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Re: Moving Least Squares, Anyone?


From: Miroslaw Kwasniak
Subject: Re: Moving Least Squares, Anyone?
Date: Sat, 19 Nov 2005 18:58:46 +0100
User-agent: Mutt/1.5.9i

On Sat, Nov 19, 2005 at 02:15:58PM +0100, Thorsten Meyer wrote:
> My code is terrible:
> 
>     * the function arguments x and y are ordered the wrong way round
>     * the calculation is slow because it is not vectorized (does anybody
>       know a way to vectorize it?)
>     * the treatment of the vector edges can probably be improved a lot
> 
> But the function has been working for me for quite some time now. And
> you can certainly use it to see if the algorithm does what you need.

You can look at loess/lowess or sizer algorithms.

For short data I found smooth from Wafo Toolbox (GPL) usefull.

Thread autor asked about MLS without writing area of interrest :(

I found googling then exact MLS term is mostly used in surface approximation
(from a cloud of points). I found one saying that the Kalman filter is a
part MLS (in GPS context) ...



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