[R] time-series noise filter

Thomas a9804814 at unet.univie.ac.at
Sun Oct 19 11:44:22 CEST 2008


I have a very large data set (collected automatically) of animal heart 
frequencies. The data of course forms a time series. My problem is I do 
not only have the real heart frequencies, but also quite a lot of 
non-sense noise which needs to be filtered out.
Visually inspecting the data (plotting data index against noisy heart 
frequencies) one can see a band of denser data points, which make up the 
true heart frequency, and the rest both above and below (that is, higher 
and lower frequency) is the noise. My task is to filter out the noise, 
that is the dense band.

As I have only limited knowledge of time-series analyses, and virtually 
none of filtering techniques my first question is if there is a specific 
statistical method you would suggest. My second question is if there is 
a ready implementation in R that I can use. Finally, if you know of a 
good book suitable for the problem so I can read more about the details 
that would also be great.

Many thanks,

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