topic Re: Low pass filter in SAS Forecasting and Econometrics

Low pass filter

rgagler — Thu, 11 Jan 2018 18:28:42 GMT

How do you code/apply a 1st,2nd or 3rd order low pass frequency filter to a raw data set?

Re: Low pass filter

ballardw — Thu, 11 Jan 2018 20:31:29 GMT

@rgagler wrote:

How do you code/apply a 1st,2nd or 3rd order low pass frequency filter to a raw data set?

May be jargon but I wouldn't recognize a "1st,2nd or 3rd order low pass frequency filter". Can you provide a definition or source that pertains to your case?

Some example Data and expected output for that example might help clear up other questions.

Re: Low pass filter

Kurt_Bremser — Thu, 11 Jan 2018 21:04:21 GMT

These are terms I usually see in connection with electroacoustics.

Re: Low pass filter

ballardw — Thu, 11 Jan 2018 21:17:50 GMT

@Kurt_Bremser wrote:

These are terms I usually see in connection with electroacoustics.

I wouldn't be surprised. The only thing that I knew of that sounded similar was a "low band pass filter" and some variations. But I am hoping the OP knows enough about his need to describe it to someone. I'm not going to do a lot of electronics research to try to answer a vague question.

Or to paraphrase:

"D*** it Jim, I'm a mathematician not an electrical engineer!" (or what ever field this belongs to)

Re: Low pass filter

rgagler — Fri, 12 Jan 2018 15:52:21 GMT

A low-pass filter (LPF) is a filter that passes signals with a frequency lower than a certain cutoff frequency and attenuates signals with frequencies higher than the cutoff frequency
Wiki explains the orders fairly well: https://en.wikipedia.org/wiki/Low-pass_filter

In general it is a filter that attenuates or smooth's the data set.
In my specific case i have a Y by X plot that has a general trend but noisy data.
There are many methods to do this in JMP such as fit lines but for my application matching, I need to apply a low pass filter.

The example above was extracted from a software system I use that does this (I cannot access the formula) and I need to reproduce these type of results for my application.

Re: Low pass filter

rgagler — Fri, 12 Jan 2018 17:15:48 GMT

Some additional information on Low pass filtering explanation can be found at https://web.stanford.edu/~boyd/ee102/conv_demo.pdf

However, this document only explains how to get the "Transfer Function" H(s) which is an intermediate step to the final transformation.

https://en.wikipedia.org/wiki/Transfer_function

Since I am not a mathematician I am struggling to figure this out.

Any help is greatly appreciated.

Re: Low pass filter

yuliao — Wed, 29 May 2019 01:28:46 GMT

Hi rgagler,

Are you still interested applying lowpass filtering to your data set? SAS now has full support of digital filtering (lowpass, highpass, bandpass and bandstop) in the products (including filter design and applying the filter to the data).

Digital filtering is supported in the following products:

1) Through the IML procedure starting from SAS/IML® 15.1. (Butterworth filter)

2) Through SAS® Cloud Analytic Services (CAS) and SAS® Event Stream Processing starting from SAS® 9.4M6. (Butterworth, Chebyshev Type I and Type II filters)

You can find the detailed documentation on using digital filtering through IML here:

https://go.documentation.sas.com/?docsetId=imlug&docsetTarget=imlug_langref_sect013.htm&docsetVersion=15.1&locale=en

Please let me know if you have further question.

Thanks

Yuwei Liao