Notice: This page requires JavaScript to function properly.
Please enable JavaScript in your browser settings or update your browser.
Denoising | Time Series Data Processing
course content

Course Content

Data Preprocessing

DenoisingDenoising

Noise in time series data refers to the random fluctuations or errors present in the data that can obscure or distort the underlying patterns and trends. It can arise from various sources, such as measurement errors, environmental factors, or sampling variations. Denoising techniques remove unwanted noise from the data to better understand and analyze the true signal or underlying behavior.

The goal of denoising is to improve the data quality and make extracting meaningful information from the time series easier.

There are several methods for denoising in time series data processing, including:

  1. Moving average - this method involves taking a rolling average of the time series data to smooth out the noise.
  2. Wavelet transform - this method involves transforming the time series data into wavelet coefficients and removing coefficients associated with noise.
  3. Singular spectrum analysis - this method involves decomposing the time series data into several components, including trend, periodicity, and noise, and then reconstructing the time series without the noise component.
  4. Kalman filter - this method involves modeling the time series data using a dynamic system and then using a filter to estimate the true state of the system by removing the noise.

We use the moving average method to get rid of noise in the data:

You can look at the images below and see that this method has reduced the noise in the data. The smoother the graph, the less noise it has!

Task

Read the 'denoising.csv' dataset and use the moving average method to remove the noise with window size equal to 3.

Everything was clear?

Section 4. Chapter 4
toggle bottom row
course content

Course Content

Data Preprocessing

DenoisingDenoising

Noise in time series data refers to the random fluctuations or errors present in the data that can obscure or distort the underlying patterns and trends. It can arise from various sources, such as measurement errors, environmental factors, or sampling variations. Denoising techniques remove unwanted noise from the data to better understand and analyze the true signal or underlying behavior.

The goal of denoising is to improve the data quality and make extracting meaningful information from the time series easier.

There are several methods for denoising in time series data processing, including:

  1. Moving average - this method involves taking a rolling average of the time series data to smooth out the noise.
  2. Wavelet transform - this method involves transforming the time series data into wavelet coefficients and removing coefficients associated with noise.
  3. Singular spectrum analysis - this method involves decomposing the time series data into several components, including trend, periodicity, and noise, and then reconstructing the time series without the noise component.
  4. Kalman filter - this method involves modeling the time series data using a dynamic system and then using a filter to estimate the true state of the system by removing the noise.

We use the moving average method to get rid of noise in the data:

You can look at the images below and see that this method has reduced the noise in the data. The smoother the graph, the less noise it has!

Task

Read the 'denoising.csv' dataset and use the moving average method to remove the noise with window size equal to 3.

Everything was clear?

Section 4. Chapter 4
toggle bottom row
some-alt