[R] Functional data anlysis for unequal length and unequal width time series
Bert Gunter
bgunter@4567 @ending from gm@il@com
Tue Dec 18 04:40:14 CET 2018
Specialized: Probably need to email the maintainer. See ?maintainer
Cheers,
Bert
Bert Gunter
"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
On Mon, Dec 17, 2018 at 9:27 AM <soura using iastate.edu> wrote:
> Dear All,
> I apologize if you have already seen in Stack Overflow. I
> have not got any response from there so I am posting for help here.
>
> I have data on 1318 time series. Many of these series are of unequal
> length. Apart from this also quite a few time points for each of the
> series are observed at different time points. For example consider the
> following four series
>
> t1 <- c(24.51, 24.67, 24.91, 24.95, 25.10, 25.35, 25.50, 25.55, 25.67)
> V1 <- c(-0.1710, -0.0824, -0.0419, -0.0416, -0.0216, -0.0792, -0.0656,-
> 0.0273, -0.0589)
> ser1 <- cbind(t1, V1)
>
> t2 <- c(24.5, 24.67, 24.91, 24.98, 25.14, 25.38)
> V2 <- c(-0.0280, -0.1980, -0.2556, 0.3131, 0.3231, 0.2264)
> ser2 <- cbind(t2, V2)
>
> t3 <- c(24.51, 24.67, 24.91, 24.95, 25.10, 25.35, 25.50, 25.55, 25.65,
> 25.88, 25.97, 25.99)
> V3 <- c(0.0897, -0.0533, -0.3497, -0.5684, -0.4294, -0.1109, 0.0352,
> 0.0550, -0.0536, 0.0185, -0.0295, -0.0324)
> ser3 <- cbind(t3, V3)
>
> t4 <- c(24.5, 24.67, 24.71, 24.98, 25.17)
> V4 <- c(-0.0280, -0.1980, -0.2556, 0.3131, 0.3231)
> ser4 <- cbind(t4, V4)
>
> Here t1, t2, t3, t4 are the time points and V1, V2, V3, V4 are the
> observations made at over those time points. The time points in the
> actual data are Julian dates so they look like these, just that they
> are much larger decimal figures like 2452450.6225.
>
> I am trying to cluster these time series using functional data approach
> for which I am using the "funFEM" package in R. Th examples present are
> for equispaced and equal length time series so I am not sure how to use
> the package for my data. Initially I tried by making all the time
> series equal in length to the time series having the highest number of
> observations (here equal to ser3) by adding NA's to the time series. So
> following this example I made ser2 as
>
> t2_n <- c(24.5, 24.67, 24.91, 24.98, 25.14, 25.38, 25.50, 25.55, 25.65,
> 25.88, 25.97, 25.99)
> V2_na <- c(V2, rep(NA, 6))
> ser2_na <- cbind(t2_n, V2_na)
>
> Note that to make t2 equal to length of t3 I grabbed the last 6 time
> points from t3. To make V2 equal in length to V3 I added NA's.
>
> Then I created my data matrix as
>
> dat <- rbind(V1_na, V2_na, V3, V4_na).
>
> The code I used was
>
> require(funFEM)
> basis<- create.fourier.basis(c(min(t3), max(t3)), nbasis = 25)
> fdobj <- smooth.basis(c(min(t3), max(t3)) ,dat, basis)$fd
>
> Note that the range is constructed using the maximum and minumum time
> point of ser_3 series.
>
> res <- funFEM(fdobj, K = 2:9, model = "all", crit = "bic", init =
> "random")
>
> But this gives me an error
>
> Error in svd(X) : infinite or missing values in 'x'.
>
> Can anyone tell please help me on how to deal with this dataset for
> this package or any alternative package?
>
> Sincerly,
> Souradeep
>
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