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arXiv · astro-ph/0701864

An Adaptive Approach to Filter a Time Series Data

Koushik Ghosh·Probhas Raychaudhuri
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Abstract

A physical data (such as astrophysical, geophysical, meteorological etc.) may appear as an output of an experiment or it may come out as a signal from a dynamical system or it may contain some sociological, economic or biological information. Whatever be the source of a time series data some amount of noise is always expected to be embedded in it. Analysis of such data in presence of noise may often fail to give accurate information. The method of filtering a time series data is a tool to clean these errors as possible as we can just to make the data compatible for further analysis. Here we made an attempt to develop an adaptive approach of filtering a time series and we have shown analytically that the present model can fight against the propagation of error and can maintain the positional importance in the time series very efficiently.

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Koushik Ghosh, Probhas Raychaudhuri. 2007-01-30. An Adaptive Approach to Filter a Time Series Data. https://arxiv.org/abs/astro-ph/0701864

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