I have spent quite some time building a general framework for unevenly-spaced time series. The methods do not rely on a transformation to equally-spaced data, but allow to analyze unevenly-spaced time series in their unaltered form. Please see http://www.eckner.com/research.html for my notes.
In addition, I have written a paper is about trend and seasonality estimation for unevenly-spaced time series. I hope you will find the results helpful! -- View this message in context: http://r.789695.n4.nabble.com/decomposing-an-irregularly-spaced-time-series-tp1571420p4646176.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
