norse.torch.functional.filter#

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

$$s(t)=x(y)+\alpha \ast s(t-\mathrm{\Delta }t),$$

where smoothing factor .. math:

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

Functions

exp_filter_step(old_value, new_value, parameter)