[R] STL- TimeSeries Decomposition

Jan Verbesselt Jan.Verbesselt at agr.kuleuven.ac.be
Wed Jul 30 10:30:35 CEST 2003


Dear R Helpers,

Currently I'm working with the ts package of R and created a TimeSerie
from pixels extracted from satellite imagery(S10 NDVI data, 10 daily
composites). I'm trying to decompose this signal in different signals
(seasonal and trend).

When testing out the STL method is says => Only univariate timeseries
are allowed, but the current Timeserie I'm using is univariate! => The
problem is probably that this time series has to much noise so that it
consequently gives the following error.
> plot(stl(Timeserie))
Error in stl(Timeserie) : only univariate series are allowed.  I also
import the data as an ts object.

A solution would be to eliminate the noise (sensor and atmospheric) with
a filter (kalman/ holt-Winters/TsSmooth? Or FFT.) or the BISE method in
R? 

Is the BISE (Best index slope extraction) function already programmed in
R I couldn't find it?

Much appreciated,
Jan

*******************************************************
Jan Verbesselt 
Research Associate 
Lab of Geomatics and Forest Engineering K.U. Leuven
Vital Decosterstraat 102. B-3000 Leuven Belgium 
Tel:+32-16-329750 
Fax: +32-16-329760
http://perswww.kuleuven.ac.be/~u0027178/VCard/mycard.php?name=janv




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