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

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

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