Re: Derivative of experimental data
- To: mathgroup at smc.vnet.net
- Subject: [mg124738] Re: Derivative of experimental data
- From: Matthias Odisio <matthias at wolfram.com>
- Date: Fri, 3 Feb 2012 02:10:54 -0500 (EST)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
- References: <201202010848.DAA15135@smc.vnet.net>
Dear Gabriel, On 2/1/12 2:48 AM, Gabriel Landi wrote: > Dear MathGroup users, > > I have a question which is very important for my current research, and > which involves not only Mathematica, but computer science in general. > > I have experimental data which is not very noisy, a small example of > which may be downloaded here. > Would you like to share some of these data with us? > Basically I need to compute the derivative of this data. Here are my > options so far: > > Option 1: Finite differencing. Its terrible since the noise enhances > dramatically. > Option 2: Fitting some arbitrary function. The problem is that the > general functional form of the data changes from experiment to > experiment, so it is not possible to find a function which fits > adequately in all cases. > Option 3: Savitzky-Golay filters (self-implemented in Mathematica, based > on the discussion in Numerical Recipes, 3rd Ed.). It doesn't seem to > make much of a difference; probably because my data is not really that > noisy. > Option 4: Smoothing Splines filter. I am currently using Mr. Ludsteck > package HPFilter. So far it is by far the best outcome. However, it is > not free of some wild oscillations that are clearly non-analytical and > which are giving me quite the headache. > > Any suggestions are more than welcome. > I really appreciate any help I can get. > > Best regards, > > Gabriel Landi How do these functions perform on your data? DerivativeFilter GaussianFilter (smoothing + derivation) TotalVariationFilter, WienerFilter (smoothing, for pre-processing) Matthias Odisio Wolfram Research
- References:
- Derivative of experimental data
- From: Gabriel Landi <gtlandi@gmail.com>
- Derivative of experimental data