RE: [R] Finding seasonal peaks in a time series....

2005-01-13 Thread Andy Bunn 
This is inelegant, but works:

# (following the example)
nPts - 254
foo - sin((2 * pi * 1/24) * 1:nPts)
foo - foo + rnorm(nPts, 0, 0.05)
bar - ts(foo, start = c(1980,3), frequency = 24)
mean.in.i - numeric(length(start(bar)[1]:end(bar)[1]))
peak.ts   - ts(rep(NA, length(foo)), start = c(1980,3), frequency = 24)
count - 1
for(i in start(bar)[1]:end(bar)[1]){
  bar.win - window(bar, start = c(i,1), end = c(i,24))
  max.in.i - max(bar.win)
  max.cycle.in.i - cycle(bar.win)[bar.win == max.in.i]
  mean.in.i[count] - mean(window(bar, start = c(i,max.cycle.in.i - 3),
end = c(i,max.cycle.in.i + 3)))
  window(peak.ts, start = c(i, max.cycle.in.i), end = c(i,
max.cycle.in.i)) - mean.in.i[count]
  count - count+1
}
plot(bar)
points(peak.ts, col = red, pch = +)
mean.in.i



 -Original Message-
 From: [EMAIL PROTECTED]
 [mailto:[EMAIL PROTECTED] Behalf Of Dr Carbon
 Sent: Wednesday, January 12, 2005 5:19 PM
 To: r-help@stat.math.ethz.ch
 Subject: [R] 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, start = c(1980,3), frequency = 24)
 plot(bar)
 start(bar)
 end(bar)

 # I want to find the peak value from each year, and then get the mean
 of the values on either side.
 # So, if the peak value in the year 1981 is
 max.in.1981 - max(window(bar, start = c(1981,1), end = c(1981,24)))
 # e.g, cycle 7 or 8
 window(bar, start = c(1981,1), end = c(1981,24)) == max.in.1981
 # E.g. if the highest value in 1981 is in cycle 8 I want
 mean.in.1981 - mean(window(bar, start = c(1981,5), end = c(1981,11)))
 plot(bar)
 points(ts(mean.in.1981, start = c(1981,8), frequency = 24), col =
 red, pch = +)


  Is there a way to automate this for each year.

  How can I return the cycle of the max value by year?

  Thanks in advance. -DC

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Re: [R] Finding seasonal peaks in a time series....

2005-01-13 Thread Gabor Grothendieck 
Dr Carbon drcarbon at gmail.com writes:

: 
: 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, start = c(1980,3), frequency = 24)
: plot(bar)
: start(bar)
: end(bar)
: 
: # I want to find the peak value from each year, and then get the mean
: of the values on either side.
: # So, if the peak value in the year 1981 is
: max.in.1981 - max(window(bar, start = c(1981,1), end = c(1981,24)))
: # e.g, cycle 7 or 8
: window(bar, start = c(1981,1), end = c(1981,24)) == max.in.1981
: # E.g. if the highest value in 1981 is in cycle 8 I want
: mean.in.1981 - mean(window(bar, start = c(1981,5), end = c(1981,11)))
: plot(bar)
: points(ts(mean.in.1981, start = c(1981,8), frequency = 24), col =
: red, pch = +)
: 
:  Is there a way to automate this for each year.


Calculate the moving average of bar, which we call barma, and define a
function f which takes a two column structure, locates
the largest entry in column 1 and returns the corresponding
entry in column 2.  Use 'by' to apply f to the two columns, bar and barma
for each year.  Finally convert result back to a ts object.

barma - filter(bar, rep(1,7)/7)
f - function(bar) bar[which.max(bar[,1]),2]
barpeakavg - by(cbind(bar, barma), floor(time(bar)+.0001), f)
barpeakavg.ts - ts(barpeakavg, start = start(time(aggregate(bar

: 
:  How can I return the cycle of the max value by year?
: 

aggregate(bar, FUN = which.max)

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Re: [R] Finding seasonal peaks in a time series....

2005-01-13 Thread Gabor Grothendieck 
Gabor Grothendieck ggrothendieck at myway.com writes:

: 
: Dr Carbon drcarbon at gmail.com writes:
: 
: : 
: : 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, start = c(1980,3), frequency = 24)
: : plot(bar)
: : start(bar)
: : end(bar)
: : 
: : # I want to find the peak value from each year, and then get the mean
: : of the values on either side.
: : # So, if the peak value in the year 1981 is
: : max.in.1981 - max(window(bar, start = c(1981,1), end = c(1981,24)))
: : # e.g, cycle 7 or 8
: : window(bar, start = c(1981,1), end = c(1981,24)) == max.in.1981
: : # E.g. if the highest value in 1981 is in cycle 8 I want
: : mean.in.1981 - mean(window(bar, start = c(1981,5), end = c(1981,11)))
: : plot(bar)
: : points(ts(mean.in.1981, start = c(1981,8), frequency = 24), col =
: : red, pch = +)
: : 
: :  Is there a way to automate this for each year.
: 
: Calculate the moving average of bar, which we call barma, and define a
: function f which takes a two column structure, locates
: the largest entry in column 1 and returns the corresponding
: entry in column 2.  Use 'by' to apply f to the two columns, bar and barma
: for each year.  Finally convert result back to a ts object.
: 
: barma - filter(bar, rep(1,7)/7)
: f - function(bar) bar[which.max(bar[,1]),2]
: barpeakavg - by(cbind(bar, barma), floor(time(bar)+.0001), f)
: barpeakavg.ts - ts(barpeakavg, start = start(time(aggregate(bar
: 
: : 
: :  How can I return the cycle of the max value by year?
: : 
: 
: aggregate(bar, FUN = which.max)

Note that this will be off for the first year if that year does
not begin at the beginning of the cycle.

If thats a problem then use the previous solution but replace
barma with barcycle where barcycle - cycle(bar)

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[R] Finding seasonal peaks in a time series....

2005-01-12 Thread Dr Carbon 
 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, start = c(1980,3), frequency = 24)
plot(bar)
start(bar)
end(bar)

# I want to find the peak value from each year, and then get the mean
of the values on either side.
# So, if the peak value in the year 1981 is
max.in.1981 - max(window(bar, start = c(1981,1), end = c(1981,24)))
# e.g, cycle 7 or 8
window(bar, start = c(1981,1), end = c(1981,24)) == max.in.1981
# E.g. if the highest value in 1981 is in cycle 8 I want
mean.in.1981 - mean(window(bar, start = c(1981,5), end = c(1981,11)))
plot(bar)
points(ts(mean.in.1981, start = c(1981,8), frequency = 24), col =
red, pch = +)


 Is there a way to automate this for each year.

 How can I return the cycle of the max value by year?

 Thanks in advance. -DC

__
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RE: [R] Finding seasonal peaks in a time series....

2005-01-12 Thread Mulholland, Tom 
You might find breakpoints in strucchange helpful

Tom

 -Original Message-
 From: Dr Carbon [mailto:[EMAIL PROTECTED]
 Sent: Thursday, 13 January 2005 6:19 AM
 To: r-help@stat.math.ethz.ch
 Subject: [R] 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, start = c(1980,3), frequency = 24)
 plot(bar)
 start(bar)
 end(bar)
 
 # I want to find the peak value from each year, and then get the mean
 of the values on either side.
 # So, if the peak value in the year 1981 is
 max.in.1981 - max(window(bar, start = c(1981,1), end = c(1981,24)))
 # e.g, cycle 7 or 8
 window(bar, start = c(1981,1), end = c(1981,24)) == max.in.1981
 # E.g. if the highest value in 1981 is in cycle 8 I want
 mean.in.1981 - mean(window(bar, start = c(1981,5), end = c(1981,11)))
 plot(bar)
 points(ts(mean.in.1981, start = c(1981,8), frequency = 24), col =
 red, pch = +)
 
 
  Is there a way to automate this for each year.
 
  How can I return the cycle of the max value by year?
 
  Thanks in advance. -DC
 
 __
 R-help@stat.math.ethz.ch mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide! 
 http://www.R-project.org/posting-guide.html


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RE: [R] Finding seasonal peaks in a time series....

2005-01-12 Thread Mulholland, Tom 
Sorry I didn't read the question properly. Please disregard, my mind was 
elsewhere.

Tom

 -Original Message-
 From: Mulholland, Tom 
 Sent: Thursday, 13 January 2005 10:52 AM
 To: Dr Carbon; r-help@stat.math.ethz.ch
 Subject: RE: [R] Finding seasonal peaks in a time series
 
 
 You might find breakpoints in strucchange helpful
 
 Tom
 
  -Original Message-
  From: Dr Carbon [mailto:[EMAIL PROTECTED]
  Sent: Thursday, 13 January 2005 6:19 AM
  To: r-help@stat.math.ethz.ch
  Subject: [R] 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, start = c(1980,3), frequency = 24)
  plot(bar)
  start(bar)
  end(bar)
  
  # I want to find the peak value from each year, and then 
 get the mean
  of the values on either side.
  # So, if the peak value in the year 1981 is
  max.in.1981 - max(window(bar, start = c(1981,1), end = c(1981,24)))
  # e.g, cycle 7 or 8
  window(bar, start = c(1981,1), end = c(1981,24)) == max.in.1981
  # E.g. if the highest value in 1981 is in cycle 8 I want
  mean.in.1981 - mean(window(bar, start = c(1981,5), end = 
 c(1981,11)))
  plot(bar)
  points(ts(mean.in.1981, start = c(1981,8), frequency = 24), col =
  red, pch = +)
  
  
   Is there a way to automate this for each year.
  
   How can I return the cycle of the max value by year?
  
   Thanks in advance. -DC
  
  __
  R-help@stat.math.ethz.ch mailing list
  https://stat.ethz.ch/mailman/listinfo/r-help
  PLEASE do read the posting guide! 
  http://www.R-project.org/posting-guide.html
 
 
 __
 R-help@stat.math.ethz.ch mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide! 
 http://www.R-project.org/posting-guide.html


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