kza (version 1.01)

kzs: Kolmogorov-Zurbenko Spline

Description

Kolmogorov-Zurbenko Spline

Usage

kzs(y, m, k = 1, t = NULL)

Arguments

y

The raw time series.

m

The window size for transform

k

The number of iterations for applying the KZFT

t

An indexing set

Details

Kolmogorov-Zurbenko Spline is essentially the Kolmogorov-Zurbenko Fourier Transform at the zero frequency.

References

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.

See Also

kzft,

Examples

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")