I have similar noise on exponential data, so hopefully
> the moving average you recommend will work on that too.
>
> Many thanks for your attention.
>
> Lea Rebanks...
>
> PS I am using version 5.1
>
Have you looked into the Statistics`DataSmoothing` package? For example:
Needs["Statistics`DataSmoothing`"]
data = Table[{x, 1.5 Sin[x] + .5 Sin[20x]}, {x, 0, 20, .1}];
smoothed = MovingAverage[data, 10];
Show[{
ListPlot[smoothed, PlotJoined -> True, DisplayFunction -> Identity],
ListPlot[data, DisplayFunction -> Identity]},
DisplayFunction -> $DisplayFunction]
You could also check out LinearFilter and ExponentialSmoothing.
Carl Woll
Wolfram Research
- References:
- Moving average / smoothing data
- From: "Lea Rebanks" <lrebanks@netvigator.com>
- Moving average / smoothing data