I have some points feature and I want to get rid of some 'noises' by putting them in the boxes and averaging their values.
Can anyone give some ideas how to do this in ArcGIS?
I guess you missed this part in the help topic
Determines if the output fishnet cells will be polyline or polygon features.
create a fishnet if you are working in vector world, then you can Finding what is inside a polygon—Help | ArcGIS for Desktop checking what you want to field you want to summarize on and what stat you want to return but for better control you can use Spatial Join—Help | ArcGIS for Desktop but pay attention to field mapping to ensure you get the information you need for summarizing.
Best option if it must be a rectangular grid. What is your opinion on using a hexagonal coverage "grid"? I like the way it smooths the distribution visually.
Do I need to convert fishnet into polygon before Spatial Join?
You could also use Focal Statistics—Help | ArcGIS for Desktop on the resulting raster after interpolation. Choose an appropriate grid window (3X3, 5X5, etc.) and Statistics_Type = "MEAN"
Retrieving data ...