A perfect smoother

A perfect smoother
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DOI:
10.1021/ac034173t
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发表时间:
2003-07-15
影响因子:
7.4
通讯作者:
Eilers, PHC
Eilers, PHC
中科院分区:
化学1区
文献类型:
--
作者:
Eilers, PHC

文献摘要

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众所周知且流行的Savitzky-Golay滤波器具有若干缺点。一个非常有吸引力的替代方案是基于惩罚最小二乘的平滑器,扩展了惠特克80年前提出的想法。这个平滑器非常快,可以连续控制平滑度,自动插值,并允许快速的留一交叉验证。它可以用几行Matlab代码编程。理论,实现和应用。
The well-known and popular Savitzky-Golay filter has several disadvantages. A very attractive alternative is a smoother based on penalized least squares, extending ideas presented by Whittaker 80 years ago. This smoother is extremely fast, gives continuous control over smoothness, interpolates automatically, and allows fast leave-one-out cross-validation. It can be programmed in a few lines of Matlab code. Theory, implementation, and applications are presented.