Detrending time series: Difference between revisions
From Atomix
m Fixed image and added ref |
No edit summary |
||
Line 5: | Line 5: | ||
}} | }} | ||
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 be [[stationary]] and contain mostly contributions from turbulence and surface waves (if present). However, frame interference (wakes), vibrations and measurement noise may also contaminate the detrended signal. | ||
[[File:Long timeseries.png|thumb|none|600px|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 | [[File:Long timeseries.png|thumb|none|600px|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 |
Revision as of 18:46, 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 be stationary and 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