[R] Time Series smoothing
voidobscura
nshah171 at gmail.com
Thu Aug 6 20:33:58 CEST 2009
I have a set of data (in a matrix). I spliced a column out and parsed it
as.ts (time series). I then plotted the time series but I found that it was
very noisy. I wanted to smooth it out. However, I am having some problems
smoothing and plotting the smoothed version.
> A <- as.ts(read.table(choose.files()))
> x <- as.ts(A[,10])
> plot(x)
> > plot(smooth(x))
plot(smooth(x)) looks exactly like plot(x). Also,
> StructTS(x)
Error in optim(init[mask], getLike, method = "L-BFGS-B", lower = rep(0, :
L-BFGS-B needs finite values of 'fn'
The HoltWinters smoothing or the Kalman smoothing don't work either for
various errors... I'm not quite sure what's wrong.
Thanks.
--
View this message in context: http://www.nabble.com/Time-Series-smoothing-tp24852054p24852054.html
Sent from the R help mailing list archive at Nabble.com.
More information about the R-help
mailing list