Detrending time series: Difference between revisions
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|instrument_type=Velocity point-measurements, Velocity profilers | |instrument_type=Velocity point-measurements, Velocity profilers | ||
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[[File:Long timeseries.png|500px|thumb|Measured velocities at 4 Hz from an [[Acoustic-Doppler Velocimeters]] have been detrended using three different techniques. Empirical modal decomposition (EMD) <ref name="Wuetal_PNAS">{{Cite journal | |||
|authors=Zhaohua Wu, Norden E. Huang, Steven R. Long, and Chung-Kang Peng | |||
|journal_or_publisher=PNAS | |||
|paper_or_booktitle=On the trend, detrending, and variability of nonlinear and nonstationary time series | |||
|year=2007 | |||
|doi=10.1073/pnas.0701020104 | |||
}}</ref>, linear trend, and a 2nd order low-pass Butterworth filter. A cut-off period of 10 min was targeted by both the filter and EMD]] | |||
In the context of analysing turbulence observations, the resulting detrended signal should contain mostly contributions from turbulence and surface waves (if present). However, frame interference (wakes), vibrations and measurement noise may also contaminate the detrended signal. | In the context of analysing turbulence observations, the resulting detrended signal should contain mostly contributions from turbulence and surface waves (if present). However, frame interference (wakes), vibrations and measurement noise may also contaminate the detrended signal. | ||
==Notes== | |||
Revision as of 17:40, 29 November 2021
| Short definition of Detrending time series |
|---|
| Detrending typically refers to removing the low-frequency content of the time series |
This is the common definition for Detrending time series, but other definitions maybe discussed within the wiki.
In the context of analysing turbulence observations, the resulting detrended signal should contain mostly contributions from turbulence and surface waves (if present). However, frame interference (wakes), vibrations and measurement noise may also contaminate the detrended signal.
Notes
- ↑ Zhaohua Wu, Norden E. Huang, Steven R. Long and and Chung-Kang Peng. 2007. On the trend, detrending, and variability of nonlinear and nonstationary time series. PNAS. doi:10.1073/pnas.0701020104
