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

William Dunlap wdunlap at tibco.com
Wed Mar 30 19:03:03 CEST 2016


You said you specified frequency=96 when you constructed the time
series, but when I do that the decomposition looks reasonable:

> time <- seq(0,9,by=1/96) # 15-minute intervals, assuming time unit is day
> measurement <- sqrt(time) + 1/(1.2+sin(time*2*pi)) +
rnorm(length(time),0,.3)
> plot(decompose(ts(measurement, frequency=96)))

How is your code different from the above?



Bill Dunlap
TIBCO Software
wdunlap tibco.com

On Wed, Mar 30, 2016 at 8:03 AM, Ryan Utz <utz.ryan at gmail.com> wrote:

> Hello,
>
> 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?
>
> Thanks,
> Ryan
>
> --
>
> Ryan Utz, Ph.D.
> Assistant professor of water resources
> *chatham**UNIVERSITY*
> Home/Cell: (724) 272-7769
>
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