smooth
Wavelet smoothing in a data stream
It is often necessary to smooth high frequency fluctuations out of data streams sequenced by time, position, etc. 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...