About: Kolmogorov–Zurbenko filter

Within statistics, the Kolmogorov–Zurbenko (KZ) filter was first proposed by A. N. Kolmogorov and formally defined by Zurbenko. It is a series of iterations of a moving average filter of length m, where m is a positive, odd integer. The KZ filter belongs to the class of low-pass filters. The KZ filter has two parameters, the length m of the moving average window and the number of iterations k of the moving average itself. It also can be considered as a special window function designed to eliminate spectral leakage.