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by crntaylor
4622 days ago
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This is interesting. I am generally very skeptical about taking derivatives of functions computed from real-world data for exactly this reason. What I normally end up doing is applying some form of kernel smoothing (e.g. nearest K points with a Gaussian kernel) to approximate the function, and then compute derivatives of that instead. Would you recommend another way? |
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Try the script at the end of this comment. Here's the output http://imgur.com/5948cW6
Notice that the 0-th one is just a gaussian. If you're interested, these things have traditionally been called HDAFs, I have a library to do this kind of thing https://bitbucket.org/nmaxwell/hdaf it may need more documentation. I don't mind if anyone provides constructive feedback on it.
The functionality you'd be interested in is hdaf.hdaf_periodic_samples, - you can convolve with that to low-pass filter, and use hertz_to_sigma to get the sigma parameter (from cutoff frequency).
EDIT: formatting.