commons-user mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From Thomas Neidhart <>
Subject Re: [math] smoothing techniques
Date Wed, 08 May 2013 18:54:55 GMT
On 05/08/2013 07:54 PM, wrote:
> Dear all,
> I would like to know if in math commons is implemented an algorithm that can be used
for cleaning a noisy time series.
> I have the following problem: in my Java application I need to run some calculations
on a set of time series of experimental data. Before applying my algorithms, I would like
to apply a suitable smoothing technique for reducing the noise in the data.
> Usually, when I work with Matlab, I solve the problem by means of the fitting toolbox
and, more specifically, by substituting the noisy time series with those obtained by applying
the Smoothing spline fitting algorithm (which is, more or less, the same of the smooth.spline
algorithm implemented in R).
> Is there something similar implemented in math commons?

Hi Luca,

to smooth the output of a stochastic linear process, you can use the
KalmanFilter implementation (see
You may need to setup your process model and define the estimated
(gaussian) noise to get good results, just ask if you need help.

There are also several (polynomial) fitters in the fitter package, which
may do what you have in mind.


To unsubscribe, e-mail:
For additional commands, e-mail:

View raw message