Bilateral exponential smoothing of time series
Naohiro Ishii, Akira Iwata, Nobuo Suzumura · International Journal of Systems Science · 1981
This paper discusses how to extract signals in additive noise. In the biomedical sciences, the structure of signal and noise is often unknown in advance of data processing. In these situations, smoothing methods are frequently applied as a preprocessing of the biomedical data. The unilateral exponential smoothing necessarily involves the defect of phase delay. The phase delay of data processing makes trouble for the estimation of the exact latency of the response of the system to the stimulus. To overcome this problem, we develop a bilateral exponential smoothing. This smoothing removes the phase delay of the unilateral one in data processing. Finally, we apply the method developed here to data of the activity of a neural cell in the cerebellum of a monkey