Wolfram言語

時系列の処理

不規則にサンプルされた時系列にフィルタを適用する

不規則にサンプルされたTimeSeriesおよびEventSeriesに,さまざまなフィルタが適用できるようになった.

In[1]:=
Click for copyable input
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{"Continuous", 1}, 1, { ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1}, ValueDimensions -> 1}}, False, 314.1];
In[2]:=
Click for copyable input
ListLinePlot[ts]
Out[2]=

時間的な規則性をチェックする.

In[3]:=
Click for copyable input
RegularlySampledQ[ts]
Out[3]=

時間の最小増分を求める.

In[4]:=
Click for copyable input
step = First@ts["MinimumTimeIncrement"]
Out[4]=

時系列の時間の最小増分に基づいて,窓の長さの指定を持つGaussianFilterを適用する.

In[5]:=
Click for copyable input
gf = GaussianFilter[ts, 1/step]
Out[5]=
In[6]:=
Click for copyable input
ListLinePlot[{ts, gf}]
Out[6]=

関連する例

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