scholarly journals Polynomial Filtering: To any degree on irregularly sampled data

Automatika ◽  
2012 ◽  
Vol 53 (4) ◽  
pp. 382-397
Author(s):  
Pieter V. Reyneke ◽  
Norman Morrison ◽  
Derrick G. Kourie ◽  
Corné de Ridder
Author(s):  
Nils Damaschke ◽  
Volker Kühn ◽  
Holger Nobach

AbstractThe prediction and correction of systematic errors in direct spectral estimation from irregularly sampled data taken from a stochastic process is investigated. Different sampling schemes are investigated, which lead to such an irregular sampling of the observed process. Both kinds of sampling schemes are considered, stochastic sampling with non-equidistant sampling intervals from a continuous distribution and, on the other hand, nominally equidistant sampling with missing individual samples yielding a discrete distribution of sampling intervals. For both distributions of sampling intervals, continuous and discrete, different sampling rules are investigated. On the one hand, purely random and independent sampling times are considered. This is given only in those cases, where the occurrence of one sample at a certain time has no influence on other samples in the sequence. This excludes any preferred delay intervals or external selection processes, which introduce correlations between the sampling instances. On the other hand, sampling schemes with interdependency and thus correlation between the individual sampling instances are investigated. This is given whenever the occurrence of one sample in any way influences further sampling instances, e.g., any recovery times after one instance, any preferences of sampling intervals including, e.g., sampling jitter or any external source with correlation influencing the validity of samples. A bias-free estimation of the spectral content of the observed random process from such irregularly sampled data is the goal of this investigation.


2018 ◽  
Vol 22 (2) ◽  
pp. 1175-1192 ◽  
Author(s):  
Qian Zhang ◽  
Ciaran J. Harman ◽  
James W. Kirchner

Abstract. River water-quality time series often exhibit fractal scaling, which here refers to autocorrelation that decays as a power law over some range of scales. Fractal scaling presents challenges to the identification of deterministic trends because (1) fractal scaling has the potential to lead to false inference about the statistical significance of trends and (2) the abundance of irregularly spaced data in water-quality monitoring networks complicates efforts to quantify fractal scaling. Traditional methods for estimating fractal scaling – in the form of spectral slope (β) or other equivalent scaling parameters (e.g., Hurst exponent) – are generally inapplicable to irregularly sampled data. Here we consider two types of estimation approaches for irregularly sampled data and evaluate their performance using synthetic time series. These time series were generated such that (1) they exhibit a wide range of prescribed fractal scaling behaviors, ranging from white noise (β  =  0) to Brown noise (β  =  2) and (2) their sampling gap intervals mimic the sampling irregularity (as quantified by both the skewness and mean of gap-interval lengths) in real water-quality data. The results suggest that none of the existing methods fully account for the effects of sampling irregularity on β estimation. First, the results illustrate the danger of using interpolation for gap filling when examining autocorrelation, as the interpolation methods consistently underestimate or overestimate β under a wide range of prescribed β values and gap distributions. Second, the widely used Lomb–Scargle spectral method also consistently underestimates β. A previously published modified form, using only the lowest 5 % of the frequencies for spectral slope estimation, has very poor precision, although the overall bias is small. Third, a recent wavelet-based method, coupled with an aliasing filter, generally has the smallest bias and root-mean-squared error among all methods for a wide range of prescribed β values and gap distributions. The aliasing method, however, does not itself account for sampling irregularity, and this introduces some bias in the result. Nonetheless, the wavelet method is recommended for estimating β in irregular time series until improved methods are developed. Finally, all methods' performances depend strongly on the sampling irregularity, highlighting that the accuracy and precision of each method are data specific. Accurately quantifying the strength of fractal scaling in irregular water-quality time series remains an unresolved challenge for the hydrologic community and for other disciplines that must grapple with irregular sampling.


2020 ◽  
Vol 37 (3) ◽  
pp. 449-465 ◽  
Author(s):  
Jeffrey J. Early ◽  
Adam M. Sykulski

AbstractA comprehensive method is provided for smoothing noisy, irregularly sampled data with non-Gaussian noise using smoothing splines. We demonstrate how the spline order and tension parameter can be chosen a priori from physical reasoning. We also show how to allow for non-Gaussian noise and outliers that are typical in global positioning system (GPS) signals. We demonstrate the effectiveness of our methods on GPS trajectory data obtained from oceanographic floating instruments known as drifters.


2017 ◽  
Vol 76 ◽  
pp. 69-77 ◽  
Author(s):  
Norman Poh ◽  
Santosh Tirunagari ◽  
Nicholas Cole ◽  
Simon de Lusignan

2003 ◽  
Vol 29 (2) ◽  
pp. 255-269 ◽  
Author(s):  
Raúl San José-Estépar ◽  
Marcos Martín-Fernández ◽  
P.Pablo Caballero-Martínez ◽  
Carlos Alberola-López ◽  
Juan Ruiz-Alzola

2019 ◽  
Vol 632 ◽  
pp. A37 ◽  
Author(s):  
Stefan S. Brems ◽  
Martin Kürster ◽  
Trifon Trifonov ◽  
Sabine Reffert ◽  
Andreas Quirrenbach

Context. Stars show various amounts of radial-velocity (RV) jitter due to varying stellar activity levels. The typical amount of RV jitter as a function of stellar age and observational timescale has not yet been systematically quantified, although it is often larger than the instrumental precision of modern high-resolution spectrographs used for Doppler planet detection and characterization. Aims. We aim to empirically determine the intrinsic stellar RV variation for mostly G and K dwarf stars on different timescales and for different stellar ages independently of stellar models. We also focus on young stars (≲30 Myr), where the RV variation is known to be large. Methods. We use archival FEROS and HARPS RV data of stars which were observed at least 30 times spread over at least two years. We then apply the pooled variance (PV) technique to these data sets to identify the periods and amplitudes of underlying, quasiperiodic signals. We show that the PV is a powerful tool to identify quasiperiodic signals in highly irregularly sampled data sets. Results. We derive activity-lag functions for 20 putative single stars, where lag is the timescale on which the stellar jitter is measured. Since the ages of all stars are known, we also use this to formulate an activity–age–lag relation which can be used to predict the expected RV jitter of a star given its age and the timescale to be probed. The maximum RV jitter on timescales of decades decreases from over 500 m s−1 for 5 Myr-old stars to 2.3 m s−1 for stars with ages of around 5 Gyr. The decrease in RV jitter when considering a timescale of only 1 d instead of 1 yr is smaller by roughly a factor of 4 for stars with an age of about 5 Myr, and a factor of 1.5 for stars with an age of 5 Gyr. The rate at which the RV jitter increases with lag strongly depends on stellar age and reaches 99% of the maximum RV jitter over a timescale of a few days for stars that are a few million years old, up to presumably decades or longer for stars with an age of a few gigayears.


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