detrendSTdata: Removes Temporal Trend from Observations in a 'STdata' Object

Description Usage Arguments Details Value Author(s) See Also Examples

Description

Removes an estimated time-trend from the observations in a STdata object. Returns a modifed STdata object with no trend; the new object can be used to fit a simpler model.

Usage

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detrendSTdata(STdata, region = NULL, method = lm, ...)

Arguments

STdata

A STdata object, see mesa.data.raw.

region

Vector of the same length and order as STdata$covars$ID. Indicates region(s) in which different trends are to be fitted and removed.

method

Method for fitting the trend (set to method=lm if is.null(method)); should produce output that allows the use of predict. Possible options include lm, rlm, or lqs.

...

Additional parameters passed to method.

Details

Sometimes there is no apparent spatial structure to the time-trend amplitude, or there is not enough identifiability in the data to properly model the structure. In that case, it is possible, at least as a sensitivity analysis, to de-trend the observations and run a model with a spatial field for the intercept only (apart from the spatio-temporal residual field).

detrendSTdata will remove the trends from the observations, using STdata$trend. 'method' is applied as
metod(STdata$obs$obs ~ F,...)
where F is the temporal trend from STdata$trend for each observation; or as
metod(STdata$obs$obs ~ F*obs.region,...)
where
obs.region = factor(region[ match(STdata$obs$ID, STdata$covars$ID)]). allowing for different trends in different region (i.e. interaction between the time trend(s) and region identifiers).
predict( method(...) ) is then subtracted from STdata$obs$obs, detrending the data.

Value

Returns a modfied version of the input, with detrended observations and some changes:

STdata$obs

Has an additional column, removed.trend, with the amount subtracted per observation.

STdata$trend

Is reduced to only the date column, indicating a constant trend.

STdata$old.trend

The previous STdata$trend, which was used for detrending.

STdata$fit.trend

The result of method; the trend component removed for each observations can be obtained as predict(STdata$fit.trend). NOTE: Aditional functions, such as createSTmodel, might reorder STdata$obs implying that
STdata$obs$removed.trend != predict(STdata$fit.trend).

Author(s)

Assaf P. Oron and Johan Lindstrom

See Also

Other STdata functions: c.STmodel, createDataMatrix, createSTdata, createSTmodel, estimateBetaFields, removeSTcovarMean, updateTrend.STdata

Examples

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##load the data
data(mesa.data.raw)
##and create STdata-object
mesa.data <- createSTdata(mesa.data.raw$obs, mesa.data.raw$X, n.basis=2,
                          SpatioTemporal=mesa.data.raw["lax.conc.1500"])

##plot time-series for the first site,
par(mfrow=c(3,2),mar=c(2.5,2.5,3,1))
plot(mesa.data, "obs", ID=1)
##And combined for all sites
plot(mesa.data, "loc.obs", legend.loc="bottomleft")

##attempt to detrend
mesa.data.detrend <- detrendSTdata(mesa.data)
##examine object, note the trends
mesa.data.detrend

##plot detrended time-series for the first site,
plot(mesa.data.detrend, "obs", ID=1)
##And combined for all sites
plot(mesa.data.detrend, "loc.obs", legend.loc="bottomleft")

##use different detrending for different types of locations
mesa.data.detrend2 <- detrendSTdata(mesa.data, region=mesa.data$covars$type)
##examine object, note the trends
mesa.data.detrend2
##plot for the first site,
plot(mesa.data.detrend2, "obs", ID=1)
plot(mesa.data.detrend2, "loc.obs", legend.loc="bottomleft")

##compare the two fitted and removed trends
print(mesa.data.detrend$fit.trend)
print(mesa.data.detrend2$fit.trend)

SpatioTemporal documentation built on May 2, 2019, 8:49 a.m.