extend.series(wavelets)
extend.series()所属R语言包:wavelets
Extend a Time Series
延长时间序列
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Extends a univariate or multivariate time series beyond its original length.
扩展超出其原始长度的单变量和多变量的时间序列。
用法----------Usage----------
extend.series(X, method="reflection", length="double", n, j)
参数----------Arguments----------
参数:X
A univariate or multivariate time series. Numeric vectors, matrices and data frames are accepted.
单变量和多变量的时间序列。数值向量,矩阵和数据框被接受。
参数:method
A character string indicating which extension method to use. Possible values are "periodic", "reflection", "zero", "mean", and "reflection.inverse".
一个字符串表示的扩展方法使用。可能的值是"periodic","reflection","zero","mean"和"reflection.inverse"。
参数:length
A character string indicating how to determine the length of the extended series. Possible values are "aribitrary", "powerof2", and "double".
一个字符串,指示如何确定长度的扩展系列。可能的值"aribitrary","powerof2"和"double"。
参数:n
An integer value specifying the length of the extended series. This argument is only relevant when length = "arbitrary".
的整数的值,该值指定的扩展系列的长度。这种说法是相关length = "arbitrary"。
参数:j
An integer value specifying the power of two of which the length of the extended series should be a multiple. This argument is only relevant for length = "powerof2".
一个整数值,指定其中两个扩展系列的长度应该是一个多个电源。这种说法是相关的length = "powerof2"。
Details
详细信息----------Details----------
The original time series, X, is extended to a new length as determined by length: if length = "arbitrary", a value for the argument n must be specified in order to extend the series to length n; if length = "powerof2" the series will be extended to the nearst multiple of 2^j, where j must be specified as an argument to the function; if length = "double" the series will be extended to twice its original length.
原来的时间系列,X的,扩展到一个新的长度所确定的length如果length = "arbitrary",该参数的值n必须指定,以延长系列长n如果length = "powerof2"系列将扩展到nearst多个2^j,其中j必须指定为一个参数传递给函数;如果 length = "double"系列将扩展至其原始长度的两倍。
Once the length of the extended series is determined, the actual extension is performed using one of five methods: if method = "periodic" a periodic extension is made by concatenating the series with itself (without changing the order of the values); if method = "reflection" an extension is made by concatenating the series with a reflection (reverse ordering) of itself; if method = "zero" the series is padded with zeros; if method = "mean" the series is padded with its mean; if method = "reflection.inverse" an extension is made by concatenating the series with a reflection (reverse ordering) of itself that is further reflected of the horizontal axis y = x_N where x_N is the last value of the observed series.
一旦扩展系列的长度是确定的,实际的扩展使用五种方法之一进行:如果method = "periodic"如果一个周期性的扩展名是由串联串联本身(不改变的值的顺序的情况下); method = "reflection"的扩展是由串联系列本身进行了反思(反向排序);如果method = "zero"系列用零填充,如果method = "mean"系列填充其平均method = "reflection.inverse"的扩展是通过串联的串联(反向顺序)本身的反射,进一步反映横轴y = x_N其中x_N是所观察到的系列的最后一个值。
In the case that the series is extended beyond twice it's original length, the "periodic" and "reflection" methods are repetetively applied so that every subseries of length N (the length of the original series) is either a periodic or reflected extension of any other N adjacent values. Similarly, the "reflection.inverse" method is repetetively applied so that every 2N values are a periodic extension of any adjacent 2N values.
在的情况下,该系列两倍它的原始长度,"periodic"和"reflection"方法repetetively施加的长度,每一个子系列N(在原始的系列的长度)是延伸超出无论是定期或反射的延伸,任何其他N相邻值。 ,"reflection.inverse"方法repetetively应用,每2N的值是一个周期延长,任何相邻的2N值。
值----------Value----------
The extended time series, in its original class.
延长的时间序列,在其原来的类。
(作者)----------Author(s)----------
Eric Aldrich. ealdrich@gmail.com.
参考文献----------References----------
参见----------See Also----------
dwt, modwt.
dwt,modwt。
实例----------Examples----------
# obtain the two series listed in Percival and Walden (2000), page 42[获得这两个系列在波斯富街和Walden(2000)上市,第42页]
X1 <- c(.2,-.4,-.6,-.5,-.8,-.4,-.9,0,-.2,.1,-.1,.1,.7,.9,0,.3)
X2 <- c(.2,-.4,-.6,-.5,-.8,-.4,-.9,0,-.2,.1,-.1,.1,-.7,.9,0,.3)
# combine them and extend using reflection method[它们结合在一起,延长使用反射法]
newX <- cbind(X1,X2)
newX.ext1 <- extend.series(newX, length="arbitrary", n=64)
plot.ts(newX.ext1)
# apply another extension method[申请其他扩展方法]
newX.ext2 <- extend.series(newX, method="reflection.inverse",
length="powerof2", j=6)
plot.ts(newX.ext2)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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