https://github.com/viraltux/smoothers.jl

Collection of basic smoothers and smoothing related applications
https://github.com/viraltux/smoothers.jl

decomposition filter hma julia loess sma smoothing stl time-series

Last synced: 10 months ago
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Collection of basic smoothers and smoothing related applications

• Host: GitHub
• URL: https://github.com/viraltux/smoothers.jl
• Owner: viraltux
• License: mit
• Created: 2021-08-15T22:36:10.000Z (almost 5 years ago)
• Default Branch: main
• Last Pushed: 2023-06-27T15:28:43.000Z (almost 3 years ago)
• Last Synced: 2025-08-01T03:18:43.291Z (10 months ago)
• Topics: decomposition, filter, hma, julia, loess, sma, smoothing, stl, time-series
• Language: Julia
• Homepage:
• Size: 369 KB
• Stars: 17
• Watchers: 2
• Forks: 3
• Open Issues: 4
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# Smoothers

The package Smoothers provides a collection of smoothing heuristics, models and smoothing related applications. The current available smoothers and applications are:

* Henderson Moving Average Filter (**hma**)

* Linear Time-invariant Difference Equation Filter — Matlab/Octave (**filter**)

* Locally Estimated Scatterplot Smoothing (**loess**)

* Seasonal and Trend decomposition based on Loess (**stl**) 

* Simple Moving Average (**sma**)



## Quick Examples

```julia

using Smoothers, Plots

t = Array(LinRange(-pi,pi,100));

x = sin.(t) .+ 0.25*rand(length(t));

# Data

w = 21; sw = string(w)

plot(t,x,label="sin(t)+ϵ",linewidth=10,alpha=.3,

     xlabel = "t", ylabel = "x",

     title="Smoothers",legend=:bottomright)

# Henderson Moving Average Filter

plot!(t,hma(x,w), label ="hma(x,"*sw*")")

# Locally Estimated Scatterplot Smoothing

plot!(t,loess(t,x;q=w)(t), label ="loess(t,x;q="*sw*")(t)")

# Moving Average Filter with Matlab/Octave 'filter'

b = ones(w)/w; a = [1];

plot!(t,filter(b,a,x), label ="filter(1,[1/"*sw*",...],x)")

# Simple Moving Average

plot!(t, sma(x,w,true), label = "sma(x,"*sw*",true)")

```



## References

* [Cleveland et al. 1990] Cleveland, R. B.; Cleveland, W. S.; McRae, J. E.; and Terpenning, I. 1990.  STL: A seasonal-trend decomposition procedure based on loess. Journal of Official Statistics 6(1):3–73.

* Henderson, R. (1916). Note on graduation by adjusted average. Transactions of the Actuarial Society of America, 17:43-48. [Australian Bureau of Statistics: What Are Henderson Moving Averages?](https://www.abs.gov.au/websitedbs/d3310114.nsf/4a256353001af3ed4b2562bb00121564/5fc845406def2c3dca256ce100188f8e!OpenDocument#:~:text=WHAT%20ARE%20HENDERSON%20MOVING%20AVERAGES%3F)

* Octave Forge: [filter function](https://octave.sourceforge.io/octave/function/filter.html)

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