Fixing Capped Time Series with Splines

Introduction

Time series vary in quality.  Sometimes there is a calibration of sensor fault, in which case the resulting time series can have some very questionable content.  In this example we look at time series which top out or bottom out ("cap") in a way that is suspect.  We fix them using splines in this case.

Presentation: Fixing Capped Time Series with Splines

Remote video URL

A live coding example of how cap errors in time series can be "fixed" using smoothing splines. For information on the data set see Walter et al's "Observations of nonlinear internal waves at a persistent coastal upwelling front" (Continental Shelf Research, 2016).