kzs {kza} | R Documentation |
Kolmogorov-Zurbenko Spline
kzs(y, m, k = 1, t = NULL)
y |
The raw time series. |
m |
The window size for transform |
k |
The number of iterations for applying the KZFT |
t |
An indexing set |
Kolmogorov-Zurbenko Spline is essentially the Kolmogorov-Zurbenko Fourier Transform at the zero frequency.
I. G. Zurbenko, The spectral Analysis of Time Series. North-Holland, 1986.
I. G. Zurbenko, P. S. Porter, Construction of high-resolution wavelets, Signal Processing 65: 315-327, 1998.
R. H. Shumway, D. S. Stoffer, Time Series Analysis and Its Applications: With R Examples, Springer, 2006.
Derek Cyr and Igor Zurbenko, kzs: Kolmogorov-Zurbenko Spatial Smoothing and Applications, R-Project 2008.
Derek Cyr and Igor Zurbenko, A Spatial Spline Algorithm and an Application to Climate Waves Over the United States, 2008 Joint Statistical Meetings.
kzft
,
n <- 1000 x <- (1:n)/n true<-((exp(1.5*x)+sin(7*x))-1)/3 noise <- rnorm(n) y <- true + noise a<-kzs(y,m=100) plot(true,type='l') lines(a,col="blue")