Rkzp {kza} | R Documentation |
Kolmogorov-Zurbenko periodogram and smoothing using DiRienzo-Zurbenko (DZ) or Neagu-Zurbenko (NZ) methods.
Rkzp(y, m=round(length(y)/10), k=1, f=NULL)
y |
The raw data. |
m |
The width of filtering window |
k |
The number of iterations for the KZFT |
f |
The frequency that KZFT is applied at. |
The Kolmogorov-Zurbenko Periodogram is an estimate of the spectral density using the Kolmogorov-Zurbenko Fourier Transform (KZFT). This is the R scripted version that does not use FFTW (see README).
I. G. Zurbenko, 1986: The spectral Analysis of Time Series. North-Holland, 248 pp.
I. G. Zurbenko, P. S. Porter, Construction of high-resolution wavelets, Signal Processing 65: 315-327, 1998.
A. G. DiRienzo, I. G. Zurbenko, Semi-adaptive nonparametric spectral estimation, Journal of Computational and Graphical Statistics 8(1): 41-59, 1998.
R. Neagu, I. G. Zurbenko, Algorithm for adaptively smoothing the log-periodgram, Journal of the Franklin Institute 340: 103-123, 2003.
Wei Yang and Igor Zurbenko, kzft: Kolmogorov-Zurbenko Fourier Transform and Applications, R-Project 2007.
kzft
,
kztp
,
smooth_kzp
,
plot.kzp
,
#example t<-1:5000 y<-1.1*sin(2*pi*0.3*t)+7*sin(2*pi*0.4*t)+10*rnorm(length(t)) a<-Rkzp(y,m=1000) plot.kzp(a,c=0.03)