Spencer's Formula

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Define the notation

 [n]f_0=f_(-(n-1)/2)+...+f_0+...+f_((n-1)/2)
(1)

and let delta be the central difference, so

 delta^2f_0=f_1-2f_0+f_(-1).
(2)

Spencer's 21-term moving average formula is then given by

 f_0^'=([5][5][7])/(5·5·7)(1-4delta^2)f_0,
(3)

which, written explicitly, gives

 f_0^'=1/(350)[60f_0+57(f_(-1)+f_1)+47(f_(-2)+f_2)+33(f_(-3)+f_3)+18(f_(-4)+f_4)+6(f_(-5)+f_5)-2(f_(-6)+f_6)-5(f_(-7)+f_7)-5(f_(-8)+f_8)-3(f_(-9)+f_9)-(f_(-10)+f_(10))]
(4)

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