I have a seasonal time series. I want to calculate the annual mean value of the time series at its peak (say the mean of the three values before the peak, the peak, and the three values after the peak). The peak of the time series might change cycle slightly from year to year. # E.g., nPts <- 254 foo <- sin((2 * pi * 1/24) * 1:nPts) foo <- foo + rnorm(nPts, 0, 0.05) bar <- ts(foo, start = c(1980,3), frequency = 24) plot(bar) start(bar) end(bar) # I want to find the peak value from each year, and then get the mean of the values on either side. # So, if the peak value in the year 1981 is max.in.1981 <- max(window(bar, start = c(1981,1), end = c(1981,24))) # e.g, cycle 7 or 8 window(bar, start = c(1981,1), end = c(1981,24)) == max.in.1981 # E.g. if the highest value in 1981 is in cycle 8 I want mean.in.1981 <- mean(window(bar, start = c(1981,5), end = c(1981,11))) plot(bar) points(ts(mean.in.1981, start = c(1981,8), frequency = 24), col "red", pch = "+") Is there a way to "automate" this for each year. How can I return the cycle of the max value by year? Thanks in advance. -DC
You might find breakpoints in strucchange helpful Tom> -----Original Message----- > From: Dr Carbon [mailto:drcarbon at gmail.com] > Sent: Thursday, 13 January 2005 6:19 AM > To: r-help at stat.math.ethz.ch > Subject: [R] Finding seasonal peaks in a time series.... > > > I have a seasonal time series. I want to calculate the annual mean > value of the time series at its peak > > (say the mean of the three values before the peak, the peak, and the > three values after the peak). > > The peak of the time series might change cycle slightly from > year to year. > > # E.g., > nPts <- 254 > foo <- sin((2 * pi * 1/24) * 1:nPts) > foo <- foo + rnorm(nPts, 0, 0.05) > bar <- ts(foo, start = c(1980,3), frequency = 24) > plot(bar) > start(bar) > end(bar) > > # I want to find the peak value from each year, and then get the mean > of the values on either side. > # So, if the peak value in the year 1981 is > max.in.1981 <- max(window(bar, start = c(1981,1), end = c(1981,24))) > # e.g, cycle 7 or 8 > window(bar, start = c(1981,1), end = c(1981,24)) == max.in.1981 > # E.g. if the highest value in 1981 is in cycle 8 I want > mean.in.1981 <- mean(window(bar, start = c(1981,5), end = c(1981,11))) > plot(bar) > points(ts(mean.in.1981, start = c(1981,8), frequency = 24), col > "red", pch = "+") > > > Is there a way to "automate" this for each year. > > How can I return the cycle of the max value by year? > > Thanks in advance. -DC > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html >
Sorry I didn't read the question properly. Please disregard, my mind was elsewhere. Tom> -----Original Message----- > From: Mulholland, Tom > Sent: Thursday, 13 January 2005 10:52 AM > To: Dr Carbon; r-help at stat.math.ethz.ch > Subject: RE: [R] Finding seasonal peaks in a time series.... > > > You might find breakpoints in strucchange helpful > > Tom > > > -----Original Message----- > > From: Dr Carbon [mailto:drcarbon at gmail.com] > > Sent: Thursday, 13 January 2005 6:19 AM > > To: r-help at stat.math.ethz.ch > > Subject: [R] Finding seasonal peaks in a time series.... > > > > > > I have a seasonal time series. I want to calculate the annual mean > > value of the time series at its peak > > > > (say the mean of the three values before the peak, the > peak, and the > > three values after the peak). > > > > The peak of the time series might change cycle slightly from > > year to year. > > > > # E.g., > > nPts <- 254 > > foo <- sin((2 * pi * 1/24) * 1:nPts) > > foo <- foo + rnorm(nPts, 0, 0.05) > > bar <- ts(foo, start = c(1980,3), frequency = 24) > > plot(bar) > > start(bar) > > end(bar) > > > > # I want to find the peak value from each year, and then > get the mean > > of the values on either side. > > # So, if the peak value in the year 1981 is > > max.in.1981 <- max(window(bar, start = c(1981,1), end = c(1981,24))) > > # e.g, cycle 7 or 8 > > window(bar, start = c(1981,1), end = c(1981,24)) == max.in.1981 > > # E.g. if the highest value in 1981 is in cycle 8 I want > > mean.in.1981 <- mean(window(bar, start = c(1981,5), end = > c(1981,11))) > > plot(bar) > > points(ts(mean.in.1981, start = c(1981,8), frequency = 24), col > > "red", pch = "+") > > > > > > Is there a way to "automate" this for each year. > > > > How can I return the cycle of the max value by year? > > > > Thanks in advance. -DC > > > > ______________________________________________ > > R-help at stat.math.ethz.ch mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide! > > http://www.R-project.org/posting-guide.html > > > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html >
This is inelegant, but works:
# (following the example)
nPts <- 254
foo <- sin((2 * pi * 1/24) * 1:nPts)
foo <- foo + rnorm(nPts, 0, 0.05)
bar <- ts(foo, start = c(1980,3), frequency = 24)
mean.in.i <- numeric(length(start(bar)[1]:end(bar)[1]))
peak.ts <- ts(rep(NA, length(foo)), start = c(1980,3), frequency = 24)
count <- 1
for(i in start(bar)[1]:end(bar)[1]){
bar.win <- window(bar, start = c(i,1), end = c(i,24))
max.in.i <- max(bar.win)
max.cycle.in.i <- cycle(bar.win)[bar.win == max.in.i]
mean.in.i[count] <- mean(window(bar, start = c(i,max.cycle.in.i - 3),
end = c(i,max.cycle.in.i + 3)))
window(peak.ts, start = c(i, max.cycle.in.i), end = c(i,
max.cycle.in.i)) <- mean.in.i[count]
count <- count+1
}
plot(bar)
points(peak.ts, col = "red", pch = "+")
mean.in.i
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Dr Carbon
> Sent: Wednesday, January 12, 2005 5:19 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Finding seasonal peaks in a time series....
>
>
> I have a seasonal time series. I want to calculate the annual mean
> value of the time series at its peak
>
> (say the mean of the three values before the peak, the peak, and the
> three values after the peak).
>
> The peak of the time series might change cycle slightly from
> year to year.
>
> # E.g.,
> nPts <- 254
> foo <- sin((2 * pi * 1/24) * 1:nPts)
> foo <- foo + rnorm(nPts, 0, 0.05)
> bar <- ts(foo, start = c(1980,3), frequency = 24)
> plot(bar)
> start(bar)
> end(bar)
>
> # I want to find the peak value from each year, and then get the mean
> of the values on either side.
> # So, if the peak value in the year 1981 is
> max.in.1981 <- max(window(bar, start = c(1981,1), end = c(1981,24)))
> # e.g, cycle 7 or 8
> window(bar, start = c(1981,1), end = c(1981,24)) == max.in.1981
> # E.g. if the highest value in 1981 is in cycle 8 I want
> mean.in.1981 <- mean(window(bar, start = c(1981,5), end = c(1981,11)))
> plot(bar)
> points(ts(mean.in.1981, start = c(1981,8), frequency = 24), col >
"red", pch = "+")
>
>
> Is there a way to "automate" this for each year.
>
> How can I return the cycle of the max value by year?
>
> Thanks in advance. -DC
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
Dr Carbon <drcarbon <at> gmail.com> writes: : : I have a seasonal time series. I want to calculate the annual mean : value of the time series at its peak : : (say the mean of the three values before the peak, the peak, and the : three values after the peak). : : The peak of the time series might change cycle slightly from year to year. : : # E.g., : nPts <- 254 : foo <- sin((2 * pi * 1/24) * 1:nPts) : foo <- foo + rnorm(nPts, 0, 0.05) : bar <- ts(foo, start = c(1980,3), frequency = 24) : plot(bar) : start(bar) : end(bar) : : # I want to find the peak value from each year, and then get the mean : of the values on either side. : # So, if the peak value in the year 1981 is : max.in.1981 <- max(window(bar, start = c(1981,1), end = c(1981,24))) : # e.g, cycle 7 or 8 : window(bar, start = c(1981,1), end = c(1981,24)) == max.in.1981 : # E.g. if the highest value in 1981 is in cycle 8 I want : mean.in.1981 <- mean(window(bar, start = c(1981,5), end = c(1981,11))) : plot(bar) : points(ts(mean.in.1981, start = c(1981,8), frequency = 24), col : "red", pch = "+") : : Is there a way to "automate" this for each year. Calculate the moving average of bar, which we call barma, and define a function f which takes a two column structure, locates the largest entry in column 1 and returns the corresponding entry in column 2. Use 'by' to apply f to the two columns, bar and barma for each year. Finally convert result back to a ts object. barma <- filter(bar, rep(1,7)/7) f <- function(bar) bar[which.max(bar[,1]),2] barpeakavg <- by(cbind(bar, barma), floor(time(bar)+.0001), f) barpeakavg.ts <- ts(barpeakavg, start = start(time(aggregate(bar)))) : : How can I return the cycle of the max value by year? : aggregate(bar, FUN = which.max)