How to Low-Pass Filter in Google BigQuery

When working with time-series data it can be important to apply filtering to remove noise. This story shows how to implement a low-pass filter in SQL / BigQuery that can come in handy when improving ML features.

Filtering of time-series data is one of the most useful preprocessing tools in Data Science. In reality, data is almost always a combination of signal and noise where the noise is not only defined by the lack of…