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lib/filters/wiener/Wiener.md
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# Wiener Filter
# Wiener Filter
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Filter |
| **Inputs** | Source (close) |
| **Parameters** | `period`, `smoothPeriod` (default 10) |
| **Outputs** | Single series (Wiener) |
| **Output range** | Tracks input |
| **Warmup** | `Math.Max(period, smoothPeriod)` bars |
### TL;DR
- The Wiener Filter is an optimal linear filter that attempts to minimize the mean square error between the estimated random process and the desired ...
- Parameterized by `period`, `smoothperiod` (default 10).
- Output range: Tracks input.
- Requires `Math.Max(period, smoothPeriod)` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The signal is the truth. The noise is just an opinion."