Esempio: detrending lineare

Funzioni > Elaborazione dei segnali > Analisi della serie temporale > Esempio: detrending lineare

Utilizzare la funzione detrend per approssimare e rimuovere una tendenza lineare dai dati utilizzando una linea di best fit dei minimi quadrati.

1. Definire un segnale esponenziale.

2. Tracciare il grafico del segnale esponenziale.

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3. Utilizzare la funzione whiten per aggiungere rumore bianco al segnale.

4. Tracciare il grafico del segnale originale e rumoroso.

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5. Applicare la funzione detrend al segnale contaminato dal rumore.

6. Tracciare il grafico delle funzioni originale e con rimozione della tendenza.

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La scomparsa della tendenza lineare può essere ulteriormente illustrata osservando la linea dei minimi quadrati prima e dopo la rimozione della tendenza.

7. Utilizzare le funzioni slope e intercept per calcolare il coefficiente angolare e l'intercetta prima e dopo la rimozione della tendenza.

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Questo è sempre il caso. L'output di detrend è un vettore la cui linea dei minimi quadrati è la linea orizzontale attraverso l'origine, ovvero il coefficiente angolare e l'intercetta sono entrambi molto vicini a 0.

Come effetto di detrend, la media è stata rimossa dai dati di input, come è possibile notare nel termine DC prima e dopo la rimozione della tendenza.

8. Utilizzare la funzione dft per calcolare il termine DC (primo) prima e dopo la rimozione della tendenza.

La funzione detrend esegue un semplice task di "elaborazione preliminare" che spesso precede un'operazione di smoothing. Come accennato sopra, spesso la rimozione della tendenza è anche un passaggio iniziale utile nella stima dello spettro.

Argomenti correlati

Detrending lineare

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