I have a 3-day series of daily data (data is recorded every 5 minutes). The data is pretty noisy.
I have already tried some MA methods. They work fine, and the resulting curve is pretty smooth, but the problem is that the peaks are almost smooth.
So my question is:
Is there a way to get rid of all this noise on the chart, but keep the peak values?
I also read something about Kalman-Filtering, but I'm not sure how this works, and if that works for my problem.
I tried the following code:
smooth <- rollapply(PCM4 [,3], width=10, FUN=mean, align = "center", fill=NA)
I also tried several different input values for the window width, which made the resulting data smoother, but also reduced the peak values, which are not what I want.
data set:
DateTime h v Q T
2014-12-18 11:45:00 0.112 0.515 17.141 15.4
2014-12-18 11:50:00 0.113 0.511 17.007 15.5
2014-12-18 11:55:00 0.114 0.518 17.480 15.5
unsweetened plot:

( = 10):

, , , 250 / 500 /.
, , .
: ?