Decomposing velocity measurements

From Atomix


The quality-controlled velocities can be detrended before being further analysed to determine mean flow past the sensor and surface wave statistics. These quantities are necessary for later choosing the appropriate inertial subrange model for spectral fitting.

Methods for detrending

There is no exact definition for what consists of a "trend", nor any set algorithm for identifying the trend. The following techniques can be used for detrending [1]:

  1. Linear trend removal
  2. Low-pass linear filters
  3. Empirical modal decomposition

The first two methods presume the original time series is stationary and linear, while the third is adaptive and applicable to nonlinear and non-stationary timeseries.

Measured velocities at 4 Hz from an Acoustic-Doppler Velocimeters have been detrended using three different techniques. Empirical modal decomposition (EMD) [1], 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

Application to measured velocities

Measurements are typically collected in the following two ways:

  • continuously, or in such long bursts that they can be considered continuous
  • short bursts that are typically at most 2-3x the expected largest turbulence time scales.

As a rule of thumb, turbulence estimates from the inertial subrange of velocity rely on 5 to 15 min long segments. The act of chopping a timeseries into smaller subsets, i.e., segments, is effectively a form of low-pass (box-car) filtering.

The question of how to detrend becomes less important than how best to segments the timeseries. This step dictates the minimum burst duration when setting-up your equipment.

Segmenting

Chopping timeseries into smaller segments is essentially a form of filtering (box-car).

Notes

  1. Jump up to: 1.0 1.1 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

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