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MathGroup Archive 2000

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filtering data

  • To: mathgroup at smc.vnet.net
  • Subject: [mg25326] filtering data
  • From: steven.w.gaskey at exxon.com
  • Date: Sat, 23 Sep 2000 03:35:50 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

I am trying to apply a type of filter to a series of data. The filter is of the form

y(i+1) = (1-p) y(i) + p/2 ( (1-p) x(i) + x(i+1)).

where y is the filtered data series and x is the raw data series.

First, I implemented this by defining the function for the single step then using FoldList to calculate the filtered series.

BAStep[abai_, p_, {ai_, aip1_}] := (1 - p)abai + p/2((1 - p)ai + aip1)

BA[a_, p_] := FoldList[BAStep[#1, p, #2] &, a[[1, 1]], a]

Everything worked fine. However, this required me to partition the list first:

ap = Partition[a,2,1].

When I moved the partition into the definition of the BA function:

BA2[a_, p_] := FoldList[BAStep[#1, p, #2] &, First[a], Partition[a, 2, 1]]

The application of the function got very slow and used a huge amount of memory. I applied this to two lists of 1500 points and it used all the system memory, crashed the front end and froze the kernel.

My questions:

1. Is there a better way to implement a filter such as this.

2. What was the cause of the large use of memory and long time in applying the filter?

Thanks for your help

Steve

Steven Gaskey
Staff Engineer, Exxpol Reactor Technology Development
ExxonMobil Chemical Company
Baytown Polymer Center
5200 Bayway Dr
Baytown, TX 77520
281 834 0356  Fax: 281 834 2434
Steven.W.Gaskey at Exxon.com





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