[R] Finding seasonal peaks in a time series....

[Mulholland, Tom]

You might find breakpoints in strucchange helpful

Tom

> -----Original Message-----
> From: Dr Carbon [mailto:drcarbon at gmail.com]
> Sent: Thursday, 13 January 2005 6:19 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Finding seasonal peaks in a time series....
> 
> 
>  I have a seasonal time series. I want to calculate the annual mean
> value of the time series at its peak
> 
>  (say the mean of the three values before the peak, the peak, and the
> three values after the peak).
> 
>  The peak of the time series might change cycle slightly from 
> year to year.
> 
> # E.g.,
> nPts <- 254
> foo <- sin((2 * pi * 1/24) * 1:nPts)
> foo <- foo + rnorm(nPts, 0, 0.05)
> bar <- ts(foo, start = c(1980,3), frequency = 24)
> plot(bar)
> start(bar)
> end(bar)
> 
> # I want to find the peak value from each year, and then get the mean
> of the values on either side.
> # So, if the peak value in the year 1981 is
> max.in.1981 <- max(window(bar, start = c(1981,1), end = c(1981,24)))
> # e.g, cycle 7 or 8
> window(bar, start = c(1981,1), end = c(1981,24)) == max.in.1981
> # E.g. if the highest value in 1981 is in cycle 8 I want
> mean.in.1981 <- mean(window(bar, start = c(1981,5), end = c(1981,11)))
> plot(bar)
> points(ts(mean.in.1981, start = c(1981,8), frequency = 24), col =
> "red", pch = "+")
> 
> 
>  Is there a way to "automate" this for each year.
> 
>  How can I return the cycle of the max value by year?
> 
>  Thanks in advance. -DC
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
>