An extension of the iterated moving average
Fig 5
Example log periodograms of white noise and EKZ filtered time series with non-integer valued filter window length, and corresponding energy transfer functions.
The log periodogram of a white noise time series in black and the periodograms of that same time series after applying Extended Kolmogorov-Zurbenko filters in yellow. The approximate energy transfer functions of the
filter is shown as the yellow curve, and the closest possible
displayed in red and
displayed in green with corresponding scale on the right.