Savitzky-Golayフィルタ

Savitzky-Golayフィルタ関数を定義します。この関数では、入力データの配列、窓幅、多項式次数、微分の次数を引数として取ります。

Function SavitzkyGolayFilter(data As Variant, window As Integer, order As Integer, deriv As Integer) As Variant
    Dim i As Integer, j As Integer, k As Integer
    Dim sum As Double, a As Double, b As Double
    Dim coef() As Double
    Dim filteredData() As Double
    Dim n As Integer
    n = UBound(data)
    ReDim filteredData(n)
    ReDim coef(order + 1, window)
    For i = 0 To n
        sum = 0
        For j = -window To window
            If (i + j >= 0 And i + j <= n) Then
                For k = 0 To order
                    coef(k, j + window) = coef(k, j + window) + (j ^ k)
                Next k
                sum = sum + data(i + j)
            End If
        Next j
        filteredData(i) = sum
    Next i
    For i = 0 To order
        For j = 0 To window
            coef(i, j) = coef(i, j) / coef(0, window)
        Next j
    Next i
    For i = 0 To n
        a = 0
        For j = -window To window
            If (i + j >= 0 And i + j <= n) Then
                a = a + coef(deriv, j + window) * data(i + j)
            End If
        Next j
        filteredData(i) = a
    Next i
    SavitzkyGolayFilter = filteredData
End Function

 

実際にフィルタリングを行うには、以下のように関数を呼び出します

Sub ApplySavitzkyGolayFilter()
    Dim inputData() As Double
    inputData = Range("A1:A100").Value
    Dim window As Integer
    window = 5
    Dim order As Integer
    order = 2
    Dim deriv As Integer
    deriv = 0
    Dim outputData() As Double
    outputData = SavitzkyGolayFilter(inputData, window, order, deriv)
    Range("B1:B100").Value = outputData
End Sub