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  • Data Filtering - "tsfilter bw" and "butterworth" functions help

    Hi,

    I have a question regarding two of Stata's filtering commands; "tsfilter bw..." and "butterworth...".

    I am working with raw tri-axial accelerometer data files which are quite large (each approximately 1.5GB in size and ~ 90,000,000 observations over 3 variables (3 axes of accelerometer)). The raw data is unfiltered and thus needs to be "cleaned" - which I believe what the 'tsfilter' and 'butterworth' commands do. I also have a time variable which runs from 1 to the end of the dataset (again ~ 90,000,000).

    Prior to running any of these filtering commands, I tsset the time variable.

    But after running any of the filtering functions, I get the following errors;

    COMMAND: tsfilter bw axis1_bw = axis1, order(4) maxperiod(4)

    ERROR:

    J(): 3900 unable to allocate real <tmp>[91433996,91434000]
    Toeplitz(): - function returned error
    _TSFILTER_getQ(): - function returned error
    _TSFILTER_bwFilter(): - function returned error
    <istmt>: - function returned error

    COMMAND: butterworth axis1, freq(4) order(4) stub(a1);

    ERROR:

    I(): 3900 unable to allocate real <tmp>[91434000,91434000]
    bwmata(): - function returned error
    <istmt>: - function returned error
    r(3900);


    I know filtering data is supposed to be computationally very expensive/time consuming but I am not exactly sure what these errors mean - is this related to MATA? Furthermore, I am unable to find anything useful online (except this webpage where they get the same error for a different command - http://www.stata.com/statalist/archi.../msg00481.html).

    In addition, when I drop most of the data and use these functions on a smaller subset of the data (~15,000 observations) it filters the data and works well but very slowly. I don't understand what to do.

    Any suggestions and thanks in advance,

    Kindest Regards,

    Kishan Bakrania

    Last edited by Kishan Bakrania; 27 Jul 2014, 08:59.
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