Is there an R function implementing a Gaussian local detrending and smoothing
within a moving time window ?
I used ksmooth over the entire time series. Plotting the data before and after
this operation shows that the signal is actuslly smoother but
the tend is still there.
I wonder whether ksmooth can be adapted on a sliding window, iteratively
providing overlapping signal segments like:
x[(n+r):(m+r)] where n < m; r =1,2,3,....
so the sliding window width is m-n
However, I do not know how the bandwidth and the window with are going to be
related.
Thank you for any comment and/or suggestion.
Maura
tutti i telefonini TIM!
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