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

[Gabor Grothendieck]

Gabor Grothendieck <ggrothendieck <at> myway.com> writes:

: 
: Dr Carbon <drcarbon <at> gmail.com> writes:
: 
: : 
: : 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.
: 
: Calculate the moving average of bar, which we call barma, and define a
: function f which takes a two column structure, locates
: the largest entry in column 1 and returns the corresponding
: entry in column 2.  Use 'by' to apply f to the two columns, bar and barma
: for each year.  Finally convert result back to a ts object.
: 
: barma <- filter(bar, rep(1,7)/7)
: f <- function(bar) bar[which.max(bar[,1]),2]
: barpeakavg <- by(cbind(bar, barma), floor(time(bar)+.0001), f)
: barpeakavg.ts <- ts(barpeakavg, start = start(time(aggregate(bar))))
: 
: : 
: :  How can I return the cycle of the max value by year?
: : 
: 
: aggregate(bar, FUN = which.max)

Note that this will be off for the first year if that year does
not begin at the beginning of the cycle.

If thats a problem then use the previous solution but replace
barma with barcycle where barcycle <- cycle(bar)