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I have a data (see this link) which has some wiggles at both end.

I tried to apply different filters to smooth the data, like this

ListLinePlot[{data, MeanFilter[data, 2]}]

enter image description here

The wiggles are perfectly smooth. However, the problem is that the main peak is also severely drop down(show in green circle) which is not what I want. I also tried other filter like LowpassFilter, GaussianFilter, all suffers this problem.

So how to remove small wiggles and preserve main peak of a data? Splitting data to piecewise may not be a good idea, because I have dozens of data to smooth, their main peaks are not at the same locations.

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    $\begingroup$ It is clear, that you will have certain decrease of your function values when some high-freq Fourier components removed. I guess you can re-normalize you function using the ratio of areas under the curve before and after filtering. It can be like this: newF[x]=(Integrate[F[x],{x,a,b}]/Integrate[filteredF[x],{x,a,b}])*filteredF[x] $\endgroup$ – Rom38 Apr 3 '18 at 5:24
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You need a nonlinear filter like MeanShiftFilter to do that. MeanShiftFilter asks for a radius and a threshold, which have to be set according to the noise in your data. MeanShiftFilter[data, 10, 50] gives this result:

MeanShiftFilter

The peak value is preserved:

Max /@ {MeanShiftFilter[data, 10, 50], data}
{802.993, 802.993}
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