I'm doing some research but have come stuck at the analysis stage (should've paid more attention to my stats lectures).

I've collected two simultaneous signals: flow rate integrated for volume and change in chest expansion. I'd like compare the signals and ultimately hope to derive volume from the chest expansion signal. But first I have to align/synchronise my data.

As recording doesn't start at precisely the same time and chest expansion is captured for longer periods I need to find the data that corresponds to my volume data within the chest expansion data set and have a measure of how well they are aligned. I'm not quite sure how to go about this if the two signals don't start at exactly the same time, or between data at different scales and at different resolutions.

I've attached an example of the two signals (https://docs.google.com/spreadsheet/ccc?key=0As4oZTKp4RZ3dFRKaktYWEhZLXlFbFVKNmllbGVXNHc), please let me know if there's anything further I could provide.

  • $\begingroup$ I don't know this well enough to give an answer, and am not certain this addresses the question, but one approach synchronizing signals is called "registration", which is a subset of functional data analysis. This topic is discussed in Ramsey and Silverman's FDA book. The basic idea is that the observed signals may be "warped" (e.g. if we were interested in the mechanics of the way people chew but we have data on people chewing at different speeds - the time axis is "warped" in this case) and registration attempts to define the underlying signal on a common, "unwarped" scale. $\endgroup$
    – Macro
    Commented Jul 5, 2012 at 2:52
  • 1
    $\begingroup$ Have you collected all of your data already? Is this one pilot subject? If you're just getting started, I would look into splitting off the signal from your belt and using that as a trigger (or even just to mark a timestamp) your flow recording. Usually acquisition systems have this ability with an auxiliary or trigger port. I'm sure there are ways to distinguish it just using your data like Macro has suggested, but adding this extra step will take away a lot of guesswork. $\endgroup$
    – jonsca
    Commented Jul 5, 2012 at 6:49
  • 1
    $\begingroup$ I think, you want to estimate only a fixed delay. You could use cross-correlation as outlined here: stats.stackexchange.com/questions/16121/… $\endgroup$
    – thias
    Commented Jul 5, 2012 at 8:16
  • 1
    $\begingroup$ You might want to ask this question on dsp.SE where they also think about synchronization of signals. $\endgroup$ Commented Jul 5, 2012 at 13:41
  • 1
    $\begingroup$ @Thias is correct, but it appears that first one series should be resampled so they have common intervals. $\endgroup$
    – whuber
    Commented Jul 5, 2012 at 13:54

1 Answer 1


The question asks how to find the amount by which one time series ("expansion") lags another ("volume") when the series are sampled at regular but different intervals.

In this case both series exhibit reasonably continuous behavior, as the figures will show. This implies (1) little or no initial smoothing may be needed and (2) resampling can be as simple as linear or quadratic interpolation. Quadratic may be slightly better due to the smoothness. After resampling, the lag is found by maximizing the cross-correlation, as shown in the thread, For two offset sampled data series, what is the best estimate of the offset between them?.

To illustrate, we can use the data supplied in the question, employing R for the pseudocode. Let's begin with the basic functionality, cross-correlation and resampling:

cor.cross <- function(x0, y0, i=0) {
  # Sample autocorrelation at (integral) lag `i`:
  # Positive `i` compares future values of `x` to present values of `y`';
  # negative `i` compares past values of `x` to present values of `y`.
  if (i < 0) {x<-y0; y<-x0; i<- -i}
  else {x<-x0; y<-y0}
  n <- length(x)
  cor(x[(i+1):n], y[1:(n-i)], use="complete.obs")

This is a crude algorithm: an FFT-based calculation would be faster. But for these data (involving about 4000 values) it's good enough.

resample <- function(x,t) {
  # Resample time series `x`, assumed to have unit time intervals, at time `t`.
  # Uses quadratic interpolation.
  n <- length(x)
  if (n < 3) stop("First argument to resample is too short; need 3 elements.")
  i <- median(c(2, floor(t+1/2), n-1)) # Clamp `i` to the range 2..n-1
  u <- t-i
  x[i-1]*u*(u-1)/2 - x[i]*(u+1)*(u-1) + x[i+1]*u*(u+1)/2

I downloaded the data as a comma-separated CSV file and stripped its header. (The header caused some problems for R which I didn't care to diagnose.)

data <- read.table("f:/temp/a.csv", header=FALSE, sep=",", 

NB This solution assumes each series of data is in temporal order with no gaps in either one. This allows it to use indexes into the values as proxies for time and to scale those indexes by the temporal sampling frequencies to convert them to times.

It turns out that one or both of these instruments drifts a little over time. It's good to remove such trends before proceeding. Also, because there is a tapering of the volume signal at the end, we should clip it out.

n.clip <- 350      # Number of terminal volume values to eliminate
n <- length(data$Volume) - n.clip
indexes <- 1:n
v <- residuals(lm(data$Volume[indexes] ~ indexes))
expansion <- residuals(lm(data$Expansion[indexes] ~ indexes)

I resample the less-frequent series in order to get the most precision out of the result.

e.frequency <- 32  # Herz
v.frequency <- 100 # Herz
e <- sapply(1:length(v), function(t) resample(expansion, e.frequency*t/v.frequency))

Now the cross-correlation can be computed--for efficiency we search only a reasonable window of lags--and the lag where the maximum value is found can be identified.

lag.max <- 5       # Seconds
lag.min <- -2      # Seconds (use 0 if expansion must lag volume)
time.range <- (lag.min*v.frequency):(lag.max*v.frequency)
data.cor <- sapply(time.range, function(i) cor.cross(e, v, i))
i <- time.range[which.max(data.cor)]
print(paste("Expansion lags volume by", i / v.frequency, "seconds."))

The output tells us that expansion lags volume by 1.85 seconds. (If the last 3.5 seconds of data weren't clipped, the output would be 1.84 seconds.)

It's a good idea to check everything in several ways, preferably visually. First, the cross-correlation function:

plot(time.range * (1/v.frequency), data.cor, type="l", lwd=2,
     xlab="Lag (seconds)", ylab="Correlation")
points(i * (1/v.frequency), max(data.cor), col="Red", cex=2.5)

cross-correlation plot

Next, let's register the two series in time and plot them together on the same axes.

normalize <- function(x) {
  # Normalize vector `x` to the range 0..1.
  x.max <- max(x); x.min <- min(x); dx <- x.max - x.min
  if (dx==0) dx <- 1
  (x-x.min) / dx
times <- (1:(n-i))* (1/v.frequency)
plot(times, normalize(e)[(i+1):n], type="l", lwd=2, 
     xlab="Time of volume measurement, seconds", ylab="Normalized values (volume is red)")
lines(times, normalize(v)[1:(n-i)], col="Red", lwd=2)

Registered plots

It looks pretty good! We can get a better sense of the registration quality with a scatterplot, though. I vary the colors by time to show the progression.

colors <- hsv(1:(n-i)/(n-i+1), .8, .8)
plot(e[(i+1):n], v[1:(n-i)], col=colors, cex = 0.7,
     xlab="Expansion (lagged)", ylab="Volume")


We're looking for the points to track back and forth along a line: variations from that reflect nonlinearities in the time-lagged response of expansion to volume. Although there are some variations, they are pretty small. Yet, how these variations change over time may be of some physiological interest. The wonderful thing about statistics, especially its exploratory and visual aspect, is how it tends to create good questions and ideas along with useful answers.

  • 1
    $\begingroup$ Holy hell, you're amazing. Cross-correlation is exactly what I was imagining (I knew there had to be a name for it) but your answer/explanation went above and beyond. Thanks very much! $\endgroup$
    – person157
    Commented Jul 6, 2012 at 1:32
  • $\begingroup$ I don't have time for a full explanation now, but a great account appears in the "Numerical Recipes" books. For instance, look at chapter 13.2, "Correlation and Autocorrelation Using the FFT," in Numerical Recipes in C. You could also look into R's acf function. $\endgroup$
    – whuber
    Commented Jul 13, 2012 at 12:38
  • $\begingroup$ New to 'r', please be kind: The 'normalize' function used in the combined plot (2nd last plot) won't work for me, is there an update to this function since this answer was posted? $\endgroup$
    – CmKndy
    Commented Aug 29, 2015 at 13:34
  • 1
    $\begingroup$ @CmKndy I was new to R, too, when I posted this answer and just forgot to supply a definition for that function. Here's the original: normalize <- function(x) { x.max <- max(x); x.min <- min(x); dx <- x.max - x.min; if (dx==0) dx <- 1; (x-x.min) / dx } $\endgroup$
    – whuber
    Commented Aug 29, 2015 at 16:08
  • $\begingroup$ Perfect, thank you @whuber. If you could post an answer like this when you were new to R, I'm even newer than I thought ;) $\endgroup$
    – CmKndy
    Commented Aug 30, 2015 at 6:23

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.