An extension of the iterated moving average
Fig 4
Example periodograms of white noise and EKZ filtered time series with even valued filter window length, and corresponding energy transfer functions.
The periodogram of a white noise time series in black and the periodograms of that same time series after applying Extended Kolmogorov-Zurbenko filters in magenta, and
in dark magenta. The energy transfer functions of an
filter is shown as the magenta curve,
in dark magenta, and the closest
, or equivalent
, filter energy transfer function displayed in red with corresponding scale on the right.