smooth
Wavelet smoothing in a data stream
...The 'smooth' utility applies such smoothing using the wavelet algorithm.
This implementation of wavelet smoothing was optimized for use in a data stream. It was adapted from HMMSeg Wavelet.Java by Thomas E. Wilson, University of Michigan. HMMSeg Wavelet.Java was written by Andrew Hemmaplardh, University of Washington.
http://noble.gs.washington.edu/proj/hmmseg/
Unsupervised segmentation of continuous genomic data, Bioinformatics 2007 23:1424-1426
See the above references for a more thorough description of the principles behind wavelet smoothing.