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SSAVGDENOIS: MATLAB function to denoise a time series


  • Shapour Mohammadi

    () (University of Tehran)


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

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    Denoising; state space averaging; time series; chaos;


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