[R] STL- TimeSeries Decomposition

[Jason Turner]

Jan Verbesselt wrote:
> Dear R Helpers,
> 
> Currently I'm working with the ts package of R and created a TimeSerie
> from pixels extracted from satellite imagery(S10 NDVI data, 10 daily
> composites). I'm trying to decompose this signal in different signals
> (seasonal and trend).
> 
> When testing out the STL method is says => Only univariate timeseries
> are allowed, but the current Timeserie I'm using is univariate! 

stl() doesn't think so.  What is the output of dim(Timeserie) or 
ncol(Timeserie)  ?

=> The
> problem is probably that this time series has to much noise so that it
> consequently gives the following error.

If the error message is correct, that's pretty unlikely.

Have you run traceback() after the error message to find out where the 
problem occurred?

> Error in stl(Timeserie) : only univariate series are allowed.  I also
> import the data as an ts object.

How, exactly, did you import the data and convert to time series?

> A solution would be to eliminate the noise (sensor and atmospheric) with
> a filter (kalman/ holt-Winters/TsSmooth? Or FFT.) or the BISE method in
> R? 

This might be good practice, but doesn't sound like the solution to the 
problem.

> Is the BISE (Best index slope extraction) function already programmed in
> R I couldn't find it?

Never heard of it.

Jason
-- 
Indigo Industrial Controls Ltd.
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jasont at indigoindustrial.co.nz