Can you find the signal?

A measurement is a clue. A hundred measurements can tell a story.

What you’re seeing

The dots are synthetic measurements of a changing signal. Noise pushes them above or below the true value. The solid line averages the most recent measurements to make the pattern easier to see.

Calmer isn’t always better

Increase the smoothing window. The line becomes less jumpy, but it also reacts more slowly when the signal changes. Reveal the underlying signal to see that delay. This is a causal moving average: it only uses measurements from the present and past.

Illustrative simulation with a fixed random seed, so you can compare settings fairly.