comparison m-toolbox/classes/@tsdata/fitfs.m @ 0:f0afece42f48

Import.
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Wed, 23 Nov 2011 19:22:13 +0100
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1 % FITFS estimates the sample rate of the input data.
2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
3 %
4 % DESCRIPTION: Estimates the sample rate of the input data and detects if the
5 % data is evenly sampled or not. Data where any of the fluctuations in the
6 % time difference between subsequent samples is greater than the one due to
7 % finite numerical precision is detected as unevenly sampled.
8 %
9 % CALL: fs = fitfs(x)
10 % [fs, t0] = fitfs(x)
11 % [fs, t0, unevenly] = fitfs(x)
12 %
13 % INPUTS: x - sampling times vector
14 %
15 % OUTPUTS: fs - estimated samplig frequency
16 % t0 - estimates start time
17 % unevenly - signals whether the data is regularly sampled or not
18 %
19 % VERSION: $Id: fitfs.m,v 1.12 2010/05/04 11:23:59 nicolodi Exp $
20 %
21 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
22
23 function [fs, t0, unevenly] = fitfs(varargin)
24
25 import utils.const.*
26
27 % Get input vertices
28 xi = varargin{1};
29 % Reshape x to match with linspace output
30 ss = size(xi);
31 if ss(1) > ss(2)
32 xi = xi.';
33 end
34 d = diff(xi);
35
36 % Special case of just a single number time-series
37 if isempty(d)
38 fs = 1;
39 t0 = 0;
40 unevenly = false;
41 return
42 end
43
44 % Initial estimate
45 dt = mean(d);
46 fs = 1.0 / dt;
47 t0 = xi(1);
48 unevenly = false;
49
50 % Strict check for unevenly sampled data. This detects as unevenly
51 % sampled all data where any of the fluctuations in the time
52 % difference between subsequent samples is greater than the one due
53 % to finite numerical precision
54 if any(abs(d - dt) > 2*eps(xi(2:end)))
55 utils.helper.msg(msg.PROC1, 'unevenly sampled data detected');
56 unevenly = true;
57
58 % The median is much less sensible to outliers than the mean. It is
59 % therefore a better estimate of the sampling frequency in case of
60 % unevenly sampled data
61 dt = median(d);
62 fs = 1.0 / dt;
63 t0 = 0;
64 end
65
66 end
67