[R] Is there a time series resampling function ?

Sergio Fonda sergio.fonda99 at gmail.com
Sun Sep 6 19:02:31 CEST 2015


I insist: as a trial, apply function "resample" (package signal) I think
it's worth doing a test ( it performs resampling through bandlimited
interpolation)
SF
Il 06/set/2015 18:52, "Jeff Newmiller" <jdnewmil at dcn.davis.ca.us> ha
scritto:

> There are lots of them. You might be having trouble searching because you
> don't know how to spell "interpolate".
>
> ?approx
> ?spline
>
> Also look at the Time Series task view on CRAN.
> ---------------------------------------------------------------------------
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> Sent from my phone. Please excuse my brevity.
>
> On September 6, 2015 4:54:45 AM PDT, AltShift <allennugent at hotmail.com>
> wrote:
> >I need a function for regularising the time base of electronically
> >acquired
> >signals (i.e. vectors of samples with a nominally constant time base).
> >
> >For example, the accelerometer in my smartphone can deliver data at
> >about 50
> >Hz, but the sampling rate varies by about 5% throughout a recording. I
> >have
> >developed signal processing functions that assume a constant sample
> >rate, so
> >I need to modify my input data vectors so that this assumption becomes
> >true.
> >Furthermore, if I want to combine signals from different sources that
> >have
> >different sampling rates, I will be obliged to harmonise the time
> >bases,
> >somehow.
> >
> >I have written routines in other languages to interpolate (generate a
> >larger
> >number of regularly spaced samples from the input series) or, what I
> >call,
> >"intrapolate" (generate a smaller number of regularly spaced samples
> >from
> >the input series), so it wouldn't be too hard form me to write a
> >function
> >that covers both, but I prefer not to reinvent wheels (unless my wheel
> >is
> >markedly better!)
> >
> >Can anyone tell me if there is already a package that might cover what
> >I
> >need?
> >
> >
> >
> >
> >--
> >View this message in context:
> >
> http://r.789695.n4.nabble.com/Is-there-a-time-series-resampling-function-tp4711907.html
> >Sent from the R help mailing list archive at Nabble.com.
> >
> >______________________________________________
> >R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
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> >PLEASE do read the posting guide
> >http://www.R-project.org/posting-guide.html
> >and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
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> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

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