ts or xts with high-frequency data within a year
Bill, Josh, and Bert, Thanks for your responses. I still can't quite get this when I use actual dates. Here's an example of what is going wrong: X=as.data.frame(1:6000) X[2]=seq.POSIXt(ISOdate(2015,11,1),by='hour',length.out=6000) X[3]=sample(100,size=6000,replace=T) Y=xts(X[,3],order.by=X[,2]) decompose(Y) Z=ts(X[,2],frequency=24*365) plot(decompose(Z)) When I specify an actual date/time (rather than just a number as Bill posited), it does not like anything short of a year. This seems like I'm overlooking something obvious, but I can't get this for the life of me... Thanks for your time, r
On Wed, Mar 30, 2016 at 1:03 PM, William Dunlap <wdunlap at tibco.com> wrote:
You said you specified frequency=96 when you constructed the time series, but when I do that the decomposition looks reasonable:
time <- seq(0,9,by=1/96) # 15-minute intervals, assuming time unit is day measurement <- sqrt(time) + 1/(1.2+sin(time*2*pi)) +
rnorm(length(time),0,.3)
plot(decompose(ts(measurement, frequency=96)))
How is your code different from the above? Bill Dunlap TIBCO Software wdunlap tibco.com On Wed, Mar 30, 2016 at 8:03 AM, Ryan Utz <utz.ryan at gmail.com> wrote:
Hello,
I have a time series that represents data sampled every 15-minutes. The
data currently run from November through February, 8623 total readings.
There are definitely daily periodic trends and non-stationary long-term
trends. I would love to decompose this using basic time series analysis.
However, every time I attempt decomposition, I get the
Error in decompose( ) : time series has no or less than 2 periods
Is it only possible to do basic time-series analysis if you have a year or
more worth of data? That seems absurd to me, since there is definite
periodicity and the data are a time series. I have tried every manner of
specifying frequency= with no luck (96 does not work). All manner of
searching for help has turned up fruitless.
Can I only do this after I wait another year or two?
Thanks,
Ryan
--
Ryan Utz, Ph.D.
Assistant professor of water resources
*chatham**UNIVERSITY*
Home/Cell: (724) 272-7769
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Ryan Utz, Ph.D. Assistant professor of water resources *chatham**UNIVERSITY* Home/Cell: (724) 272-7769 [[alternative HTML version deleted]]