Created
March 5, 2015 18:13
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# needs zoo for "rollapply" | |
library(zoo) | |
# needs e1071 for Hamming window | |
library('e1071') | |
# load data | |
th <- read.csv2('app_status_report_hourly.csv', header=F, sep=',', col.names=c('time','count')) | |
# normalize the data by the maximum | |
X <- th$count[1:length(th$count)]/max(th$count) | |
# | |
Xw <- rollapply(X,24,by=1,function(x){x*hamming.window(24)}) | |
Fw <- apply(Xw,1,fft) | |
Fw_avg <- colMeans(t(abs(Fw))) | |
Fw_rem <- Fw - Fw_avg | |
Xw_rem <- apply(Xw,1,fft,inverse=T) | |
X_rem <- vector(mode=typeof(Xw_rem),length=length(X)) | |
for(i in seq(1, dim(Xw_rem)[2])){ | |
X_rem[i:(i+23)] <- X_rem[i:(i+23)] + Xw_rem[,i] | |
} | |
# plot(abs(X_rem),type='l') # the recovered with high frequency artifacts | |
plot(runmed(abs(X_rem), 25), type='l') | |
plot(runmed(abs(X), 25), type='l') #compare with simple median smoothing | |
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