I really thing that when a new Filter sensor is created it should pull part of the history of the source sensor. This would also make it much easier to decide which filter(s) and parameter(s) are needed.
As it stands now, I have to eyeball the parameters, create the filters and then patiently wait for data to be generated before it’s even possible to check if I the effect is as desired.
And if it isn’t, more waiting is needed after changing the parameters.
If this is already possible, feel free to point me in the right direction and close this suggestion! 
Found this looking for a solution for the same “problem”. Apparently it was a repeat of history, because apparently I already voted for this at some point.
The thing is, I’m wondering if I’m doing something wrong. Because if I understand the docs correctly, it should already work like this:
“filter applies a signal processing algorithm to a sensor, previous and current states, and generates a new state given the chosen algorithm.”
Source: Filter - Home Assistant
But the “previous” part doesn’t seem to work. When I create a new filter sensor, only new states are taken into account. Not the past.
Same problem when I make a “derivative helper”. It starts fresh with new sensor values, ignoring the past values:
