[R] Time Series Object

stephen sefick
Wed, 19 Mar 2008 19:02:58 -0000

I have a time series object that is made up of readings at 15 minutes
for two years (this is why I am not posting data series).  I have made
this a time series with
y = ts(x, frequency=96)

ninety six is the number of 15minutes in a day.  I want to smooth this
series with

k = kernel("modified.daniell", #)
y.s = kernapply(y, k)

if I want to smooth it for  ~month windows do I use # = (30*96)/2 or 30/2
I will then take this and use

spectrum(y.s, log="no")

the peaks that are generated are now in days even thought it is
smoothed to monthly because the underlying points that the smoother is
applied to are grouped into 96reading/day?

If this doesn't make sense I can provide a month worth of data for you
guys to play with, but I didn't want to provide too large of a data
set as to the rules.

--
Let's not spend our time and resources thinking about things that are
so little or so large that all they really do for us is puff us up and
make us feel like gods. We are mammals, and have not exhausted the
annoying little problems of being mammals.

	-K. Mullis