It's a matter of entropy...
You collect original data in it's pure form, and store it completely, in full precision and with defined sampling criteria (sample time, frequency, settings). Than you process is later to whatever extent you want.. Same dataset can be processed in any conceivable way later, even for the purposes you didn't expect or forsee when you collected data.
That's how you do it. And with today's processing power and cheap and ample data storage easily available , quite easy to do.
Regards,
Sinisa