SSAVGDENOIS: MATLAB function to denoise a time series
AbstractThis code uses state space averaging method for denoising of time series. Running the code is time consuming but its result is precise.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number T741503.
Programming language: MATLAB
Date of creation: 16 Jul 2009
Date of revision:
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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