FourierFilter: Low-pass or band-pass filter Filtering by Fourier

In Mthrun/TSAT: Time Series Analysis Tools (TSAT)

Low-pass or band-pass filter Filtering by Fourier

Description

Filter time series by keeping only the largest or first of FFT coefficients.

Usage

FourierFilter(Data, CountOrPercent=0.1, largest=TRUE,

AdaptAmp=FALSE, na.rm = TRUE,PlotIt=FALSE)

Arguments

Data	[1:n] real time series or complex fourier coefficients
CountOrPercent	if > 1 : keep largest n coefficients if in [0:1] keep largest percentage of coefficients default: CountOrPercent=0.2
largest	if ==TRUE(default): keep largest coefficients (BandPass) otherwise: keep first coefficients (LowPass)
AdaptAmp	==TRUE means amplitude and DC component of FilteredData is adapted to fit Data default ==FALSE
na.rm	if TRUE removes automatically NaN by spline interpolation
PlotIt	==TRUE plots Data versus Fit default ==FALSE

Value

FilteredData[1:n] FilteredData time series

Author(s)

Michael Thrun

References

Prof. Dr. Alfred Ultsch matlab code and temporal data mining, Prof. Dr. ultsch

Mthrun/TSAT documentation built on Feb. 5, 2024, 11:15 p.m.