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MathGroup Archive 2007

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Re: grouping similar list elements with gaps

  • To: mathgroup at smc.vnet.net
  • Subject: [mg73477] Re: [mg73468] grouping similar list elements with gaps
  • From: "Chris Chiasson" <chris at chiasson.name>
  • Date: Mon, 19 Feb 2007 01:27:38 -0500 (EST)
  • References: <200702181113.GAA13453@smc.vnet.net>

how "far above or below" the threshold are you willing to go?

On 2/18/07, Stern <nycstern at gmail.com> wrote:
> I work with time series data of the form
> {{timecode1,datum1},{timecode2,datum2},...}. The timecodes can be in
> any of several formats, but for internal calculations I convert them
> to "Mathematica integer" format, which is to say, the absolute number
> of seconds since the beginning of January 1, 1900.
>
> My current interest involves continuous runs of dates above or below a
> defined threshold. This is relatively easy, using the Split and Select
> commands. For example,
>
> Select[Split[TIMESERIESLIST, Sign[#1[[2]] - THRESHOLD] ==
>     Sign[#2[[2]] - THRESHOLD] &], (Min[Transpose[#][[2]]] =98 THRESHOLD) &]
>
> (Thanks to Bob Hanlon, for suggesting this basic approach).
>
> I would like to generalize this to handle cases where there are small
> gaps in the pattern. So, for example, if I am willing to tolerate a
> gap of 3, then if list members 3-100 are above the threshold and list
> members 102-200 are above the threshold, then the entire period 3-200
> is marked as above, though time unit 101 would, on its own, fail.
>
> This may need to be handled recursively, as combined periods above the
> threshold may fall close enough together that they should be combined
> in turn.
>
> I have thought of some relatively inelegant ways of handling this
> ("preprocessing" the time series to create a dummy list in which gaps
> have been adjusted over the threshold), but I feel as though there
> ought to be a better way to handle it.
>
> Thanks in advance for any help,
>
> Michael
>
>


--
http://chris.chiasson.name/


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