
LOW PASS FILTERName:
The lowpass filter contains two basic steps:
For any lowpass filter, there is a corresponding highpass filter equivalent to subtracting the lowpass filtered series from the original series (i.e., you are extracting the high frequency component). Dataplot uses the Starpac HIPASS routine to compute the highpass filter.
<SUBSET/EXCEPT/FOR qualification> where <x> is a response variable; <y> is the response variable after computing the lowpass filter; and where the <SUBSET/EXCEPT/FOR qualification> is optional.
<SUBSET/EXCEPT/FOR qualification> where <x> is a response variable; <y> is the response variable after computing the highpass filter; and where the <SUBSET/EXCEPT/FOR qualification> is optional.
LET YOUT = HIGH PASS FILTER Y
Janet R. Donaldson and Peter V. Tryon (10/5/1987), "User's Guide to STARPAC The Standards Time Series and Regression Package", U.S. Department of Commerce Center for Applied Mathematics National Bureau of Standards Boulder, Colorado 80303
. PURPOSEREMOVE HIGH FREQUENCY CONTAMINATION FROM A SIGNAL . ANALYSIS TECHNIQUELOW PASS FILTER (STARPAC ROUTINE LOPASS) . . START POINT . DIMENSION 20 VARIABLES . . STEP 1 DEFINE THE PURE SIGNAL DEFINE THE CONTAIMINATION . COMBINE PURE + CONTAMINATION TO YIELD THE OBSERVED . RESPONSE PLOT . LET X = SEQUENCE 0 .1 25.55 LET YS = SIN(X) LET YN = NORMAL RANDOM NUMBERS FOR I = 1 1 256 LET YN = YN/10 LET Y = YS+YN MULTIPLOT SCALE FACTOR 2 MULTIPLOT CORNER COORDINATES 5 5 95 95 MULTIPLOT 2 2 YLIMITS 2 2 Y1LABEL AUTOMATIC PLOT YS PLOT YN PLOT Y YLIMITS END OF MULTIPLOT . LET N = SIZE Y LET X = SEQUENCE 8 1 249 MULTIPLOT 2 3 LET KTERM = 15 LET FC = 0.05 LET YFILTL0 = LOW PASS FILTER Y TITLE FC = 0.05 PLOT YFILTL0 X LET FC = 0.1 LET YFILTL1 = LOW PASS FILTER Y TITLE FC = 0.1 PLOT YFILTL1 X LET FC = 0.2 LET YFILTL2 = LOW PASS FILTER Y TITLE FC = 0.2 PLOT YFILTL2 X LET FC = 0.3 LET YFILTL3 = LOW PASS FILTER Y TITLE FC = 0.3 PLOT YFILTL3 X LET FC = 0.4 LET YFILTL4 = LOW PASS FILTER Y TITLE FC = 0.4 PLOT YFILTL4 X END OF MULTIPLOT
Date created: 01/23/2013 