I am trying to smooth a series of data in order to obtain a continuous function that could represent that given data set. It came out that the Savitzky-Golay method could be a good way.
Now, I don't know much about smoothing and/or interpolate, but I managed to obtain a good result, at a first glance:
The blue points are my data, and the red line is the result from a SG filter applied with a
window = 15 and a
polynomial order = 13.
Now, I could try some other combinations of window&order, but more generally I would like to know the principles of the best meeting of these two parameters, especially in my case, where the data have no smooth trend (like a sinusoidal).