processNOCdata {mvMonitoring} | R Documentation |
Simulate NOC Observations from a Single-State or Multi-State Process
Description
This function generates data under normal operating conditions from a single-state or multi-state process model.
Usage
processNOCdata(
startTime = "2015-05-16 10:00:00 CST",
period = 7 * 24 * 60,
stateDuration = 60,
increment = "min",
multiState = TRUE,
autocorellation = 0.75,
tLower = 0.01,
tUpper = 2,
errVar = 0.01
)
Arguments
startTime |
a POSIXct object specifying the day and time for the starting observation. |
period |
The observation cycle length. Defaults to one week's worth of minute-level observations (10,080 observations). |
stateDuration |
The number of observations generated during a stay in each state. Defaults to 60. |
increment |
The time-sequence base increment. See "Details" of the seq.POSIXt() function options. Defaults to "min" for minutes. |
multiState |
Should the observations be generated from a multi-state process? Defaults to TRUE. |
autocorellation |
The autocorrelation parameter. Must be less than 1 in absolute value, or the process generated will be nonstationary. Defaults to 0.75 in accordance to Kazor et al (2016). |
tLower |
Lower bound of the latent $t$ variable. Defaults to 0.01. |
tUpper |
Upper bound of the latent $t$ variable. Defaults to 2. |
errVar |
Error variance of the normal white noise process on the feature variables. |
Details
This function randomly generates a non-stationary (sinusoidal) and autocorrelated latent variable t with lower and upper bounds given by the arguments "tLower" and "tUpper", respectively, with autocorrelation governed by the "autocorrelation" argument. Necessarily, this coefficient must be less than 1 in absolute value, otherwise the latent variable will be unbounded. Next, this function draws a realization of this random variable t and calculates three functions of it, then jitters these functions with a normal white noise variable (with variance set by "errVar"). These three functions are:
- x :
x(t) = t + error
- y :
y(t) = t ^ 2 - 3t + error
- z :
z(t) = -t ^ 3 + 3t ^ 2 + error
This function is called by the mspProcessData() function. See ?mspProcessData for more details.
Value
An data frame with the following information:
- dateTime –
A POSIXct column of times starting at the user-defined 'startTime' argument, length given by the 'period' argument, and spacing given by the 'increment' argument. For example, if the starting value is "2016-01-10", period is 10080, and the incrementation is in minutes, then this sequence will be one week's worth of observations recorded every minute from midnight on the tenth of January.
- state –
An integer column of all 1's (when the 'multiState' argument is FALSE), or a column of the state values (1, 2 or 3).
- x –
A double column of generated values for the first feature.
- y –
A double column of generated values for the second feature.
- z –
A double column of generated values for the third feature.
See Also
Called by: mspProcessData
.
Examples
processNOCdata()