[R] Automatically fix big jumps in one variable due to anomalies

Cesar Terrer cesar.terrer at me.com
Tue Mar 5 00:13:25 CET 2013


Hi, 
I am attaching a plot where you can see there are a few "jumps" (plots 1, 4,
5 and 6), due to incidents with the measuring sensors (basically someone
touching the sensor). I need to revert those changes to have a plot without
unreal measurements, so make those fragments go back to its original pattern
before the jump. 

I have used the function cpt.mean {changepoints} so I can identify the jumps
and the mean of each segment. Now I don't know how to automatically revert
the jumps, probably subtracting one higher fragment mean by the mean of the
previous one. Does it make sense? 

Example of data set 

                TIMESTAMP          variable   diameter 
38  2012-06-21 13:45:00     r4_3       NA 
86  2012-06-21 14:00:00     r4_3       NA 
134 2012-06-21 14:15:00     r4_3       246 
182 2012-06-21 14:30:00     r4_3       251 
230 2012-06-21 14:45:00     r4_3       250 
278 2012-06-21 15:00:00     r4_3       255 
326 2012-06-21 15:15:00     r4_3       5987 
374 2012-06-21 15:30:00     r4_3       5991 
422 2012-06-21 15:45:00     r4_3       5994 
470 2012-06-21 16:00:00     r4_3       5999 

As an example, this is the current diameter data:
NA-NA-246-251-250-255-5987-5991-5994-599 

I would need this series without the big jump, avoiding the jump and
following the increase/decrease pattern, for example:
NA-NA-246-251-250-255-255-259-262-267 

Any other idea is welcome. 

 



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