Lovelace's Square - Whittaker smoother for data with missing values
MIT | 1.0 | 2025-02-14
Whittaker smoother for data with missing values
PreprocessingMissing dataMATLAB
Adrián Gómez-Sánchez
Lovelace's Square
The Whittaker smoother is a signal processing tool that minimizes noise while preserving the overall trends of input data. It uses a penalized least squares method with a smoothing parameter 𝜆 and a difference operator of order 𝑑. Additionally, it uses an iterative imputation method to handle missing values effectively.
Reference:Eilers, P. H. C. (2003). A perfect smoother. Analytical Chemistry, 75(14), 3631-3636. https://doi.org/10.1021/ac034173t