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SSAVGDENOIS: MATLAB function to denoise a time series

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Author Info

  • Shapour Mohammadi

    ()
    (University of Tehran)

Abstract

This 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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File URL: http://fmwww.bc.edu/repec/bocode/s/ssavgdenois.m
File Function: program file
Download Restriction: no

Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number T741503.

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Programming language: MATLAB
Requires: MATLAB
Date of creation: 16 Jul 2009
Date of revision:
Handle: RePEc:boc:bocode:t741503

Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: Denoising; state space averaging; time series; chaos;

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