R/periodogram.R

In jcval94/DataMiningTools:

#' Compute periodogram function for different chunks of a time series to get the top
#'
#' @param ts A multivariate time series
#' @param place
#'
#' @return
#' @export
#'
#' @importFrom TSA periodogram
#' @importFrom reshape2 dcast
#'
#' @examples
#'
#' #library(timeSeries)
#' #data(LPP2005REC)
#'
#' df <- USArrests
#'
#' periodogram(df, place = 10)
#'
#'
periodogram <- function(t, place = 10) {
    dts<-dim(t)
    listn<-list()
    for(i in 1:(dts[2])){
        ts<-t[,i]
        ddT <- data.frame(freq = c(), spec = c(), orden = c())
        ords <- floor(length(ts) * 0.7):length(ts)
        for (lu in ords) {
            p <- TSA::periodogram(ts[1:lu], plot = F)
            dds <- data.frame(freq = 1/p$freq, spec = p$spec, orden = 1:length(p$spec))
            dds <- head(dds[order(-dds$spec), ], place)
            ddT <- rbind(ddT, dds)
        }
        ddT <- ddT[order(-ddT$spec), ]
        Maxi <- max(ddT$spec)
        ddT <- head(ddT[ddT$orden > 2, ], 15)
        ddT$Freq_Orden <- paste0(ddT$freq, "_", ddT$orden)
        ddT <- suppressWarnings(reshape2::dcast(ddT, Freq_Orden ~ ., max, value.var = "spec"))
        ddT$. <- ddT$./Maxi
        ddT <- ddT[order(-ddT$.), ]
        listn[[i]]<-list(unique(as.numeric(do.call("rbind", strsplit(ddT$Freq_Orden, "_")))), ddT)
    }
    return(listn)
}