[R] STL- TimeSeries Decomposition
Prof Brian Ripley
ripley at stats.ox.ac.uk
Wed Jul 30 12:21:34 CEST 2003
On Wed, 30 Jul 2003, 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! => The
> problem is probably that this time series has to much noise so that it
> consequently gives the following error.
> > plot(stl(Timeserie))
> Error in stl(Timeserie) : only univariate series are allowed. I also
> import the data as an ts object.
No, the problem *is* that the time series is a matrix, and so not
univariate. Try dim(Timeserie) to see. If it has one column (as I
suspect), you need to remove that (dim(Timeserie) <- NULL).
> 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
> Is the BISE (Best index slope extraction) function already programmed in
> R I couldn't find it?
I've never even heard of it.
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
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