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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2510.01798 |
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| _version_ | 1866918328404017152 |
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| author | Bernal-Arencibia, Roberto Medina, Karel Garcia Estevez-Rams, Ernesto Aragon-Fernandez, Beatriz |
| author_facet | Bernal-Arencibia, Roberto Medina, Karel Garcia Estevez-Rams, Ernesto Aragon-Fernandez, Beatriz |
| contents | The Eilers-Whittaker method for data smoothing effectiveness depends on the choice of the regularisation parameter, and automatic selection is a necessity for large datasets. Common methods, such as leave-one-out cross-validation, can perform poorly when serially correlated noise is present. We propose a novel procedure for selecting the control parameter based on the spectral entropy of the residuals. We define an S-curve from the Euclidean distance between points in a plot of the spectral entropy of the residuals versus that of the smoothed signal. The regularisation parameter corresponding to the absolute maximum of this S-curve is chosen as the optimal parameter. Using simulated data, we benchmarked our method against cross-validation and the V-curve. Validation was also performed on diverse experimental data. This robust and straightforward procedure can be a valuable addition to the available selection methods for the Eilers smoother. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_01798 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Optimal smoothing parameter in Eilers-Whittaker smoother Bernal-Arencibia, Roberto Medina, Karel Garcia Estevez-Rams, Ernesto Aragon-Fernandez, Beatriz Methodology Applied Physics The Eilers-Whittaker method for data smoothing effectiveness depends on the choice of the regularisation parameter, and automatic selection is a necessity for large datasets. Common methods, such as leave-one-out cross-validation, can perform poorly when serially correlated noise is present. We propose a novel procedure for selecting the control parameter based on the spectral entropy of the residuals. We define an S-curve from the Euclidean distance between points in a plot of the spectral entropy of the residuals versus that of the smoothed signal. The regularisation parameter corresponding to the absolute maximum of this S-curve is chosen as the optimal parameter. Using simulated data, we benchmarked our method against cross-validation and the V-curve. Validation was also performed on diverse experimental data. This robust and straightforward procedure can be a valuable addition to the available selection methods for the Eilers smoother. |
| title | Optimal smoothing parameter in Eilers-Whittaker smoother |
| topic | Methodology Applied Physics |
| url | https://arxiv.org/abs/2510.01798 |