search for: tssmooth

...to much noise so that it consequently gives the following error. > plot(stl(Timeserie)) Error in stl(Timeserie) : only univariate series are allowed. I also import the data as an ts object. A solution would be to eliminate the noise (sensor and atmospheric) with a filter (kalman/ holt-Winters/TsSmooth? Or FFT.) or the BISE method in R? Is the BISE (Best index slope extraction) function already programmed in R I couldn't find it? Much appreciated, Jan ******************************************************* Jan Verbesselt Research Associate Lab of Geomatics and Forest Engineering K.U. Le...

This is something that I have not seen in earlier beta versions of 1.6.0: . . . ts.plot text html latex example ts.union text html latex example tsSmooth text html latex tsdiag text html latex example R_LIBS= ../../../bin/R CMD INSTALL ERROR: no packages specified *** Error code 1 make: Fatal error: Command failed for target `_tgz.ts' Current working directory /home/gardar/loc...

Hola! I got problems using an objects returned from arima (in KalmanSmooth(my.ts, ModArima$model), because my.ts showed up to have storage mode "integer" (is.integer(my.ts was TRUE). Should storage.mode() of a ts be allowed to be integer, should ts() someplace say storage.mode(ts.out) <- "double", or maybe inside arima() storage.mode(x) <- "double"

I have a bunch of clean timeseries data obtained from a sensor and I'd like to apply a Kalman Filter to it to smoothe it out. Through a few days of Googling, reading papers, implementing such a filter in various languages, I finally realised that it may be built into R. So I did a "??kalman" at the R prompt and found that it is indeed there. However, the help page is a tad bare,

...D method = "CSS") > ##D > ##D ## Structural Time Series > ##D ap <- log10(AirPassengers) - 2 > ##D (fit <- StructTS(ap, type= "BSM")) > ##D par(mfrow=c(1,2)) > ##D plot(cbind(ap, fitted(fit)), plot.type = "single") > ##D plot(cbind(ap, tsSmooth(fit)), plot.type = "single") > ## End(Not run) > > > cleanEx(); ..nameEx <- "BOD" > > ### * BOD > > flush(stderr()); flush(stdout()) > > ### Name: BOD > ### Title: Biochemical Oxygen Demand > ### Aliases: BOD > ### Keywords: dataset...

...text html latex example toeplitz text html latex example treering text html latex ts.plot text html latex example ts.union text html latex example tsSmooth text html latex tsdiag text html latex example gmake[2]: Leaving directory `/soft/R/R-1.5.1/src/library' gmake[2]: Entering directory `/soft/R/R-1.5.1/src/library' gmake[2]: Leaving directory `/soft/R/R-1.5.1/src/library...