[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

-- 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  

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?


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