ESS210B
Prof. Jin-Yi Yu
Filtering
of Time Series
qTime filtering technique is used to remove or to retain variations at particular bands of frequencies
from the time series.
qThere are three types of filtering:
(1) High-Pass Filtering
keep high-frequency parts of the variations and remove low-frequency parts of the
variations.
(2) Low-Pass Filtering
keep low-frequency and remove high-frequency parts of the variations.
(3) Band-Pass Filtering
remove both higher and lower frequencies and keep only
certain frequency bands of the variations.