SSAVGDENOIS: MATLAB function to denoise a time series

Shapour Mohammadi ()

Statistical Software Components from Boston College Department of Economics

Abstract: This code uses state space averaging method for denoising of time series. Running the code is time consuming but its result is precise.

Language: MATLAB
Requires: MATLAB
Keywords: Denoising; state space averaging; time series; chaos (search for similar items in EconPapers)
Date: 2009-07-16

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/ssavgdenois.m program file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:t741503

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().