[R] ts or xts with high-frequency data within a year

Ryan Utz utz.ryan at gmail.com
Wed Mar 30 17:03:16 CEST 2016


I have a time series that represents data sampled every 15-minutes. The
data currently run from November through February, 8623 total readings.
There are definitely daily periodic trends and non-stationary long-term
trends. I would love to decompose this using basic time series analysis.

However, every time I attempt decomposition, I get the

Error in decompose( ) : time series has no or less than 2 periods

Is it only possible to do basic time-series analysis if you have a year or
more worth of data? That seems absurd to me, since there is definite
periodicity and the data are a time series. I have tried every manner of
specifying frequency= with no luck (96 does not work). All manner of
searching for help has turned up fruitless.

Can I only do this after I wait another year or two?



Ryan Utz, Ph.D.
Assistant professor of water resources
Home/Cell: (724) 272-7769

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