Table 2.
Filter | Description |
---|---|
Moving | A low pass filter with filter coefficients equal to the reciprocal of the span. |
LOWESS | Local regression using weighted linear least squares and a 1st degree polynomial model. |
LOESS | Local regression using weighted linear least squares and a 2nd degree polynomial model. |
Savitzky-Golay | A generalized moving average with filter coefficients determined by an unweighted linear least-squares regression and a polynomial model of specified degree. The method can accept nonuniform predictor data. |
RLOWESS | A robust version of ‘lowess’ that assigns lower weight to outliers in the regression. The method assigns zero weight to data outside six mean absolute deviations. |
RLOESS | A robust version of ‘loess’ that assigns lower weight to outliers in the regression. The method assigns zero weight to data outside six mean absolute deviations. |