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Show HN: O(1) Recursive Moving Linear Regression

2 points by Pierdimi ↗ HN
Constant time recursive filter for moving linear regression. Works for any window size k. Formula in the first comment.

3 comments of 5

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rzzzwilson
Interesting. A "zero code" implementation?
Pierdimi
A runnable implementation used for the comparative analysis against the Savitzky-Golay filter on a sawtooth signal is provided in Appendix B of the deposited working paper "Recursive Moving Polynomial Regression: A Unified Constant‑Time Approach" (https://doi.org/10.5281/zenodo.20574595).