reduce density of a time series
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I have a time series a of a river discharge with over 700000 points. I'd like to "clean" the data and delete all irrelevant points (points which share almost the same value with their neigbouring points). I imagined a code which compares two values (e.g. a_i - a_i+1) and if the result is below a certain threshold the second value gets deleted.
I already tried functions like downsampling, but I am afraid that I will loose important information about minima and maxima. Is there maybe somewhere a link to this question?
3 Kommentare
Daniel M
am 12 Nov. 2019
Bearbeitet: Daniel M
am 12 Nov. 2019
Actually if you don't mind can you run it again but this time change the bottom plot to semilogy and detrend your data when you input it using detrend(X).
Also it wouldn't hurt if you could draw or otherwise indicate what you would like your output signal to look like. Is it just a smoother version of the original?
(Or I could look at your data if you uploaded).
Antworten (1)
Adam Danz
am 11 Nov. 2019
Bearbeitet: Adam Danz
am 12 Nov. 2019
" I imagined a code which compares two values (e.g. a_i - a_i+1) and if the result is below a certain threshold the second value gets deleted."
The diff() function does the first half of your description. I'll assume your dates are stored in a column vector named "dates" and they are in datetime format. If they are not in datetime format some very small modifications will need to be made.
theshold = hours(1); %can be any duration: minutes(30), hours(12) days(2), etc....
rm = [false; abs(diff(dates))<threshold]; %logical vector of datetimes to remove
datesClean = dates(~rm);
% OR
% dates(rm) = []; % to keep variable name
If you're working with a timetable, you'll apply the rm vector to the rows of the table.
2 Kommentare
Daniel M
am 11 Nov. 2019
This idea should work even if OP is not talking about a timeseries object, but just regular data as a function of time.
Adam Danz
am 11 Nov. 2019
Bearbeitet: Adam Danz
am 11 Nov. 2019
Yeah; it's been my experiences that the term "time series" is more generally used by folks in this forum to describe their data more often than describing the use of Matlab's timeseries objects. Unless they specifically indicate one or the other, I assume they are speaking more generally. Good point!
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