Smoothing time series with filter1d

Added by Yacob 8 months ago

Dear All,

I am trying to smooth my monthly time series using filter1d. The first column
is my time stamp with the calender format and the second column is the values

  • 1988-01-01T00:00:00 -7.2
  • 1988-02-01T00:00:00 -8.5
  • 1988-03-01T00:00:00 -8.1
  • 1988-04-01T00:00:00 -12.2
  • 1988-05-01T00:00:00 -12.7
  • 1988-06-01T00:00:00 -13.6
  • 1988-07-01T00:00:00 -12.2
  • 1988-08-01T00:00:00 -11.3

Here I would like to filter every 36 months

gmt set FORMAT_DATE_IN=yyyy-mm-dd

filter1d -fT -Fb36 input_time_series -N0 --TIME_UNIT=o -V -E > out_put_time_series

Where --TIME_UNIT=o , tells filter1d as a monthly time stamp and -fT to specify absolute calendar time.

I wounder this is the correct way of filtering with the intended length of filter, i.e. 36 months ?

output:
filter1d: Read 1000 records from table 0, segment 0
filter1d: F width: 36 Resolution: 0.999989 Start: -840.001 Stop: 538.984

PS. I use the latest GMT version

/Yacob


Replies (2)

RE: Smoothing time series with filter1d - Added by Paul 8 months ago

It should work, but note that a month duration in GMT is simplified to be 1/12 of a year and does not vary in length (yet). So all months are equally long as far as the filter width is concerned.

RE: Smoothing time series with filter1d - Added by Yacob 8 months ago

Thank you, Paul.

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