[R-sig-Geo] Time series analysis with irregular time-series

Wesley Roberts wroberts at csir.co.za
Thu Apr 2 09:26:28 CEST 2009

Dear R users

I am currently investigating time series analysis using an irregular time series. Our study is looking at vegetation change in areas of alien vegetation growth after clearing events. The irregular time series is sourced from Landsat ETM+ data, over a six year period I have 38 scenes. For certain periods I have monthly data while for others, images are up to three months apart. So far I have been using linear regression between NDVI (Normalized Difference Vegetation Index) and time to get an overall trend and then plotting the long term trend with the mFilter (Hodrick-Prescott filter). Additional to this I would like to plot a full time series of monthly rainfall data (with no missing data) against my irregular ts. I thus have the following questions,

1. While the mFilter does provide a good trend profile I would like to use a ts analysis procedure which is tailored to irregular environmental data, could anyone suggest a filter / analysis technique besides the mFilter? I am interested in the long term trend, but would also like to identify stochastic changes in the ts?

2. Is it possible to pad / interpolate missing values in a ts and how scientifically robust is this?

3. If interpolation / pad is not an issue how do I deal with NA values in a ts, the mFilter does not like NA and will return only NA if the ts contains any NA's?

I am using R version 2.8 on a Dell Precision 690 Workstation running Ubuntu Hardy Heron.

If any one has experience with time series analysis and has any suggestions regarding the questions posted, I would really appreciate some help.

Many thanks and kind regards,

Wesley Roberts MSc.
Researcher: Earth Observation (Ecosystems)
Natural Resources and the Environment
Tel: +27 (21) 888-2490
Fax: +27 (21) 888-2693

"To know the road ahead, ask those coming back."
- Chinese proverb

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