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Article #43Re: Robust Spectral Estimates of Gappy Series
From: bruce huber
Date: Thu, 01 Oct 1992 13:47
Date: Thu, 01 Oct 1992 13:47
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1681 bytes
In article <1992Sep30.132441.10320@netnews.whoi.edu> rich@boreas.whoi.edu writes:
>
>
>I am trying to generate spectral estimates from time series which have
>2 problems:
>
> 1) dropouts, i.e. gaps in the time series (perhaps 20% of the values)
> 2) error spikes (perhaps 2% of the values)
>
>The standard window-fft-and-average techniques seem to be inadequate
>for this - I can't think of a good way to handle the gaps (other than
>ignoring them by removing them from the series), and the spikes tend to
>give a lot of "white" energy.
>
> .......
>
>Can anyone help me with some good hints or references?
>
The Nov/Dec 1990 issue of Computers in Physics, Numerical Recipes
article, discusses Savitzky-Golay smoothing filters. A quick perusal
gives me the impression that this may be a method to consider, though
it may not be the best solution for the gappiness problem.
complete ref: Press, W H and S A Teukolsky, 1990, Computers in Physics 4(6)
pp 669-672
We haven't tried this out yet, so we would appreciate hearing from you
one way or the other.
Bruce Huber
Lamont-Doherty Geological Obs.
Palisades NY 10964
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Path: arc1-ca.pugleaf.net!sparky!uunet!news.univie.ac.at!chx400!zeus.ieee.org!rutgers!news.columbia.edu!lamont!bhuber From: bhuber@ldgo.columbia.edu (bruce huber) Newsgroups: sci.geo.fluids,sci.geo.meteorology Subject: Re: Robust Spectral Estimates of Gappy Series Message-ID: <1992Oct1.134713.27704@lamont.ldgo.columbia.edu> Date: 1 Oct 92 13:47:13 GMT References: <1992Sep30.132441.10320@netnews.whoi.edu> Sender: news@lamont.ldgo.columbia.edu Organization: Lamont-Doherty Geological Observatory Lines: 35