Just made a public package with moving quantile filter that is much faster (3x-20x) than any other alternatives I’ve found in Julia. This is an optimized case for 1-dimensional filters.
For a detailed benchmark and examples see:
Meanwhile, a little survey: what additional functionality you are looking from moving window filters?
- moving window with variable length, e.g. fixed time window for irregular time events
- moving window with decimation (window step or stride)
- none of above, another option in comments
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