[R] "Almost seasonal" decomposition

Dieter Menne dieter.menne at menne-biomed.de
Sat Apr 16 11:29:40 CEST 2005

Dear ts-friends,

I have an "almost seasonal" signal. It's human respiration pressure, where
the respiration signal is regular but non-sinusoidal, with a slightly
drifting period. Overlaid on the signal are non-periodic twitches (think
weak hickups) with amplitudes 2-5 times higher than the respiration signal.

We have used adaptive filtering in a similar case before, but no twitch-free
reference is available in the present case.

I want to do something like stl, allowing some freedom to drift for the
seasonal component. Robust processing is a must, the hickup should not
affect processing. Robust autoregressive processing in package wle looked
like a good choice, but I could not get the model to converge with my data

Any ideas ....

Dieter Menne

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