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Savitzky-Golay filter

Open MaxHalford opened this issue 8 months ago • 1 comments

See Wikipedia. The winners of the Kaggle Ashrae competition used it. I checked and it can be computed online. scipy has a function to obtain the convolution coefficients.

It seems that there is a direct connection between the Savitzky-Golay filter and LOESS regression.

MaxHalford avatar Nov 01 '23 16:11 MaxHalford