[R] Time Series Object

From: stephen sefick <ssefick_at_gmail.com>
Date: Wed, 19 Mar 2008 15:02:58 -0400


I have a time series object that is made up of readings at 15 minutes for two years (this is why I am not posting data series). I have made this a time series with
y = ts(x, frequency=96)

ninety six is the number of 15minutes in a day. I want to smooth this series with

k = kernel("modified.daniell", #)
y.s = kernapply(y, k)

if I want to smooth it for ~month windows do I use # = (30*96)/2 or 30/2 I will then take this and use

spectrum(y.s, log="no")

the peaks that are generated are now in days even thought it is smoothed to monthly because the underlying points that the smoother is applied to are grouped into 96reading/day?

If this doesn't make sense I can provide a month worth of data for you guys to play with, but I didn't want to provide too large of a data set as to the rules.

-- 
Let's not spend our time and resources thinking about things that are
so little or so large that all they really do for us is puff us up and
make us feel like gods. We are mammals, and have not exhausted the
annoying little problems of being mammals.

	-K. Mullis

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Received on Wed 19 Mar 2008 - 20:05:25 GMT

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