[R] modeling interval data, a.k.a. irregular timeseries
Alexy Khrabrov
deliverable at gmail.com
Thu Sep 4 06:44:39 CEST 2008
Greetings -- I've got some sensor data of the form
t1_1, t1_2
t2_1, t2_2
...
tN_1,tN_2
-- time intervals measuring starts and stops of sensor activity. I'd
like to see whether there's any regularity in it. Seems natural to
consider these data timeseries -- except most of the timeseries
packages and models assume regular ones, with a fixed frequency.
I wonder what's a good way to apply existing regular timeseries
packages to these data, and perhaps try some others? I like David
Stoffer's book a lot, yet he uses R's own ts methods (with some
extras). I also like the zoo package, which allows for irregular
timeseries, yet I'm not sure how to apply the "usual" models to zoo
objects -- even though zoo strives to be compatible with ts... Is zoo
directly usable for ts-like time domain and spectral analysis as per
Stoffer?
Another way I was pondering is to map the above to a an artificial
index 1:n and consider it multivariate timeseries. Is it something
done in irregular timeseries analysis?
Cheers,
Alexy
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