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Curve smoothing
Posted: January 15th, 2011, 6:46 am
by marketJunk
Folks, What are the various ways of smoothing curves once it has been fitted ?
Curve smoothing
Posted: January 15th, 2011, 7:16 am
by marketJunk
While researching, I found, perhaps, filters are best way to smooth data. Please correct me if I am wrong.Which are the good filters that can be easily implemented in C++ or VBA ?
Curve smoothing
Posted: January 15th, 2011, 10:09 am
by frattyquant
Moving average is the easiest! It's already in the Data analysis toolpack of excel.
Curve smoothing
Posted: January 15th, 2011, 7:08 pm
by marketJunk
QuoteOriginally posted by: frattyquantMoving average is the easiest! It's already in the Data analysis toolpack of excel.moving average does not seems to do any good...in fact it is worseing my results !!!!
Curve smoothing
Posted: September 20th, 2012, 5:01 pm
by ExSan
FACE - BOOK : market data Curve Smoothing is performed using Fourier Spectral AnalysisDOWNLOAD & INSTALL GNUPLOT --- °Looking for the latest version? Download gp460-win32-setup.exe (9.9 MB)°--- download site --- >
https://sourceforge.net/projects/gnuplo ... RUCTIONS:1. Download attached zip file. Extract / execute ExSan_Smooth_Curve_Using_FourierData files (samples included) must be placed in advance in the directory c:\exsan 1 From File Your Data File in c:\exsan Data file ---> FB0 exit // must exit WHEN YOU EXIT THE PROGRAM, explorer will display c:\exsan directoryHighlight and "execute" all files that look like ExSan_Plot_Fourier_Filter_ibm2_xxxx_.....Hit exsan_out (html) to see graphs
Curve smoothing
Posted: September 25th, 2012, 12:44 am
by purbani
Singular Spectrum Analysis (SSA) produces a zero lag filter and is easier to apply than Fourier - non-causal though so subject to re-drawing when new information arrives. Can be made causal by taking the end-point or forecast and iterating over some window period. Basic Excel and VBA demo here P.S. the code is a bit of a hack job and still a work in progress.