norse.torch.functional.filter

norse.torch.functional.filter

An Exponential smoothing or exponential filter that smoothing time series data using the exponential window function.

\[s(t) = x(y) + \alpha * s(t - \Delta t),\]

where smoothing factor .. math:

\alpha = e^{-\Delta t * \tau_{filter_inv}}.

Functions

exp_filter_step(old_value, new_value, parameter)