oilWell {DeCAFS} | R Documentation |
This data comes from lowering a probe into a bore-hole, and taking measurements of the rock structure as the probe is lowered. As the probe moves from one rock strata to another we expect to see an abrupt change in the signal from the measurements.
oilWell
A numeric vector of 4050 obervations
Ruanaidh, Joseph JK O., and William J. Fitzgerald. Numerical Bayesian methods applied to signal processing. Springer Science & Business Media, 2012. doi:10.1007/978-1-4612-0717-7
# removing outliers
n = length(oilWell)
h = 32
med = rep(NA, n)
for (i in 1:n) {
index = max(1, i - h):min(n, i + h)
med[i] = median(oilWell[index])
}
residual = (oilWell - med)
y = oilWell[abs(residual) < 8000]
sigma = sqrt(var(residual[abs(residual) < 8000]))
# running DeCAFS
res <- DeCAFS(y/sigma)
plot(res, xlab = "time", ylab = "y", type = "l")
abline(v = res$changepoints, col = 4, lty = 3)