Boosted Whittaker-Henderson Graduation of Order 1: A Graph Spectral Filter Using Discrete Cosine Transform

Authors

DOI:

https://doi.org/10.37256/cm.6220254409

Keywords:

Whittaker-Henderson graduation, boosted Hodrick-Prescott filter, graph Laplacian, graph spectral filter, discrete cosine transform

Abstract

The Whittaker-Henderson (WH) graduation of order 1 is a smoothing/filtering method for equally spaced one-dimensional data. Inspired by Phillips and Shi, this paper introduces the boosted version of the WH graduation of order 1. We show that it is a graph spectral filter using the discrete cosine transform, and then provide a simple formula for the (i, j) entry of its smoother matrix. We also show that it is a linear smoother such that the filter weights sum to unity and the smoother matrix is bisymmetric, i.e., symmetric and centrosymmetric. GNU Octave user-defined functions based on the obtained results are also provided.

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Published

2025-03-20