MakeEquidistant: Average an irregular timeseries to a regular timeseries

In EarthSystemDiagnostics/paleospec: Spectral tools for the ECUS group

Average an irregular timeseries to a regular timeseries

Description

Make an irregular timeseries equidistant by interpolating to high resolution, lowpass filtering to the Nyquist frequency, and subsampling; e.g. as used in Huybers and Laepple, EPSL 2014

Usage

MakeEquidistant(
  t.x,
  t.y,
  dt = NULL,
  time.target = seq(from = t.x[1], to = t.x[length(t.x)], by = dt),
  dt.hres = NULL,
  bFilter = TRUE,
  k = 5,
  kf = 1.2,
  method.interpolation = "linear",
  method.filter = 2
)

Arguments

t.x	vector of timepoints
t.y	vector of corresponding values
dt	target timestep; can be omitted if time.target is supplied
time.target	time vector to which timeseries should be averaged/interpolated to by default the same range as t.x with a timestep dt
dt.hres	timestep of the intermediate high-resolution interpolation. Should be smaller than the smallest timestep
bFilter	(TRUE) low passs filter the data to avoid aliasing, (FALSE) just interpolate
k	scaling factor for the Length of the filter (increasing creates a sharper filter, thus less aliasing)
kf	scaling factor for the lowpass frequency; 1 = Nyquist, 1.2 = 1.2xNyquist is a tradeoff between reducing variance loss and keeping aliasing small
method.interpolation	'linear' or 'constant', see approx
method.filter	To avoid loosing data at the ends of the dataset, endpoint constrains are used (see ApplyFilter) no constraint (loss at both ends) (method=0), only works if t.x covers more time than time.target minimum norm constraint (method=1) minimum slope constraint (method=2) minimum roughness constraint (method=3) circular filtering (method=4)

Value

ts object with the equidistant timeseries

Author(s)

Thomas Laepple

EarthSystemDiagnostics/paleospec documentation built on Feb. 17, 2024, 4:36 p.m.