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  • Averaging of time series.

    As long as there is a very active discussion about the methods
    for the averaging of time series, I thought I might address an old
    worry of mine with respect to the averaging of curves.

    As far as I can tell, in the averaging of curves taken from
    various trials there is the inherent danger of producing a multimodal
    average curve from a series of unimodal curves whose "peaks" and
    "valleys" do not coincide in time (neither in real time nor in time
    expressed as a percent of the total duration of the event). In fact,
    since the "peaks" and the "valleys" of the curves of the different
    trials will practically never coincide exactly in time, the resulting
    "average" curve will generally tend to have "plateaus of moderately
    high elevation" instead of "sharp mountain peaks of very high
    elevation": The peak of the highest mountain in the average curve will
    almost always (always?) be lower than the average of the peaks of the
    highest mountains in the individual curves. An equivalent problem will
    occur in the valleys. I don't know of a good solution to this problem,
    but it seems to me that anyone averaging several curves to produce a
    single "representative" curve has to be very wary of this potential
    problem.

    I don't know if some of the methods discussed in the recent flurry
    of BIOMCH E-mail address this problem, but I have always been very
    uncomfortable with the averaging of curves from different trials
    because of this.

    Jesus Dapena
    Indiana University
    ================================================== ======================
    Date: Fri, 9 Feb 90 14:52:00 MET
    Reply-To: "Lambert Schomaker "

    Sender: Biomechanics and Movement Science listserver
    Comments: Sent using PMDF-822 V3.0, routing is done by KUNRC1
    From: "Lambert Schomaker "

    Subject: Re: Averaging of time series (jitter of peak positions)

    >From: DAPENA@IUBACS
    > As far as I can tell, in the averaging of curves taken from
    >various trials there is the inherent danger of producing a multimodal
    >average curve from a series of unimodal curves whose "peaks" and
    >"valleys" do not coincide in time ....

    In speech recognition this problem is solved by what is called
    dynamic time warping. The time axes of single trials are bended
    to obtain an optimal fit between two time functions using
    dynamic programming. In fact, however, one needs a model for the
    origin of the temporal fluctuations to be able to do such a transform
    elegantly.

    Lambert Schomaker.
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