dev.nm.dsp.univariate.operation.system.doubles

Class MovingAverageByExtension

java.lang.Object

dev.nm.dsp.univariate.operation.system.doubles.MovingAverageByExtension

All Implemented Interfaces:

Filter

public class MovingAverageByExtension
extends Object
implements Filter

This implements a moving average filter with these properties: 1) both past and future observations are used in smoothing; 2) the head is prepended with the first element in the inputs (x_t = x_1 for t < 1); 3) the tail is appended with the last element in the inputs (x_t = x_n for t > n). When the filter length is even, more of the filter is forward in time than backward. Note that both past as well as future values are used in generating the outputs. Be cautious to use this in a forecasting model.

Constructor Summary

Constructors

Constructor and Description
MovingAverageByExtension(double[] filter) Construct a moving average filter with prepending and appending.

Method Summary

Modifier and Type	Method and Description
double[]	transform(double[] x) Transforms the input signal into the output signal.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MovingAverageByExtension

public MovingAverageByExtension(double[] filter)

Construct a moving average filter with prepending and appending.

Parameters:

filter - the filter coefficients in reverse time order

Method Detail

transform

public double[] transform(double[] x)

Description copied from interface: Filter

Transforms the input signal into the output signal.

Specified by:

transform in interface Filter

Parameters:

x - the input signal

Returns:

the filtered signal