Optimal smoothing parameter in Eilers-Whittaker smoother
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.
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