On Feb 19, 2012, at 9:46 AM, John Kohr wrote:
>
> Hello everyone,
>
> I was looking for a way to classify time-series based on the curve-fit. I
try to campute several trends so i was thinking to link each trend with a
function. increase with exponential for example, increase and decrease with a
gaussian etc. The possiblities are endless though and it seems that is not
always working well, especially if you work on small time-series (of 5-10 points
only - one point in the end of the time-series can make the nls function to not
be able to find the best fit among all these functions). Is there any package
doing something similar? or another technique that could capture such trends? I
can't find any code or publication on that, so I guess is something that is
tested and is not working?
>
> Any help is appreciated.
>
> Best,
> John
One option you have is to use StructTS which fits what is essentially a
non-parametric trend (it is actually a local smooth of the data). That should
give you an idea of the time trend if you then prefer a functional form for the
trend. There are other packages that do similar analysis, StructTS is built
into the basic stat package.
HTH,
-Roy M
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Roy Mendelssohn
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NOAA/NMFS
Environmental Research Division
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