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