moving_average_smooth {LMD}

Weighted Moving Average

Description

Weighted Moving Average Smoothing

Usage

moving_average_smooth(signal, window, max_smooth_iteration = 12)

Arguments

signal

Signal values (Numeric | vector)

window

filter weights for smoothing (Numeric | vector)

max_smooth_iteration

Maximum number of iterations of moving average algorithm (Integer)

Details

Weighted Moving Average Smoothing is used to smooth en the mean and envelope signal

Value

smooth signal

Author(s)

Shubhra Prakash, [e-mail]

References

https://pypi.org/project/PyLMD/

Examples

x=0:100
y = (2 / 3 )* sin(x * 30) + (2 / 3) * sin(x * 17.5) + (4 / 5) *cos(x * 2)
plot(y,type="l")
wma=moving_average_smooth(y,5)
plot(wma,type="l")