Low pass filter

suyash12

Anyone has idea how to use low pass filter in rapidminer

David_A

Hi @suyash12,

exponential smoothing is often used as a low-pass filter.

There is a ready to use operator with the same name under Modelling -> Time Series -> Transformation -> Exponential Smoothing

A lower value in alpha leads to stronger filtering, as shown in the example below.

Best,
David

<?xml version="1.0" encoding="UTF-8"?><process version="9.3.001"><br>  <context><br>    <input/><br>    <output/><br>    <macros/><br>  </context><br>  <operator activated="true" class="process" compatibility="9.3.001" expanded="true" name="Process" origin="GENERATED_TUTORIAL"><br>    <parameter key="logverbosity" value="init"/><br>    <parameter key="random_seed" value="2001"/><br>    <parameter key="send_mail" value="never"/><br>    <parameter key="notification_email" value=""/><br>    <parameter key="process_duration_for_mail" value="30"/><br>    <parameter key="encoding" value="SYSTEM"/><br>    <process expanded="true"><br>      <operator activated="true" class="retrieve" compatibility="9.3.001" expanded="true" height="68" name="Retrieve Monthly Milk Production" origin="GENERATED_TUTORIAL" width="90" x="45" y="34"><br>        <parameter key="repository_entry" value="//Samples/Time Series/data sets/Monthly Milk Production"/><br>      </operator><br>      <operator activated="true" class="time_series:exponential_smoothing" compatibility="9.3.001" expanded="true" height="68" name="Exponential Smoothing" origin="GENERATED_TUTORIAL" width="90" x="246" y="34"><br>        <parameter key="attribute_filter_type" value="single"/><br>        <parameter key="attribute" value="Monthly milk production / pounds per cow"/><br>        <parameter key="attributes" value=""/><br>        <parameter key="use_except_expression" value="false"/><br>        <parameter key="value_type" value="numeric"/><br>        <parameter key="use_value_type_exception" value="false"/><br>        <parameter key="except_value_type" value="real"/><br>        <parameter key="block_type" value="value_series"/><br>        <parameter key="use_block_type_exception" value="false"/><br>        <parameter key="except_block_type" value="value_series_end"/><br>        <parameter key="invert_selection" value="false"/><br>        <parameter key="include_special_attributes" value="false"/><br>        <parameter key="overwrite_attributes" value="false"/><br>        <parameter key="new_attributes_postfix" value="_smoothed_alpha_0.8"/><br>        <parameter key="alpha" value="0.8"/><br>        <description align="center" color="gray" colored="true" width="126">alpha = 0.8</description><br>      </operator><br>      <operator activated="true" class="time_series:exponential_smoothing" compatibility="9.3.001" expanded="true" height="68" name="Exponential Smoothing (2)" origin="GENERATED_TUTORIAL" width="90" x="447" y="34"><br>        <parameter key="attribute_filter_type" value="single"/><br>        <parameter key="attribute" value="Monthly milk production / pounds per cow"/><br>        <parameter key="attributes" value=""/><br>        <parameter key="use_except_expression" value="false"/><br>        <parameter key="value_type" value="numeric"/><br>        <parameter key="use_value_type_exception" value="false"/><br>        <parameter key="except_value_type" value="real"/><br>        <parameter key="block_type" value="value_series"/><br>        <parameter key="use_block_type_exception" value="false"/><br>        <parameter key="except_block_type" value="value_series_end"/><br>        <parameter key="invert_selection" value="false"/><br>        <parameter key="include_special_attributes" value="false"/><br>        <parameter key="overwrite_attributes" value="false"/><br>        <parameter key="new_attributes_postfix" value="_smoothed_alpha_0.5"/><br>        <parameter key="alpha" value="0.5"/><br>        <description align="center" color="gray" colored="true" width="126">alpha = 0.5</description><br>      </operator><br>      <operator activated="true" class="time_series:exponential_smoothing" compatibility="9.3.001" expanded="true" height="68" name="Exponential Smoothing (3)" origin="GENERATED_TUTORIAL" width="90" x="648" y="34"><br>        <parameter key="attribute_filter_type" value="single"/><br>        <parameter key="attribute" value="Monthly milk production / pounds per cow"/><br>        <parameter key="attributes" value=""/><br>        <parameter key="use_except_expression" value="false"/><br>        <parameter key="value_type" value="numeric"/><br>        <parameter key="use_value_type_exception" value="false"/><br>        <parameter key="except_value_type" value="real"/><br>        <parameter key="block_type" value="value_series"/><br>        <parameter key="use_block_type_exception" value="false"/><br>        <parameter key="except_block_type" value="value_series_end"/><br>        <parameter key="invert_selection" value="false"/><br>        <parameter key="include_special_attributes" value="false"/><br>        <parameter key="overwrite_attributes" value="false"/><br>        <parameter key="new_attributes_postfix" value="_smoothed_alpha_0.1"/><br>        <parameter key="alpha" value="0.1"/><br>        <description align="center" color="gray" colored="true" width="126">alpha = 0.1</description><br>      </operator><br>      <connect from_op="Retrieve Monthly Milk Production" from_port="output" to_op="Exponential Smoothing" to_port="example set"/><br>      <connect from_op="Exponential Smoothing" from_port="example set" to_op="Exponential Smoothing (2)" to_port="example set"/><br>      <connect from_op="Exponential Smoothing (2)" from_port="example set" to_op="Exponential Smoothing (3)" to_port="example set"/><br>      <connect from_op="Exponential Smoothing (3)" from_port="example set" to_port="result 1"/><br>      <portSpacing port="source_input 1" spacing="0"/><br>      <portSpacing port="sink_result 1" spacing="0"/><br>      <portSpacing port="sink_result 2" spacing="0"/><br>      <description align="center" color="green" colored="true" height="320" resized="true" width="565" x="210" y="12">&lt;br&gt; &lt;br&gt; &lt;br&gt; &lt;br&gt; &lt;br&gt; &lt;br&gt; &lt;br&gt; &lt;br&gt; &lt;br&gt; Compare the effect of the smoothing factor alpha:&lt;br&gt;&lt;br&gt;alpha = 0.8 : very little smoothing&lt;br&gt;&lt;br&gt;alpha = 0.5 : some smoothing, but the pattern is still visible&lt;br&gt;&lt;br&gt;alpha = 0.1 : the series peaks are drasticly reduced</description><br>    </process><br>  </operator><br></process><br><br>

MarlaBot

Hi @suyash12 - this is MarlaBot. I found these great videos on our RapidMiner Academy that you may find helpful:

Instructional Video: Filter Examples Demo (Viewing time: ~4m)

Please LIKE my comment if it helps! 👇

MarlaBot

David_A

Hi @suyash12,

exponential smoothing is often used as a low-pass filter.

There is a ready to use operator with the same name under Modelling -> Time Series -> Transformation -> Exponential Smoothing

A lower value in alpha leads to stronger filtering, as shown in the example below.

Best,
David

<?xml version="1.0" encoding="UTF-8"?><process version="9.3.001"><br>  <context><br>    <input/><br>    <output/><br>    <macros/><br>  </context><br>  <operator activated="true" class="process" compatibility="9.3.001" expanded="true" name="Process" origin="GENERATED_TUTORIAL"><br>    <parameter key="logverbosity" value="init"/><br>    <parameter key="random_seed" value="2001"/><br>    <parameter key="send_mail" value="never"/><br>    <parameter key="notification_email" value=""/><br>    <parameter key="process_duration_for_mail" value="30"/><br>    <parameter key="encoding" value="SYSTEM"/><br>    <process expanded="true"><br>      <operator activated="true" class="retrieve" compatibility="9.3.001" expanded="true" height="68" name="Retrieve Monthly Milk Production" origin="GENERATED_TUTORIAL" width="90" x="45" y="34"><br>        <parameter key="repository_entry" value="//Samples/Time Series/data sets/Monthly Milk Production"/><br>      </operator><br>      <operator activated="true" class="time_series:exponential_smoothing" compatibility="9.3.001" expanded="true" height="68" name="Exponential Smoothing" origin="GENERATED_TUTORIAL" width="90" x="246" y="34"><br>        <parameter key="attribute_filter_type" value="single"/><br>        <parameter key="attribute" value="Monthly milk production / pounds per cow"/><br>        <parameter key="attributes" value=""/><br>        <parameter key="use_except_expression" value="false"/><br>        <parameter key="value_type" value="numeric"/><br>        <parameter key="use_value_type_exception" value="false"/><br>        <parameter key="except_value_type" value="real"/><br>        <parameter key="block_type" value="value_series"/><br>        <parameter key="use_block_type_exception" value="false"/><br>        <parameter key="except_block_type" value="value_series_end"/><br>        <parameter key="invert_selection" value="false"/><br>        <parameter key="include_special_attributes" value="false"/><br>        <parameter key="overwrite_attributes" value="false"/><br>        <parameter key="new_attributes_postfix" value="_smoothed_alpha_0.8"/><br>        <parameter key="alpha" value="0.8"/><br>        <description align="center" color="gray" colored="true" width="126">alpha = 0.8</description><br>      </operator><br>      <operator activated="true" class="time_series:exponential_smoothing" compatibility="9.3.001" expanded="true" height="68" name="Exponential Smoothing (2)" origin="GENERATED_TUTORIAL" width="90" x="447" y="34"><br>        <parameter key="attribute_filter_type" value="single"/><br>        <parameter key="attribute" value="Monthly milk production / pounds per cow"/><br>        <parameter key="attributes" value=""/><br>        <parameter key="use_except_expression" value="false"/><br>        <parameter key="value_type" value="numeric"/><br>        <parameter key="use_value_type_exception" value="false"/><br>        <parameter key="except_value_type" value="real"/><br>        <parameter key="block_type" value="value_series"/><br>        <parameter key="use_block_type_exception" value="false"/><br>        <parameter key="except_block_type" value="value_series_end"/><br>        <parameter key="invert_selection" value="false"/><br>        <parameter key="include_special_attributes" value="false"/><br>        <parameter key="overwrite_attributes" value="false"/><br>        <parameter key="new_attributes_postfix" value="_smoothed_alpha_0.5"/><br>        <parameter key="alpha" value="0.5"/><br>        <description align="center" color="gray" colored="true" width="126">alpha = 0.5</description><br>      </operator><br>      <operator activated="true" class="time_series:exponential_smoothing" compatibility="9.3.001" expanded="true" height="68" name="Exponential Smoothing (3)" origin="GENERATED_TUTORIAL" width="90" x="648" y="34"><br>        <parameter key="attribute_filter_type" value="single"/><br>        <parameter key="attribute" value="Monthly milk production / pounds per cow"/><br>        <parameter key="attributes" value=""/><br>        <parameter key="use_except_expression" value="false"/><br>        <parameter key="value_type" value="numeric"/><br>        <parameter key="use_value_type_exception" value="false"/><br>        <parameter key="except_value_type" value="real"/><br>        <parameter key="block_type" value="value_series"/><br>        <parameter key="use_block_type_exception" value="false"/><br>        <parameter key="except_block_type" value="value_series_end"/><br>        <parameter key="invert_selection" value="false"/><br>        <parameter key="include_special_attributes" value="false"/><br>        <parameter key="overwrite_attributes" value="false"/><br>        <parameter key="new_attributes_postfix" value="_smoothed_alpha_0.1"/><br>        <parameter key="alpha" value="0.1"/><br>        <description align="center" color="gray" colored="true" width="126">alpha = 0.1</description><br>      </operator><br>      <connect from_op="Retrieve Monthly Milk Production" from_port="output" to_op="Exponential Smoothing" to_port="example set"/><br>      <connect from_op="Exponential Smoothing" from_port="example set" to_op="Exponential Smoothing (2)" to_port="example set"/><br>      <connect from_op="Exponential Smoothing (2)" from_port="example set" to_op="Exponential Smoothing (3)" to_port="example set"/><br>      <connect from_op="Exponential Smoothing (3)" from_port="example set" to_port="result 1"/><br>      <portSpacing port="source_input 1" spacing="0"/><br>      <portSpacing port="sink_result 1" spacing="0"/><br>      <portSpacing port="sink_result 2" spacing="0"/><br>      <description align="center" color="green" colored="true" height="320" resized="true" width="565" x="210" y="12">&lt;br&gt; &lt;br&gt; &lt;br&gt; &lt;br&gt; &lt;br&gt; &lt;br&gt; &lt;br&gt; &lt;br&gt; &lt;br&gt; Compare the effect of the smoothing factor alpha:&lt;br&gt;&lt;br&gt;alpha = 0.8 : very little smoothing&lt;br&gt;&lt;br&gt;alpha = 0.5 : some smoothing, but the pattern is still visible&lt;br&gt;&lt;br&gt;alpha = 0.1 : the series peaks are drasticly reduced</description><br>    </process><br>  </operator><br></process><br><br>