Smoother (Example):
A simple example of a smoother is the moving average procedure. It is based on averaging elements closest in time to the current time. Mathematically this can be expressed by the following simple formula:
 |
where
is the input of the smoother, the original time series;
is the output of the smoother, the smoothed time series;
is the size of the smoothing window.
The parameter 
( or the size of the window ) determines the degree of smoothing : the greater 
, the smoother the output time series 
.
The ability of this simple smoother to reduce higher frequencies is quite poor. Therefore in time series analysis and other applications other classes of smoothers are normally used.