InterpolatorTimeSeries
This class resamples data of a times series to new poins in time.
Polynomial
Polynomial prediction using a moving polynomial of polynomialDegree. The optimal polynomial is chosen based on the centricity of the data points around the resampling point and the distance to all polynomial data points. All polynomial data points must be within maxDataPointRange. Resampling points within maxExtrapolationDistance of the polynomial will be extrapolated. The elements maxDataPointRange and maxExtrapolationDistance are given in the unit of seconds. If negative values are used, the unit is relative to the median input sampling.
Name | Type | Annotation |
---|---|---|
polynomialDegree | uint | degree of the moving polynomial |
maxDataPointRange | double | [seconds] all degree+1 data points must be within this range for a valid polynomial |
maxExtrapolationDistance | double | [seconds] resampling points within this range of the polynomial will be extrapolated |
Least squares polynomial fit
A polynomial of polynomialDegree is estimated using all data points within maxDataPointDistance of the resampling point. This polynomial is then used to predict the resampling point. A resampling point will be extrapolated if there are only data points before/after as long as the closest one is within maxExtrapolationDistance. The elements maxDataPointDistance and maxExtrapolationDistance are given in the unit of seconds. If negative values are used, the unit is relative to the median input sampling.
Name | Type | Annotation |
---|---|---|
polynomialDegree | uint | degree of the estimated polynomial |
maxDataPointDistance | double | [seconds] all data points within this distance around the resampling point will be used |
maxExtrapolationDistance | double | [seconds] resampling points within this range of the polynomial will be extrapolated |
Fill gaps with least squares polynomial fit
Name | Type | Annotation |
---|---|---|
polynomialDegree | uint | degree of the estimated polynomial |
maxDataGap | double | [seconds] max data gap to interpolate |
maxDataSpan | double | [seconds] time span on each side used for least squares fit |
margin | double | [seconds] margin for identical times |