Skip to contents

Weighted Moving Average

Source: R/moving_average_smooth.R
moving_average_smooth.Rd

Weighted Moving Average Smoothing

Usage

moving_average_smooth(signal, window, max_smooth_iteration = 12)

Arguments

signal

Signal values (Numeric | vector)

window

filter weights for smoothing (Numeric | vector)

max_smooth_iteration

Maximum number of iterations of moving average algorithm (Integer)

Value

smooth signal

Details

Weighted Moving Average Smoothing is used to smooth en the mean and envelope signal

References

https://pypi.org/project/PyLMD/

Author

Shubhra Prakash, shubhraprakash279@gmail.com

Examples

x=0:100
y = (2 / 3 )* sin(x * 30) + (2 / 3) * sin(x * 17.5) + (4 / 5) *cos(x * 2)
plot(y,type="l")

wma=moving_average_smooth(y,5)
plot(wma,type="l")