Re: [R] ssa gapfill of series with large window and sparse gaps with Rssa

I should probably have added that you should have a look at R's time series task view: https://cran.r-project.org/web/views/TimeSeries.html including anything there on irregular times series (e.g. irts() from tseries package) and imputation. Cheers, Bert Bert Gunter "The trouble with having

Re: [R] ssa gapfill of series with large window and sparse gaps with Rssa

... "and explain the best practice given my missing data situation?" I cannot speak to your other issues, but the above is definitely off topic for this list, which is about R programming, not statistical matters. Missing data are certainly a complex issue: you might try a statistical list like

[R] ssa gapfill of series with large window and sparse gaps with Rssa

I have several years of univariate wind speed data to which I would like to apply singular spectrum analysis. The data are sampled every 15min and a year is a fundamental periodicity, which suggests L=35,040 values. I would like to fill the gaps. The missing values are scattered at low density