[R] Time Series w/irregular frequency, how to construct a time series object?

Marco Leandro Carmosino malc07 at hampshire.edu
Wed Aug 20 10:41:29 CEST 2008


I am having trouble constructing a time series object for my data. This is
because the frequency is irregular: one year, there may be only 100
individuals, another 200. There are 100 measurements for every individual. I
have the observations in a data frame with the year that they were taken from
as a factor.

I would like to plot the top 10 mean measurements for each year and connect them
with a line, to measurements in the same category. I would also like to try
using linear filtering and exponential smoothing on the measurements to look
for patterns, in particular synchronized drastic changes in measurement values.

Are all the time-series analysis functions inappropriate because of the
irregular frequency in my data? I looked at the reference manual, and it seems
that even building the tsp attribute manually would require providing a
frequency argument. It's quite possible that I have some very wrong ideas about
time series analysis, as I am just beginning to study the subject.

Thanks for any help,


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