Hi, Are there any functions in R that could be used to estimate the phase-shift between two semi-sinusoidal vectors? Here is what I have tried so far, using the spectrum() function -- possibly incorrectly: # generate some fake data, normalized to unit circle x <- jitter(seq(-2*pi, 2*pi, by=0.1), amount=pi/8) # functions defining two out-of-phase phenomena f1 <- function(x) jitter(sin(x), amount=0.25) f2 <- function(x, a) jitter(sin(x + a), amount=0.25) # compute y-values # we are setting the phase shift arbitrarily s <- pi/1.5632198 y1 <- f1(x) y2 <- f2(x, s) # plot: plot(x, y1, type='p', col='red', cex=0.5) lines(lowess(x, y1, f=0.25), col='red') points(x, y2, col='blue', cex=0.5) lines(lowess(x, y2, f=0.25), col='blue') # generate time series object comb.ts <- ts(matrix(c(y1, y2), ncol=2)) # multivariate spectral decomposition spec <- spectrum(comb.ts, detrend=FALSE) # but how to interpret the phase estimate? mean(spec$phase) the mean 'phase' as returned from spectrum() does not seem to match the value used to generate the data... Am I mis-interpreting the use or output from spectrum() here? If so, is there a general procedure for estimating a phase-shift between two noisy signals? Would I first have to fit a smooth function in order to solve this analytically? Thanks in advance, -- Dylan Beaudette Soil Resource Laboratory http://casoilresource.lawr.ucdavis.edu/ University of California at Davis 530.754.7341
Hi, Are there any functions in R that could be used to estimate the phase-shift between two semi-sinusoidal vectors? Here is what I have tried so far, using the spectrum() function -- possibly incorrectly: # generate some fake data, normalized to unit circle x <- jitter(seq(-2*pi, 2*pi, by=0.1), amount=pi/8) # functions defining two out-of-phase phenomena f1 <- function(x) jitter(sin(x), amount=0.25) f2 <- function(x, a) jitter(sin(x + a), amount=0.25) # compute y-values # we are setting the phase shift arbitrarily s <- pi/1.5632198 y1 <- f1(x) y2 <- f2(x, s) # plot: plot(x, y1, type='p', col='red', cex=0.5) lines(lowess(x, y1, f=0.25), col='red') points(x, y2, col='blue', cex=0.5) lines(lowess(x, y2, f=0.25), col='blue') # generate time series object comb.ts <- ts(matrix(c(y1, y2), ncol=2)) # multivariate spectral decomposition spec <- spectrum(comb.ts, detrend=FALSE) # but how to interpret the phase estimate? mean(spec$phase) the mean 'phase' as returned from spectrum() does not seem to match the value used to generate the data... Am I mis-interpreting the use or output from spectrum() here? If so, is there a general procedure for estimating a phase-shift between two noisy signals? Would I first have to fit a smooth function in order to solve this analytically? Thanks in advance, -- Dylan Beaudette Soil Resource Laboratory http://casoilresource.lawr.ucdavis.edu/ University of California at Davis 530.754.7341
help(spec.pgram) - then look at the examples at the bottom of the page Dylan Beaudette-3 wrote:> > Hi, > > Are there any functions in R that could be used to estimate the > phase-shift > between two semi-sinusoidal vectors? Here is what I have tried so far, > using > the spectrum() function -- possibly incorrectly: > > > # generate some fake data, normalized to unit circle > x <- jitter(seq(-2*pi, 2*pi, by=0.1), amount=pi/8) > > # functions defining two out-of-phase phenomena > f1 <- function(x) jitter(sin(x), amount=0.25) > f2 <- function(x, a) jitter(sin(x + a), amount=0.25) > > # compute y-values > # we are setting the phase shift arbitrarily > s <- pi/1.5632198 > y1 <- f1(x) > y2 <- f2(x, s) > > > # plot: > plot(x, y1, type='p', col='red', cex=0.5) > lines(lowess(x, y1, f=0.25), col='red') > > points(x, y2, col='blue', cex=0.5) > lines(lowess(x, y2, f=0.25), col='blue') > > > # generate time series object > comb.ts <- ts(matrix(c(y1, y2), ncol=2)) > > # multivariate spectral decomposition > spec <- spectrum(comb.ts, detrend=FALSE) > > # but how to interpret the phase estimate? > mean(spec$phase) > > the mean 'phase' as returned from spectrum() does not seem to match the > value > used to generate the data... Am I mis-interpreting the use or output from > spectrum() here? If so, is there a general procedure for estimating a > phase-shift between two noisy signals? Would I first have to fit a smooth > function in order to solve this analytically? > > Thanks in advance, > > > > -- > Dylan Beaudette > Soil Resource Laboratory > http://casoilresource.lawr.ucdavis.edu/ > University of California at Davis > 530.754.7341 > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > >----- The power of accurate observation is commonly called cynicism by those who have not got it. George Bernard Shaw -- View this message in context: http://www.nabble.com/estimate-phase-shift-between-two-signals-tp17653636p17682957.html Sent from the R help mailing list archive at Nabble.com.