[R] Time Series smoothing
GPetris at uark.edu
Fri Aug 7 19:41:54 CEST 2009
My guess is that your data, 'x', has frequency 1, or is not a ts
object altogether. In both cases there is no meaningful way of
extracting a sesonal component from the data. However, as you can see
in the help page, HoltWinters has an argument 'gamma' that, when given
the value 0, allows to fit non-seasonal models. Cross your finger and
> HoltWinters(x, gamma = 0)
> Date: Thu, 06 Aug 2009 15:06:26 -0700 (PDT)
> From: voidobscura <nshah171 at gmail.com>
> Sender: r-help-bounces at r-project.org
> Precedence: list
>  10242.793600 10233.872700 10229.265400 10230.835200 10230.715500
>  10233.706500 10231.821200 10235.511800 10232.515900 10240.365800
>  10244.216100 10252.208800 10249.710600 10249.591500 10258.640800
>  10263.172300 10263.327800 10271.161200 10268.512200 10268.465800
>  10272.819000 10273.321700 10278.570500 10265.448300 10278.325400
>  10274.210000 10281.323700 10274.569600 10276.431600 10279.039900
>  10279.232600 10276.020600 10271.650200 10267.213500 10262.682000
>  10261.586500 10253.623600 10243.466400 10245.071800 10242.889200
>  10241.417900 10240.785600 10234.565600 10236.755200 10229.893600
>  10225.274200
> There is a sample from the dataset (which happens to be quite large, a
> subset of energy release values from fusion reactions).
> > HoltWinters(x)
> Error in decompose(ts(x[1L:wind], start = start(x), frequency = f),
> seasonal) :
> time series has no or less than 2 periods
> Giovanni Petris wrote:
> > 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.
> >> --
> >> 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.
> >> ______________________________________________
> >> R-help at r-project.org mailing list
> >> https://stat.ethz.ch/mailman/listinfo/r-help
> >> PLEASE do read the posting guide
> >> http://www.R-project.org/posting-guide.html
> >> and provide commented, minimal, self-contained, reproducible code.
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> > http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> View this message in context: http://www.nabble.com/Time-Series-smoothing-tp24852054p24855346.html
> Sent from the R help mailing list archive at Nabble.com.
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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