Beefy Boxes and Bandwidth Generously Provided by pair Networks
We don't bite newbies here... much
 
PerlMonks  

Comment on

( #3333=superdoc: print w/ replies, xml ) Need Help??
Statisitcally, your task is to identify a signal in the presence of noise. If your signal is always much larger than the noise, the task is fairly easy.

One way to handle this is to first calculate the mean and standard deviation (sd) of your values. If the peaks are relatively rare, then the sd will correspond closely to the noise sd. Then pick a threshold, say mean + 3*sd, and flag every sample greater than that as a possible event. From there, you can look at the possible events and decide if they correspond to the signal model you are looking for, e.g., peak height, peak width, shape, etc. If the noise is time-varying, just calculate mean and sd over intervals short enough so that the noise doesn't vary too much, and look for possible events within those intervals using the local mean and sd.

If you have a really good statistical model of the signal and noise, you could create a Kalman filter or Bayesian inference model to detect these signals automatically. But I would try the simple method above first.

-Mark


In reply to Re: How do I find peaks in noisy data? by kvale
in thread How do I find peaks in noisy data? by tamaguchi

Title:
Use:  <p> text here (a paragraph) </p>
and:  <code> code here </code>
to format your post; it's "PerlMonks-approved HTML":



  • Posts are HTML formatted. Put <p> </p> tags around your paragraphs. Put <code> </code> tags around your code and data!
  • Read Where should I post X? if you're not absolutely sure you're posting in the right place.
  • Please read these before you post! —
  • Posts may use any of the Perl Monks Approved HTML tags:
    a, abbr, b, big, blockquote, br, caption, center, col, colgroup, dd, del, div, dl, dt, em, font, h1, h2, h3, h4, h5, h6, hr, i, ins, li, ol, p, pre, readmore, small, span, spoiler, strike, strong, sub, sup, table, tbody, td, tfoot, th, thead, tr, tt, u, ul, wbr
  • Outside of code tags, you may need to use entities for some characters:
            For:     Use:
    & &amp;
    < &lt;
    > &gt;
    [ &#91;
    ] &#93;
  • Link using PerlMonks shortcuts! What shortcuts can I use for linking?
  • See Writeup Formatting Tips and other pages linked from there for more info.
  • Log In?
    Username:
    Password:

    What's my password?
    Create A New User
    Chatterbox?
    and the web crawler heard nothing...

    How do I use this? | Other CB clients
    Other Users?
    Others chanting in the Monastery: (12)
    As of 2014-09-18 17:31 GMT
    Sections?
    Information?
    Find Nodes?
    Leftovers?
      Voting Booth?

      How do you remember the number of days in each month?











      Results (120 votes), past polls