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carma
2005 Jan 12
4
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,