Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more. 
Home Bivariate Data Smoothing SavitzkyGolay Filter  
See also: mathematical details, coefficients  
SavitzkyGolay FilterOne approach for smoothing the time series is to replace each value of the series with a new value which is obtained from a polynomial fit to 2n+1 neighboring points (including the point to be smoothed), with n being equal to, or greater than the order of the polynomial. Savitzky and Golay have shown in their original paper that a moving polynomial fit can be numerically handled in exactly the same way as a weighted moving average, since the coefficients of the smoothing procedure are constant for all y values. Thus, SavitzkyGolay smoothing is very easy to apply. Furthermore, it can be shown that the same algorithm can be used to calculate smoothed first and second derivatives of the signal.


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