Review for removing periodicsI have a dataset that contains hourly wind speed data for 7 seven. I am trying to implement a forecasting model to the data and the review paper states that trimming of diurnal, weekly, monthly, and annual patterns in data significantly enhances estimation accuracy. They then follow along by using the fourier series to remove the periodic components as seen in the image. Any ideas on how i model this in matlab?
I am afraid this topic is not explained "urgently". What you need is a filter for the respective frequencies and a certain number of their harmonics. You can implement such a filter with an fft or directly with a IIR/FIR-formula.
FFT is faster than a IIR/FIR-implementation, but requires some care with respect to window function. Even if you do a "continuous" DFT, you will have a window function (like exponential or gaussian). The window function determines the bandwidth. The wider the window, the smaller the bandwidth. With an IIR/FIR-filter the bandwidth is encoded in the recursive parameters.
For suppressing single frequencies (like the 24hr weather signal) you need a notch-filter. This also requires you to specify a bandwidth, as you can see in the linked article. The smaller the bandwidth, the longer it will take (in time) until the filter has evolved to the frequency to suppress it. If you want the filter to recognize the amplitude of the 24hr-signal fast, then you need a wider bandwidth. But then however you are going to suppress also more frequencies slightly lower and slightly higher than 1/24hrs. It's a tradeoff.
If you also want to suppress several harmonics (like described in the paper) you have to combine several notch-filters in series. If you want to do it with FFT, you have to model the desired transfer function in the frequency space and since you can do this for all frequencies at once, so it's more efficient.
An easy but approximate way to get something similar to a notch-filter including all harmonics is with a Comb-filter. But it's an approximation, you have no control over the details of the transfer function. You could do that in Matlab by adding to the original a signal that is shifted by 12hrs. This is because a sinusoidal signal will cancel with one that is shifted by pi.
So you see, there's lots of possibilities for what you want.
Related
I have a lot of mixed files, and from those files I would like to keep those that correspond to EEG recordings.
The problem is that some EEG files are supposed to be recorded with 2, 4, 5 and 6 channels, and that there also is other data (of unknown type) that also have the same amount of channels (I already filtered those that don't have these amount of channels). And of course, there are thousands of files, so manual inspection isn't really an option.
So, is there some kind of metric or algorithm that helps me to differentiate non-EEG signal from EEG ones? With MATLAB if possible.
You might first try comparing statistics such as mean, std and kurtosis of each channel relative to known good channels. Since you have lots of files, you would probably want to the sample possible matches in a few places (e.g., compare seconds 1-3 and say 7-9) and then get a probability of match. Interesting question!
This is not really a MATLAB question, but...
What is (potentially) in the other recordings? Perhaps it is easier to filter them out than it is to identify EEG specifically.
I don't know of any metric or algorithm that can identify EEG recordings. One problem is that EEG recordings often contain artefacts to varying degrees such as muscle activity, line noise, and any other electromagnetic interference in the room that make the recording nonspecific to cortical activity.
The frequency spectrum may be one meaningful measure. Cortical activity usually tapers off in power towards, say, 40 Hz, and tends to have some peaks before. For example, depending on the placement of EEG electrodes and the task that was being performed, a peak in the alpha band (around 10 Hz) may be prominent. This is assuming there is little interference from artefacts.
Also the amplitude of the signal may be something to look at.
Perhaps you could take a number of measures and statistical properties (e.g. powers in different frequency bands, variance, drift/slope, amplitude, etc.), cluster them using e.g. t-SNE, and, assuming you get clearly separable clusters, identify a few samples from each cluster by hand to figure out which is the EEG cluster.
I am new to matlab and signal processing methods, but i am trying to use its filter properties over a set of data I have. I have a collection of amplitude values obtained at different timestamps. When this is plotted, I get a waveform with several peaks that I can identify. I then perform calculations to derive the time between each consecutive peak and I want to eliminate the rates that are around the range of 48-52peaks per second.
What would be the correct way to go about processing this data step by step? Would a bandstop or notch filter be better if I want to eliminate those frequencies and not attenuate it simply? I am completely lost in the parameters required to feed into the filters for this. Please help...
periodogram is OK, but I would suggest using pwelch instead. It makes a more reasonable PSD estimate and the default parameters are well thought out (Hann windows, 50% overlap of segments, etc.)
If what you want is to remove signals in a wide band (e.g. 48-52 Hz) equally, rather than a single and unchanging frequency, than a bandstop filter is ideal. For example:
fs = 2048;
y = rand(fs*8, 1);
[b,a] = ellip(4, 2, 40, [46 54]/(fs/2));
yy = filter(b,a,y);
This will use a 4th order elliptic bandstop filter to filter the random data variable 'y'. filtfilt.m is also a nice function; it applies the filter forwards and backwards so you get twice the filter action and none of the phase lag or dispersion.
I am currently doing something similar to what you are doing.
I am processing a lot of signals from the Inertial Measurement Unit and motor drives. They all are asynchronously obtained, i.e. they all have very different timestamp and also very different acquisition frequency.
First thing I did was to interpolate all signals data in order to have all signals with same timestamp. You can use the matlab function interp to do this.
After this, you will have all signals with same sample frequency and also timestamp, which will be good in further analysis.
Ok, another thing you can do to analyse the frequency of the peaks is to perform the fourier transform. For beginners i advice the use of periodogram function and not the fft function.
Imagine you signal is x and your sample frequency (after interpolation) is Fs.
You can now use the function periodogram available in matlab like this:
[P,f] = periodogram(x,[],[length(t)],Fs);
This will give the power vs frequency of your signal. After that you will be able to plot and take a look at the frequencies of your signal. In other words, you be able to see the frequencies of the signals that make your acquired signal.
Plot the data this way:
plot(f,P); or semilogy(f,P);
The second is the same thing as the first, but with a logarithmic scale.
After this analysis you can use the Filter Desing and Analysis Tool to design you filter. Just type fdatool in matlab and it will open the design window. Choose the filter type, the cut and pass frequencies and click in design. This tool is very intuitive.
After designing you can export the filter to workspace.
Finally you can use the filter you designed in your signal to see if its what you wanted.
Use the functions filter os filtfilt for this.
Search in the web of the matlab help for the functions I wrote to get more details.
There are a lot of examples availables too.
I hope I could help you.
Good luck.
I'm a neuroscientist, and not a very good one. My colleague has kindly provided me with a noisy voltage measurements of the PY neuron of the Stomatogastric Ganglion of the lobster.
The activity of this neuron is characterised by a slow depolarised plateaux with fast spikes on top (a burst).
Both idealised and noisy versions are presented here for you to peruse at your leisure.
It's my job to extract the spike times from the noisy signal but this is so far beyond my experience level I have no idea where to begin. Fortunately, I am a total ninja at Matlab.
Could someone kindly provide me with the name of the procedure, filter or smoothing function which is best suited for this task. Or even the appropriate forum to ask such an asinine question.
Presumably, it needs to increase the signal to noise ratio? The problem here seems to be determining the difference between noise and a bona fide spike as the margin between the two is quite small.
UPDATE: 02/07/2013
I have tried the following filters in Matlab with mixed results. It's still very hard to say what is noise and what is a spike.
Lowpass Butterworth filter,
median filter,
gaussian,
moving weighted window,
moving average filter,
smooth,
sgolay filter.
This may not be an adequate response for stackoverflow - but one way of increasing a signal to noise ratio in your case is to average parts of the signal.
low pass your signal to remove noise (and spikes), and find the minima of the filtered signal (from your image, one minimum every 600 data points). Keep the indexes of each minimum,
on the noisy signal, for each minimum index, select the consecutive 700 data points. If you have 50 minima, you should have a 50 by 700 matrix,
average your matrix. You should have a 1 by 700 vector.
By averaging parts of the signal (minimum-locked potentials), you will take advantage of two properties: noise is zero-mean (well, it should be), and the signal of interest is repetitive. The first will therefore decrease as you pile up potentials, and the second will increase. With this process however, you will lose the spike times for each slow wave figure, but at least have them for blocks of 50 minima.
This technique is known in neuroscience as event-related potential (http://en.wikipedia.org/wiki/Event-related_potential). It may not fit perfectly your signal, or the result may not give nice spikes, but you may extract the spike times for some periods of interest (given the nature of your signal, I would say that you would need 5 or 10 potentials to see an emerging mean activity).
There are some toolboxes that do part of the job (but I would program it myself given the complexity of the task). These are eeglab or fieldtrip. They have a bunch of filter/decomposition options too, as well as some statistical features.
I have FFT outputs that look like this:
At 523 Hz is the maximum value. However, being a messy FFT, there are lots of little peaks that are right near the large peaks. However, they're irrelevant, whereas the peaks shown aren't. Are the any algorithms I can use to extract the maxima of this FFT that matter; I.E., aren't just random peaks cropping up near "real" peaks? Perhaps there is some sort of filter I can apply to this FFT output?
EDIT: The context of this is that I am trying to take one-hit sound samples (like someone pressing a key on a piano) and extract the loudest partials. In the image below, the peaks above 2000 Hz are important, because they are discrete partials of the given sound (which happens to be a sort of bell). However, the peaks that are scattered about right near 523 seem to be just artifacts, and I want to ignore them.
If the peak is broad, it could indicate that the peak frequency is modulated (AM, FM or both), or is actually a composite of several spectral peaks, themselves each potentially modulated.
For instance, a piano note may be the result of the hammer hitting up to 3 strings that are all tuned just a tiny fraction differently, and they all can modulate as they exchange energy between strings though the piano frame. Guitar strings can change frequency as the pluck shape distortion smooths out and decays. Bells change shape after they are hit, which can modulate their spectrum. Etc.
If the sound itself is "messy" then you need a good definition of what you mean by the "real" peak, before applying any sort of smoothing or side-band rejection filter. e.g. All that "messiness" may be part of what makes a bell sound like a real bell instead of an electronic sinewave generator.
Try convolving your FFT (treating it as a signal) with a rectangular pulse( pulse = ones(1:20)/20; ). This might get rid of some of them. Your maxima will be shifted by 10 frequency bins to teh right, to take that into account. You would basically be integrating your signal. Similar techniques are used in Pan-Tompkins algorithm for heart beat identification.
I worked on a similar problem once, and choosed to use savitsky-golay filters for smoothing the spectrum data. I could get some significant peaks, and it didn't messed too much with the overall spectrum.
But I Had a problem with what hotpaw2 is alerting you, I have lost important characteristics along with the lost of "messiness", so I truly recommend you hear him. But, if you think you won't have a problem with that, I think savitsky-golay can help.
There are non-FFT methods for creating a frequency domain representation of time domain data which are better for noisy data sets, like Max-ent recontruction.
For noisy time-series data, a max-ent reconstruction will be capable of distinguising true peaks from noise very effectively (without adding any artifacts or other modifications to suppress noise).
Max ent works by "guessing" an FFT for a time domain specturm, and then doing an IFT, and comparing the results with the "actual" time-series data, iteratively. The final output of maxent is a frequency domain spectrum (like the one you show above).
There are implementations in java i believe for 1-d spectra, but I have never used one.
Does anyone know how to use filters in MATLAB?
I am not an aficionado, so I'm not concerned with roll-off characteristics etc — I have a 1 dimensional signal vector x sampled at 100 kHz, and I want to perform a high pass filtering on it (say, rejecting anything below 10Hz) to remove the baseline drift.
There are Butterworth, Elliptical, and Chebychev filters described in the help, but no simple explanation as to how to implement.
There are several filters that can be used, and the actual choice of the filter will depend on what you're trying to achieve. Since you mentioned Butterworth, Chebyschev and Elliptical filters, I'm assuming you're looking for IIR filters in general.
Wikipedia is a good place to start reading up on the different filters and what they do. For example, Butterworth is maximally flat in the passband and the response rolls off in the stop band. In Chebyschev, you have a smooth response in either the passband (type 2) or the stop band (type 1) and larger, irregular ripples in the other and lastly, in Elliptical filters, there's ripples in both the bands. The following image is taken from wikipedia.
So in all three cases, you have to trade something for something else. In Butterworth, you get no ripples, but the frequency response roll off is slower. In the above figure, it takes from 0.4 to about 0.55 to get to half power. In Chebyschev, you get steeper roll off, but you have to allow for irregular and larger ripples in one of the bands, and in Elliptical, you get near-instant cut off, but you have ripples in both bands.
The choice of filter will depend entirely on your application. Are you trying to get a clean signal with little to no losses? Then you need something that gives you a smooth response in the passband (Butterworth/Cheby2). Are you trying to kill frequencies in the stopband, and you won't mind a minor loss in the response in the passband? Then you will need something that's smooth in the stop band (Cheby1). Do you need extremely sharp cut-off corners, i.e., anything a little beyond the passband is detrimental to your analysis? If so, you should use Elliptical filters.
The thing to remember about IIR filters is that they've got poles. Unlike FIR filters where you can increase the order of the filter with the only ramification being the filter delay, increasing the order of IIR filters will make the filter unstable. By unstable, I mean you will have poles that lie outside the unit circle. To see why this is so, you can read the wiki articles on IIR filters, especially the part on stability.
To further illustrate my point, consider the following band pass filter.
fpass=[0.05 0.2];%# passband
fstop=[0.045 0.205]; %# frequency where it rolls off to half power
Rpass=1;%# max permissible ripples in stopband (dB)
Astop=40;%# min 40dB attenuation
n=cheb2ord(fpass,fstop,Rpass,Astop);%# calculate minimum filter order to achieve these design requirements
[b,a]=cheby2(n,Astop,fstop);
Now if you look at the zero-pole diagram using zplane(b,a), you'll see that there are several poles (x) lying outside the unit circle, which makes this approach unstable.
and this is evident from the fact that the frequency response is all haywire. Use freqz(b,a) to get the following
To get a more stable filter with your exact design requirements, you'll need to use second order filters using the z-p-k method instead of b-a, in MATLAB. Here's how for the same filter as above:
[z,p,k]=cheby2(n,Astop,fstop);
[s,g]=zp2sos(z,p,k);%# create second order sections
Hd=dfilt.df2sos(s,g);%# create a dfilt object.
Now if you look at the characteristics of this filter, you'll see that all the poles lie inside the unit circle (hence stable) and matches the design requirements
The approach is similar for butter and ellip, with equivalent buttord and ellipord. The MATLAB documentation also has good examples on designing filters. You can build upon these examples and mine to design a filter according to what you want.
To use the filter on your data, you can either do filter(b,a,data) or filter(Hd,data) depending on what filter you eventually use. If you want zero phase distortion, use filtfilt. However, this does not accept dfilt objects. So to zero-phase filter with Hd, use the filtfilthd file available on the Mathworks file exchange site
EDIT
This is in response to #DarenW's comment. Smoothing and filtering are two different operations, and although they're similar in some regards (moving average is a low pass filter), you can't simply substitute one for the other unless it you can be sure that it won't be of concern in the specific application.
For example, implementing Daren's suggestion on a linear chirp signal from 0-25kHz, sampled at 100kHz, this the frequency spectrum after smoothing with a Gaussian filter
Sure, the drift close to 10Hz is almost nil. However, the operation has completely changed the nature of the frequency components in the original signal. This discrepancy comes about because they completely ignored the roll-off of the smoothing operation (see red line), and assumed that it would be flat zero. If that were true, then the subtraction would've worked. But alas, that is not the case, which is why an entire field on designing filters exists.
Create your filter - for example using [B,A] = butter(N,Wn,'high') where N is the order of the filter - if you are unsure what this is, just set it to 10. Wn is the cutoff frequency normalized between 0 and 1, with 1 corresponding to half the sample rate of the signal. If your sample rate is fs, and you want a cutoff frequency of 10 Hz, you need to set Wn = (10/(fs/2)).
You can then apply the filter by using Y = filter(B,A,X) where X is your signal. You can also look into the filtfilt function.
A cheapo way to do this kind of filtering that doesn't involve straining brain cells on design, zeros and poles and ripple and all that, is:
* Make a copy of the signal
* Smooth it. For a 100KHz signal and wanting to eliminate about 10Hz on down, you'll need to smooth over about 10,000 points. Use a Gaussian smoother, or a box smoother maybe 1/2 that width twice, or whatever is handy. (A simple box smoother of total width 10,000 used once may produce unwanted edge effects)
* Subtract the smoothed version from the original. Baseline drift will be gone.
If the original signal is spikey, you may want to use a short median filter before the big smoother.
This generalizes easily to 2D images, 3D volume data, whatever.