[R] Time Series smoothing

[voidobscura]

Hello,

[5956] 10242.793600 10233.872700 10229.265400 10230.835200 10230.715500
[5961] 10233.706500 10231.821200 10235.511800 10232.515900 10240.365800
[5966] 10244.216100 10252.208800 10249.710600 10249.591500 10258.640800
[5971] 10263.172300 10263.327800 10271.161200 10268.512200 10268.465800
[5976] 10272.819000 10273.321700 10278.570500 10265.448300 10278.325400
[5981] 10274.210000 10281.323700 10274.569600 10276.431600 10279.039900
[5986] 10279.232600 10276.020600 10271.650200 10267.213500 10262.682000
[5991] 10261.586500 10253.623600 10243.466400 10245.071800 10242.889200
[5996] 10241.417900 10240.785600 10234.565600 10236.755200 10229.893600
[6001] 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

Thanks.



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.
> 
> 

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