guessFrequencyPeriodogram: Guess the Frequency of the Time Series

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

Description

Estimates the frequency of the time series based on a periodogram

Usage

guessFrequencyPeriodogram(
  timeValuePair,
  asInteger = TRUE,
  difFactor = 0.5,
  ithBest = 1,
  spans = NULL,
  debug = FALSE,
  PGramTvp = NULL
)

Arguments

timeValuePair	Timestamps with raw values (not as time series object)
asInteger	Optional parameter: Boolean indicating whether frequerncy needs to be an integer
difFactor	Optional parameter: A factor to determine whether a possible frequency is accepted
ithBest	Optional parameter: i-th most likely frequency is tested. 1 by default.
spans	Optional parameter: vector of odd integers giving the widths of modified Daniell smoothers to be used to smooth the periodogram. Null by default
debug	Optional parameter: If TRUE, debugging information will be displayed. FALSE by default
PGramTvp	Optional parameter: An already created periodogram. Null by default

Value

The found frequency and the created periodogram

Author(s)

Marwin Zuefle, Andre Bauer

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