similar to: More help with stl?

Hi mailinglist members, I’m actually working on a time series prediction and my current approach is to decompose the series first into a trend, a seasonal component and a remainder. Therefore I’m using the stl() function. But I’m wondering how to get the single components in order to predict the particular fitted series’. This code snippet illustrates my problem: series <-

G'day, I am looking at monthly reports, and have three series of monthly data from 2007 to 2009. I would like to show the season decomposition of these two series side by side on the one device, however using plot doesn't seem to respect any use of layout(matrix(1:3, ncol=3)) or par(mfcol=c(1,3)). I'm guessing that this means that the plot(stl) perhaps uses them, but I can't find

Hi, I'm astudent in hydrobiology and I actually work on river's discharge and try to extract from my data the seasonal and trend components. I use STL function but I have several problems in understanding what this function have done. I'd like to know what means the IQR results which gave me some % about the seasonal component, trend component and the remainder component.

I am trying to understand the nuances of STL (seasonal trend decomposition with loess) based on William Cleveland's (and others?) original development. I do not understand the specification or use of "frequency components" or equivalent "low-pass filter" components in the stl() function. I have run the stl() function on a standard example data (co2) in both S-Plus and

I need to investigate how rollmean and the trend returned from stl differ. I am trying to find out exactly what the trend part of stl is (I have just started coding in R and do not know fortran). I need to extract this because it will be used in further calculations, and it needs to be verified to make sure that I am using the right process. I would like to use this to remove the seasonal

Greetings: I'm using the time series decomposition routine "stl" from the package "stats". But how do I get the results into a vector to work with them? example: data(AirPassengers) m<-stl(AirPassengers,"per") print(m) This lists the output but can't figure out how to extract the individual series like seasonal, trend, irregular. Thanks, Bob

Hi All, How do I can create a new vector, i.e. 'seasonal' or 'trend' from the resultant seasonal or trend component of the Time.Series object produced by STL, and how I could superpose in the same graphic, i.e. original data and trend or seasonality? Thanks in advance! Antonio Antonio Rodr?guez Verdugo CICEM Agua del Pino Huelva Oceanography and Coastal Resources, PhD Program,

I am running R 1.2.2 under Linux. When using the function stl in the ts library, how can I save the seasonal component? What I would like was something like: library(ts) data(nottem) data.stl <- stl(nottem, "per") x <- data.stl$sea This what I get: > x NULL I would, however, like to store in x the seasonal component. Thanks in advance. Francisco. -- Francisco

Hi all, I am trying to analyse a time series data and want to make trend-season decomposition using STL approach in R. However I found the decomposition result seems to be sensitive to data points even with the robust option. More specifically, suppose I have a few years of monthly data. Using stl, I got a decomposition T1 + S1 + R1. Then I deleted the most recent two or three data points, the

Dear R Helpers, Currently I'm working with the ts package of R and created a TimeSerie from pixels extracted from satellite imagery(S10 NDVI data, 10 daily composites). I'm trying to decompose this signal in different signals (seasonal and trend). When testing out the STL method is says => Only univariate timeseries are allowed, but the current Timeserie I'm using is univariate!

Hi all, I'm working on decomposition and comparison of several time series. I'm interested in extracting the trend components for each time series using the stl function and overlaying them on one another. I'm not sure how to plot the trend function alone and to do the overlay using some kind of loop. If anyone has any insight that would be great! thanks, Katie -- View this

I having issues with interpreting the results of STL decomposition. The following is the data used as well as the decompsed seasonality, trend and the remainder components. It is a weekly data. The original data doesn't appear to be seasonal. But there seems to be a periodic peak in the seasonal component. Can some one please let me know how to interpret the seasonality plot in this??? Also,

> Hello, > > I have lots of data in zoo format and would like to do some time > series analysis. (using library(zoo), library(ts) ) > > My data is usually from one year, and I try for example stl() to find > some seasonalities or trends. > > I have now accepted, that I might have to convert my series into ts() > but still I am not able to execute the comand since

Hi all, How can the label of the x-axes in the plot() of a stl.object be adapted? e.g., When plotting: plot(stl(nottem, "per")) In the labels of the x-axes is “time”. How can this be changed to e.g., “Time (dekade) “? It does not work with xlab or others anymore… Thanks, Jan _______________________________________________________________________ Ir. Jan Verbesselt Research

Hi there, My name is Renan X. Cortes, student of Statistics, from south of Brazil, and I'd like to ask you a few questions about decomposition of time series. In R, when I fit the decomposition using the "stl" function, an object is returned when ask the summary of the fit, called STL.seasonal (%), STL.trend (%) and STL.remainder (%). Once the decomposition is additive,

Hi everyone I am trying to do some time series analysis with daily temperature data (40 years). I have created a zoo object and ts object but can't apply stl function. It says the series is not periodic or has less than two periods. I've searched through google and found a lot of messages about this problem but not a solution/example to look for trend and seasonal component of a

Hello, I have daily wind speed data and need to fit seasonal ARIMA model, problem is that my period is 365. But when I use arima(...) function, with period 365, I?m getting error message: ?Error in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) : maximum supported lag is 350?. Can someone help me with this problem? Thank you Sincerely yours, Laura Saltyte

Currently I find that if I call stl() repeatedly I can use the weights array that is part of the stil output to detect outliers. I also find that if I repeatedly call stl() (replacing the outliers after each call) that the "remainder" portion of the stil output gets reduced. I am calling it like: for(.index in 1:4) { st <- stl(mt, s.window=frequency(mt), robust=TRUE)

Hi, I have a dataframe (try.1) with  date/time and temperature columns, and the date/time is in POSIXct fomat. Sample included below. I would like to to try decompose () or stl() to look at the trends and seasonality in my data, eventually so that  I can  look at autocorrelation.  The series is 3 years of water temperature with clearly visible seasonal periods. Right now, if I try decompose,

Hi all, I have a time series that contains double seasonal components (48 and 336) and I would like to decompose the series into the following time series components (trend, seasonal component 1, seasonal component 2 and irregular component). As far as I know, the STL procedure for decomposing a series in R only allows one seasonal component, so I have tried decomposing the series twice. First,