clean_data: Clean data using STL / Loess function.

In ntwk: Statistical Inference for Network Time Series

Description

Clean data using STL / Loess function.

Usage

clean_data(data, frequency = 24, s_window = 24, t_window = 24, ...)

Arguments

data	Data to clean.
frequency	Time series frequency of observations
s_window	Seasonal window.
t_window	Trend window.
...	additional inputs given to stats::stl

Value

List with the cleaned time series, the remainders of the cleaning and their standard deviations.

Examples

n <- 1000
d <- 3
delta_time <- 0.01
data <- matrix(
  rnorm(n = n * d, mean = 0, sd = sqrt(delta_time)),
  ncol = d
)
data <- apply(data, 2, cumsum)
clean_data(data)

ntwk documentation built on Sept. 13, 2021, 9:07 a.m.