detrend

Remove polynomial trend

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Syntax

y = detrend(x)
y = detrend(x,n)
y = detrend(x,n,bp)
y = detrend(___,nanflag)
y = detrend(___,Name,Value)

Description

example

y = detrend(x) removes the best straight-fit line from the data in x.

  • If x is a vector, then detrend subtracts the trend from the elements of x.

  • If x is a matrix, then detrend operates on each column separately, subtracting each trend from the corresponding column.

example

y = detrend(x,n) removes the nth-degree polynomial trend. For example, when n = 0, detrend removes the mean value from x. When n = 1, detrend removes the linear trend, which is equivalent to the previous syntax. When n = 2, detrend removes the quadratic trend.

example

y = detrend(x,n,bp) removes a continuous, piecewise trend with segments defined by the break points bp.

y = detrend(___,nanflag) specifies how NaN values are treated for any of the previous syntaxes. For example, detrend(x,'omitnan') removes NaN values before calculating the trend, while detrend(x,'includenan') includes them (default).

example

y = detrend(___,Name,Value) specifies additional parameters using one or more name-value pairs. For example, detrend(x,1,bp,'Continuous',false) specifies that the fitted trend can have discontinuities.

Examples

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Open Live Script

Create a vector of data, and remove the continuous linear trend. Plot the original data, the detrended data, and the linear trend.

t = 0:20;
x = 3*sin(t) + t;
y = detrend(x);
plot(t,x,t,y,t,x-y,':k')
legend('Input Data','Detrended Data','Trend','Location','northwest')

Open Live Script

Create a vector of data, and remove the continuous quadratic trend. Plot the original data, the detrended data, and the trend.

t = 0:20;
x = 20*sin(t) + t.^2;
y = detrend(x,2);
plot(t,x,t,y,t,x-y,':k')
legend('Input Data','Detrended Data','Trend','Location','northwest')

Open Live Script

Create a vector of data, and remove the piecewise linear trend using a break point at 0. Specify that the resulting output can be discontinuous. Plot the original data, the detrended data, and the trend.

t = -10:10;
x = t.^3 + 6*t.^2 + 4*t + 3;
bp = 0;
y = detrend(x,1,bp,'SamplePoints',t,'Continuous',false);
plot(t,x,t,y,t,x-y,':k')
legend('Input Data','Detrended Data','Trend','Location','northwest')

Input Arguments

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Input array, specified as a vector, matrix, or multidimensional array. When x is a multidimensional array, detrend operates column-wise across all dimensions.

Data Types: double | single
Complex Number Support: Yes

Polynomial degree, specified as a non-negative integer scalar, or as 'constant' (equivalent to 0) or 'linear' (equivalent to 1).

Break points to define piecewise segments of the data, specified as a vector containing one of the following:

  • Sample point values indicating the location of the break points. Sample point values are contained either in the default sample points vector [1 2 3 ...] or in the vector specified by the 'SamplePoints' parameter.

  • Logical values where logical 1 (true) indicates a break point in the corresponding element of the input data. If bp contains logical values, it must be the same length as the sample points.

Break points are useful when you want to compute separate trends for different segments of the data.

Data Types: double | single | datetime | duration | logical

NaN condition, specified as one of the following values:

  • 'includenan' — Include NaN values in the input data when computing the trend.

  • 'omitnan' — Ignore all NaN values in the input when computing the trend.

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: y = detrend(x,'SamplePoints',1:10:1000)

Continuity constraint, specified as the comma-separated pair consisting of 'Continuous' and one of the following:

  • true — The fitted trend must be continuous everywhere.

  • false — The fitted trend can contain discontinuities.

Sample points, specified as the comma-separated pair consisting of 'SamplePoints' and a vector. The sample points represent the locations of the input data on the x-axis, and they must be unique and sorted.

Data Types: double | single | datetime | duration

Extended Capabilities

See Also

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Topics

Introduced before R2006a

MATLAB Documentation

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