[R] Filtering Time Series / apply STL method

[Prof Brian Ripley]

No graph was shown: R-help strips most attachments.

On Wed, 6 Aug 2003, Jan Verbesselt wrote:

> Dear R Helpers,
> 
> Which technique can I apply to get the noise out of the following graph?
> The data displayed shows the seasonal variation of NDVI (vegetation
> photosynthesis) extracted from the VEGETATION satellite sensor.  It
> contains big errors caused by cloud cover, which gives very low values
> in the time series (=> outliers have to be deleted).  Are there certain
> smoothing or filtering techniques I could use? I tested the Holt-winters
> filtering and the kernel smoothing technique but none of these give
> sufficient results. 
> 
> Thanks,
> Jan
> 
> Ps: Thanks for the previous answer: setting the dim(Timeserie) <- NULL
> was the solution. The aim is to apply the STL function on these results
> because at the moment STL runs but results are not logical.
> 
> 
> *******************************************************
> Jan Verbesselt 
> Research Associate 
> Lab of Geomatics and Forest Engineering K.U. Leuven
> Vital Decosterstraat 102. B-3000 Leuven Belgium 
> Tel:+32-16-329750 
> Fax: +32-16-329760
> http://perswww.kuleuven.ac.be/~u0027178/VCard/mycard.php?name=janv
> *******************************************************
> 
> 

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595