Talk:Savitzky–Golay filter

message: I've done a significant amount of work on optimal computation and could use some help in getting it into wikipedia. First I'd like someone to review it! I do have a copy of the paper somewhere, and might add a synopsis of it to the main page if I can dig it up.
Either of you interested enough to talk with me?
Prenatal (talk) 02:34, 16 July 2008 (UTC)
thread_title: I'd like to make a major ( by volume :) addition 

message: The article says "Methods are also provided for calculating the first up to the fifth derivatives."  Is there any particular reason this is limited to 5th derivatives?  I would expect ill-conditioning at some order, but I would expect that to be hardware dependent, rather than a hard limit of 5.  There are also limits where you should pick a higher-order fit polynomial for higher derivatives, but again, that's not a hard limit.  My intro to this filter was from "Numerical Recipes in C", 2nd ed., sec 14.8.  —Preceding unsigned comment added by 70.234.254.126 (talk) 18:44, 14 October 2009 (UTC)
thread_title: Order of derivative

message: I looked at the fundamentals of statisitcs link; incomprehensible
The anal chem papers are paywalled  — Preceding unsigned comment added by 68.236.121.54 (talk) 17:09, 23 April 2012 (UTC)
thread_title: example svp for the stupid ?

message: You might look at BRL Report 863 by L.S. Dederick, 1953. It describes the same algorithm. It is on the DTIC website.  — Preceding unsigned comment added by 69.251.18.149 (talk) 17:32, 15 May 2012 (UTC)
thread_title: Alternate explanation

message: Many might well come here for the explicit formulas. As it stands the article is lacking the most important aspects. The remark on Dederick's paper is interesting, direct link: http://www.dtic.mil/docs/citations/AD0021009.  — Preceding unsigned comment added by 94.196.247.207 (talk) 23:24, 17 November 2012 (UTC)
thread_title: Formulas are needed

message: Firstly, S&G did not invent the process. It goes back into the 19th. century, described in the first edition of Whittaker&Robinson which I have seen, but cannot verify precisely. Guest has tables of convolution coefficients. I have removed reference to the moving average because it's just the same as a SG filter - a n-point linear smoothing filter has coefficients 1/n. I assume that S&G regarded this as too trivial to include in their paper. I've also removed reference to "advantages" because the comparison with moving average is irrelevant, for the reason mentioned in the last paragraph. There are some interesting properties, decribed and proved in appendix 7 of my book "Data fitting in the Chemical Sciences", including the property that smoothing leaves the area under a function unchanged. These properties might well go into the body of the article. Petergans (talk) 12:30, 6 May 2013 (UTC)
thread_title:  Revised lead 

message: A minus sign in non-TeX mathematical notation looks different from a stubby little hyphen:
: -86
: −86
I fixed a bunch of these.  See WP:MOSMATH. Michael Hardy (talk) 14:49, 2 June 2013 (UTC)
thread_title:  minus signs 

message: The article has been merged with Numerical smoothing and differentiation. After a week or two, I shall ask for that article to be deleted. In the meantime, any comments will be welcome. 
Please check for spelling errors and typos. Petergans (talk) 20:30, 30 July 2013 (UTC)
replies: text: The old article has not been deleted, but has been changed into a redirect. Petergans (talk) 11:56, 11 October 2013 (UTC)
thread_title:  merged with therory 

message: Please.
: 
I found a huge number of instances of "Savitzky-Golay" (with a hyphen) instead of "Savitzky–Golay" (with an en-dash).  And many many cases of things like -7 (with a hyphen) instead of −7 (with a minus sign).  And lots of other things just as bad.  Please look at WP:MOS and apply common sense. Michael Hardy (talk) 05:13, 2 January 2014 (UTC)
replies: text: Most editors don't know the difference and don't care.  Just fix them.  That's what I do.  Dicklyon (talk) 05:31, 2 January 2014 (UTC)
thread_title:  Common sense 

message: The table of Savitzky-Golay coefficients at the bottom of the article is all correct, except for the last two columns of "Coefficients for 2nd derivative". In particular, the normalization factors are incorrect: instead of 99 and 4719, they should be 1188 and 56628.  — Preceding unsigned comment added by 184.9.20.9 (talk) 22:42, 6 April 2014 (UTC)
thread_title:  Appendix has incorrect coefficients 

message: Lacking access to S-G's original paper, it would be a kindness to extend the table at the bottom of the article to show the convolution kernels for smoothing and derivatives for window sizes 5 to 25.  — Preceding unsigned comment added by Shg4421 (talk • contribs) 16:55, 24 September 2014 (UTC)
replies: text: For most practical purposes the coefficients for quadratic/cubic polynomials are adequate. These coefficients can be calculated with the algebraic expressions given in the article.Petergans (talk) 08:11, 25 September 2014 (UTC)

text: Good point. I'll work on it. It's a quirk of the system that, for example, smoothing coefficients are the same for both quadratic and cubic polynomials. A full explanation is given in Savitzky–Golay filter#Derivation of convolution coefficients. It arises because the sum of odd powers of z is always zero. Petergans (talk) 07:55, 28 September 2014 (UTC)

text: Personal websites are not normally considered suitable external links, unless they meet WP:ELNO#EL11.  As the intention would be to use this as a semi-reference, WP:SPS is also relevant.  In short, only if you are a recognised expert in the field. SpinningSpark 08:13, 30 September 2014 (UTC)

text: A long time ago I wrote a stand-alone application to calculate the S-G coefficients. The user specifies the polynomial degree (<=3), the derivative order (0, 1, 2 or 3) and the number of convolution points.  If anyone is interested in acquiring a copy of the EXE file, I can be contacted at peter dot gans @ hyperquad dot co dot uk. Source code (Delphi, Pascal) can also be provided. Petergans (talk) 09:34, 30 September 2014 (UTC)

text: As it says in the link I provided, a recognised expert is one "whose work in the relevant field has previously been published by reliable third-party publications." A Microsoft MVP in Excel is not sufficient. SpinningSpark 15:52, 30 September 2014 (UTC)
thread_title:  Extend the Table of Coefficients 

message: The Savitzky–Golay filter fits a curve by "by the method of linear least squares," which means that it minimizes the mean square error between the polynomial and the observations; this is however sensitive to outliers and might therefore not be suitable in all cases. Is there a robust variant of the Savitzky–Golay filter that instead minimizes the mean absolute error, or a Huber loss (or some other loss function with bounded derivatives), and what is that filter called in that case? I have found a paper called "Robust Savitzky-Golay filters," but that is behind a paywall so I cannot access it. —Kri (talk) 12:35, 23 October 2023 (UTC)
thread_title:  Robust variant?