calcFrequencyPeriodogram: Calcuates the Frequency of the Time Series

In DescartesResearch/telescope: Hybrid Multi-Step-Ahead Forecasting

Description

Calculates the frequency for the time series

Usage

calcFrequencyPeriodogram(
  timeValuePair,
  asInteger = TRUE,
  difFactor = 0.5,
  tolerance = 0.05,
  maxIters = 10,
  ithBest = 1,
  PGramTvp = NULL,
  debug = FALSE
)

Arguments

timeValuePair	Timestamps with raw values (not as time series object)
asInteger	Optional parameter: Boolean indicating whether frequerncy needs to be an integer. TRUE by default
difFactor	Optional parameter: A factor to determine whether a possible frequency is accepted. 0.5 by default
tolerance	Optional parameter: A tolerance factor for matching estimated frequencies to listed frequencies. 0.05 by default
maxIters	Optional parameter: Number of maximal rounds to estimate the frequency. 10 by default.
ithBest	Optional parameter: i-th most likely frequency is tested. 1 by default.
PGramTvp	Optional parameter: An already created periodogram. Null by default

Value

The frequency that appears in the periodogram and the list of most frequent frequencys, the created perodogram and the last iteration

DescartesResearch/telescope documentation built on Oct. 23, 2021, 9:51 a.m.