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SSAVGDENOIS: MATLAB function to denoise a time series

Author

Listed:
  • 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.

Suggested Citation

  • Shapour Mohammadi, 2009. "SSAVGDENOIS: MATLAB function to denoise a time series," Statistical Software Components T741503, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:t741503
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/s/ssavgdenois.m
    File Function: program file
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    More about this item

    Keywords

    Denoising; state space averaging; time series; chaos;

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