public class TimeseriesSavitzkyGolay
extends AbstractSavitzkyGolay<Timeseries>

A filter that applies Savitzky-Golay smoothing.

For more information see:

A. Savitzky, Marcel J.E. Golay (1964). Smoothing and Differentiation of Data by Simplified Least Squares Procedures. Analytical Chemistry. 36:1627-1639.

William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery (1992). Savitzky-Golay Smoothing Filters.

BibTeX:

 @article{Savitzky1964,
    author = {A. Savitzky and Marcel J.E. Golay},
    journal = {Analytical Chemistry},
    pages = {1627-1639},
    title = {Smoothing and Differentiation of Data by Simplified Least Squares Procedures},
    volume = {36},
    year = {1964},
    HTTP = {http://dx.doi.org/10.1021/ac60214a047}
 }
 
 @inbook{Press1992,
    author = {William H. Press and Saul A. Teukolsky and William T. Vetterling and Brian P. Flannery},
    chapter = {14.8},
    edition = {Second},
    pages = {650-655},
    publisher = {Cambridge University Press},
    series = {Numerical Recipes in C},
    title = {Savitzky-Golay Smoothing Filters},
    year = {1992},
    PDF = {http://www.nrbook.com/a/bookcpdf/c14-8.pdf}
 }
 

Valid options are:

-logging-level <OFF|SEVERE|WARNING|INFO|CONFIG|FINE|FINER|FINEST> (property: loggingLevel)
    The logging level for outputting errors and debugging output.
    default: WARNING
 

-polynomial <int> (property: polynomialOrder)
    The polynomial order to use, must be at least 2.
    default: 2
    minimum: 2
 

-derivative <int> (property: derivativeOrder)
    The order of the derivative to use, >= 0.
    default: 1
    minimum: 0
 

-left <int> (property: numPointsLeft)
    The number of points left of a data point, >= 0.
    default: 3
    minimum: 0
 

-right <int> (property: numPointsRight)
    The number of points right of a data point, >= 0.
    default: 3
    minimum: 0