Smoothing Rates of Change
This is probably something that would have been obvious to everyone else, but stumped me for a bit when I came across it the other day. I was looking at the rate of change of a sequence, and my smoothing algorithm wasn’t doing any better than just subtracting two points in the sequence farther apart. In fact, the results were identical. This won’t be particularly rigorous, but I believe the concept is valid.
23 December 2013