[R] Is there a time series resampling function ?

Sergio Fonda sergio.fonda99 at gmail.com
Sun Sep 6 18:50:25 CEST 2015


Have you tried signal package?
SF
Il 06/set/2015 17:14, "AltShift" <allennugent at hotmail.com> ha scritto:

> I need a function for regularising the time base of electronically acquired
> signals (i.e. vectors of samples with a nominally constant time base).
>
> For example, the accelerometer in my smartphone can deliver data at about
> 50
> Hz, but the sampling rate varies by about 5% throughout a recording. I have
> developed signal processing functions that assume a constant sample rate,
> so
> I need to modify my input data vectors so that this assumption becomes
> true.
> Furthermore, if I want to combine signals from different sources that have
> different sampling rates, I will be obliged to harmonise the time bases,
> somehow.
>
> I have written routines in other languages to interpolate (generate a
> larger
> number of regularly spaced samples from the input series) or, what I call,
> "intrapolate" (generate a smaller number of regularly spaced samples from
> the input series), so it wouldn't be too hard form me to write a function
> that covers both, but I prefer not to reinvent wheels (unless my wheel is
> markedly better!)
>
> Can anyone tell me if there is already a package that might cover what I
> need?
>
>
>
>
> --
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>
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