Computation of a (deterministic) periodic time series of linearly changing period.
It computes and returns a sinusoid of a specified length, which has the given initial phase, and linearly changing periods (if requested) starting from a given period length through the given length at the end. There is an option to plot the time series.
periodic.series(start.period = 100, end.period = start.period,
phase = 0,
length = 600,
make.plot = FALSE)start.period |
period length at start (in steps of time). Default: |
end.period |
period length at end (in steps of time). Default: |
phase |
phase difference (in steps of time), i.e. part of period length which has elapsed relative to the origin.
Default: |
length |
number of time steps. Default: |
make.plot |
Plot time series? Logical. Default: |
This function can be used for illustrating methods and functions.
Producing a sinusoid, periodic.series
will work best if start.period (and end.period, if different from start.period) is not too small.
the series as vector
Angi Roesch and Harald Schmidbauer
# The following time series involves periods from 100 through 50:
x <- periodic.series(start.period = 100, end.period = 50, make.plot = TRUE)
title("time series with period changing linearly from 100 to 50")
# The following three time series involve three different types of period evolution
# starting from period 100:
x1 <- 0.8*periodic.series(start.period = 100, end.period = 95, phase = 0, length = 1000)
x2 <- periodic.series(start.period = 100, end.period = 100, phase = 0, length = 1000)
x3 <- 1.2*periodic.series(start.period = 100, end.period = 105, phase = 0, length = 1000)
ts.plot(x2, ylim = c(-2, +2), xlab = "time", ylab = "series with variable period")
lines(x1, col = "blue")
lines(x3, col = "red")
legend("topleft",
legend = c("speeding up (end period = 95)", "period = 100",
"slowing down (end period = 105)"),
lty = 1, col = c("blue", "black", "red"))Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.