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Digital Signal Processing (DSP) filter

DSP (digital signal processing) filters are commonly used on input series to reduce their noise. This is typically a more rigorous option to "smooth" a series than using a rolling aggregate.

Quiver includes three separate filtering algorithms/prototypes:

For each algorithm, a filter response must be selected from the following options:

Input type

Time series

Output type

Time series

Example

DSP filter example

Transform equivalent

DSP filter

Transform a time series using a digital signal processing filter.