savitzky–golay

Savitzky–Golay filter in Java.

Code ported from https://github.com/pconstantinou/savitzkygolay

Available at Maven Central.

dependencies {
  implementation("io.vacco.savitzky-golay:savitzky-golay:<LATEST_VERSION>")
}

This code is based on the article: Smoothing and Differentiation of Data by Simplified Least Squares Procedures

Provides an effective way of smoothing data that generally follows curves found in polynomials.

It is particularly good alternative to a moving average since it does not introduce a delay proportional to about half the window length.

The filter runs on O(number of elements * size of window).

See test case for usage example.

Render plot in eCharts.