feat(filters): add NET - Ehlers Noise Elimination Technology (TASC Dec 2020)

This commit is contained in:
Miha Kralj
2026-03-17 14:38:31 -07:00
parent f7dcc20f7c
commit 8112009b32
14 changed files with 1092 additions and 0 deletions
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@@ -144,6 +144,7 @@ Signal processing filters adapted for financial time series. Designed to separat
| [**LMS**](../lib/filters/lms/Lms.md) | Least Mean Squares | Widrow-Hoff adaptive FIR filter |
| [**LOESS**](../lib/filters/loess/Loess.md) | LOESS Smoothing | Local polynomial regression |
| [**MODF**](../lib/filters/modf/Modf.md) | Modular Filter | Dual-path adaptive filter with state selection |
| [**NET**](../lib/filters/net/Net.md) | Ehlers Noise Elimination Technology | Kendall Tau-a rank correlation for noise elimination |
| [**NOTCH**](../lib/filters/notch/Notch.md) | Notch Filter | Single frequency rejection |
| [**NW**](../lib/filters/nw/Nw.md) | Nadaraya-Watson Estimator | Non-parametric Gaussian kernel regression smoothing |
| [**ONEEURO**](../lib/filters/oneeuro/OneEuro.md) | One Euro Filter | Speed-adaptive low-pass, adaptive cutoff |
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@@ -172,6 +172,7 @@ These are the heavy artillery. Kalman filters, Butterworth filters, wavelets. If
| LMS | Least Mean Squares | [lms.pine](../lib/filters/lms/lms.pine) |
| LOESS | LOESS Smoothing | [loess.pine](../lib/filters/loess/loess.pine) |
| MODF | Modular Filter | [modf.pine](../lib/filters/modf/modf.pine) |
| NET | Ehlers Noise Elimination Technology | [net.pine](../lib/filters/net/net.pine) |
| NOTCH | Notch Filter | [notch.pine](../lib/filters/notch/notch.pine) |
| NW | Nadaraya-Watson Estimator | [nw.pine](../lib/filters/nw/nw.pine) |
| ONEEURO | One Euro Filter | [oneeuro.pine](../lib/filters/oneeuro/oneeuro.pine) |