Smoothing

[parpwhick]

A newbie request: something I'm using very often is smoothing some time signals, using the recipes provided in the Scipy Cookbook.

Can you implement some kind of smooth function here in DSP? I suppose many other people would be looking for it, using some simple window function. The conv function doesn't support the mode=same keyword as the Python version to make a direct translation, and I'm not signal-savy enough to make my own.

[JayKickliter]

At first glance it looks they are doing something like filtfilt which filters in both directions to keep the output aligned with input. We should everything in DSP.jl to do this. I'll look a little closer later today.

[parpwhick]

Thanks, I didn't know about filtfilt. Trying all the combinations I got this to work and give satisfactory results:

function smooth(x::Vector, window_len::Int=7, window::Symbol=:lanczos)
    w = getfield(DSP.Windows, window)(window_len)
    return DSP.filtfilt(w ./ sum(w), [1.0], x)
end

Still, a version by someone who knows what that means would be useful in the module.