In the present article we analyze data from two temperature sensors of the Curiosity rover, which has been active in Mars since August 2012. Temperature measurements received from the rover are noisy and must be processed and validated before being delivered to the scientific community. Currently, a simple moving average filter is used to perform signal denoising. The application of this basic algorithm is based on the assumption that the noise is stationary and statistically independent from the underlying structure of the signal, an arguable assumption in this kind of harsh environment.