[R] Is there a time series resampling function ?

Jeff Newmiller jdnewmil at dcn.davis.CA.us
Sun Sep 6 18:49:52 CEST 2015


There are lots of them. You might be having trouble searching because you don't know how to spell "interpolate". 

?approx
?spline

Also look at the Time Series task view on CRAN.
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Sent from my phone. Please excuse my brevity.

On September 6, 2015 4:54:45 AM PDT, AltShift <allennugent at hotmail.com> wrote:
>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?
>
>
>
>
>--
>View this message in context:
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>Sent from the R help mailing list archive at Nabble.com.
>
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