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Another filtering method is described in this paper:

Tumminello, M., Di Matteo, T., and Mantegna, R.: A Tool for Filtering
Information in Complex Systems, PNAS 102(30), volume 102, 10421–10426,
July 2005

-- 
Dmitry Zinoviev
Associate Professor in Mathematics and Computer Science
Suffolk University, Boston, MA 02114

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