decmedian {pastecs} | R Documentation

## Time series decomposition using a running median

### Description

This is a nonlinear filtering method used to smooth, but also to segment a time series. The isolated peaks and pits are leveraged by this method.

### Usage

    decmedian(x, type="additive", order=1, times=1, ends="fill")

### Arguments

`x` | a regular time series ('rts' under S+ and 'ts' under R)
`type` | the type of model, either `type="additive"` (by default), or `type="multiplicative"`
`order` | the window used for the running median corresponds to 2*order + 1
`times` | the number of times the running median is applied. By default, 1
`ends` | the method used to calculate ends. Either "NAs" (fill extremes, non-calculable values with NAs), or "fill" (fill these extremes with the closest calculable median)

### Value

a 'tsd' object

### Author(s)

Frédéric Ibanez (ibanez@obs-vlfr.fr), Philippe Grosjean (phgrosjean@sciviews.org)

### References

Gebski, V.J., 1985. Some properties of splicing when applied to non-linear smoothers. Comp. Stat. Data Anal., 3:151-157.

Philips, L. & R. Blomme, 1973. Analyse chronologique. Université Catholique de Louvain. Vander ed. 339 pp.

Tukey, J.W., 1977. Exploratory Data Analysis. Reading Massachusetts: Addison-Wesley.

### See Also

`tsd`, `tseries`, `decaverage`, `deccensus`, `decdiff`, `decevf`, `decreg`, `decloess`

### Examples

    data(marbio)
    ClausoB.ts <- ts(log(marbio$ClausocalanusB + 1))
    ClausoB.dec <- decmedian(ClausoB.ts, order=2, times=10, ends="fill")
    plot(ClausoB.dec, col=c(1, 4, 2), xlab="stations")
    # This is a transect across a frontal zone:
    plot(ClausoB.dec, col=c(0, 2), xlab="stations", stack=FALSE, resid=FALSE)
    lines(c(17, 17), c(0, 10), col=4, lty=2)
    lines(c(25, 25), c(0, 10), col=4, lty=2)
    lines(c(30, 30), c(0, 10), col=4, lty=2)
    lines(c(41, 41), c(0, 10), col=4, lty=2)
    lines(c(46, 46), c(0, 10), col=4, lty=2)
    text(c(8.5, 21, 27.5, 35, 43.5, 57), 8.7, labels=c("Peripheral Zone", "D1",
            "C", "Front", "D2", "Central Zone"))

[Package pastecs version 1.3-4 Index]