[R] decomposing an irregularly spaced time series

andreas29 andreas at eckner.com
Sun Oct 14 22:32:12 CEST 2012

I have spent quite some time building a general framework for unevenly-spaced
time series. The methods do not rely on a transformation to equally-spaced
data, but allow to analyze unevenly-spaced time series in their unaltered
form. Please see http://www.eckner.com/research.html for my notes.

In addition, I have written a paper is about trend and seasonality
estimation for unevenly-spaced time series.

I hope you will find the results helpful!

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