[Feature] Savitzky–Golay filter

[spectre-ns]

Savitzky–Golay filters are useful for filtering spikey datasets without modifying the location of those peaks. They were originally designed to filter spectroscopy data. Often 'SG' filters are shown to be the result of solving a least squares polynomial fit of local data however it can also be implemented using a more traditional convolution kernel like a FIR filter.

https://en.wikipedia.org/wiki/Savitzky%E2%80%93Golay_filter
https://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.savgol_filter.html?highlight=savitzky