I have the following problem: I have a time series with counted data. I now want to smooth it using a Gaussian low-pass filter. Is there a method to determine the sigma value? The window should have a size of 365. The data set contains 2191 entries.

In the present study, from which I got the idea, only the filter weights are mentioned. Is this perhaps what is meant by this? It was described with: "required filter weights can be calculated from the standardized normal distribution and its density function". If so, how should this work (I get at the end a function and not a discrete value that I can use for sigma)?


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.