[R] Time Series smoothing

[Giovanni Petris]

Please do read the posting guides and give us a reproducible
example. We don't know what the errors you get from HoltWinters
are. I guess we need to see the data you are using etc.

Giovanni Petris

> Date: Thu, 06 Aug 2009 11:33:58 -0700 (PDT)
> From: voidobscura <nshah171 at gmail.com>
> Sender: r-help-bounces at r-project.org
> Precedence: list
> 
> 
> 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.
> -- 
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
>