Monday, June 29, 2009

Getting rid of stubble

I have a time series: As you can see, my time series has hair. I want to separate out the hair.

My initial idea was to smooth the series by doing some sort of averaging, but I'm not convinced that averaging won't change the underlying curve. My second idea was to simply clip the outliers, but the outliers aren't as extreme down in the tail, so I'd have non-uniform noise in the curve.

My current thought is to apply a band-stop filter of some sort.

There's not much programming in this, yet, but I suspect there will be.
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