English

Optimal smoothing parameter in Eilers-Whittaker smoother

Methodology 2026-02-10 v2 Applied Physics

Abstract

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.

Keywords

Cite

@article{arxiv.2510.01798,
  title  = {Optimal smoothing parameter in Eilers-Whittaker smoother},
  author = {Roberto Bernal-Arencibia and Karel Garcia Medina and Ernesto Estevez-Rams and Beatriz Aragon-Fernandez},
  journal= {arXiv preprint arXiv:2510.01798},
  year   = {2026}
}

Comments

minor typos corrected

R2 v1 2026-07-01T06:12:45.422Z